| 2025-03-31 | Rank |
| Total securities | $2,672,611,000 | 126 |
| U.S. Government securities | $1,900,658,000 | 114 |
| U.S. Treasury securities | $174,665,000 | 140 |
| U.S. Government agency obligations | $1,725,993,000 | 108 |
| Securities issued by states & political subdivisions | $444,432,000 | 74 |
| Other domestic debt securities | $327,099,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $227,453,000 | 73 |
| Other domestic debt securities - All other | $99,646,000 | 127 |
| 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 | $628,053,000 | 198 |
| Mortgage-backed securities | $1,312,998,000 | 128 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $454,390,000 | 159 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $319,369,000 | 143 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $344,902,000 | 62 |
| Other commercial mortgage-backed securities | $194,337,000 | 90 |
| Held to maturity securities (book value) | $202,018,000 | 227 |
| Available-for-sale securities (fair market value) | $2,470,171,000 | 106 |
| Total debt securities | $2,672,189,000 | 124 |
| Structured notes |
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 157 |
| 2024-12-31 | Rank |
| Total securities | $2,566,129,000 | 126 |
| U.S. Government securities | $1,798,797,000 | 115 |
| U.S. Treasury securities | $125,139,000 | 174 |
| U.S. Government agency obligations | $1,673,658,000 | 110 |
| Securities issued by states & political subdivisions | $444,108,000 | 77 |
| Other domestic debt securities | $322,812,000 | 115 |
| Privately issued residential mortgage-backed securities | $263,000 | 547 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $226,103,000 | 76 |
| Other domestic debt securities - All other | $96,446,000 | 130 |
| Foreign debt securities | $0 | 269 |
| 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 | $625,822,000 | 194 |
| Mortgage-backed securities | $1,277,382,000 | 125 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $457,757,000 | 154 |
| Privately issued | $263,000 | 169 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $312,256,000 | 140 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $331,327,000 | 59 |
| Other commercial mortgage-backed securities | $175,779,000 | 92 |
| Held to maturity securities (book value) | $212,352,000 | 219 |
| Available-for-sale securities (fair market value) | $2,353,365,000 | 105 |
| Total debt securities | $2,565,717,000 | 124 |
| Structured notes |
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2024-09-30 | Rank |
| Total securities | $2,576,015,000 | 127 |
| U.S. Government securities | $2,021,775,000 | 109 |
| U.S. Treasury securities | $125,597,000 | 172 |
| U.S. Government agency obligations | $1,896,178,000 | 101 |
| Securities issued by states & political subdivisions | $460,782,000 | 80 |
| Other domestic debt securities | $93,041,000 | 263 |
| Privately issued residential mortgage-backed securities | $272,000 | 547 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $92,769,000 | 134 |
| 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 | $640,930,000 | 198 |
| Mortgage-backed securities | $1,502,207,000 | 117 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $492,547,000 | 152 |
| Privately issued | $272,000 | 172 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $322,567,000 | 134 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $274,888,000 | 62 |
| Other commercial mortgage-backed securities | $411,933,000 | 68 |
| Held to maturity securities (book value) | $212,422,000 | 225 |
| Available-for-sale securities (fair market value) | $2,363,176,000 | 109 |
| Total debt securities | $2,575,598,000 | 125 |
| Structured notes |
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2024-06-30 | Rank |
| Total securities | $2,463,560,000 | 126 |
| U.S. Government securities | $1,926,263,000 | 110 |
| U.S. Treasury securities | $124,872,000 | 183 |
| U.S. Government agency obligations | $1,801,391,000 | 104 |
| Securities issued by states & political subdivisions | $447,429,000 | 80 |
| Other domestic debt securities | $89,475,000 | 267 |
| Privately issued residential mortgage-backed securities | $279,000 | 546 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $89,196,000 | 136 |
| 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 | $746,538,000 | 187 |
| Mortgage-backed securities | $1,417,501,000 | 119 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $480,946,000 | 151 |
| Privately issued | $279,000 | 160 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $280,777,000 | 141 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $266,986,000 | 64 |
| Other commercial mortgage-backed securities | $388,513,000 | 70 |
| Held to maturity securities (book value) | $212,488,000 | 230 |
| Available-for-sale securities (fair market value) | $2,250,679,000 | 110 |
| Total debt securities | $2,463,168,000 | 124 |
| Structured notes |
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank |
| Total securities | $2,517,010,000 | 125 |
| U.S. Government securities | $1,974,504,000 | 111 |
| U.S. Treasury securities | $224,890,000 | 130 |
| U.S. Government agency obligations | $1,749,614,000 | 113 |
| Securities issued by states & political subdivisions | $452,026,000 | 80 |
| Other domestic debt securities | $90,082,000 | 270 |
| Privately issued residential mortgage-backed securities | $985,000 | 485 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $89,097,000 | 105 |
| Foreign debt securities | $0 | 306 |
| 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 | $810,653,000 | 175 |
| Mortgage-backed securities | $1,353,834,000 | 122 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $450,770,000 | 162 |
| Privately issued | $985,000 | 133 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $270,449,000 | 139 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $267,275,000 | 61 |
| Other commercial mortgage-backed securities | $364,355,000 | 73 |
| Held to maturity securities (book value) | $312,511,000 | 194 |
| Available-for-sale securities (fair market value) | $2,204,101,000 | 110 |
| Total debt securities | $2,516,612,000 | 123 |
| Structured notes |
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank |
| Total securities | $2,607,323,000 | 122 |
| U.S. Government securities | $2,003,810,000 | 112 |
| U.S. Treasury securities | $390,277,000 | 96 |
| U.S. Government agency obligations | $1,613,533,000 | 119 |
| Securities issued by states & political subdivisions | $515,127,000 | 68 |
| Other domestic debt securities | $87,997,000 | 272 |
| Privately issued residential mortgage-backed securities | $1,033,000 | 503 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $86,964,000 | 109 |
| 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 | $806,363,000 | 179 |
| Mortgage-backed securities | $1,206,330,000 | 126 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $433,214,000 | 172 |
| Privately issued | $1,033,000 | 149 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $120,863,000 | 211 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $277,170,000 | 59 |
| Other commercial mortgage-backed securities | $374,050,000 | 72 |
| Held to maturity securities (book value) | $477,592,000 | 143 |
| Available-for-sale securities (fair market value) | $2,129,342,000 | 114 |
| Total debt securities | $2,606,934,000 | 118 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank |
| Total securities | $2,511,698,000 | 125 |
| U.S. Government securities | $1,945,540,000 | 112 |
| U.S. Treasury securities | $459,736,000 | 82 |
| U.S. Government agency obligations | $1,485,804,000 | 124 |
| Securities issued by states & political subdivisions | $489,346,000 | 70 |
| Other domestic debt securities | $76,421,000 | 296 |
| Privately issued residential mortgage-backed securities | $1,066,000 | 481 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $75,355,000 | 122 |
| 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 | $697,400,000 | 190 |
| Mortgage-backed securities | $1,085,050,000 | 137 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $383,739,000 | 183 |
| Privately issued | $1,066,000 | 144 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $78,659,000 | 287 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $267,090,000 | 63 |
| Other commercial mortgage-backed securities | $354,496,000 | 71 |
| Held to maturity securities (book value) | $547,854,000 | 133 |
| Available-for-sale securities (fair market value) | $1,963,453,000 | 118 |
| Total debt securities | $2,511,308,000 | 123 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank |
| Total securities | $2,554,266,000 | 126 |
| U.S. Government securities | $1,971,681,000 | 116 |
| U.S. Treasury securities | $460,172,000 | 83 |
| U.S. Government agency obligations | $1,511,509,000 | 126 |
| Securities issued by states & political subdivisions | $508,545,000 | 67 |
| Other domestic debt securities | $73,642,000 | 304 |
| Privately issued residential mortgage-backed securities | $1,087,000 | 485 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $72,555,000 | 127 |
| 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 | $710,289,000 | 191 |
| Mortgage-backed securities | $1,092,773,000 | 137 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $374,585,000 | 184 |
| Privately issued | $1,087,000 | 150 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $83,123,000 | 282 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $285,758,000 | 61 |
| Other commercial mortgage-backed securities | $348,220,000 | 71 |
| Held to maturity securities (book value) | $548,017,000 | 130 |
| Available-for-sale securities (fair market value) | $2,005,851,000 | 118 |
| Total debt securities | $2,553,869,000 | 123 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank |
| Total securities | $2,627,110,000 | 129 |
| U.S. Government securities | $2,032,787,000 | 120 |
| U.S. Treasury securities | $460,856,000 | 84 |
| U.S. Government agency obligations | $1,571,931,000 | 118 |
| Securities issued by states & political subdivisions | $513,223,000 | 72 |
| Other domestic debt securities | $80,698,000 | 310 |
| Privately issued residential mortgage-backed securities | $2,254,000 | 452 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $78,444,000 | 127 |
| 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 | $677,679,000 | 193 |
| Mortgage-backed securities | $1,138,694,000 | 142 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $390,635,000 | 190 |
| Privately issued | $2,254,000 | 134 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $88,320,000 | 286 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $300,369,000 | 67 |
| Other commercial mortgage-backed securities | $357,116,000 | 74 |
| Held to maturity securities (book value) | $548,225,000 | 139 |
| Available-for-sale securities (fair market value) | $2,078,483,000 | 121 |
| Total debt securities | $2,626,708,000 | 127 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank |
| Total securities | $2,389,294,000 | 145 |
| U.S. Government securities | $1,870,993,000 | 133 |
| U.S. Treasury securities | $460,558,000 | 91 |
| U.S. Government agency obligations | $1,410,435,000 | 139 |
| Securities issued by states & political subdivisions | $436,130,000 | 98 |
| Other domestic debt securities | $82,254,000 | 316 |
| Privately issued residential mortgage-backed securities | $2,330,000 | 463 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $79,924,000 | 131 |
| 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 | $517,398,000 | 198 |
| Mortgage-backed securities | $1,017,779,000 | 159 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $296,551,000 | 241 |
| Privately issued | $2,330,000 | 149 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $64,538,000 | 360 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $297,619,000 | 65 |
| Other commercial mortgage-backed securities | $356,741,000 | 75 |
| Held to maturity securities (book value) | $548,474,000 | 143 |
| Available-for-sale securities (fair market value) | $1,840,903,000 | 141 |
| Total debt securities | $2,389,377,000 | 143 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-06-30 | Rank |
| Total securities | $2,463,010,000 | 147 |
| U.S. Government securities | $1,922,002,000 | 139 |
| U.S. Treasury securities | $461,928,000 | 87 |
| U.S. Government agency obligations | $1,460,074,000 | 144 |
| Securities issued by states & political subdivisions | $452,723,000 | 100 |
| Other domestic debt securities | $88,370,000 | 274 |
| Privately issued residential mortgage-backed securities | $2,584,000 | 441 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $85,786,000 | 133 |
| 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 | $520,970,000 | 186 |
| Mortgage-backed securities | $1,019,237,000 | 167 |
| Certificates of participation in pools of residential mortgages | $248,176,000 | 283 |
| Issued or guaranteed by U.S. | $245,592,000 | 283 |
| Privately issued | $2,584,000 | 133 |
| Collaterized mortgage obligations | $73,847,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $73,847,000 | 337 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $697,214,000 | 85 |
| Commercial mortgage pass-through securities | $313,847,000 | 66 |
| Other commercial mortgage-backed securities | $383,367,000 | 83 |
| Held to maturity securities (book value) | $549,084,000 | 133 |
| Available-for-sale securities (fair market value) | $1,914,011,000 | 146 |
| Total debt securities | $2,463,100,000 | 145 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $2,279,831,000 | 158 |
| U.S. Government securities | $1,784,698,000 | 147 |
| U.S. Treasury securities | $337,162,000 | 106 |
| U.S. Government agency obligations | $1,447,536,000 | 144 |
| Securities issued by states & political subdivisions | $405,007,000 | 114 |
| Other domestic debt securities | $90,218,000 | 260 |
| Privately issued residential mortgage-backed securities | $2,938,000 | 400 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $87,280,000 | 124 |
| 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 | $513,172,000 | 186 |
| Mortgage-backed securities | $1,028,980,000 | 169 |
| Certificates of participation in pools of residential mortgages | $257,015,000 | 284 |
| Issued or guaranteed by U.S. | $254,077,000 | 284 |
| Privately issued | $2,938,000 | 124 |
| Collaterized mortgage obligations | $81,288,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $81,288,000 | 316 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $690,677,000 | 80 |
| Commercial mortgage pass-through securities | $303,205,000 | 66 |
| Other commercial mortgage-backed securities | $387,472,000 | 85 |
| Held to maturity securities (book value) | $433,383,000 | 144 |
| Available-for-sale securities (fair market value) | $1,846,540,000 | 157 |
| Total debt securities | $2,279,924,000 | 155 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $1,960,311,000 | 173 |
| U.S. Government securities | $1,510,444,000 | 160 |
| U.S. Treasury securities | $67,327,000 | 267 |
| U.S. Government agency obligations | $1,443,117,000 | 147 |
| Securities issued by states & political subdivisions | $390,664,000 | 121 |
| Other domestic debt securities | $59,297,000 | 331 |
| Privately issued residential mortgage-backed securities | $3,180,000 | 367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $56,117,000 | 179 |
| 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 | $485,298,000 | 191 |
| Mortgage-backed securities | $1,062,350,000 | 165 |
| Certificates of participation in pools of residential mortgages | $252,584,000 | 293 |
| Issued or guaranteed by U.S. | $249,404,000 | 296 |
| Privately issued | $3,180,000 | 130 |
| Collaterized mortgage obligations | $89,314,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $89,314,000 | 307 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $720,452,000 | 80 |
| Commercial mortgage pass-through securities | $323,419,000 | 62 |
| Other commercial mortgage-backed securities | $397,033,000 | 80 |
| Held to maturity securities (book value) | $154,222,000 | 204 |
| Available-for-sale securities (fair market value) | $1,806,183,000 | 157 |
| Total debt securities | $1,960,403,000 | 170 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank |
| Total securities | $1,575,206,000 | 188 |
| U.S. Government securities | $1,181,920,000 | 181 |
| U.S. Treasury securities | $1,007,000 | 1,757 |
| U.S. Government agency obligations | $1,180,913,000 | 167 |
| Securities issued by states & political subdivisions | $356,026,000 | 122 |
| Other domestic debt securities | $37,354,000 | 433 |
| Privately issued residential mortgage-backed securities | $3,624,000 | 321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $33,730,000 | 265 |
| 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 | $430,387,000 | 205 |
| Mortgage-backed securities | $976,588,000 | 169 |
| Certificates of participation in pools of residential mortgages | $170,255,000 | 370 |
| Issued or guaranteed by U.S. | $166,631,000 | 371 |
| Privately issued | $3,624,000 | 117 |
| Collaterized mortgage obligations | $96,593,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $96,593,000 | 284 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $709,740,000 | 78 |
| Commercial mortgage pass-through securities | $298,042,000 | 62 |
| Other commercial mortgage-backed securities | $411,698,000 | 83 |
| Held to maturity securities (book value) | $14,898,000 | 638 |
| Available-for-sale securities (fair market value) | $1,560,402,000 | 170 |
| Total debt securities | $1,575,299,000 | 186 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank |
| Total securities | $1,469,712,000 | 189 |
| U.S. Government securities | $1,092,235,000 | 186 |
| U.S. Treasury securities | $1,013,000 | 1,641 |
| U.S. Government agency obligations | $1,091,222,000 | 168 |
| Securities issued by states & political subdivisions | $339,667,000 | 123 |
| Other domestic debt securities | $37,907,000 | 404 |
| Privately issued residential mortgage-backed securities | $4,044,000 | 305 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $33,863,000 | 249 |
| 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 | $419,934,000 | 207 |
| Mortgage-backed securities | $889,116,000 | 176 |
| Certificates of participation in pools of residential mortgages | $153,174,000 | 372 |
| Issued or guaranteed by U.S. | $149,130,000 | 380 |
| Privately issued | $4,044,000 | 124 |
| Collaterized mortgage obligations | $94,322,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $94,322,000 | 279 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $641,620,000 | 80 |
| Commercial mortgage pass-through securities | $261,775,000 | 63 |
| Other commercial mortgage-backed securities | $379,845,000 | 87 |
| Held to maturity securities (book value) | $15,389,000 | 604 |
| Available-for-sale securities (fair market value) | $1,454,420,000 | 171 |
| Total debt securities | $1,469,810,000 | 186 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank |
| Total securities | $1,433,889,000 | 181 |
| U.S. Government securities | $1,056,451,000 | 179 |
| U.S. Treasury securities | $1,019,000 | 1,336 |
| U.S. Government agency obligations | $1,055,432,000 | 167 |
| Securities issued by states & political subdivisions | $339,732,000 | 124 |
| Other domestic debt securities | $37,803,000 | 389 |
| Privately issued residential mortgage-backed securities | $4,437,000 | 291 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $33,366,000 | 240 |
| 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 | $340,470,000 | 228 |
| Mortgage-backed securities | $858,050,000 | 172 |
| Certificates of participation in pools of residential mortgages | $159,461,000 | 346 |
| Issued or guaranteed by U.S. | $155,024,000 | 348 |
| Privately issued | $4,437,000 | 122 |
| Collaterized mortgage obligations | $93,113,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $93,113,000 | 271 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $605,476,000 | 83 |
| Commercial mortgage pass-through securities | $247,897,000 | 61 |
| Other commercial mortgage-backed securities | $357,579,000 | 86 |
| Held to maturity securities (book value) | $15,980,000 | 563 |
| Available-for-sale securities (fair market value) | $1,418,006,000 | 165 |
| Total debt securities | $1,433,986,000 | 179 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank |
| Total securities | $1,384,638,000 | 175 |
| U.S. Government securities | $987,818,000 | 179 |
| U.S. Treasury securities | $1,000,000 | 994 |
| U.S. Government agency obligations | $986,818,000 | 168 |
| Securities issued by states & political subdivisions | $358,659,000 | 112 |
| Other domestic debt securities | $38,258,000 | 366 |
| Privately issued residential mortgage-backed securities | $4,777,000 | 261 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $33,481,000 | 226 |
| 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 | $367,812,000 | 214 |
| Mortgage-backed securities | $806,938,000 | 169 |
| Certificates of participation in pools of residential mortgages | $170,107,000 | 288 |
| Issued or guaranteed by U.S. | $165,330,000 | 291 |
| Privately issued | $4,777,000 | 103 |
| Collaterized mortgage obligations | $101,320,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $101,320,000 | 254 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $535,511,000 | 85 |
| Commercial mortgage pass-through securities | $255,746,000 | 56 |
| Other commercial mortgage-backed securities | $279,765,000 | 93 |
| Held to maturity securities (book value) | $16,511,000 | 532 |
| Available-for-sale securities (fair market value) | $1,368,224,000 | 158 |
| Total debt securities | $1,384,737,000 | 173 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank |
| Total securities | $1,327,723,000 | 172 |
| U.S. Government securities | $998,260,000 | 167 |
| U.S. Treasury securities | $1,006,000 | 989 |
| U.S. Government agency obligations | $997,254,000 | 158 |
| Securities issued by states & political subdivisions | $297,843,000 | 123 |
| Other domestic debt securities | $31,710,000 | 390 |
| Privately issued residential mortgage-backed securities | $5,142,000 | 249 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $26,568,000 | 253 |
| 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 | $303,992,000 | 247 |
| Mortgage-backed securities | $835,120,000 | 168 |
| Certificates of participation in pools of residential mortgages | $190,969,000 | 260 |
| Issued or guaranteed by U.S. | $185,827,000 | 261 |
| Privately issued | $5,142,000 | 102 |
| Collaterized mortgage obligations | $106,550,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $106,550,000 | 236 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $537,601,000 | 80 |
| Commercial mortgage pass-through securities | $257,625,000 | 54 |
| Other commercial mortgage-backed securities | $279,976,000 | 90 |
| Held to maturity securities (book value) | $17,130,000 | 505 |
| Available-for-sale securities (fair market value) | $1,310,683,000 | 156 |
| Total debt securities | $1,327,813,000 | 171 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank |
| Total securities | $1,308,095,000 | 168 |
| U.S. Government securities | $898,731,000 | 172 |
| U.S. Treasury securities | $1,010,000 | 1,015 |
| U.S. Government agency obligations | $897,721,000 | 160 |
| Securities issued by states & political subdivisions | $342,146,000 | 97 |
| Other domestic debt securities | $67,339,000 | 229 |
| Privately issued residential mortgage-backed securities | $5,508,000 | 221 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $61,831,000 | 128 |
| 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 | $303,462,000 | 253 |
| Mortgage-backed securities | $785,054,000 | 170 |
| Certificates of participation in pools of residential mortgages | $210,442,000 | 238 |
| Issued or guaranteed by U.S. | $204,934,000 | 242 |
| Privately issued | $5,508,000 | 91 |
| Collaterized mortgage obligations | $48,865,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $48,865,000 | 391 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $525,747,000 | 85 |
| Commercial mortgage pass-through securities | $256,653,000 | 52 |
| Other commercial mortgage-backed securities | $269,094,000 | 86 |
| Held to maturity securities (book value) | $41,594,000 | 305 |
| Available-for-sale securities (fair market value) | $1,266,622,000 | 155 |
| Total debt securities | $1,308,218,000 | 166 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank |
| Total securities | $1,290,717,000 | 169 |
| U.S. Government securities | $928,209,000 | 167 |
| U.S. Treasury securities | $1,014,000 | 1,057 |
| U.S. Government agency obligations | $927,195,000 | 157 |
| Securities issued by states & political subdivisions | $295,111,000 | 99 |
| Other domestic debt securities | $67,530,000 | 219 |
| Privately issued residential mortgage-backed securities | $5,628,000 | 230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $61,902,000 | 117 |
| 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 | $333,176,000 | 226 |
| Mortgage-backed securities | $810,966,000 | 169 |
| Certificates of participation in pools of residential mortgages | $207,260,000 | 240 |
| Issued or guaranteed by U.S. | $201,632,000 | 242 |
| Privately issued | $5,628,000 | 98 |
| Collaterized mortgage obligations | $52,865,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $52,865,000 | 373 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $550,841,000 | 76 |
| Commercial mortgage pass-through securities | $266,445,000 | 50 |
| Other commercial mortgage-backed securities | $284,396,000 | 83 |
| Held to maturity securities (book value) | $42,430,000 | 301 |
| Available-for-sale securities (fair market value) | $1,248,420,000 | 154 |
| Total debt securities | $1,290,849,000 | 167 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank |
| Total securities | $1,484,996,000 | 149 |
| U.S. Government securities | $1,171,124,000 | 152 |
| U.S. Treasury securities | $1,000,000 | 1,122 |
| U.S. Government agency obligations | $1,170,124,000 | 141 |
| Securities issued by states & political subdivisions | $252,272,000 | 110 |
| Other domestic debt securities | $61,600,000 | 226 |
| Privately issued residential mortgage-backed securities | $5,865,000 | 206 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $55,735,000 | 118 |
| 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 | $370,316,000 | 200 |
| Mortgage-backed securities | $1,046,952,000 | 140 |
| Certificates of participation in pools of residential mortgages | $454,354,000 | 125 |
| Issued or guaranteed by U.S. | $448,489,000 | 126 |
| Privately issued | $5,865,000 | 74 |
| Collaterized mortgage obligations | $54,350,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $54,350,000 | 379 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $538,248,000 | 73 |
| Commercial mortgage pass-through securities | $254,239,000 | 48 |
| Other commercial mortgage-backed securities | $284,009,000 | 79 |
| Held to maturity securities (book value) | $43,688,000 | 317 |
| Available-for-sale securities (fair market value) | $1,441,308,000 | 140 |
| Total debt securities | $1,484,998,000 | 148 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank |
| Total securities | $1,381,889,000 | 156 |
| U.S. Government securities | $1,118,680,000 | 153 |
| U.S. Treasury securities | $998,000 | 1,174 |
| U.S. Government agency obligations | $1,117,682,000 | 145 |
| Securities issued by states & political subdivisions | $202,685,000 | 130 |
| Other domestic debt securities | $60,524,000 | 226 |
| Privately issued residential mortgage-backed securities | $6,137,000 | 200 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $54,387,000 | 120 |
| 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 | $382,335,000 | 189 |
| Mortgage-backed securities | $971,238,000 | 147 |
| Certificates of participation in pools of residential mortgages | $479,729,000 | 119 |
| Issued or guaranteed by U.S. | $473,592,000 | 120 |
| Privately issued | $6,137,000 | 79 |
| Collaterized mortgage obligations | $48,126,000 | 430 |
| CMOs issued by government agencies or sponsored agencies | $48,126,000 | 407 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $443,383,000 | 80 |
| Commercial mortgage pass-through securities | $196,163,000 | 57 |
| Other commercial mortgage-backed securities | $247,220,000 | 84 |
| Held to maturity securities (book value) | $44,494,000 | 339 |
| Available-for-sale securities (fair market value) | $1,337,395,000 | 146 |
| Total debt securities | $1,381,888,000 | 154 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank |
| Total securities | $1,311,395,000 | 161 |
| U.S. Government securities | $1,056,908,000 | 160 |
| U.S. Treasury securities | $2,241,000 | 925 |
| U.S. Government agency obligations | $1,054,667,000 | 152 |
| Securities issued by states & political subdivisions | $201,923,000 | 135 |
| Other domestic debt securities | $52,564,000 | 227 |
| Privately issued residential mortgage-backed securities | $6,367,000 | 183 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $46,197,000 | 136 |
| 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 | $375,493,000 | 195 |
| Mortgage-backed securities | $799,074,000 | 166 |
| Certificates of participation in pools of residential mortgages | $563,661,000 | 107 |
| Issued or guaranteed by U.S. | $557,294,000 | 108 |
| Privately issued | $6,367,000 | 58 |
| Collaterized mortgage obligations | $29,165,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $29,165,000 | 582 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $206,248,000 | 125 |
| Commercial mortgage pass-through securities | $118,290,000 | 73 |
| Other commercial mortgage-backed securities | $87,958,000 | 141 |
| Held to maturity securities (book value) | $50,574,000 | 330 |
| Available-for-sale securities (fair market value) | $1,260,821,000 | 153 |
| Total debt securities | $1,311,391,000 | 159 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank |
| Total securities | $1,149,464,000 | 180 |
| U.S. Government securities | $965,620,000 | 166 |
| U.S. Treasury securities | $2,229,000 | 954 |
| U.S. Government agency obligations | $963,391,000 | 157 |
| Securities issued by states & political subdivisions | $141,750,000 | 216 |
| Other domestic debt securities | $42,094,000 | 261 |
| Privately issued residential mortgage-backed securities | $6,590,000 | 180 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $35,504,000 | 159 |
| 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 | $276,496,000 | 244 |
| Mortgage-backed securities | $709,829,000 | 170 |
| Certificates of participation in pools of residential mortgages | $584,367,000 | 108 |
| Issued or guaranteed by U.S. | $577,777,000 | 109 |
| Privately issued | $6,590,000 | 59 |
| Collaterized mortgage obligations | $19,880,000 | 776 |
| CMOs issued by government agencies or sponsored agencies | $19,880,000 | 740 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $105,582,000 | 168 |
| Commercial mortgage pass-through securities | $67,366,000 | 102 |
| Other commercial mortgage-backed securities | $38,216,000 | 197 |
| Held to maturity securities (book value) | $49,687,000 | 340 |
| Available-for-sale securities (fair market value) | $1,099,777,000 | 161 |
| Total debt securities | $1,149,463,000 | 178 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank |
| Total securities | $1,145,936,000 | 182 |
| U.S. Government securities | $986,558,000 | 166 |
| U.S. Treasury securities | $1,246,000 | 1,133 |
| U.S. Government agency obligations | $985,312,000 | 155 |
| Securities issued by states & political subdivisions | $121,796,000 | 255 |
| Other domestic debt securities | $37,582,000 | 277 |
| Privately issued residential mortgage-backed securities | $6,090,000 | 173 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $31,492,000 | 178 |
| 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 | $298,471,000 | 234 |
| Mortgage-backed securities | $632,860,000 | 179 |
| Certificates of participation in pools of residential mortgages | $571,920,000 | 113 |
| Issued or guaranteed by U.S. | $565,830,000 | 112 |
| Privately issued | $6,090,000 | 45 |
| Collaterized mortgage obligations | $20,662,000 | 756 |
| CMOs issued by government agencies or sponsored agencies | $20,662,000 | 719 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $40,278,000 | 277 |
| Commercial mortgage pass-through securities | $30,794,000 | 163 |
| Other commercial mortgage-backed securities | $9,484,000 | 381 |
| Held to maturity securities (book value) | $50,598,000 | 358 |
| Available-for-sale securities (fair market value) | $1,095,338,000 | 163 |
| Total debt securities | $1,145,936,000 | 179 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank |
| Total securities | $1,103,775,000 | 180 |
| U.S. Government securities | $961,532,000 | 165 |
| U.S. Treasury securities | $1,245,000 | 1,113 |
| U.S. Government agency obligations | $960,287,000 | 153 |
| Securities issued by states & political subdivisions | $107,824,000 | 295 |
| Other domestic debt securities | $34,419,000 | 281 |
| Privately issued residential mortgage-backed securities | $3,271,000 | 195 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $31,148,000 | 177 |
| 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 | $328,016,000 | 221 |
| Mortgage-backed securities | $574,653,000 | 191 |
| Certificates of participation in pools of residential mortgages | $526,248,000 | 116 |
| Issued or guaranteed by U.S. | $522,977,000 | 115 |
| Privately issued | $3,271,000 | 35 |
| Collaterized mortgage obligations | $21,070,000 | 727 |
| CMOs issued by government agencies or sponsored agencies | $21,070,000 | 695 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $27,335,000 | 356 |
| Commercial mortgage pass-through securities | $18,135,000 | 264 |
| Other commercial mortgage-backed securities | $9,200,000 | 381 |
| Held to maturity securities (book value) | $52,002,000 | 364 |
| Available-for-sale securities (fair market value) | $1,051,773,000 | 162 |
| Total debt securities | $1,103,774,000 | 178 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank |
| Total securities | $1,111,617,000 | 181 |
| U.S. Government securities | $985,407,000 | 159 |
| U.S. Treasury securities | $101,225,000 | 104 |
| U.S. Government agency obligations | $884,182,000 | 160 |
| Securities issued by states & political subdivisions | $91,502,000 | 367 |
| Other domestic debt securities | $34,708,000 | 297 |
| Privately issued residential mortgage-backed securities | $3,490,000 | 333 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $31,218,000 | 180 |
| 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 | $283,943,000 | 241 |
| Mortgage-backed securities | $461,554,000 | 219 |
| Certificates of participation in pools of residential mortgages | $411,656,000 | 141 |
| Issued or guaranteed by U.S. | $408,166,000 | 141 |
| Privately issued | $3,490,000 | 175 |
| Collaterized mortgage obligations | $22,288,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $22,288,000 | 666 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $27,610,000 | 334 |
| Commercial mortgage pass-through securities | $18,271,000 | 252 |
| Other commercial mortgage-backed securities | $9,339,000 | 361 |
| Held to maturity securities (book value) | $53,954,000 | 354 |
| Available-for-sale securities (fair market value) | $1,057,663,000 | 162 |
| Total debt securities | $1,111,617,000 | 179 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank |
| Total securities | $1,292,462,000 | 162 |
| U.S. Government securities | $1,170,991,000 | 141 |
| U.S. Treasury securities | $301,442,000 | 62 |
| U.S. Government agency obligations | $869,549,000 | 160 |
| Securities issued by states & political subdivisions | $92,711,000 | 368 |
| Other domestic debt securities | $28,760,000 | 307 |
| Privately issued residential mortgage-backed securities | $3,691,000 | 172 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $25,069,000 | 209 |
| 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 | $324,014,000 | 228 |
| Mortgage-backed securities | $444,287,000 | 222 |
| Certificates of participation in pools of residential mortgages | $402,543,000 | 144 |
| Issued or guaranteed by U.S. | $398,852,000 | 142 |
| Privately issued | $3,691,000 | 18 |
| Collaterized mortgage obligations | $23,336,000 | 671 |
| CMOs issued by government agencies or sponsored agencies | $23,336,000 | 639 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $18,408,000 | 382 |
| Commercial mortgage pass-through securities | $18,408,000 | 202 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $55,283,000 | 354 |
| Available-for-sale securities (fair market value) | $1,237,179,000 | 149 |
| Total debt securities | $1,292,462,000 | 160 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $927,442,000 | 199 |
| U.S. Government securities | $841,415,000 | 172 |
| U.S. Treasury securities | $301,497,000 | 58 |
| U.S. Government agency obligations | $539,918,000 | 225 |
| Securities issued by states & political subdivisions | $58,312,000 | 669 |
| Other domestic debt securities | $27,715,000 | 302 |
| Privately issued residential mortgage-backed securities | $3,851,000 | 169 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $23,864,000 | 217 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $243,838,000 | 282 |
| Mortgage-backed securities | $269,301,000 | 297 |
| Certificates of participation in pools of residential mortgages | $257,220,000 | 184 |
| Issued or guaranteed by U.S. | $253,369,000 | 183 |
| Privately issued | $3,851,000 | 17 |
| Collaterized mortgage obligations | $1,642,000 | 2,186 |
| CMOs issued by government agencies or sponsored agencies | $1,642,000 | 2,127 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $10,439,000 | 510 |
| Commercial mortgage pass-through securities | $10,439,000 | 291 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $61,304,000 | 335 |
| Available-for-sale securities (fair market value) | $866,138,000 | 181 |
| Total debt securities | $927,441,000 | 193 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $892,458,000 | 202 |
| U.S. Government securities | $826,612,000 | 169 |
| U.S. Treasury securities | $301,972,000 | 57 |
| U.S. Government agency obligations | $524,640,000 | 227 |
| Securities issued by states & political subdivisions | $58,649,000 | 677 |
| Other domestic debt securities | $7,197,000 | 696 |
| Privately issued residential mortgage-backed securities | $4,090,000 | 169 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $3,107,000 | 811 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $269,028,000 | 269 |
| Mortgage-backed securities | $232,102,000 | 333 |
| Certificates of participation in pools of residential mortgages | $219,895,000 | 220 |
| Issued or guaranteed by U.S. | $215,805,000 | 221 |
| Privately issued | $4,090,000 | 17 |
| Collaterized mortgage obligations | $1,712,000 | 2,182 |
| CMOs issued by government agencies or sponsored agencies | $1,712,000 | 2,124 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $10,495,000 | 501 |
| Commercial mortgage pass-through securities | $10,495,000 | 286 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $62,488,000 | 340 |
| Available-for-sale securities (fair market value) | $829,970,000 | 187 |
| Total debt securities | $892,457,000 | 198 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $762,779,000 | 230 |
| U.S. Government securities | $698,943,000 | 190 |
| U.S. Treasury securities | $201,977,000 | 62 |
| U.S. Government agency obligations | $496,966,000 | 235 |
| Securities issued by states & political subdivisions | $56,381,000 | 717 |
| Other domestic debt securities | $7,455,000 | 689 |
| Privately issued residential mortgage-backed securities | $4,309,000 | 177 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $3,146,000 | 813 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $198,265,000 | 340 |
| Mortgage-backed securities | $243,755,000 | 323 |
| Certificates of participation in pools of residential mortgages | $231,409,000 | 214 |
| Issued or guaranteed by U.S. | $227,100,000 | 218 |
| Privately issued | $4,309,000 | 18 |
| Collaterized mortgage obligations | $1,811,000 | 2,184 |
| CMOs issued by government agencies or sponsored agencies | $1,811,000 | 2,118 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $10,535,000 | 502 |
| Commercial mortgage pass-through securities | $10,535,000 | 281 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $63,937,000 | 345 |
| Available-for-sale securities (fair market value) | $698,842,000 | 215 |
| Total debt securities | $762,780,000 | 225 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $784,250,000 | 225 |
| U.S. Government securities | $718,232,000 | 187 |
| U.S. Treasury securities | $201,983,000 | 64 |
| U.S. Government agency obligations | $516,249,000 | 231 |
| Securities issued by states & political subdivisions | $58,400,000 | 677 |
| Other domestic debt securities | $7,618,000 | 694 |
| Privately issued residential mortgage-backed securities | $4,513,000 | 176 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $3,105,000 | 838 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $286,644,000 | 255 |
| Mortgage-backed securities | $253,549,000 | 309 |
| Certificates of participation in pools of residential mortgages | $241,190,000 | 208 |
| Issued or guaranteed by U.S. | $236,677,000 | 211 |
| Privately issued | $4,513,000 | 15 |
| Collaterized mortgage obligations | $1,881,000 | 2,183 |
| CMOs issued by government agencies or sponsored agencies | $1,881,000 | 2,120 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $10,478,000 | 480 |
| Commercial mortgage pass-through securities | $10,478,000 | 271 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $65,117,000 | 346 |
| Available-for-sale securities (fair market value) | $719,133,000 | 212 |
| Total debt securities | $784,250,000 | 221 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $877,949,000 | 203 |
| U.S. Government securities | $805,762,000 | 167 |
| U.S. Treasury securities | $252,001,000 | 60 |
| U.S. Government agency obligations | $553,761,000 | 216 |
| Securities issued by states & political subdivisions | $64,474,000 | 608 |
| Other domestic debt securities | $7,713,000 | 686 |
| Privately issued residential mortgage-backed securities | $4,680,000 | 182 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $3,033,000 | 838 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $267,195,000 | 255 |
| Mortgage-backed securities | $265,971,000 | 289 |
| Certificates of participation in pools of residential mortgages | $253,463,000 | 195 |
| Issued or guaranteed by U.S. | $248,783,000 | 197 |
| Privately issued | $4,680,000 | 18 |
| Collaterized mortgage obligations | $2,023,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $2,023,000 | 2,075 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $10,485,000 | 461 |
| Commercial mortgage pass-through securities | $10,485,000 | 266 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $66,490,000 | 337 |
| Available-for-sale securities (fair market value) | $811,459,000 | 189 |
| Total debt securities | $877,949,000 | 199 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $773,210,000 | 222 |
| U.S. Government securities | $698,173,000 | 179 |
| U.S. Treasury securities | $127,004,000 | 73 |
| U.S. Government agency obligations | $571,169,000 | 204 |
| Securities issued by states & political subdivisions | $67,000,000 | 589 |
| Other domestic debt securities | $8,037,000 | 674 |
| Privately issued residential mortgage-backed securities | $4,974,000 | 177 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $3,063,000 | 844 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $291,929,000 | 240 |
| Mortgage-backed securities | $200,388,000 | 374 |
| Certificates of participation in pools of residential mortgages | $193,659,000 | 238 |
| Issued or guaranteed by U.S. | $188,685,000 | 239 |
| Privately issued | $4,974,000 | 14 |
| Collaterized mortgage obligations | $2,135,000 | 2,137 |
| CMOs issued by government agencies or sponsored agencies | $2,135,000 | 2,066 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $4,594,000 | 643 |
| Commercial mortgage pass-through securities | $4,594,000 | 390 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $70,304,000 | 330 |
| Available-for-sale securities (fair market value) | $702,906,000 | 205 |
| Total debt securities | $773,200,000 | 217 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $876,635,000 | 203 |
| U.S. Government securities | $798,910,000 | 165 |
| U.S. Treasury securities | $202,005,000 | 61 |
| U.S. Government agency obligations | $596,905,000 | 203 |
| Securities issued by states & political subdivisions | $67,222,000 | 578 |
| Other domestic debt securities | $10,503,000 | 582 |
| Privately issued residential mortgage-backed securities | $5,312,000 | 182 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,191,000 | 633 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $353,817,000 | 207 |
| Mortgage-backed securities | $178,913,000 | 416 |
| Certificates of participation in pools of residential mortgages | $172,089,000 | 266 |
| Issued or guaranteed by U.S. | $166,777,000 | 271 |
| Privately issued | $5,312,000 | 18 |
| Collaterized mortgage obligations | $2,205,000 | 2,136 |
| CMOs issued by government agencies or sponsored agencies | $2,205,000 | 2,065 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $4,619,000 | 615 |
| Commercial mortgage pass-through securities | $4,619,000 | 361 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $65,728,000 | 350 |
| Available-for-sale securities (fair market value) | $810,907,000 | 183 |
| Total debt securities | $876,632,000 | 197 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $887,029,000 | 204 |
| U.S. Government securities | $811,688,000 | 165 |
| U.S. Treasury securities | $202,000,000 | 62 |
| U.S. Government agency obligations | $609,688,000 | 198 |
| Securities issued by states & political subdivisions | $64,914,000 | 581 |
| Other domestic debt securities | $10,427,000 | 593 |
| Privately issued residential mortgage-backed securities | $5,431,000 | 173 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,996,000 | 660 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $267,710,000 | 279 |
| Mortgage-backed securities | $174,842,000 | 422 |
| Certificates of participation in pools of residential mortgages | $171,626,000 | 270 |
| Issued or guaranteed by U.S. | $166,195,000 | 275 |
| Privately issued | $5,431,000 | 13 |
| Collaterized mortgage obligations | $2,217,000 | 2,156 |
| CMOs issued by government agencies or sponsored agencies | $2,217,000 | 2,095 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $999,000 | 988 |
| Commercial mortgage pass-through securities | $999,000 | 642 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $66,921,000 | 353 |
| Available-for-sale securities (fair market value) | $820,108,000 | 180 |
| Total debt securities | $887,028,000 | 198 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $791,098,000 | 219 |
| U.S. Government securities | $714,043,000 | 182 |
| U.S. Treasury securities | $997,000 | 1,075 |
| U.S. Government agency obligations | $713,046,000 | 174 |
| Securities issued by states & political subdivisions | $66,225,000 | 573 |
| Other domestic debt securities | $10,830,000 | 566 |
| Privately issued residential mortgage-backed securities | $5,737,000 | 163 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,093,000 | 630 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $259,080,000 | 280 |
| Mortgage-backed securities | $180,971,000 | 405 |
| Certificates of participation in pools of residential mortgages | $178,712,000 | 254 |
| Issued or guaranteed by U.S. | $172,975,000 | 264 |
| Privately issued | $5,737,000 | 14 |
| Collaterized mortgage obligations | $2,259,000 | 2,162 |
| CMOs issued by government agencies or sponsored agencies | $2,259,000 | 2,101 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $69,044,000 | 353 |
| Available-for-sale securities (fair market value) | $722,054,000 | 197 |
| Total debt securities | $791,099,000 | 214 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $616,354,000 | 266 |
| U.S. Government securities | $534,254,000 | 222 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $534,254,000 | 215 |
| Securities issued by states & political subdivisions | $68,514,000 | 535 |
| Other domestic debt securities | $13,586,000 | 501 |
| Privately issued residential mortgage-backed securities | $6,129,000 | 164 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,457,000 | 509 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $211,916,000 | 336 |
| Mortgage-backed securities | $192,167,000 | 394 |
| Certificates of participation in pools of residential mortgages | $189,844,000 | 242 |
| Issued or guaranteed by U.S. | $183,715,000 | 247 |
| Privately issued | $6,129,000 | 13 |
| Collaterized mortgage obligations | $2,323,000 | 2,159 |
| CMOs issued by government agencies or sponsored agencies | $2,323,000 | 2,097 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $75,154,000 | 340 |
| Available-for-sale securities (fair market value) | $541,200,000 | 255 |
| Total debt securities | $616,354,000 | 259 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $838,170,000 | 205 |
| U.S. Government securities | $751,865,000 | 168 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $751,865,000 | 164 |
| Securities issued by states & political subdivisions | $72,471,000 | 485 |
| Other domestic debt securities | $13,834,000 | 488 |
| Privately issued residential mortgage-backed securities | $6,414,000 | 164 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $7,420,000 | 510 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $244,037,000 | 295 |
| Mortgage-backed securities | $243,016,000 | 324 |
| Certificates of participation in pools of residential mortgages | $240,640,000 | 189 |
| Issued or guaranteed by U.S. | $234,226,000 | 199 |
| Privately issued | $6,414,000 | 16 |
| Collaterized mortgage obligations | $2,376,000 | 2,206 |
| CMOs issued by government agencies or sponsored agencies | $2,376,000 | 2,138 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $80,194,000 | 326 |
| Available-for-sale securities (fair market value) | $757,976,000 | 187 |
| Total debt securities | $838,169,000 | 201 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $1,021,986,000 | 173 |
| U.S. Government securities | $762,437,000 | 169 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $762,437,000 | 162 |
| Securities issued by states & political subdivisions | $245,234,000 | 98 |
| Other domestic debt securities | $14,315,000 | 486 |
| Privately issued residential mortgage-backed securities | $6,720,000 | 162 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $7,595,000 | 497 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $238,727,000 | 306 |
| Mortgage-backed securities | $230,531,000 | 344 |
| Certificates of participation in pools of residential mortgages | $228,064,000 | 200 |
| Issued or guaranteed by U.S. | $221,344,000 | 204 |
| Privately issued | $6,720,000 | 15 |
| Collaterized mortgage obligations | $2,467,000 | 2,217 |
| CMOs issued by government agencies or sponsored agencies | $2,467,000 | 2,138 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $252,173,000 | 138 |
| Available-for-sale securities (fair market value) | $769,813,000 | 186 |
| Total debt securities | $1,021,986,000 | 172 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $854,886,000 | 196 |
| U.S. Government securities | $598,556,000 | 206 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $598,556,000 | 202 |
| Securities issued by states & political subdivisions | $246,468,000 | 97 |
| Other domestic debt securities | $9,862,000 | 595 |
| Privately issued residential mortgage-backed securities | $2,299,000 | 289 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $7,563,000 | 497 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $235,057,000 | 304 |
| Mortgage-backed securities | $88,414,000 | 747 |
| Certificates of participation in pools of residential mortgages | $88,414,000 | 494 |
| Issued or guaranteed by U.S. | $86,115,000 | 514 |
| Privately issued | $2,299,000 | 23 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $252,370,000 | 136 |
| Available-for-sale securities (fair market value) | $602,516,000 | 227 |
| Total debt securities | $854,885,000 | 194 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $855,916,000 | 191 |
| U.S. Government securities | $604,228,000 | 196 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $604,228,000 | 191 |
| Securities issued by states & political subdivisions | $241,865,000 | 94 |
| Other domestic debt securities | $9,823,000 | 610 |
| Privately issued residential mortgage-backed securities | $2,375,000 | 301 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $7,448,000 | 508 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $205,206,000 | 346 |
| Mortgage-backed securities | $94,503,000 | 717 |
| Certificates of participation in pools of residential mortgages | $94,503,000 | 478 |
| Issued or guaranteed by U.S. | $92,128,000 | 492 |
| Privately issued | $2,375,000 | 22 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $249,337,000 | 136 |
| Available-for-sale securities (fair market value) | $606,579,000 | 223 |
| Total debt securities | $855,914,000 | 189 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $778,324,000 | 214 |
| U.S. Government securities | $541,548,000 | 216 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $541,548,000 | 213 |
| Securities issued by states & political subdivisions | $226,789,000 | 104 |
| Other domestic debt securities | $9,987,000 | 626 |
| Privately issued residential mortgage-backed securities | $2,536,000 | 291 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $7,451,000 | 516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $189,870,000 | 370 |
| Mortgage-backed securities | $91,325,000 | 752 |
| Certificates of participation in pools of residential mortgages | $91,325,000 | 496 |
| Issued or guaranteed by U.S. | $88,789,000 | 519 |
| Privately issued | $2,536,000 | 20 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $230,496,000 | 144 |
| Available-for-sale securities (fair market value) | $547,828,000 | 242 |
| Total debt securities | $778,323,000 | 211 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $783,315,000 | 210 |
| U.S. Government securities | $545,425,000 | 212 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $545,425,000 | 207 |
| Securities issued by states & political subdivisions | $227,919,000 | 101 |
| Other domestic debt securities | $9,971,000 | 644 |
| Privately issued residential mortgage-backed securities | $2,577,000 | 305 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $7,394,000 | 540 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $212,938,000 | 333 |
| Mortgage-backed securities | $95,155,000 | 723 |
| Certificates of participation in pools of residential mortgages | $95,155,000 | 487 |
| Issued or guaranteed by U.S. | $92,578,000 | 507 |
| Privately issued | $2,577,000 | 21 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $232,879,000 | 136 |
| Available-for-sale securities (fair market value) | $550,436,000 | 240 |
| Total debt securities | $783,315,000 | 207 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $746,460,000 | 215 |
| U.S. Government securities | $498,185,000 | 227 |
| U.S. Treasury securities | $200,000,000 | 34 |
| U.S. Government agency obligations | $298,185,000 | 361 |
| Securities issued by states & political subdivisions | $238,251,000 | 93 |
| Other domestic debt securities | $10,024,000 | 683 |
| Privately issued residential mortgage-backed securities | $2,676,000 | 318 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $7,348,000 | 543 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $206,997,000 | 325 |
| Mortgage-backed securities | $67,531,000 | 950 |
| Certificates of participation in pools of residential mortgages | $67,531,000 | 660 |
| Issued or guaranteed by U.S. | $64,855,000 | 682 |
| Privately issued | $2,676,000 | 23 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $204,348,000 | 150 |
| Available-for-sale securities (fair market value) | $542,112,000 | 238 |
| Total debt securities | $746,459,000 | 210 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $690,577,000 | 223 |
| U.S. Government securities | $488,531,000 | 233 |
| U.S. Treasury securities | $200,000,000 | 36 |
| U.S. Government agency obligations | $288,531,000 | 365 |
| Securities issued by states & political subdivisions | $194,696,000 | 109 |
| Other domestic debt securities | $7,345,000 | 820 |
| 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 | $7,345,000 | 558 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $5,000 | 1,229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $195,882,000 | 341 |
| Mortgage-backed securities | $70,764,000 | 935 |
| Certificates of participation in pools of residential mortgages | $70,764,000 | 635 |
| Issued or guaranteed by U.S. | $70,764,000 | 634 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $158,471,000 | 175 |
| Available-for-sale securities (fair market value) | $532,106,000 | 247 |
| Total debt securities | $690,572,000 | 218 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $689,782,000 | 225 |
| U.S. Government securities | $488,019,000 | 234 |
| U.S. Treasury securities | $200,000,000 | 38 |
| U.S. Government agency obligations | $288,019,000 | 361 |
| Securities issued by states & political subdivisions | $194,446,000 | 115 |
| Other domestic debt securities | $7,312,000 | 836 |
| 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 | $7,312,000 | 574 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,000 | 1,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $186,670,000 | 346 |
| Mortgage-backed securities | $78,687,000 | 860 |
| Certificates of participation in pools of residential mortgages | $78,687,000 | 579 |
| Issued or guaranteed by U.S. | $78,687,000 | 577 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $155,861,000 | 164 |
| Available-for-sale securities (fair market value) | $533,921,000 | 250 |
| Total debt securities | $689,777,000 | 221 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $13,323,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $424,335,000 | 360 |
| U.S. Government securities | $222,193,000 | 503 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $222,193,000 | 487 |
| Securities issued by states & political subdivisions | $194,665,000 | 111 |
| Other domestic debt securities | $7,473,000 | 848 |
| 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 | $7,473,000 | 571 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,000 | 1,255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $149,456,000 | 453 |
| Mortgage-backed securities | $91,127,000 | 761 |
| Certificates of participation in pools of residential mortgages | $91,127,000 | 508 |
| Issued or guaranteed by U.S. | $91,127,000 | 507 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $155,317,000 | 151 |
| Available-for-sale securities (fair market value) | $269,018,000 | 519 |
| Total debt securities | $424,330,000 | 352 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $13,383,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $605,140,000 | 250 |
| U.S. Government securities | $404,682,000 | 273 |
| U.S. Treasury securities | $300,000,000 | 33 |
| U.S. Government agency obligations | $104,682,000 | 926 |
| Securities issued by states & political subdivisions | $195,066,000 | 104 |
| Other domestic debt securities | $5,388,000 | 977 |
| 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 | $5,388,000 | 674 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $4,000 | 1,232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $143,539,000 | 456 |
| Mortgage-backed securities | $101,376,000 | 688 |
| Certificates of participation in pools of residential mortgages | $101,376,000 | 446 |
| Issued or guaranteed by U.S. | $101,376,000 | 445 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $155,481,000 | 152 |
| Available-for-sale securities (fair market value) | $449,659,000 | 295 |
| Total debt securities | $605,137,000 | 246 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $12,584,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $490,841,000 | 319 |
| U.S. Government securities | $288,162,000 | 389 |
| U.S. Treasury securities | $150,000,000 | 44 |
| U.S. Government agency obligations | $138,162,000 | 736 |
| Securities issued by states & political subdivisions | $197,402,000 | 103 |
| Other domestic debt securities | $5,273,000 | 1,021 |
| 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 | $5,273,000 | 718 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,000 | 1,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $124,728,000 | 521 |
| Mortgage-backed securities | $111,374,000 | 679 |
| Certificates of participation in pools of residential mortgages | $111,374,000 | 437 |
| Issued or guaranteed by U.S. | $111,374,000 | 436 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $155,912,000 | 150 |
| Available-for-sale securities (fair market value) | $334,929,000 | 405 |
| Total debt securities | $490,837,000 | 310 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $12,298,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $509,257,000 | 312 |
| U.S. Government securities | $297,844,000 | 378 |
| U.S. Treasury securities | $149,999,000 | 46 |
| U.S. Government agency obligations | $147,845,000 | 706 |
| Securities issued by states & political subdivisions | $189,090,000 | 104 |
| Other domestic debt securities | $22,320,000 | 423 |
| 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 | $22,320,000 | 268 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $3,000 | 1,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $111,071,000 | 583 |
| Mortgage-backed securities | $120,745,000 | 658 |
| Certificates of participation in pools of residential mortgages | $120,745,000 | 412 |
| Issued or guaranteed by U.S. | $120,745,000 | 411 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $161,641,000 | 142 |
| Available-for-sale securities (fair market value) | $347,616,000 | 396 |
| Total debt securities | $509,254,000 | 303 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $11,648,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $401,053,000 | 388 |
| U.S. Government securities | $206,714,000 | 545 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $206,714,000 | 529 |
| Securities issued by states & political subdivisions | $171,434,000 | 116 |
| Other domestic debt securities | $22,901,000 | 413 |
| 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 | $22,901,000 | 260 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $4,000 | 1,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $209,584,000 | 327 |
| Mortgage-backed securities | $146,869,000 | 562 |
| Certificates of participation in pools of residential mortgages | $146,831,000 | 353 |
| Issued or guaranteed by U.S. | $146,831,000 | 352 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $38,000 | 3,784 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,606 |
| 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) | $152,294,000 | 151 |
| Available-for-sale securities (fair market value) | $248,759,000 | 564 |
| Total debt securities | $401,049,000 | 383 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $11,775,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $483,407,000 | 319 |
| U.S. Government securities | $286,445,000 | 380 |
| U.S. Treasury securities | $120,000,000 | 47 |
| U.S. Government agency obligations | $166,445,000 | 619 |
| Securities issued by states & political subdivisions | $174,120,000 | 111 |
| Other domestic debt securities | $22,838,000 | 437 |
| 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 | $22,838,000 | 247 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $4,000 | 1,262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $239,773,000 | 264 |
| Mortgage-backed securities | $99,310,000 | 754 |
| Certificates of participation in pools of residential mortgages | $99,207,000 | 474 |
| Issued or guaranteed by U.S. | $99,207,000 | 474 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $103,000 | 3,661 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,392 |
| 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) | $153,912,000 | 143 |
| Available-for-sale securities (fair market value) | $329,495,000 | 403 |
| Total debt securities | $483,403,000 | 314 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $10,854,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $378,182,000 | 384 |
| U.S. Government securities | $183,499,000 | 576 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $183,499,000 | 556 |
| Securities issued by states & political subdivisions | $168,285,000 | 110 |
| Other domestic debt securities | $26,396,000 | 389 |
| 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 | $26,396,000 | 205 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $2,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $216,681,000 | 283 |
| Mortgage-backed securities | $103,027,000 | 711 |
| Certificates of participation in pools of residential mortgages | $102,888,000 | 437 |
| Issued or guaranteed by U.S. | $102,888,000 | 435 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $139,000 | 3,636 |
| CMOs issued by government agencies or sponsored agencies | $139,000 | 3,362 |
| 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) | $158,642,000 | 132 |
| Available-for-sale securities (fair market value) | $219,540,000 | 591 |
| Total debt securities | $378,181,000 | 380 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $736,310,000 | 212 |
| U.S. Government securities | $539,900,000 | 214 |
| U.S. Treasury securities | $350,001,000 | 31 |
| U.S. Government agency obligations | $189,899,000 | 536 |
| Securities issued by states & political subdivisions | $170,093,000 | 102 |
| Other domestic debt securities | $26,313,000 | 380 |
| 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 | $26,313,000 | 191 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $4,000 | 1,329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $224,114,000 | 276 |
| Mortgage-backed securities | $110,164,000 | 666 |
| Certificates of participation in pools of residential mortgages | $109,989,000 | 403 |
| Issued or guaranteed by U.S. | $109,989,000 | 399 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $175,000 | 3,595 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 3,308 |
| 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) | $510,663,000 | 57 |
| Available-for-sale securities (fair market value) | $225,647,000 | 580 |
| Total debt securities | $736,306,000 | 209 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $609,418,000 | 249 |
| U.S. Government securities | $404,127,000 | 272 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $404,127,000 | 265 |
| Securities issued by states & political subdivisions | $178,433,000 | 91 |
| Other domestic debt securities | $26,855,000 | 387 |
| 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 | $26,855,000 | 189 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $3,000 | 1,374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $237,837,000 | 261 |
| Mortgage-backed securities | $301,004,000 | 279 |
| Certificates of participation in pools of residential mortgages | $300,793,000 | 160 |
| Issued or guaranteed by U.S. | $300,793,000 | 159 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $211,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $211,000 | 3,234 |
| 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) | $159,496,000 | 134 |
| Available-for-sale securities (fair market value) | $449,922,000 | 294 |
| Total debt securities | $609,416,000 | 246 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $570,799,000 | 260 |
| U.S. Government securities | $387,136,000 | 266 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $387,136,000 | 258 |
| Securities issued by states & political subdivisions | $156,849,000 | 105 |
| Other domestic debt securities | $26,811,000 | 415 |
| 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 | $26,811,000 | 189 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,000 | 1,374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $200,887,000 | 300 |
| Mortgage-backed securities | $286,711,000 | 287 |
| Certificates of participation in pools of residential mortgages | $286,462,000 | 164 |
| Issued or guaranteed by U.S. | $286,462,000 | 163 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $249,000 | 3,484 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 3,184 |
| 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) | $149,241,000 | 142 |
| Available-for-sale securities (fair market value) | $421,558,000 | 299 |
| Total debt securities | $570,796,000 | 256 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $512,476,000 | 268 |
| U.S. Government securities | $327,464,000 | 294 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $327,464,000 | 280 |
| Securities issued by states & political subdivisions | $158,213,000 | 102 |
| Other domestic debt securities | $26,798,000 | 408 |
| 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 | $26,798,000 | 186 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,000 | 1,508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $198,444,000 | 292 |
| Mortgage-backed securities | $305,132,000 | 251 |
| Certificates of participation in pools of residential mortgages | $305,132,000 | 143 |
| Issued or guaranteed by U.S. | $305,132,000 | 142 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $153,296,000 | 131 |
| Available-for-sale securities (fair market value) | $359,180,000 | 330 |
| Total debt securities | $512,475,000 | 263 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $497,759,000 | 275 |
| U.S. Government securities | $343,184,000 | 278 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $343,184,000 | 271 |
| Securities issued by states & political subdivisions | $127,954,000 | 119 |
| Other domestic debt securities | $26,620,000 | 409 |
| 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 | $26,620,000 | 177 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,000 | 1,552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $216,277,000 | 283 |
| Mortgage-backed securities | $118,432,000 | 573 |
| Certificates of participation in pools of residential mortgages | $118,432,000 | 341 |
| Issued or guaranteed by U.S. | $118,432,000 | 337 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $123,384,000 | 160 |
| Available-for-sale securities (fair market value) | $374,375,000 | 302 |
| Total debt securities | $497,756,000 | 265 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $637,684,000 | 210 |
| U.S. Government securities | $484,913,000 | 208 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $484,913,000 | 199 |
| Securities issued by states & political subdivisions | $126,335,000 | 122 |
| Other domestic debt securities | $26,429,000 | 432 |
| 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 | $26,429,000 | 177 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $7,000 | 1,468 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $200,090,000 | 315 |
| Mortgage-backed securities | $219,161,000 | 339 |
| Certificates of participation in pools of residential mortgages | $219,161,000 | 202 |
| Issued or guaranteed by U.S. | $219,161,000 | 200 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $121,981,000 | 149 |
| Available-for-sale securities (fair market value) | $515,703,000 | 227 |
| Total debt securities | $637,677,000 | 206 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $607,615,000 | 221 |
| U.S. Government securities | $456,518,000 | 213 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $456,518,000 | 207 |
| Securities issued by states & political subdivisions | $124,878,000 | 117 |
| Other domestic debt securities | $26,211,000 | 442 |
| 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 | $26,211,000 | 173 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $8,000 | 1,507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $137,102,000 | 442 |
| Mortgage-backed securities | $213,083,000 | 342 |
| Certificates of participation in pools of residential mortgages | $213,083,000 | 215 |
| Issued or guaranteed by U.S. | $213,083,000 | 213 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $122,924,000 | 156 |
| Available-for-sale securities (fair market value) | $484,691,000 | 231 |
| Total debt securities | $607,606,000 | 216 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $484,615,000 | 279 |
| U.S. Government securities | $347,884,000 | 265 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $347,884,000 | 254 |
| Securities issued by states & political subdivisions | $120,837,000 | 130 |
| Other domestic debt securities | $15,877,000 | 671 |
| 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 | $15,877,000 | 259 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $17,000 | 1,504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $169,937,000 | 375 |
| Mortgage-backed securities | $264,446,000 | 293 |
| Certificates of participation in pools of residential mortgages | $264,446,000 | 176 |
| Issued or guaranteed by U.S. | $264,446,000 | 174 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $113,641,000 | 179 |
| Available-for-sale securities (fair market value) | $370,974,000 | 309 |
| Total debt securities | $484,597,000 | 267 |
| Structured notes |
| Amortized cost | $20,000,000 | 103 |
| Fair value | $20,112,000 | 103 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $502,524,000 | 270 |
| U.S. Government securities | $367,173,000 | 255 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $367,173,000 | 244 |
| Securities issued by states & political subdivisions | $120,349,000 | 127 |
| Other domestic debt securities | $14,994,000 | 711 |
| 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 | $14,994,000 | 287 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $8,000 | 1,598 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $172,803,000 | 358 |
| Mortgage-backed securities | $319,958,000 | 248 |
| Certificates of participation in pools of residential mortgages | $319,958,000 | 158 |
| Issued or guaranteed by U.S. | $319,958,000 | 154 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $113,758,000 | 177 |
| Available-for-sale securities (fair market value) | $388,766,000 | 299 |
| Total debt securities | $502,516,000 | 258 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $433,325,000 | 317 |
| U.S. Government securities | $299,853,000 | 312 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $299,853,000 | 304 |
| Securities issued by states & political subdivisions | $119,159,000 | 124 |
| Other domestic debt securities | $14,306,000 | 700 |
| 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 | $14,306,000 | 298 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $7,000 | 1,632 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $146,904,000 | 405 |
| Mortgage-backed securities | $241,962,000 | 324 |
| Certificates of participation in pools of residential mortgages | $241,962,000 | 212 |
| Issued or guaranteed by U.S. | $241,962,000 | 208 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $116,628,000 | 178 |
| Available-for-sale securities (fair market value) | $316,697,000 | 360 |
| Total debt securities | $433,318,000 | 305 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $444,173,000 | 296 |
| U.S. Government securities | $308,665,000 | 293 |
| U.S. Treasury securities | $77,000,000 | 44 |
| U.S. Government agency obligations | $231,665,000 | 378 |
| Securities issued by states & political subdivisions | $119,839,000 | 129 |
| Other domestic debt securities | $15,662,000 | 632 |
| 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 | $15,662,000 | 260 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $7,000 | 1,626 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $134,941,000 | 441 |
| Mortgage-backed securities | $160,133,000 | 435 |
| Certificates of participation in pools of residential mortgages | $160,133,000 | 294 |
| Issued or guaranteed by U.S. | $160,133,000 | 289 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $117,360,000 | 175 |
| Available-for-sale securities (fair market value) | $326,813,000 | 337 |
| Total debt securities | $444,167,000 | 286 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $298,790,000 | 420 |
| U.S. Government securities | $176,248,000 | 487 |
| U.S. Treasury securities | $2,000,000 | 499 |
| U.S. Government agency obligations | $174,248,000 | 478 |
| Securities issued by states & political subdivisions | $107,958,000 | 138 |
| Other domestic debt securities | $14,564,000 | 650 |
| 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 | $14,564,000 | 283 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $20,000 | 1,668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $149,939,000 | 390 |
| Mortgage-backed securities | $116,090,000 | 548 |
| Certificates of participation in pools of residential mortgages | $116,090,000 | 384 |
| Issued or guaranteed by U.S. | $116,090,000 | 380 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $107,607,000 | 181 |
| Available-for-sale securities (fair market value) | $191,183,000 | 532 |
| Total debt securities | $298,768,000 | 410 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $330,740,000 | 391 |
| U.S. Government securities | $206,212,000 | 422 |
| U.S. Treasury securities | $2,000,000 | 494 |
| U.S. Government agency obligations | $204,212,000 | 414 |
| Securities issued by states & political subdivisions | $108,894,000 | 143 |
| Other domestic debt securities | $15,606,000 | 660 |
| 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 | $15,606,000 | 307 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $28,000 | 1,806 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $151,172,000 | 381 |
| Mortgage-backed securities | $146,099,000 | 459 |
| Certificates of participation in pools of residential mortgages | $146,099,000 | 307 |
| Issued or guaranteed by U.S. | $146,099,000 | 302 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $107,985,000 | 175 |
| Available-for-sale securities (fair market value) | $222,755,000 | 476 |
| Total debt securities | $330,710,000 | 379 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $363,958,000 | 370 |
| U.S. Government securities | $240,914,000 | 355 |
| U.S. Treasury securities | $2,001,000 | 518 |
| U.S. Government agency obligations | $238,913,000 | 352 |
| Securities issued by states & political subdivisions | $108,628,000 | 143 |
| Other domestic debt securities | $14,378,000 | 680 |
| 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 | $14,378,000 | 328 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $38,000 | 1,758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $149,120,000 | 380 |
| Mortgage-backed securities | $152,564,000 | 430 |
| Certificates of participation in pools of residential mortgages | $152,564,000 | 299 |
| Issued or guaranteed by U.S. | $152,564,000 | 292 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $113,621,000 | 155 |
| Available-for-sale securities (fair market value) | $250,337,000 | 437 |
| Total debt securities | $363,921,000 | 356 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $362,783,000 | 366 |
| U.S. Government securities | $262,179,000 | 335 |
| U.S. Treasury securities | $2,001,000 | 566 |
| U.S. Government agency obligations | $260,178,000 | 330 |
| Securities issued by states & political subdivisions | $95,050,000 | 159 |
| Other domestic debt securities | $5,524,000 | 1,077 |
| 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 | $5,524,000 | 632 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $30,000 | 1,735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $146,442,000 | 379 |
| Mortgage-backed securities | $133,204,000 | 441 |
| Certificates of participation in pools of residential mortgages | $133,204,000 | 305 |
| Issued or guaranteed by U.S. | $133,204,000 | 299 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $99,716,000 | 187 |
| Available-for-sale securities (fair market value) | $263,067,000 | 410 |
| Total debt securities | $362,752,000 | 354 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $338,253,000 | 387 |
| U.S. Government securities | $248,015,000 | 365 |
| U.S. Treasury securities | $2,002,000 | 587 |
| U.S. Government agency obligations | $246,013,000 | 356 |
| Securities issued by states & political subdivisions | $84,630,000 | 181 |
| Other domestic debt securities | $5,523,000 | 1,030 |
| 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 | $5,523,000 | 613 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $85,000 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $119,854,000 | 440 |
| Mortgage-backed securities | $110,128,000 | 497 |
| Certificates of participation in pools of residential mortgages | $110,128,000 | 348 |
| Issued or guaranteed by U.S. | $110,128,000 | 343 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $89,343,000 | 208 |
| Available-for-sale securities (fair market value) | $248,910,000 | 427 |
| Total debt securities | $338,168,000 | 371 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $337,397,000 | 386 |
| U.S. Government securities | $248,230,000 | 374 |
| U.S. Treasury securities | $2,002,000 | 633 |
| U.S. Government agency obligations | $246,228,000 | 366 |
| Securities issued by states & political subdivisions | $83,545,000 | 183 |
| Other domestic debt securities | $5,522,000 | 974 |
| 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 | $5,522,000 | 577 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $100,000 | 1,574 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $104,535,000 | 509 |
| Mortgage-backed securities | $112,173,000 | 497 |
| Certificates of participation in pools of residential mortgages | $112,173,000 | 342 |
| Issued or guaranteed by U.S. | $112,173,000 | 335 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $87,329,000 | 220 |
| Available-for-sale securities (fair market value) | $250,068,000 | 422 |
| Total debt securities | $337,298,000 | 374 |
| 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 | $347,070,000 | 381 |
| U.S. Government securities | $257,694,000 | 363 |
| U.S. Treasury securities | $2,003,000 | 685 |
| U.S. Government agency obligations | $255,691,000 | 362 |
| Securities issued by states & political subdivisions | $83,768,000 | 177 |
| Other domestic debt securities | $5,521,000 | 984 |
| 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 | $5,521,000 | 606 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $87,000 | 1,625 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $87,288,000 | 596 |
| Mortgage-backed securities | $119,543,000 | 476 |
| Certificates of participation in pools of residential mortgages | $119,543,000 | 334 |
| Issued or guaranteed by U.S. | $119,543,000 | 328 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $87,445,000 | 235 |
| Available-for-sale securities (fair market value) | $259,625,000 | 411 |
| Total debt securities | $346,982,000 | 368 |
| 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 | $335,195,000 | 393 |
| U.S. Government securities | $245,111,000 | 393 |
| U.S. Treasury securities | $3,993,000 | 509 |
| U.S. Government agency obligations | $241,118,000 | 387 |
| Securities issued by states & political subdivisions | $83,871,000 | 176 |
| Other domestic debt securities | $6,126,000 | 932 |
| 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 | $6,126,000 | 567 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $87,000 | 1,659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $164,888,000 | 354 |
| Mortgage-backed securities | $112,775,000 | 502 |
| Certificates of participation in pools of residential mortgages | $112,775,000 | 348 |
| Issued or guaranteed by U.S. | $112,775,000 | 342 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $89,536,000 | 235 |
| Available-for-sale securities (fair market value) | $245,659,000 | 438 |
| Total debt securities | $335,110,000 | 379 |
| 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 | $291,927,000 | 446 |
| U.S. Government securities | $235,450,000 | 403 |
| U.S. Treasury securities | $3,982,000 | 537 |
| U.S. Government agency obligations | $231,468,000 | 399 |
| Securities issued by states & political subdivisions | $50,276,000 | 338 |
| Other domestic debt securities | $6,125,000 | 936 |
| 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 | $6,125,000 | 584 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $76,000 | 1,726 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $168,908,000 | 355 |
| Mortgage-backed securities | $11,344,000 | 2,462 |
| Certificates of participation in pools of residential mortgages | $11,344,000 | 1,940 |
| Issued or guaranteed by U.S. | $11,344,000 | 1,927 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,937,000 | 386 |
| Available-for-sale securities (fair market value) | $235,990,000 | 457 |
| Total debt securities | $291,851,000 | 433 |
| 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 | $324,527,000 | 422 |
| U.S. Government securities | $269,134,000 | 371 |
| U.S. Treasury securities | $3,970,000 | 576 |
| U.S. Government agency obligations | $265,164,000 | 366 |
| Securities issued by states & political subdivisions | $49,184,000 | 341 |
| Other domestic debt securities | $6,123,000 | 932 |
| 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 | $6,123,000 | 600 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $86,000 | 1,739 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $145,840,000 | 388 |
| Mortgage-backed securities | $11,742,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $11,742,000 | 1,904 |
| Issued or guaranteed by U.S. | $11,742,000 | 1,893 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,905,000 | 400 |
| Available-for-sale securities (fair market value) | $269,622,000 | 413 |
| Total debt securities | $324,444,000 | 410 |
| 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 | $322,334,000 | 435 |
| U.S. Government securities | $280,778,000 | 365 |
| U.S. Treasury securities | $3,959,000 | 634 |
| U.S. Government agency obligations | $276,819,000 | 357 |
| Securities issued by states & political subdivisions | $35,347,000 | 489 |
| Other domestic debt securities | $6,124,000 | 948 |
| 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 | $6,124,000 | 609 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $85,000 | 1,776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $146,562,000 | 379 |
| Mortgage-backed securities | $12,464,000 | 2,381 |
| Certificates of participation in pools of residential mortgages | $12,464,000 | 1,876 |
| Issued or guaranteed by U.S. | $12,464,000 | 1,864 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,986,000 | 515 |
| Available-for-sale securities (fair market value) | $281,348,000 | 408 |
| Total debt securities | $322,250,000 | 423 |
| 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 | $304,710,000 | 458 |
| U.S. Government securities | $267,984,000 | 392 |
| U.S. Treasury securities | $4,946,000 | 571 |
| U.S. Government agency obligations | $263,038,000 | 383 |
| Securities issued by states & political subdivisions | $30,519,000 | 602 |
| Other domestic debt securities | $6,124,000 | 965 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,124,000 | 636 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $83,000 | 1,795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $88,421,000 | 600 |
| Mortgage-backed securities | $13,247,000 | 2,313 |
| Certificates of participation in pools of residential mortgages | $13,247,000 | 1,812 |
| Issued or guaranteed by U.S. | $13,247,000 | 1,802 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,184,000 | 593 |
| Available-for-sale securities (fair market value) | $268,526,000 | 428 |
| Total debt securities | $304,627,000 | 447 |
| 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 | $213,256,000 | 614 |
| U.S. Government securities | $187,599,000 | 537 |
| U.S. Treasury securities | $993,000 | 1,169 |
| U.S. Government agency obligations | $186,606,000 | 518 |
| Securities issued by states & political subdivisions | $19,445,000 | 1,019 |
| Other domestic debt securities | $6,123,000 | 979 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,123,000 | 647 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $89,000 | 1,789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $88,001,000 | 582 |
| Mortgage-backed securities | $12,388,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $12,388,000 | 1,924 |
| Issued or guaranteed by U.S. | $12,388,000 | 1,909 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,119,000 | 886 |
| Available-for-sale securities (fair market value) | $192,137,000 | 554 |
| Total debt securities | $213,168,000 | 599 |
| 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 | $184,734,000 | 699 |
| U.S. Government securities | $158,934,000 | 608 |
| U.S. Treasury securities | $1,990,000 | 926 |
| U.S. Government agency obligations | $156,944,000 | 589 |
| Securities issued by states & political subdivisions | $19,477,000 | 997 |
| Other domestic debt securities | $6,122,000 | 990 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,122,000 | 668 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $201,000 | 1,676 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $80,574,000 | 623 |
| Mortgage-backed securities | $10,738,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | $10,738,000 | 2,174 |
| Issued or guaranteed by U.S. | $10,738,000 | 2,161 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,119,000 | 863 |
| Available-for-sale securities (fair market value) | $162,615,000 | 642 |
| Total debt securities | $184,533,000 | 685 |
| 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 | $171,866,000 | 747 |
| U.S. Government securities | $146,078,000 | 659 |
| U.S. Treasury securities | $1,987,000 | 1,009 |
| U.S. Government agency obligations | $144,091,000 | 643 |
| Securities issued by states & political subdivisions | $19,442,000 | 987 |
| Other domestic debt securities | $6,122,000 | 1,027 |
| 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 | $6,122,000 | 710 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $224,000 | 1,677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $81,051,000 | 638 |
| Mortgage-backed securities | $11,861,000 | 2,632 |
| Certificates of participation in pools of residential mortgages | $11,861,000 | 2,093 |
| Issued or guaranteed by U.S. | $11,861,000 | 2,083 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,118,000 | 881 |
| Available-for-sale securities (fair market value) | $149,748,000 | 709 |
| Total debt securities | $171,642,000 | 732 |
| 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 | $164,432,000 | 792 |
| U.S. Government securities | $149,349,000 | 667 |
| U.S. Treasury securities | $1,990,000 | 1,046 |
| U.S. Government agency obligations | $147,359,000 | 644 |
| Securities issued by states & political subdivisions | $8,747,000 | 2,158 |
| Other domestic debt securities | $6,122,000 | 1,038 |
| 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 | $6,122,000 | 734 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $214,000 | 1,729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $80,930,000 | 643 |
| Mortgage-backed securities | $13,151,000 | 2,524 |
| Certificates of participation in pools of residential mortgages | $13,151,000 | 1,997 |
| Issued or guaranteed by U.S. | $13,151,000 | 1,989 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,398,000 | 1,384 |
| Available-for-sale securities (fair market value) | $153,034,000 | 714 |
| Total debt securities | $164,218,000 | 775 |
| 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 | $163,126,000 | 794 |
| U.S. Government securities | $151,397,000 | 660 |
| U.S. Treasury securities | $1,000,000 | 1,313 |
| U.S. Government agency obligations | $150,397,000 | 628 |
| Securities issued by states & political subdivisions | $5,391,000 | 2,961 |
| Other domestic debt securities | $6,122,000 | 1,046 |
| 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 | $6,122,000 | 760 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $216,000 | 1,734 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $111,816,000 | 469 |
| Mortgage-backed securities | $14,618,000 | 2,386 |
| Certificates of participation in pools of residential mortgages | $14,618,000 | 1,878 |
| Issued or guaranteed by U.S. | $14,618,000 | 1,870 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,028,000 | 1,669 |
| Available-for-sale securities (fair market value) | $155,098,000 | 709 |
| Total debt securities | $162,910,000 | 776 |
| 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 | $165,989,000 | 792 |
| U.S. Government securities | $154,436,000 | 658 |
| U.S. Treasury securities | $1,000,000 | 1,385 |
| U.S. Government agency obligations | $153,436,000 | 639 |
| Securities issued by states & political subdivisions | $5,216,000 | 3,005 |
| Other domestic debt securities | $6,114,000 | 1,076 |
| 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 | $6,114,000 | 792 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $223,000 | 1,772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $106,650,000 | 476 |
| Mortgage-backed securities | $16,354,000 | 2,242 |
| Certificates of participation in pools of residential mortgages | $16,354,000 | 1,756 |
| Issued or guaranteed by U.S. | $16,354,000 | 1,748 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,027,000 | 1,675 |
| Available-for-sale securities (fair market value) | $157,962,000 | 702 |
| Total debt securities | $165,766,000 | 771 |
| 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 | $181,933,000 | 739 |
| U.S. Government securities | $169,900,000 | 625 |
| U.S. Treasury securities | $1,000,000 | 1,428 |
| U.S. Government agency obligations | $168,900,000 | 605 |
| Securities issued by states & political subdivisions | $5,422,000 | 2,948 |
| Other domestic debt securities | $6,112,000 | 1,138 |
| 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 | $6,112,000 | 848 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $499,000 | 1,579 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $127,811,000 | 398 |
| Mortgage-backed securities | $19,688,000 | 2,036 |
| Certificates of participation in pools of residential mortgages | $19,568,000 | 1,562 |
| Issued or guaranteed by U.S. | $19,568,000 | 1,552 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $120,000 | 3,606 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 3,289 |
| 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) | $8,027,000 | 1,644 |
| Available-for-sale securities (fair market value) | $173,906,000 | 659 |
| Total debt securities | $181,434,000 | 722 |
| 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 | $175,386,000 | 772 |
| U.S. Government securities | $165,354,000 | 649 |
| U.S. Treasury securities | $999,000 | 1,524 |
| U.S. Government agency obligations | $164,355,000 | 633 |
| Securities issued by states & political subdivisions | $3,839,000 | 3,487 |
| Other domestic debt securities | $6,113,000 | 1,139 |
| 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 | $6,113,000 | 910 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $80,000 | 2,048 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $114,482,000 | 435 |
| Mortgage-backed securities | $22,215,000 | 1,884 |
| Certificates of participation in pools of residential mortgages | $21,925,000 | 1,439 |
| Issued or guaranteed by U.S. | $21,925,000 | 1,428 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $290,000 | 3,406 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 3,236 |
| 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) | $6,510,000 | 1,852 |
| Available-for-sale securities (fair market value) | $168,876,000 | 687 |
| Total debt securities | $175,306,000 | 750 |
| 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 | $81,817,000 | 1,597 |
| U.S. Government securities | $74,577,000 | 1,305 |
| U.S. Treasury securities | $1,000,000 | 1,559 |
| U.S. Government agency obligations | $73,577,000 | 1,271 |
| Securities issued by states & political subdivisions | $1,040,000 | 5,184 |
| Other domestic debt securities | $6,113,000 | 1,201 |
| 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 | $6,113,000 | 973 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $87,000 | 2,086 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $73,521,000 | 620 |
| Mortgage-backed securities | $24,841,000 | 1,735 |
| Certificates of participation in pools of residential mortgages | $24,232,000 | 1,336 |
| Issued or guaranteed by U.S. | $24,232,000 | 1,332 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $609,000 | 3,119 |
| CMOs issued by government agencies or sponsored agencies | $609,000 | 2,959 |
| 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) | $6,510,000 | 1,858 |
| Available-for-sale securities (fair market value) | $75,307,000 | 1,482 |
| Total debt securities | $81,730,000 | 1,551 |
| 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 | $126,301,000 | 1,030 |
| U.S. Government securities | $119,048,000 | 819 |
| U.S. Treasury securities | $1,005,000 | 1,578 |
| U.S. Government agency obligations | $118,043,000 | 794 |
| Securities issued by states & political subdivisions | $1,082,000 | 5,120 |
| Other domestic debt securities | $6,112,000 | 1,233 |
| 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 | $6,112,000 | 979 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $59,000 | 2,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $69,103,000 | 618 |
| Mortgage-backed securities | $34,422,000 | 1,389 |
| Certificates of participation in pools of residential mortgages | $33,369,000 | 1,050 |
| Issued or guaranteed by U.S. | $33,369,000 | 1,045 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,053,000 | 2,954 |
| CMOs issued by government agencies or sponsored agencies | $1,053,000 | 2,803 |
| 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) | $5,509,000 | 1,982 |
| Available-for-sale securities (fair market value) | $120,792,000 | 917 |
| Total debt securities | $126,242,000 | 1,002 |
| 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 | $119,848,000 | 1,077 |
| U.S. Government securities | $112,641,000 | 844 |
| U.S. Treasury securities | $1,008,000 | 1,573 |
| U.S. Government agency obligations | $111,633,000 | 820 |
| Securities issued by states & political subdivisions | $1,032,000 | 5,108 |
| Other domestic debt securities | $6,111,000 | 1,252 |
| 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 | $6,111,000 | 1,010 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $64,000 | 2,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $73,606,000 | 582 |
| Mortgage-backed securities | $44,194,000 | 1,156 |
| Certificates of participation in pools of residential mortgages | $42,749,000 | 830 |
| Issued or guaranteed by U.S. | $42,749,000 | 824 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,445,000 | 2,862 |
| CMOs issued by government agencies or sponsored agencies | $1,445,000 | 2,729 |
| 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) | $5,508,000 | 2,047 |
| Available-for-sale securities (fair market value) | $114,340,000 | 961 |
| Total debt securities | $119,784,000 | 1,041 |
| 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 | $129,120,000 | 970 |
| U.S. Government securities | $121,908,000 | 762 |
| U.S. Treasury securities | $1,011,000 | 1,642 |
| U.S. Government agency obligations | $120,897,000 | 733 |
| Securities issued by states & political subdivisions | $1,043,000 | 5,113 |
| Other domestic debt securities | $6,110,000 | 1,254 |
| 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 | $6,110,000 | 1,018 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $59,000 | 2,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $63,362,000 | 676 |
| Mortgage-backed securities | $53,366,000 | 967 |
| Certificates of participation in pools of residential mortgages | $51,471,000 | 703 |
| Issued or guaranteed by U.S. | $51,471,000 | 696 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,895,000 | 2,675 |
| CMOs issued by government agencies or sponsored agencies | $1,895,000 | 2,553 |
| 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) | $5,507,000 | 2,083 |
| Available-for-sale securities (fair market value) | $123,613,000 | 861 |
| Total debt securities | $129,061,000 | 928 |
| 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 | $102,890,000 | 1,098 |
| U.S. Government securities | $96,320,000 | 851 |
| U.S. Treasury securities | $996,000 | 2,092 |
| U.S. Government agency obligations | $95,324,000 | 820 |
| Securities issued by states & political subdivisions | $974,000 | 5,293 |
| Other domestic debt securities | $5,538,000 | 1,333 |
| 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 | $5,538,000 | 1,062 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $58,000 | 2,100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $69,866,000 | 601 |
| Mortgage-backed securities | $65,066,000 | 778 |
| Certificates of participation in pools of residential mortgages | $57,930,000 | 556 |
| Issued or guaranteed by U.S. | $57,930,000 | 550 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,136,000 | 1,551 |
| CMOs issued by government agencies or sponsored agencies | $7,136,000 | 1,445 |
| 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) | $2,410,000 | 3,010 |
| Available-for-sale securities (fair market value) | $100,480,000 | 942 |
| Total debt securities | $102,832,000 | 1,065 |
| 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 | $63,455,000 | 1,737 |
| U.S. Government securities | $54,375,000 | 1,466 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $54,375,000 | 1,362 |
| Securities issued by states & political subdivisions | $1,647,000 | 4,685 |
| Other domestic debt securities | $5,403,000 | 1,165 |
| 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 | $5,403,000 | 968 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,030,000 | 1,564 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,792,000 | 3,228 |
| Mortgage-backed securities | $32,050,000 | 1,077 |
| Certificates of participation in pools of residential mortgages | $22,827,000 | 976 |
| Issued or guaranteed by U.S. | $22,827,000 | 966 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $9,223,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $9,223,000 | 962 |
| 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) | $2,403,000 | 3,673 |
| Available-for-sale securities (fair market value) | $61,052,000 | 1,396 |
| Total debt securities | $61,425,000 | 1,709 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $16,900,000 | 5,405 |
| U.S. Government securities | $14,901,000 | 4,790 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $14,901,000 | 4,316 |
| Securities issued by states & political subdivisions | $1,631,000 | 4,937 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $368,000 | 4,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,945,000 | 3,409 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $16,900,000 | 4,377 |
| Total debt securities | $16,532,000 | 5,362 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
