| 2023-12-31 | Rank |
| Total securities | $623,919,000 | 353 |
| U.S. Government securities | $381,771,000 | 370 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $381,771,000 | 338 |
| Securities issued by states & political subdivisions | $193,005,000 | 212 |
| Other domestic debt securities | $49,143,000 | 403 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $37,536,000 | 145 |
| Other domestic debt securities - All other | $11,607,000 | 595 |
| 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 | $369,179,000 | 305 |
| Mortgage-backed securities | $381,771,000 | 284 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $99,007,000 | 514 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $193,206,000 | 151 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $31,970,000 | 229 |
| Other commercial mortgage-backed securities | $57,588,000 | 171 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $623,919,000 | 280 |
| Total debt securities | $623,919,000 | 345 |
| Structured notes |
| Amortized cost | $1,000,000 | 747 |
| Fair value | $865,000 | 860 |
| 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 | $609,365,000 | 362 |
| U.S. Government securities | $378,815,000 | 372 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $378,815,000 | 338 |
| Securities issued by states & political subdivisions | $182,007,000 | 218 |
| Other domestic debt securities | $48,543,000 | 406 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $37,530,000 | 138 |
| Other domestic debt securities - All other | $11,013,000 | 609 |
| 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 | $354,801,000 | 309 |
| Mortgage-backed securities | $378,815,000 | 278 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $94,860,000 | 526 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $190,671,000 | 145 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $30,413,000 | 230 |
| Other commercial mortgage-backed securities | $62,871,000 | 166 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $609,365,000 | 288 |
| Total debt securities | $609,365,000 | 352 |
| Structured notes |
| Amortized cost | $1,000,000 | 768 |
| Fair value | $856,000 | 877 |
| 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 | $645,091,000 | 343 |
| U.S. Government securities | $400,414,000 | 360 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $400,414,000 | 326 |
| Securities issued by states & political subdivisions | $197,396,000 | 208 |
| Other domestic debt securities | $47,281,000 | 413 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $37,263,000 | 129 |
| Other domestic debt securities - All other | $10,018,000 | 653 |
| 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 | $379,295,000 | 293 |
| Mortgage-backed securities | $400,414,000 | 267 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $103,374,000 | 503 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $204,511,000 | 139 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $31,263,000 | 224 |
| Other commercial mortgage-backed securities | $61,266,000 | 169 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $645,091,000 | 277 |
| Total debt securities | $645,091,000 | 336 |
| Structured notes |
| Amortized cost | $1,000,000 | 811 |
| Fair value | $851,000 | 929 |
| 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 | $665,358,000 | 355 |
| U.S. Government securities | $417,713,000 | 369 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $417,713,000 | 311 |
| Securities issued by states & political subdivisions | $199,983,000 | 217 |
| Other domestic debt securities | $47,662,000 | 431 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $36,887,000 | 133 |
| Other domestic debt securities - All other | $10,775,000 | 643 |
| 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 | $315,253,000 | 333 |
| Mortgage-backed securities | $417,713,000 | 274 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $106,645,000 | 522 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $215,118,000 | 144 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $31,994,000 | 234 |
| Other commercial mortgage-backed securities | $63,956,000 | 169 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $665,358,000 | 292 |
| Total debt securities | $665,358,000 | 349 |
| Structured notes |
| Amortized cost | $1,000,000 | 845 |
| Fair value | $889,000 | 954 |
| 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 | $664,115,000 | 365 |
| U.S. Government securities | $421,908,000 | 368 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $421,908,000 | 311 |
| Securities issued by states & political subdivisions | $193,355,000 | 234 |
| Other domestic debt securities | $48,852,000 | 428 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $36,811,000 | 133 |
| Other domestic debt securities - All other | $12,041,000 | 609 |
| 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 | $235,810,000 | 373 |
| Mortgage-backed securities | $421,908,000 | 276 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $107,693,000 | 524 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $217,834,000 | 149 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $31,459,000 | 238 |
| Other commercial mortgage-backed securities | $64,922,000 | 176 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $664,115,000 | 303 |
| Total debt securities | $664,115,000 | 357 |
| Structured notes |
| Amortized cost | $1,000,000 | 869 |
| Fair value | $895,000 | 946 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank |
| Total securities | $671,752,000 | 360 |
| U.S. Government securities | $438,186,000 | 364 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $438,186,000 | 305 |
| Securities issued by states & political subdivisions | $185,118,000 | 242 |
| Other domestic debt securities | $48,448,000 | 410 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $36,384,000 | 115 |
| Other domestic debt securities - All other | $12,064,000 | 604 |
| 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 | $235,102,000 | 362 |
| Mortgage-backed securities | $438,186,000 | 276 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $108,848,000 | 518 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $227,120,000 | 147 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $31,258,000 | 241 |
| Other commercial mortgage-backed securities | $70,960,000 | 173 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $671,752,000 | 296 |
| Total debt securities | $671,752,000 | 355 |
| Structured notes |
| Amortized cost | $1,000,000 | 861 |
| Fair value | $905,000 | 921 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $731,970,000 | 345 |
| U.S. Government securities | $480,677,000 | 348 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $480,677,000 | 298 |
| Securities issued by states & political subdivisions | $201,788,000 | 230 |
| Other domestic debt securities | $49,505,000 | 387 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $36,798,000 | 69 |
| Other domestic debt securities - All other | $12,707,000 | 596 |
| 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 | $256,585,000 | 329 |
| Mortgage-backed securities | $480,677,000 | 268 |
| Certificates of participation in pools of residential mortgages | $119,363,000 | 502 |
| Issued or guaranteed by U.S. | $119,363,000 | 498 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $251,451,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $251,451,000 | 143 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $109,863,000 | 220 |
| Commercial mortgage pass-through securities | $33,342,000 | 238 |
| Other commercial mortgage-backed securities | $76,521,000 | 187 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $731,970,000 | 291 |
| Total debt securities | $731,970,000 | 342 |
| Structured notes |
| Amortized cost | $1,000,000 | 840 |
| Fair value | $934,000 | 902 |
| 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 | $797,912,000 | 328 |
| U.S. Government securities | $523,888,000 | 325 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $523,888,000 | 285 |
| Securities issued by states & political subdivisions | $223,036,000 | 220 |
| Other domestic debt securities | $50,988,000 | 373 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $37,707,000 | 66 |
| Other domestic debt securities - All other | $13,281,000 | 566 |
| 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 | $262,999,000 | 317 |
| Mortgage-backed securities | $523,888,000 | 259 |
| Certificates of participation in pools of residential mortgages | $129,658,000 | 474 |
| Issued or guaranteed by U.S. | $129,658,000 | 470 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $277,087,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $277,087,000 | 140 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $117,143,000 | 210 |
| Commercial mortgage pass-through securities | $34,965,000 | 229 |
| Other commercial mortgage-backed securities | $82,178,000 | 184 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $797,912,000 | 281 |
| Total debt securities | $797,912,000 | 325 |
| Structured notes |
| Amortized cost | $1,000,000 | 740 |
| Fair value | $965,000 | 774 |
| 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 | $758,822,000 | 331 |
| U.S. Government securities | $475,833,000 | 333 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $475,833,000 | 309 |
| Securities issued by states & political subdivisions | $232,447,000 | 218 |
| Other domestic debt securities | $50,542,000 | 366 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $37,782,000 | 63 |
| Other domestic debt securities - All other | $12,760,000 | 551 |
| 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 | $296,121,000 | 280 |
| Mortgage-backed securities | $475,833,000 | 280 |
| Certificates of participation in pools of residential mortgages | $115,298,000 | 524 |
| Issued or guaranteed by U.S. | $115,298,000 | 519 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $229,270,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $229,270,000 | 156 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $131,265,000 | 198 |
| Commercial mortgage pass-through securities | $37,775,000 | 217 |
| Other commercial mortgage-backed securities | $93,490,000 | 162 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $758,822,000 | 292 |
| Total debt securities | $758,822,000 | 327 |
| Structured notes |
| Amortized cost | $1,000,000 | 656 |
| Fair value | $988,000 | 716 |
| 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 | $763,397,000 | 319 |
| U.S. Government securities | $475,820,000 | 327 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $475,820,000 | 309 |
| Securities issued by states & political subdivisions | $231,861,000 | 206 |
| Other domestic debt securities | $55,716,000 | 327 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $42,905,000 | 57 |
| Other domestic debt securities - All other | $12,811,000 | 525 |
| 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 | $283,392,000 | 283 |
| Mortgage-backed securities | $475,820,000 | 277 |
| Certificates of participation in pools of residential mortgages | $109,047,000 | 516 |
| Issued or guaranteed by U.S. | $109,047,000 | 512 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $226,176,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $226,176,000 | 162 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $140,597,000 | 195 |
| Commercial mortgage pass-through securities | $38,159,000 | 214 |
| Other commercial mortgage-backed securities | $102,438,000 | 150 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $763,397,000 | 278 |
| Total debt securities | $763,397,000 | 315 |
| Structured notes |
| Amortized cost | $1,000,000 | 586 |
| Fair value | $998,000 | 622 |
| 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 | $601,462,000 | 368 |
| U.S. Government securities | $346,753,000 | 393 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $346,753,000 | 370 |
| Securities issued by states & political subdivisions | $202,119,000 | 229 |
| Other domestic debt securities | $52,590,000 | 323 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $42,797,000 | 58 |
| Other domestic debt securities - All other | $9,793,000 | 575 |
| 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 | $300,527,000 | 264 |
| Mortgage-backed securities | $346,753,000 | 332 |
| Certificates of participation in pools of residential mortgages | $80,731,000 | 629 |
| Issued or guaranteed by U.S. | $80,731,000 | 615 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $139,335,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $139,335,000 | 220 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $126,687,000 | 191 |
| Commercial mortgage pass-through securities | $28,523,000 | 241 |
| Other commercial mortgage-backed securities | $98,164,000 | 150 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $601,462,000 | 326 |
| Total debt securities | $601,462,000 | 363 |
| Structured notes |
| Amortized cost | $1,000,000 | 511 |
| Fair value | $1,002,000 | 518 |
| 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 | $447,152,000 | 428 |
| U.S. Government securities | $242,051,000 | 476 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $242,051,000 | 448 |
| Securities issued by states & political subdivisions | $155,929,000 | 288 |
| Other domestic debt securities | $49,172,000 | 320 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $47,172,000 | 46 |
| Other domestic debt securities - All other | $2,000,000 | 1,131 |
| 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 | $265,667,000 | 278 |
| Mortgage-backed securities | $242,051,000 | 396 |
| Certificates of participation in pools of residential mortgages | $60,918,000 | 736 |
| Issued or guaranteed by U.S. | $60,918,000 | 718 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $67,015,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $67,015,000 | 326 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $114,118,000 | 194 |
| Commercial mortgage pass-through securities | $17,773,000 | 308 |
| Other commercial mortgage-backed securities | $96,345,000 | 148 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $447,152,000 | 383 |
| Total debt securities | $447,152,000 | 420 |
| Structured notes |
| Amortized cost | $2,000,000 | 247 |
| Fair value | $2,000,000 | 252 |
| 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 | $420,571,000 | 418 |
| U.S. Government securities | $224,485,000 | 453 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $224,485,000 | 436 |
| Securities issued by states & political subdivisions | $144,332,000 | 299 |
| Other domestic debt securities | $51,754,000 | 299 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $51,754,000 | 39 |
| Other domestic debt securities - All other | $0 | 1,665 |
| 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 | $239,604,000 | 301 |
| Mortgage-backed securities | $224,485,000 | 394 |
| Certificates of participation in pools of residential mortgages | $80,723,000 | 527 |
| Issued or guaranteed by U.S. | $80,723,000 | 520 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $53,034,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $53,034,000 | 366 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $90,728,000 | 211 |
| Commercial mortgage pass-through securities | $5,712,000 | 597 |
| Other commercial mortgage-backed securities | $85,016,000 | 155 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $420,571,000 | 377 |
| Total debt securities | $420,571,000 | 413 |
| 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 | $374,087,000 | 433 |
| U.S. Government securities | $214,333,000 | 444 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $214,333,000 | 415 |
| Securities issued by states & political subdivisions | $108,190,000 | 375 |
| Other domestic debt securities | $51,564,000 | 285 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $51,564,000 | 37 |
| Other domestic debt securities - All other | $0 | 1,641 |
| 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 | $172,997,000 | 381 |
| Mortgage-backed securities | $214,333,000 | 381 |
| Certificates of participation in pools of residential mortgages | $72,517,000 | 539 |
| Issued or guaranteed by U.S. | $72,517,000 | 528 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $49,535,000 | 421 |
| CMOs issued by government agencies or sponsored agencies | $49,535,000 | 391 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $92,281,000 | 203 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $92,281,000 | 147 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $374,087,000 | 385 |
| Total debt securities | $374,087,000 | 426 |
| 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 | $341,717,000 | 454 |
| U.S. Government securities | $235,705,000 | 418 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $235,705,000 | 396 |
| Securities issued by states & political subdivisions | $55,548,000 | 717 |
| Other domestic debt securities | $50,464,000 | 286 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $50,464,000 | 36 |
| Other domestic debt securities - All other | $0 | 1,594 |
| 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 | $228,694,000 | 301 |
| Mortgage-backed securities | $220,408,000 | 380 |
| Certificates of participation in pools of residential mortgages | $45,569,000 | 759 |
| Issued or guaranteed by U.S. | $45,569,000 | 743 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $55,953,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $55,953,000 | 360 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $118,886,000 | 186 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $118,886,000 | 132 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $341,717,000 | 403 |
| Total debt securities | $341,717,000 | 446 |
| 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 | $372,120,000 | 408 |
| U.S. Government securities | $282,283,000 | 360 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $282,283,000 | 346 |
| Securities issued by states & political subdivisions | $37,227,000 | 930 |
| Other domestic debt securities | $52,610,000 | 257 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $52,610,000 | 39 |
| Other domestic debt securities - All other | $0 | 1,513 |
| 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 | $234,955,000 | 287 |
| Mortgage-backed securities | $265,981,000 | 327 |
| Certificates of participation in pools of residential mortgages | $65,574,000 | 578 |
| Issued or guaranteed by U.S. | $65,574,000 | 561 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $68,431,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $68,431,000 | 321 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $131,976,000 | 172 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $131,976,000 | 122 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $372,120,000 | 369 |
| Total debt securities | $372,120,000 | 402 |
| 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 | $398,278,000 | 379 |
| U.S. Government securities | $272,551,000 | 361 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $272,551,000 | 347 |
| Securities issued by states & political subdivisions | $47,178,000 | 706 |
| Other domestic debt securities | $78,549,000 | 193 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $64,832,000 | 37 |
| Other domestic debt securities - All other | $13,717,000 | 345 |
| 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 | $128,052,000 | 454 |
| Mortgage-backed securities | $254,951,000 | 325 |
| Certificates of participation in pools of residential mortgages | $57,032,000 | 620 |
| Issued or guaranteed by U.S. | $57,032,000 | 606 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $71,634,000 | 338 |
| CMOs issued by government agencies or sponsored agencies | $71,634,000 | 318 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $126,285,000 | 171 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $126,285,000 | 122 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $398,278,000 | 336 |
| Total debt securities | $398,278,000 | 373 |
| Structured notes |
| Amortized cost | $15,000,000 | 53 |
| Fair value | $13,717,000 | 61 |
| 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 | $410,071,000 | 370 |
| U.S. Government securities | $273,893,000 | 363 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $273,893,000 | 346 |
| Securities issued by states & political subdivisions | $47,918,000 | 691 |
| Other domestic debt securities | $86,259,000 | 183 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $71,871,000 | 61 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $14,388,000 | 332 |
| Foreign debt securities | $2,001,000 | 133 |
| 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 | $140,702,000 | 419 |
| Mortgage-backed securities | $255,290,000 | 314 |
| Certificates of participation in pools of residential mortgages | $34,609,000 | 881 |
| Issued or guaranteed by U.S. | $34,609,000 | 857 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $88,491,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $88,491,000 | 271 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $132,190,000 | 162 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $132,190,000 | 117 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $410,071,000 | 327 |
| Total debt securities | $410,071,000 | 365 |
| Structured notes |
| Amortized cost | $17,000,000 | 67 |
| Fair value | $16,389,000 | 70 |
| 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 | $398,234,000 | 374 |
| U.S. Government securities | $275,509,000 | 368 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $275,509,000 | 349 |
| Securities issued by states & political subdivisions | $49,678,000 | 679 |
| Other domestic debt securities | $71,046,000 | 188 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $54,348,000 | 72 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $16,698,000 | 300 |
| Foreign debt securities | $2,001,000 | 139 |
| 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 | $149,986,000 | 399 |
| Mortgage-backed securities | $251,054,000 | 319 |
| Certificates of participation in pools of residential mortgages | $38,107,000 | 806 |
| Issued or guaranteed by U.S. | $38,107,000 | 800 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $89,106,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $89,106,000 | 267 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $123,841,000 | 163 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $123,841,000 | 119 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $398,234,000 | 330 |
| Total debt securities | $398,234,000 | 367 |
| Structured notes |
| Amortized cost | $17,000,000 | 76 |
| Fair value | $16,725,000 | 77 |
| 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 | $433,663,000 | 358 |
| U.S. Government securities | $272,469,000 | 377 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $272,469,000 | 354 |
| Securities issued by states & political subdivisions | $88,763,000 | 358 |
| Other domestic debt securities | $63,079,000 | 194 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $19,887,000 | 120 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $43,192,000 | 138 |
| Foreign debt securities | $9,352,000 | 67 |
| 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 | $99,136,000 | 573 |
| Mortgage-backed securities | $241,687,000 | 323 |
| Certificates of participation in pools of residential mortgages | $40,189,000 | 779 |
| Issued or guaranteed by U.S. | $40,189,000 | 772 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $92,052,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $92,052,000 | 258 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $109,446,000 | 164 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $109,446,000 | 117 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $433,663,000 | 316 |
| Total debt securities | $433,663,000 | 352 |
| Structured notes |
| Amortized cost | $18,500,000 | 77 |
| Fair value | $17,779,000 | 77 |
| 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 | $453,458,000 | 343 |
| U.S. Government securities | $252,285,000 | 400 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $252,285,000 | 377 |
| Securities issued by states & political subdivisions | $149,156,000 | 208 |
| Other domestic debt securities | $42,885,000 | 251 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $42,885,000 | 141 |
| Foreign debt securities | $9,132,000 | 69 |
| 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 | $123,778,000 | 474 |
| Mortgage-backed securities | $220,382,000 | 346 |
| Certificates of participation in pools of residential mortgages | $41,588,000 | 766 |
| Issued or guaranteed by U.S. | $41,588,000 | 762 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $157,004,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $157,004,000 | 193 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $21,790,000 | 423 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $21,790,000 | 265 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $453,458,000 | 300 |
| Total debt securities | $453,458,000 | 338 |
| Structured notes |
| Amortized cost | $10,000,000 | 135 |
| Fair value | $9,378,000 | 142 |
| 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 | $470,031,000 | 333 |
| U.S. Government securities | $261,904,000 | 392 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $261,904,000 | 368 |
| Securities issued by states & political subdivisions | $155,774,000 | 192 |
| Other domestic debt securities | $42,967,000 | 249 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $42,967,000 | 142 |
| Foreign debt securities | $9,386,000 | 66 |
| 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 | $125,120,000 | 473 |
| Mortgage-backed securities | $223,133,000 | 341 |
| Certificates of participation in pools of residential mortgages | $42,900,000 | 757 |
| Issued or guaranteed by U.S. | $42,900,000 | 754 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $162,645,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $162,645,000 | 188 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $17,588,000 | 465 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $17,588,000 | 284 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $470,031,000 | 292 |
| Total debt securities | $470,031,000 | 328 |
| Structured notes |
| Amortized cost | $10,000,000 | 127 |
| Fair value | $9,420,000 | 131 |
| 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 | $526,493,000 | 313 |
| U.S. Government securities | $298,835,000 | 350 |
| U.S. Treasury securities | $39,504,000 | 174 |
| U.S. Government agency obligations | $259,331,000 | 371 |
| Securities issued by states & political subdivisions | $175,904,000 | 171 |
| Other domestic debt securities | $51,754,000 | 219 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $51,754,000 | 122 |
| 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 | $139,303,000 | 434 |
| Mortgage-backed securities | $217,869,000 | 345 |
| Certificates of participation in pools of residential mortgages | $36,239,000 | 881 |
| Issued or guaranteed by U.S. | $36,239,000 | 864 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $162,839,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $162,839,000 | 186 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $18,791,000 | 427 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $18,791,000 | 263 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $526,493,000 | 274 |
| Total debt securities | $526,493,000 | 307 |
| Structured notes |
| Amortized cost | $12,000,000 | 115 |
| Fair value | $11,488,000 | 119 |
| 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 | $482,487,000 | 334 |
| U.S. Government securities | $253,214,000 | 404 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $253,214,000 | 386 |
| Securities issued by states & political subdivisions | $187,673,000 | 166 |
| Other domestic debt securities | $41,600,000 | 245 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $41,600,000 | 145 |
| 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 | $114,935,000 | 526 |
| Mortgage-backed securities | $209,909,000 | 360 |
| Certificates of participation in pools of residential mortgages | $38,152,000 | 871 |
| Issued or guaranteed by U.S. | $38,152,000 | 870 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $152,455,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $152,455,000 | 189 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $19,302,000 | 372 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $19,302,000 | 254 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $482,487,000 | 291 |
| Total debt securities | $482,487,000 | 328 |
| Structured notes |
| Amortized cost | $12,000,000 | 113 |
| Fair value | $11,544,000 | 117 |
| 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 | $489,446,000 | 334 |
| U.S. Government securities | $265,556,000 | 388 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $265,556,000 | 372 |
| Securities issued by states & political subdivisions | $191,840,000 | 166 |
| Other domestic debt securities | $32,050,000 | 281 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $32,050,000 | 178 |
| 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 | $119,384,000 | 516 |
| Mortgage-backed securities | $220,360,000 | 344 |
| Certificates of participation in pools of residential mortgages | $40,343,000 | 865 |
| Issued or guaranteed by U.S. | $40,343,000 | 865 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $159,931,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $159,931,000 | 186 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $20,086,000 | 354 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $20,086,000 | 240 |
| Held to maturity securities (book value) | $45,527,000 | 405 |
| Available-for-sale securities (fair market value) | $443,919,000 | 315 |
| Total debt securities | $489,446,000 | 327 |
| Structured notes |
| Amortized cost | $10,000,000 | 125 |
| Fair value | $9,839,000 | 125 |
| 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 | $463,671,000 | 345 |
| U.S. Government securities | $252,916,000 | 403 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $252,916,000 | 387 |
| Securities issued by states & political subdivisions | $179,853,000 | 175 |
| Other domestic debt securities | $30,902,000 | 281 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $30,902,000 | 183 |
| 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 | $123,511,000 | 509 |
| Mortgage-backed securities | $204,154,000 | 366 |
| Certificates of participation in pools of residential mortgages | $34,236,000 | 986 |
| Issued or guaranteed by U.S. | $34,236,000 | 986 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $149,367,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $149,367,000 | 190 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $20,551,000 | 342 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $20,551,000 | 225 |
| Held to maturity securities (book value) | $45,597,000 | 423 |
| Available-for-sale securities (fair market value) | $418,074,000 | 327 |
| Total debt securities | $463,671,000 | 339 |
| Structured notes |
| Amortized cost | $10,000,000 | 127 |
| Fair value | $9,996,000 | 126 |
| 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 | $368,614,000 | 421 |
| U.S. Government securities | $201,075,000 | 490 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $201,075,000 | 467 |
| Securities issued by states & political subdivisions | $137,630,000 | 247 |
| Other domestic debt securities | $29,909,000 | 304 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $29,909,000 | 201 |
| 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 | $143,356,000 | 448 |
| Mortgage-backed securities | $181,690,000 | 403 |
| Certificates of participation in pools of residential mortgages | $51,598,000 | 756 |
| Issued or guaranteed by U.S. | $51,598,000 | 756 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $110,296,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $110,296,000 | 239 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $19,796,000 | 345 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $19,796,000 | 224 |
| Held to maturity securities (book value) | $46,317,000 | 423 |
| Available-for-sale securities (fair market value) | $322,297,000 | 408 |
| Total debt securities | $368,614,000 | 414 |
| Structured notes |
| Amortized cost | $10,000,000 | 136 |
| Fair value | $10,092,000 | 134 |
| 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 | $309,492,000 | 497 |
| U.S. Government securities | $184,767,000 | 532 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $184,767,000 | 495 |
| Securities issued by states & political subdivisions | $110,323,000 | 330 |
| Other domestic debt securities | $14,402,000 | 490 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $14,402,000 | 344 |
| 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 | $130,589,000 | 494 |
| Mortgage-backed securities | $182,202,000 | 404 |
| Certificates of participation in pools of residential mortgages | $76,272,000 | 547 |
| Issued or guaranteed by U.S. | $76,272,000 | 546 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $105,930,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $105,930,000 | 247 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $48,366,000 | 425 |
| Available-for-sale securities (fair market value) | $261,126,000 | 501 |
| Total debt securities | $309,492,000 | 491 |
| 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 | $308,723,000 | 490 |
| U.S. Government securities | $184,701,000 | 527 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $184,701,000 | 496 |
| Securities issued by states & political subdivisions | $112,722,000 | 319 |
| Other domestic debt securities | $11,300,000 | 550 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $11,300,000 | 394 |
| 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 | $141,087,000 | 447 |
| Mortgage-backed securities | $182,108,000 | 400 |
| Certificates of participation in pools of residential mortgages | $80,158,000 | 516 |
| Issued or guaranteed by U.S. | $80,158,000 | 515 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $101,950,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $101,950,000 | 246 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $48,386,000 | 415 |
| Available-for-sale securities (fair market value) | $260,337,000 | 504 |
| Total debt securities | $308,723,000 | 483 |
| 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 | $326,516,000 | 470 |
| U.S. Government securities | $201,666,000 | 487 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $201,666,000 | 462 |
| Securities issued by states & political subdivisions | $115,585,000 | 300 |
| Other domestic debt securities | $9,265,000 | 619 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $9,265,000 | 460 |
| 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 | $135,640,000 | 475 |
| Mortgage-backed securities | $199,046,000 | 376 |
| Certificates of participation in pools of residential mortgages | $87,849,000 | 481 |
| Issued or guaranteed by U.S. | $87,849,000 | 481 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $111,197,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $111,197,000 | 240 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $48,405,000 | 416 |
| Available-for-sale securities (fair market value) | $278,111,000 | 468 |
| Total debt securities | $326,516,000 | 461 |
| 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 | $340,602,000 | 457 |
| U.S. Government securities | $214,526,000 | 455 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $214,526,000 | 432 |
| Securities issued by states & political subdivisions | $116,623,000 | 293 |
| Other domestic debt securities | $9,453,000 | 623 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,453,000 | 448 |
| 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 | $139,362,000 | 473 |
| Mortgage-backed securities | $211,879,000 | 356 |
| Certificates of participation in pools of residential mortgages | $92,910,000 | 453 |
| Issued or guaranteed by U.S. | $92,910,000 | 453 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $118,969,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $118,969,000 | 237 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $48,963,000 | 426 |
| Available-for-sale securities (fair market value) | $291,639,000 | 445 |
| Total debt securities | $340,602,000 | 450 |
| 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 | $361,561,000 | 438 |
| U.S. Government securities | $226,795,000 | 454 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $226,795,000 | 431 |
| Securities issued by states & political subdivisions | $123,835,000 | 260 |
| Other domestic debt securities | $9,406,000 | 629 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,406,000 | 454 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,525,000 | 450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $76,748,000 | 783 |
| Mortgage-backed securities | $224,122,000 | 349 |
| Certificates of participation in pools of residential mortgages | $97,479,000 | 438 |
| Issued or guaranteed by U.S. | $97,479,000 | 436 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $126,643,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $126,643,000 | 229 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $50,526,000 | 423 |
| Available-for-sale securities (fair market value) | $311,035,000 | 424 |
| Total debt securities | $360,036,000 | 431 |
| 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 | $371,673,000 | 427 |
| U.S. Government securities | $236,396,000 | 450 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $236,396,000 | 425 |
| Securities issued by states & political subdivisions | $124,338,000 | 252 |
| Other domestic debt securities | $9,419,000 | 616 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,419,000 | 440 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,520,000 | 457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $78,861,000 | 766 |
| Mortgage-backed securities | $233,703,000 | 334 |
| Certificates of participation in pools of residential mortgages | $101,087,000 | 422 |
| Issued or guaranteed by U.S. | $101,087,000 | 421 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $132,616,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $132,616,000 | 222 |
| 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) | $51,259,000 | 429 |
| Available-for-sale securities (fair market value) | $320,414,000 | 412 |
| Total debt securities | $370,153,000 | 423 |
| 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 | $376,597,000 | 415 |
| U.S. Government securities | $251,884,000 | 425 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $251,884,000 | 409 |
| Securities issued by states & political subdivisions | $113,820,000 | 284 |
| Other domestic debt securities | $9,426,000 | 617 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,426,000 | 440 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,467,000 | 479 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $80,072,000 | 759 |
| Mortgage-backed securities | $249,155,000 | 318 |
| Certificates of participation in pools of residential mortgages | $106,949,000 | 405 |
| Issued or guaranteed by U.S. | $106,949,000 | 403 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $142,206,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $142,206,000 | 212 |
| 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) | $51,280,000 | 429 |
| Available-for-sale securities (fair market value) | $325,317,000 | 402 |
| Total debt securities | $375,130,000 | 410 |
| 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 | $296,203,000 | 527 |
| U.S. Government securities | $178,988,000 | 581 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $178,988,000 | 558 |
| Securities issued by states & political subdivisions | $106,345,000 | 292 |
| Other domestic debt securities | $9,460,000 | 602 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $9,460,000 | 420 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,410,000 | 492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $81,182,000 | 754 |
| Mortgage-backed securities | $176,238,000 | 425 |
| Certificates of participation in pools of residential mortgages | $59,737,000 | 700 |
| Issued or guaranteed by U.S. | $59,737,000 | 700 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $116,501,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $116,501,000 | 244 |
| 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) | $51,302,000 | 431 |
| Available-for-sale securities (fair market value) | $244,901,000 | 542 |
| Total debt securities | $294,793,000 | 523 |
| 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 | $315,235,000 | 494 |
| U.S. Government securities | $195,945,000 | 540 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $195,945,000 | 521 |
| Securities issued by states & political subdivisions | $103,868,000 | 294 |
| Other domestic debt securities | $13,941,000 | 493 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $13,941,000 | 344 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $1,481,000 | 485 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $67,180,000 | 910 |
| Mortgage-backed securities | $193,166,000 | 401 |
| Certificates of participation in pools of residential mortgages | $63,719,000 | 671 |
| Issued or guaranteed by U.S. | $63,719,000 | 670 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $129,447,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $129,447,000 | 227 |
| 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) | $51,322,000 | 428 |
| Available-for-sale securities (fair market value) | $263,913,000 | 502 |
| Total debt securities | $313,754,000 | 489 |
| 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 | $323,833,000 | 480 |
| U.S. Government securities | $204,843,000 | 521 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $204,843,000 | 502 |
| Securities issued by states & political subdivisions | $103,702,000 | 286 |
| Other domestic debt securities | $13,891,000 | 498 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $13,891,000 | 343 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,397,000 | 494 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,950,000 | 4,129 |
| Mortgage-backed securities | $192,023,000 | 395 |
| Certificates of participation in pools of residential mortgages | $66,153,000 | 673 |
| Issued or guaranteed by U.S. | $66,153,000 | 669 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $125,870,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $125,870,000 | 237 |
| 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) | $51,343,000 | 429 |
| Available-for-sale securities (fair market value) | $272,490,000 | 483 |
| Total debt securities | $322,436,000 | 475 |
| 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 | $336,544,000 | 462 |
| U.S. Government securities | $215,704,000 | 492 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $215,704,000 | 475 |
| Securities issued by states & political subdivisions | $105,581,000 | 272 |
| Other domestic debt securities | $13,912,000 | 499 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $13,912,000 | 346 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $1,347,000 | 510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,429,000 | 4,078 |
| Mortgage-backed securities | $202,842,000 | 387 |
| Certificates of participation in pools of residential mortgages | $68,872,000 | 644 |
| Issued or guaranteed by U.S. | $68,872,000 | 642 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $133,970,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $133,970,000 | 238 |
| 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) | $51,364,000 | 433 |
| Available-for-sale securities (fair market value) | $285,180,000 | 459 |
| Total debt securities | $335,197,000 | 455 |
| 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 | $335,054,000 | 472 |
| U.S. Government securities | $225,551,000 | 483 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $225,551,000 | 466 |
| Securities issued by states & political subdivisions | $93,586,000 | 329 |
| Other domestic debt securities | $14,544,000 | 500 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $14,544,000 | 333 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,373,000 | 528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,949,000 | 4,005 |
| Mortgage-backed securities | $212,643,000 | 375 |
| Certificates of participation in pools of residential mortgages | $72,277,000 | 625 |
| Issued or guaranteed by U.S. | $72,277,000 | 624 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $137,016,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $137,016,000 | 230 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $3,350,000 | 538 |
| Commercial mortgage pass-through securities | $3,350,000 | 342 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $335,054,000 | 390 |
| Total debt securities | $333,681,000 | 467 |
| 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 | $338,026,000 | 470 |
| U.S. Government securities | $235,006,000 | 465 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $235,006,000 | 450 |
| Securities issued by states & political subdivisions | $87,247,000 | 356 |
| Other domestic debt securities | $14,469,000 | 517 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $14,469,000 | 346 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $1,304,000 | 534 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,520,000 | 3,915 |
| Mortgage-backed securities | $222,101,000 | 363 |
| Certificates of participation in pools of residential mortgages | $74,724,000 | 613 |
| Issued or guaranteed by U.S. | $74,724,000 | 611 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $144,048,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $144,048,000 | 217 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $3,329,000 | 509 |
| Commercial mortgage pass-through securities | $3,329,000 | 324 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $338,026,000 | 397 |
| Total debt securities | $336,722,000 | 464 |
| 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 | $343,066,000 | 455 |
| U.S. Government securities | $239,675,000 | 462 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $239,675,000 | 445 |
| Securities issued by states & political subdivisions | $87,788,000 | 349 |
| Other domestic debt securities | $14,427,000 | 538 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $14,427,000 | 360 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,176,000 | 557 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,059,000 | 3,806 |
| Mortgage-backed securities | $226,804,000 | 360 |
| Certificates of participation in pools of residential mortgages | $54,795,000 | 787 |
| Issued or guaranteed by U.S. | $54,795,000 | 786 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $168,648,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $168,648,000 | 196 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $3,361,000 | 481 |
| Commercial mortgage pass-through securities | $3,361,000 | 293 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $343,066,000 | 384 |
| Total debt securities | $341,890,000 | 450 |
| 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 | $357,454,000 | 429 |
| U.S. Government securities | $254,032,000 | 436 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $254,032,000 | 422 |
| Securities issued by states & political subdivisions | $87,852,000 | 348 |
| Other domestic debt securities | $14,384,000 | 570 |
| 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 | $14,384,000 | 366 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,186,000 | 571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $75,077,000 | 808 |
| Mortgage-backed securities | $241,158,000 | 341 |
| Certificates of participation in pools of residential mortgages | $57,183,000 | 763 |
| Issued or guaranteed by U.S. | $57,183,000 | 763 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $180,592,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $180,592,000 | 189 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $3,383,000 | 466 |
| Commercial mortgage pass-through securities | $3,383,000 | 275 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $357,454,000 | 375 |
| Total debt securities | $356,268,000 | 425 |
| 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 | $374,412,000 | 404 |
| U.S. Government securities | $273,454,000 | 402 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $273,454,000 | 386 |
| Securities issued by states & political subdivisions | $85,627,000 | 354 |
| Other domestic debt securities | $13,953,000 | 584 |
| 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 | $13,953,000 | 381 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,378,000 | 544 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $74,728,000 | 792 |
| Mortgage-backed securities | $260,587,000 | 310 |
| Certificates of participation in pools of residential mortgages | $60,784,000 | 730 |
| Issued or guaranteed by U.S. | $60,784,000 | 729 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $196,336,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $196,336,000 | 178 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $3,467,000 | 447 |
| Commercial mortgage pass-through securities | $3,467,000 | 270 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $374,412,000 | 354 |
| Total debt securities | $373,034,000 | 394 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $383,891,000 | 399 |
| U.S. Government securities | $299,600,000 | 368 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $299,600,000 | 357 |
| Securities issued by states & political subdivisions | $73,276,000 | 442 |
| Other domestic debt securities | $9,509,000 | 728 |
| 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 | $9,509,000 | 485 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,506,000 | 539 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $67,435,000 | 881 |
| Mortgage-backed securities | $286,548,000 | 298 |
| Certificates of participation in pools of residential mortgages | $64,954,000 | 686 |
| Issued or guaranteed by U.S. | $64,954,000 | 685 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $216,081,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $216,081,000 | 171 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $5,513,000 | 308 |
| Commercial mortgage pass-through securities | $5,513,000 | 195 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $383,891,000 | 348 |
| Total debt securities | $382,385,000 | 396 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $290,680,000 | 524 |
| U.S. Government securities | $225,053,000 | 482 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $225,053,000 | 467 |
| Securities issued by states & political subdivisions | $56,760,000 | 588 |
| Other domestic debt securities | $7,379,000 | 824 |
| 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 | $7,379,000 | 551 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,488,000 | 533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $74,811,000 | 803 |
| Mortgage-backed securities | $212,019,000 | 386 |
| Certificates of participation in pools of residential mortgages | $32,840,000 | 1,236 |
| Issued or guaranteed by U.S. | $32,840,000 | 1,234 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $173,594,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $173,594,000 | 202 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $5,585,000 | 260 |
| Commercial mortgage pass-through securities | $5,585,000 | 165 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $290,680,000 | 468 |
| Total debt securities | $289,192,000 | 519 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $309,507,000 | 505 |
| U.S. Government securities | $246,270,000 | 465 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $246,270,000 | 446 |
| Securities issued by states & political subdivisions | $57,434,000 | 555 |
| Other domestic debt securities | $4,811,000 | 1,081 |
| 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 | $4,811,000 | 766 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $992,000 | 620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $80,185,000 | 746 |
| Mortgage-backed securities | $228,146,000 | 382 |
| Certificates of participation in pools of residential mortgages | $35,429,000 | 1,219 |
| Issued or guaranteed by U.S. | $35,429,000 | 1,219 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $187,126,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $187,126,000 | 200 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $5,591,000 | 246 |
| Commercial mortgage pass-through securities | $5,591,000 | 143 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $309,507,000 | 447 |
| Total debt securities | $308,515,000 | 497 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $316,521,000 | 485 |
| U.S. Government securities | $258,608,000 | 436 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $258,608,000 | 417 |
| Securities issued by states & political subdivisions | $56,754,000 | 538 |
| Other domestic debt securities | $1,159,000 | 1,933 |
| 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 | $1,159,000 | 1,444 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $85,767,000 | 715 |
| Mortgage-backed securities | $240,575,000 | 370 |
| Certificates of participation in pools of residential mortgages | $37,312,000 | 1,183 |
| Issued or guaranteed by U.S. | $37,312,000 | 1,182 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $197,751,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $197,751,000 | 195 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $5,512,000 | 233 |
| Commercial mortgage pass-through securities | $5,512,000 | 129 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $316,521,000 | 437 |
| Total debt securities | $316,521,000 | 476 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $304,700,000 | 516 |
| U.S. Government securities | $249,652,000 | 464 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $249,652,000 | 445 |
| Securities issued by states & political subdivisions | $53,855,000 | 547 |
| Other domestic debt securities | $1,193,000 | 1,892 |
| 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 | $1,193,000 | 1,425 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $91,320,000 | 692 |
| Mortgage-backed securities | $231,837,000 | 379 |
| Certificates of participation in pools of residential mortgages | $33,928,000 | 1,257 |
| Issued or guaranteed by U.S. | $33,928,000 | 1,256 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $192,450,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $192,450,000 | 208 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $5,459,000 | 208 |
| Commercial mortgage pass-through securities | $5,459,000 | 109 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $304,700,000 | 468 |
| Total debt securities | $304,700,000 | 509 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $281,600,000 | 542 |
| U.S. Government securities | $224,137,000 | 485 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $224,137,000 | 467 |
| Securities issued by states & political subdivisions | $52,517,000 | 550 |
| Other domestic debt securities | $4,946,000 | 1,047 |
| 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 | $4,946,000 | 696 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $98,004,000 | 601 |
| Mortgage-backed securities | $211,134,000 | 390 |
| Certificates of participation in pools of residential mortgages | $30,125,000 | 1,322 |
| Issued or guaranteed by U.S. | $30,125,000 | 1,320 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $175,498,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $175,498,000 | 201 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $5,511,000 | 162 |
| Commercial mortgage pass-through securities | $5,511,000 | 79 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $281,600,000 | 485 |
| Total debt securities | $281,600,000 | 536 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $245,348,000 | 616 |
| U.S. Government securities | $184,117,000 | 575 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $184,117,000 | 555 |
| Securities issued by states & political subdivisions | $54,585,000 | 489 |
| Other domestic debt securities | $6,646,000 | 903 |
| 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 | $6,646,000 | 549 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $146,333,000 | 421 |
| Mortgage-backed securities | $171,055,000 | 462 |
| Certificates of participation in pools of residential mortgages | $10,768,000 | 2,563 |
| Issued or guaranteed by U.S. | $10,768,000 | 2,557 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $154,712,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $154,712,000 | 218 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $5,575,000 | 128 |
| Commercial mortgage pass-through securities | $5,575,000 | 68 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $245,348,000 | 543 |
| Total debt securities | $245,348,000 | 605 |
| 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 | $257,918,000 | 578 |
| U.S. Government securities | $196,707,000 | 544 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $196,707,000 | 522 |
| Securities issued by states & political subdivisions | $54,530,000 | 462 |
| Other domestic debt securities | $6,681,000 | 873 |
| 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 | $6,681,000 | 511 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $143,624,000 | 433 |
| Mortgage-backed securities | $148,663,000 | 511 |
| Certificates of participation in pools of residential mortgages | $11,491,000 | 2,428 |
| Issued or guaranteed by U.S. | $11,491,000 | 2,422 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $131,703,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $131,703,000 | 232 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $5,469,000 | 127 |
| Commercial mortgage pass-through securities | $5,469,000 | 68 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $257,918,000 | 513 |
| Total debt securities | $257,918,000 | 566 |
| 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 | $259,226,000 | 572 |
| U.S. Government securities | $195,036,000 | 535 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $195,036,000 | 514 |
| Securities issued by states & political subdivisions | $57,573,000 | 420 |
| Other domestic debt securities | $6,617,000 | 905 |
| 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 | $6,617,000 | 511 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $147,730,000 | 414 |
| Mortgage-backed securities | $147,223,000 | 489 |
| Certificates of participation in pools of residential mortgages | $12,403,000 | 2,268 |
| Issued or guaranteed by U.S. | $12,403,000 | 2,263 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $129,416,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $129,416,000 | 233 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $5,404,000 | 119 |
| Commercial mortgage pass-through securities | $5,404,000 | 64 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $259,226,000 | 511 |
| Total debt securities | $259,226,000 | 560 |
| 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 | $254,687,000 | 554 |
| U.S. Government securities | $183,578,000 | 545 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $183,578,000 | 523 |
| Securities issued by states & political subdivisions | $59,137,000 | 392 |
| Other domestic debt securities | $11,972,000 | 669 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $5,441,000 | 103 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $6,531,000 | 506 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $168,338,000 | 356 |
| Mortgage-backed securities | $141,220,000 | 494 |
| Certificates of participation in pools of residential mortgages | $13,162,000 | 2,088 |
| Issued or guaranteed by U.S. | $13,162,000 | 2,082 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $122,617,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $122,617,000 | 241 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $5,441,000 | 103 |
| Commercial mortgage pass-through securities | $5,441,000 | 56 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $254,687,000 | 497 |
| Total debt securities | $254,687,000 | 547 |
| 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 | $258,480,000 | 514 |
| U.S. Government securities | $184,545,000 | 515 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $184,545,000 | 493 |
| Securities issued by states & political subdivisions | $64,154,000 | 344 |
| Other domestic debt securities | $9,781,000 | 791 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $5,635,000 | 85 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $1,213,000 | 172 |
| Other domestic debt securities - All other | $2,933,000 | 850 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $153,044,000 | 387 |
| Mortgage-backed securities | $84,314,000 | 749 |
| Certificates of participation in pools of residential mortgages | $14,362,000 | 1,936 |
| Issued or guaranteed by U.S. | $14,362,000 | 1,930 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $64,317,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $64,317,000 | 384 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $5,635,000 | 85 |
| Commercial mortgage pass-through securities | $5,635,000 | 46 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $258,480,000 | 454 |
| Total debt securities | $257,267,000 | 510 |
| 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 | $287,512,000 | 454 |
| U.S. Government securities | $203,339,000 | 474 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $203,339,000 | 451 |
| Securities issued by states & political subdivisions | $74,012,000 | 244 |
| Other domestic debt securities | $10,161,000 | 774 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $5,538,000 | 87 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $1,222,000 | 177 |
| Other domestic debt securities - All other | $3,401,000 | 751 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $132,519,000 | 438 |
| Mortgage-backed securities | $86,135,000 | 730 |
| Certificates of participation in pools of residential mortgages | $14,905,000 | 1,894 |
| Issued or guaranteed by U.S. | $14,905,000 | 1,887 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $65,692,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $65,692,000 | 361 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $5,538,000 | 87 |
| Commercial mortgage pass-through securities | $5,538,000 | 44 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $287,512,000 | 400 |
| Total debt securities | $285,853,000 | 451 |
| Structured notes |
| Amortized cost | $14,947,000 | 459 |
| Fair value | $15,050,000 | 453 |
| 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 | $320,205,000 | 418 |
| U.S. Government securities | $224,445,000 | 433 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $224,445,000 | 418 |
| Securities issued by states & political subdivisions | $83,701,000 | 204 |
| Other domestic debt securities | $12,059,000 | 707 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $5,492,000 | 92 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $1,155,000 | 187 |
| Other domestic debt securities - All other | $5,412,000 | 563 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $156,817,000 | 398 |
| Mortgage-backed securities | $50,573,000 | 1,147 |
| Certificates of participation in pools of residential mortgages | $4,677,000 | 3,535 |
| Issued or guaranteed by U.S. | $4,677,000 | 3,528 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $40,404,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $40,404,000 | 497 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $5,492,000 | 92 |
| Commercial mortgage pass-through securities | $5,492,000 | 48 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $320,205,000 | 370 |
| Total debt securities | $319,050,000 | 414 |
| Structured notes |
| Amortized cost | $14,946,000 | 369 |
| Fair value | $14,969,000 | 363 |
| 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 | $340,032,000 | 382 |
| U.S. Government securities | $240,216,000 | 387 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $240,216,000 | 373 |
| Securities issued by states & political subdivisions | $87,936,000 | 192 |
| Other domestic debt securities | $11,880,000 | 744 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $5,379,000 | 88 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $1,136,000 | 201 |
| Other domestic debt securities - All other | $5,365,000 | 578 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $169,408,000 | 365 |
| Mortgage-backed securities | $64,578,000 | 943 |
| Certificates of participation in pools of residential mortgages | $4,824,000 | 3,589 |
| Issued or guaranteed by U.S. | $4,824,000 | 3,582 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $54,375,000 | 490 |
| CMOs issued by government agencies or sponsored agencies | $54,375,000 | 379 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $5,379,000 | 88 |
| Commercial mortgage pass-through securities | $5,379,000 | 44 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $340,032,000 | 340 |
| Total debt securities | $338,896,000 | 380 |
| 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 | $211,639,000 | 613 |
| U.S. Government securities | $89,282,000 | 988 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $89,282,000 | 955 |
| Securities issued by states & political subdivisions | $96,327,000 | 177 |
| Other domestic debt securities | $26,030,000 | 482 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $5,342,000 | 104 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $1,091,000 | 229 |
| Other domestic debt securities - All other | $19,597,000 | 227 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $142,076,000 | 416 |
| Mortgage-backed securities | $12,317,000 | 3,032 |
| Certificates of participation in pools of residential mortgages | $6,975,000 | 3,161 |
| Issued or guaranteed by U.S. | $6,975,000 | 3,151 |
| 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 | $5,342,000 | 104 |
| Commercial mortgage pass-through securities | $5,342,000 | 51 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $211,639,000 | 526 |
| Total debt securities | $210,069,000 | 601 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $245,379,000 | 523 |
| U.S. Government securities | $109,692,000 | 796 |
| U.S. Treasury securities | $2,028,000 | 527 |
| U.S. Government agency obligations | $107,664,000 | 774 |
| Securities issued by states & political subdivisions | $103,606,000 | 157 |
| Other domestic debt securities | $32,081,000 | 437 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $4,073,000 | 116 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $1,266,000 | 230 |
| Other domestic debt securities - All other | $26,742,000 | 189 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $160,931,000 | 373 |
| Mortgage-backed securities | $11,224,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $7,151,000 | 3,182 |
| Issued or guaranteed by U.S. | $7,151,000 | 3,170 |
| 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 | $4,073,000 | 116 |
| Commercial mortgage pass-through securities | $4,073,000 | 56 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $245,379,000 | 454 |
| Total debt securities | $243,794,000 | 513 |
| Structured notes |
| Amortized cost | $200,000 | 1,904 |
| Fair value | $200,000 | 1,906 |
| 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 | $175,101,000 | 720 |
| U.S. Government securities | $67,828,000 | 1,280 |
| U.S. Treasury securities | $2,032,000 | 489 |
| U.S. Government agency obligations | $65,796,000 | 1,284 |
| Securities issued by states & political subdivisions | $98,407,000 | 166 |
| Other domestic debt securities | $8,866,000 | 942 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,294,000 | 163 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,572,000 | 551 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $155,465,000 | 381 |
| Mortgage-backed securities | $1,183,000 | 5,511 |
| Certificates of participation in pools of residential mortgages | $1,183,000 | 5,094 |
| Issued or guaranteed by U.S. | $1,183,000 | 5,077 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $175,101,000 | 607 |
| Total debt securities | $172,486,000 | 714 |
| Structured notes |
| Amortized cost | $200,000 | 1,634 |
| Fair value | $200,000 | 1,635 |
| 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 | $180,900,000 | 674 |
| U.S. Government securities | $63,843,000 | 1,353 |
| U.S. Treasury securities | $2,047,000 | 454 |
| U.S. Government agency obligations | $61,796,000 | 1,367 |
| Securities issued by states & political subdivisions | $107,175,000 | 144 |
| Other domestic debt securities | $9,882,000 | 840 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,325,000 | 151 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,557,000 | 480 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $161,527,000 | 373 |
| Mortgage-backed securities | $1,234,000 | 5,496 |
| Certificates of participation in pools of residential mortgages | $1,234,000 | 5,062 |
| Issued or guaranteed by U.S. | $1,234,000 | 5,049 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $180,900,000 | 572 |
| Total debt securities | $178,375,000 | 673 |
| Structured notes |
| Amortized cost | $200,000 | 1,656 |
| Fair value | $200,000 | 1,666 |
| 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 | $183,300,000 | 660 |
| U.S. Government securities | $65,808,000 | 1,283 |
| U.S. Treasury securities | $2,001,000 | 498 |
| U.S. Government agency obligations | $63,807,000 | 1,294 |
| Securities issued by states & political subdivisions | $103,870,000 | 151 |
| Other domestic debt securities | $13,622,000 | 681 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,622,000 | 147 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,000,000 | 340 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $152,833,000 | 380 |
| Mortgage-backed securities | $1,274,000 | 5,439 |
| Certificates of participation in pools of residential mortgages | $1,274,000 | 5,025 |
| Issued or guaranteed by U.S. | $1,274,000 | 5,011 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $183,300,000 | 557 |
| Total debt securities | $183,025,000 | 645 |
| Structured notes |
| Amortized cost | $2,255,000 | 569 |
| Fair value | $2,114,000 | 587 |
| 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 | $169,244,000 | 702 |
| U.S. Government securities | $57,788,000 | 1,461 |
| U.S. Treasury securities | $1,972,000 | 506 |
| U.S. Government agency obligations | $55,816,000 | 1,477 |
| Securities issued by states & political subdivisions | $97,557,000 | 160 |
| Other domestic debt securities | $13,899,000 | 708 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,250,000 | 176 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,649,000 | 362 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $140,046,000 | 402 |
| Mortgage-backed securities | $1,333,000 | 5,424 |
| Certificates of participation in pools of residential mortgages | $1,333,000 | 4,998 |
| Issued or guaranteed by U.S. | $1,333,000 | 4,979 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $169,244,000 | 598 |
| Total debt securities | $169,244,000 | 684 |
| Structured notes |
| Amortized cost | $3,980,000 | 361 |
| Fair value | $3,810,000 | 372 |
| 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 | $157,841,000 | 760 |
| U.S. Government securities | $49,396,000 | 1,680 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $49,396,000 | 1,651 |
| Securities issued by states & political subdivisions | $92,396,000 | 169 |
| Other domestic debt securities | $16,049,000 | 626 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,375,000 | 145 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,674,000 | 370 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $126,812,000 | 437 |
| Mortgage-backed securities | $1,424,000 | 5,341 |
| Certificates of participation in pools of residential mortgages | $1,424,000 | 4,893 |
| Issued or guaranteed by U.S. | $1,424,000 | 4,871 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $157,841,000 | 656 |
| Total debt securities | $157,841,000 | 737 |
| Structured notes |
| Amortized cost | $4,979,000 | 296 |
| Fair value | $4,939,000 | 306 |
| 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 | $230,708,000 | 535 |
| U.S. Government securities | $124,029,000 | 673 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $124,029,000 | 659 |
| Securities issued by states & political subdivisions | $89,566,000 | 169 |
| Other domestic debt securities | $17,113,000 | 558 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,100,000 | 135 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,013,000 | 349 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $193,864,000 | 312 |
| Mortgage-backed securities | $1,835,000 | 4,925 |
| Certificates of participation in pools of residential mortgages | $1,835,000 | 4,458 |
| Issued or guaranteed by U.S. | $1,835,000 | 4,441 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $230,708,000 | 464 |
| Total debt securities | $230,708,000 | 524 |
| Structured notes |
| Amortized cost | $18,970,000 | 99 |
| Fair value | $18,953,000 | 100 |
| 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 | $241,962,000 | 512 |
| U.S. Government securities | $137,121,000 | 614 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $137,121,000 | 604 |
| Securities issued by states & political subdivisions | $89,173,000 | 173 |
| Other domestic debt securities | $15,668,000 | 572 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,650,000 | 126 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,018,000 | 381 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $217,144,000 | 284 |
| Mortgage-backed securities | $1,945,000 | 4,755 |
| Certificates of participation in pools of residential mortgages | $1,945,000 | 4,229 |
| Issued or guaranteed by U.S. | $1,945,000 | 4,217 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $241,962,000 | 440 |
| Total debt securities | $241,962,000 | 497 |
| Structured notes |
| Amortized cost | $27,463,000 | 77 |
| Fair value | $27,376,000 | 75 |
| 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 | $245,347,000 | 507 |
| U.S. Government securities | $139,457,000 | 623 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $139,457,000 | 611 |
| Securities issued by states & political subdivisions | $89,772,000 | 168 |
| Other domestic debt securities | $16,118,000 | 535 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,000,000 | 116 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,118,000 | 356 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $219,220,000 | 284 |
| Mortgage-backed securities | $2,071,000 | 4,677 |
| Certificates of participation in pools of residential mortgages | $2,071,000 | 4,127 |
| Issued or guaranteed by U.S. | $2,071,000 | 4,115 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $245,347,000 | 433 |
| Total debt securities | $245,347,000 | 494 |
| Structured notes |
| Amortized cost | $29,459,000 | 68 |
| Fair value | $29,127,000 | 67 |
| 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 | $252,976,000 | 497 |
| U.S. Government securities | $143,746,000 | 613 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $143,746,000 | 601 |
| Securities issued by states & political subdivisions | $93,289,000 | 158 |
| Other domestic debt securities | $15,941,000 | 546 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,000,000 | 116 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,941,000 | 375 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $226,505,000 | 272 |
| Mortgage-backed securities | $2,198,000 | 4,620 |
| Certificates of participation in pools of residential mortgages | $2,198,000 | 4,067 |
| Issued or guaranteed by U.S. | $2,198,000 | 4,049 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $252,976,000 | 422 |
| Total debt securities | $252,976,000 | 485 |
| Structured notes |
| Amortized cost | $29,454,000 | 73 |
| Fair value | $29,179,000 | 73 |
| 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 | $255,667,000 | 495 |
| U.S. Government securities | $143,252,000 | 636 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $143,252,000 | 624 |
| Securities issued by states & political subdivisions | $96,395,000 | 150 |
| Other domestic debt securities | $16,020,000 | 536 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,000,000 | 106 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,020,000 | 377 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $229,624,000 | 272 |
| Mortgage-backed securities | $2,296,000 | 4,566 |
| Certificates of participation in pools of residential mortgages | $2,296,000 | 4,019 |
| Issued or guaranteed by U.S. | $2,296,000 | 4,008 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $255,667,000 | 422 |
| Total debt securities | $255,667,000 | 481 |
| Structured notes |
| Amortized cost | $29,450,000 | 84 |
| Fair value | $29,074,000 | 83 |
| 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 | $263,386,000 | 491 |
| U.S. Government securities | $146,322,000 | 638 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $146,322,000 | 618 |
| Securities issued by states & political subdivisions | $101,064,000 | 139 |
| Other domestic debt securities | $16,000,000 | 546 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,000,000 | 111 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,000,000 | 377 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $224,936,000 | 276 |
| Mortgage-backed securities | $2,376,000 | 4,534 |
| Certificates of participation in pools of residential mortgages | $2,376,000 | 3,968 |
| Issued or guaranteed by U.S. | $2,376,000 | 3,947 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $263,386,000 | 417 |
| Total debt securities | $263,386,000 | 476 |
| Structured notes |
| Amortized cost | $31,446,000 | 85 |
| Fair value | $30,897,000 | 86 |
| 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 | $260,983,000 | 503 |
| U.S. Government securities | $144,419,000 | 646 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $144,419,000 | 631 |
| Securities issued by states & political subdivisions | $99,094,000 | 141 |
| Other domestic debt securities | $17,470,000 | 533 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,000,000 | 111 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,470,000 | 349 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $227,086,000 | 277 |
| Mortgage-backed securities | $2,470,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $2,470,000 | 3,928 |
| Issued or guaranteed by U.S. | $2,470,000 | 3,912 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $260,983,000 | 428 |
| Total debt securities | $260,983,000 | 486 |
| Structured notes |
| Amortized cost | $31,442,000 | 96 |
| Fair value | $30,588,000 | 99 |
| 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 | $266,750,000 | 498 |
| U.S. Government securities | $148,204,000 | 644 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $148,204,000 | 626 |
| Securities issued by states & political subdivisions | $100,924,000 | 138 |
| Other domestic debt securities | $17,622,000 | 540 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,000,000 | 107 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,622,000 | 364 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $230,902,000 | 280 |
| Mortgage-backed securities | $2,640,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $2,640,000 | 3,888 |
| Issued or guaranteed by U.S. | $2,640,000 | 3,872 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $266,750,000 | 425 |
| Total debt securities | $266,750,000 | 484 |
| Structured notes |
| Amortized cost | $31,438,000 | 100 |
| Fair value | $30,759,000 | 101 |
| 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 | $265,162,000 | 509 |
| U.S. Government securities | $152,849,000 | 631 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $152,849,000 | 609 |
| Securities issued by states & political subdivisions | $99,073,000 | 145 |
| Other domestic debt securities | $13,240,000 | 631 |
| 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 | $13,240,000 | 364 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $235,464,000 | 276 |
| Mortgage-backed securities | $2,778,000 | 4,431 |
| Certificates of participation in pools of residential mortgages | $2,778,000 | 3,842 |
| Issued or guaranteed by U.S. | $2,778,000 | 3,827 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $265,162,000 | 433 |
| Total debt securities | $265,162,000 | 495 |
| Structured notes |
| Amortized cost | $41,662,000 | 68 |
| Fair value | $40,937,000 | 68 |
| 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 | $283,107,000 | 483 |
| U.S. Government securities | $164,960,000 | 592 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $164,960,000 | 572 |
| Securities issued by states & political subdivisions | $103,835,000 | 130 |
| Other domestic debt securities | $14,312,000 | 609 |
| 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 | $14,312,000 | 357 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $244,244,000 | 260 |
| Mortgage-backed securities | $2,996,000 | 4,391 |
| Certificates of participation in pools of residential mortgages | $2,996,000 | 3,809 |
| Issued or guaranteed by U.S. | $2,996,000 | 3,795 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $283,107,000 | 412 |
| Total debt securities | $283,106,000 | 474 |
| Structured notes |
| Amortized cost | $45,656,000 | 55 |
| Fair value | $45,220,000 | 56 |
| 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 | $302,768,000 | 457 |
| U.S. Government securities | $176,124,000 | 566 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $176,124,000 | 543 |
| Securities issued by states & political subdivisions | $106,064,000 | 123 |
| Other domestic debt securities | $20,580,000 | 514 |
| 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 | $20,580,000 | 280 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $250,406,000 | 247 |
| Mortgage-backed securities | $3,291,000 | 4,368 |
| Certificates of participation in pools of residential mortgages | $3,291,000 | 3,773 |
| Issued or guaranteed by U.S. | $3,291,000 | 3,758 |
| 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) | $40,004,000 | 555 |
| Available-for-sale securities (fair market value) | $262,764,000 | 435 |
| Total debt securities | $302,768,000 | 446 |
| Structured notes |
| Amortized cost | $47,530,000 | 49 |
| Fair value | $47,336,000 | 49 |
| 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 | $318,758,000 | 432 |
| U.S. Government securities | $178,954,000 | 567 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $178,954,000 | 542 |
| Securities issued by states & political subdivisions | $100,104,000 | 130 |
| Other domestic debt securities | $39,700,000 | 339 |
| 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 | $39,700,000 | 169 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $232,523,000 | 265 |
| Mortgage-backed securities | $3,493,000 | 4,383 |
| Certificates of participation in pools of residential mortgages | $3,493,000 | 3,790 |
| Issued or guaranteed by U.S. | $3,493,000 | 3,781 |
| 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) | $52,502,000 | 451 |
| Available-for-sale securities (fair market value) | $266,256,000 | 434 |
| Total debt securities | $318,758,000 | 425 |
| Structured notes |
| Amortized cost | $50,519,000 | 47 |
| Fair value | $49,892,000 | 46 |
| 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 | $335,282,000 | 421 |
| U.S. Government securities | $205,324,000 | 520 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $205,324,000 | 495 |
| Securities issued by states & political subdivisions | $92,058,000 | 143 |
| Other domestic debt securities | $37,900,000 | 360 |
| 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 | $37,900,000 | 179 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $237,786,000 | 261 |
| Mortgage-backed securities | $3,722,000 | 4,348 |
| Certificates of participation in pools of residential mortgages | $3,722,000 | 3,743 |
| Issued or guaranteed by U.S. | $3,722,000 | 3,735 |
| 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) | $59,120,000 | 403 |
| Available-for-sale securities (fair market value) | $276,162,000 | 431 |
| Total debt securities | $335,282,000 | 415 |
| Structured notes |
| Amortized cost | $68,480,000 | 34 |
| Fair value | $68,472,000 | 34 |
| 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 | $366,429,000 | 390 |
| U.S. Government securities | $214,526,000 | 503 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $214,526,000 | 481 |
| Securities issued by states & political subdivisions | $77,491,000 | 179 |
| Other domestic debt securities | $70,504,000 | 246 |
| 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 | $70,504,000 | 111 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $3,908,000 | 675 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $237,940,000 | 258 |
| Mortgage-backed securities | $3,993,000 | 4,273 |
| Certificates of participation in pools of residential mortgages | $3,993,000 | 3,661 |
| Issued or guaranteed by U.S. | $3,993,000 | 3,654 |
| 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) | $74,184,000 | 313 |
| Available-for-sale securities (fair market value) | $292,245,000 | 412 |
| Total debt securities | $362,521,000 | 385 |
| Structured notes |
| Amortized cost | $80,872,000 | 27 |
| Fair value | $81,268,000 | 27 |
| 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 | $310,020,000 | 468 |
| U.S. Government securities | $165,682,000 | 622 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $165,682,000 | 597 |
| Securities issued by states & political subdivisions | $56,452,000 | 260 |
| Other domestic debt securities | $83,982,000 | 221 |
| 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 | $83,982,000 | 95 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $3,904,000 | 701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $175,874,000 | 318 |
| Mortgage-backed securities | $4,180,000 | 4,298 |
| Certificates of participation in pools of residential mortgages | $4,180,000 | 3,668 |
| Issued or guaranteed by U.S. | $4,180,000 | 3,659 |
| 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) | $78,433,000 | 295 |
| Available-for-sale securities (fair market value) | $231,587,000 | 500 |
| Total debt securities | $306,116,000 | 459 |
| Structured notes |
| Amortized cost | $84,850,000 | 25 |
| Fair value | $84,386,000 | 24 |
| 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 | $279,519,000 | 526 |
| U.S. Government securities | $132,110,000 | 749 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $132,110,000 | 727 |
| Securities issued by states & political subdivisions | $54,981,000 | 274 |
| Other domestic debt securities | $88,500,000 | 221 |
| 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 | $88,500,000 | 97 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $3,928,000 | 750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $107,274,000 | 456 |
| Mortgage-backed securities | $2,056,000 | 5,152 |
| Certificates of participation in pools of residential mortgages | $2,056,000 | 4,574 |
| Issued or guaranteed by U.S. | $2,056,000 | 4,555 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $86,079,000 | 252 |
| Available-for-sale securities (fair market value) | $193,440,000 | 596 |
| Total debt securities | $275,591,000 | 510 |
| Structured notes |
| Amortized cost | $85,193,000 | 21 |
| Fair value | $86,144,000 | 20 |
| 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 | $279,200,000 | 524 |
| U.S. Government securities | $138,073,000 | 751 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $138,073,000 | 724 |
| Securities issued by states & political subdivisions | $48,646,000 | 328 |
| Other domestic debt securities | $88,553,000 | 198 |
| 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 | $88,553,000 | 107 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $3,928,000 | 729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $104,585,000 | 476 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $91,081,000 | 242 |
| Available-for-sale securities (fair market value) | $188,119,000 | 617 |
| Total debt securities | $275,272,000 | 517 |
| Structured notes |
| Amortized cost | $99,889,000 | 18 |
| Fair value | $100,850,000 | 18 |
| 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 | $280,720,000 | 524 |
| U.S. Government securities | $137,018,000 | 748 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $137,018,000 | 714 |
| Securities issued by states & political subdivisions | $48,425,000 | 331 |
| Other domestic debt securities | $91,349,000 | 189 |
| 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 | $91,349,000 | 108 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $3,928,000 | 784 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $110,683,000 | 437 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $100,682,000 | 213 |
| Available-for-sale securities (fair market value) | $180,038,000 | 639 |
| Total debt securities | $276,792,000 | 508 |
| Structured notes |
| Amortized cost | $91,286,000 | 15 |
| Fair value | $92,418,000 | 15 |
| 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 | $273,373,000 | 528 |
| U.S. Government securities | $107,940,000 | 889 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $107,940,000 | 858 |
| Securities issued by states & political subdivisions | $45,896,000 | 340 |
| Other domestic debt securities | $87,537,000 | 200 |
| 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 | $87,537,000 | 106 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $32,000,000 | 149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $111,113,000 | 424 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $102,441,000 | 212 |
| Available-for-sale securities (fair market value) | $170,932,000 | 667 |
| Total debt securities | $241,373,000 | 559 |
| Structured notes |
| Amortized cost | $69,041,000 | 13 |
| Fair value | $70,804,000 | 13 |
| 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 | $271,022,000 | 524 |
| U.S. Government securities | $121,866,000 | 789 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $121,866,000 | 758 |
| Securities issued by states & political subdivisions | $39,618,000 | 384 |
| Other domestic debt securities | $57,538,000 | 279 |
| 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 | $57,538,000 | 176 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $52,000,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $104,827,000 | 429 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $119,798,000 | 184 |
| Available-for-sale securities (fair market value) | $151,224,000 | 732 |
| Total debt securities | $219,022,000 | 601 |
| Structured notes |
| Amortized cost | $71,049,000 | 14 |
| Fair value | $72,654,000 | 14 |
| 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 | $256,933,000 | 524 |
| U.S. Government securities | $126,072,000 | 734 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $126,072,000 | 703 |
| Securities issued by states & political subdivisions | $35,824,000 | 420 |
| Other domestic debt securities | $43,037,000 | 338 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,037,000 | 218 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $52,000,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $94,676,000 | 470 |
| Mortgage-backed securities | $32,000 | 7,174 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $32,000 | 4,269 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 4,079 |
| 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) | $138,071,000 | 153 |
| Available-for-sale securities (fair market value) | $118,862,000 | 896 |
| Total debt securities | $204,933,000 | 616 |
| Structured notes |
| Amortized cost | $69,037,000 | 11 |
| Fair value | $70,872,000 | 11 |
| 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 | $243,718,000 | 494 |
| U.S. Government securities | $135,400,000 | 634 |
| U.S. Treasury securities | $1,998,000 | 1,457 |
| U.S. Government agency obligations | $133,402,000 | 612 |
| Securities issued by states & political subdivisions | $34,493,000 | 429 |
| Other domestic debt securities | $16,325,000 | 687 |
| 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 | $16,325,000 | 504 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $57,500,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $106,339,000 | 414 |
| Mortgage-backed securities | $66,000 | 7,081 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $66,000 | 4,317 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 4,129 |
| 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) | $153,258,000 | 136 |
| Available-for-sale securities (fair market value) | $90,460,000 | 1,048 |
| Total debt securities | $186,218,000 | 616 |
| Structured notes |
| Amortized cost | $4,000,000 | 91 |
| Fair value | $4,033,000 | 91 |
| 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 | $292,371,000 | 418 |
| U.S. Government securities | $256,668,000 | 362 |
| U.S. Treasury securities | $1,992,000 | 2,036 |
| U.S. Government agency obligations | $254,676,000 | 335 |
| Securities issued by states & political subdivisions | $24,546,000 | 606 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $11,157,000 | 466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $217,634,000 | 234 |
| Mortgage-backed securities | $117,000 | 6,848 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $117,000 | 3,910 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 3,726 |
| 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) | $71,936,000 | 362 |
| Available-for-sale securities (fair market value) | $220,435,000 | 431 |
| Total debt securities | $281,214,000 | 407 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank |
| Total securities | $260,641,000 | 494 |
| U.S. Government securities | $224,135,000 | 452 |
| U.S. Treasury securities | $2,000,000 | 2,727 |
| U.S. Government agency obligations | $222,135,000 | 414 |
| Securities issued by states & political subdivisions | $23,968,000 | 631 |
| 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 | $12,538,000 | 424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $169,714,000 | 308 |
| Mortgage-backed securities | $176,000 | 7,040 |
| 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 | $176,000 | 4,048 |
| CMOs issued by government agencies or sponsored agencies | $176,000 | 3,865 |
| 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) | $45,099,000 | 619 |
| Available-for-sale securities (fair market value) | $215,542,000 | 459 |
| Total debt securities | $248,103,000 | 495 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $269,865,000 | 477 |
| U.S. Government securities | $240,576,000 | 437 |
| U.S. Treasury securities | $16,108,000 | 819 |
| U.S. Government agency obligations | $224,468,000 | 410 |
| Securities issued by states & political subdivisions | $24,484,000 | 621 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $4,805,000 | 850 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $74,752,000 | 487 |
| Mortgage-backed securities | $254,000 | 7,091 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $254,000 | 4,149 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 3,982 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,597,000 | 908 |
| Available-for-sale securities (fair market value) | $238,268,000 | 410 |
| Total debt securities | $265,060,000 | 471 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $150,886,000 | 792 |
| U.S. Government securities | $113,872,000 | 833 |
| U.S. Treasury securities | $22,143,000 | 859 |
| U.S. Government agency obligations | $91,729,000 | 829 |
| Securities issued by states & political subdivisions | $31,142,000 | 378 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $5,872,000 | 708 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $58,060,000 | 599 |
| Mortgage-backed securities | $569,000 | 6,864 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $569,000 | 3,883 |
| CMOs issued by government agencies or sponsored agencies | $569,000 | 3,740 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,658,000 | 745 |
| Available-for-sale securities (fair market value) | $103,228,000 | 807 |
| Total debt securities | $145,014,000 | 793 |
| Structured notes |
| Amortized cost | $812,000 | 1,557 |
| Fair value | $777,000 | 1,583 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $100,198,000 | 1,186 |
| U.S. Government securities | $69,166,000 | 1,401 |
| U.S. Treasury securities | $37,160,000 | 624 |
| U.S. Government agency obligations | $32,006,000 | 2,249 |
| Securities issued by states & political subdivisions | $25,160,000 | 470 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $5,872,000 | 666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $61,975,000 | 580 |
| Mortgage-backed securities | $680,000 | 7,252 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $680,000 | 4,195 |
| CMOs issued by government agencies or sponsored agencies | $680,000 | 4,042 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,612,000 | 701 |
| Available-for-sale securities (fair market value) | $43,586,000 | 1,883 |
| Total debt securities | $94,326,000 | 1,218 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $76,304,000 | 1,657 |
| U.S. Government securities | $50,306,000 | 1,997 |
| U.S. Treasury securities | $39,552,000 | 720 |
| U.S. Government agency obligations | $10,754,000 | 5,239 |
| Securities issued by states & political subdivisions | $17,235,000 | 737 |
| Other domestic debt securities | $3,006,000 | 1,436 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,006,000 | 1,084 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $5,757,000 | 648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,405,000 | 980 |
| Mortgage-backed securities | $955,000 | 7,353 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $955,000 | 4,337 |
| CMOs issued by government agencies or sponsored agencies | $955,000 | 4,173 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $51,505,000 | 806 |
| Available-for-sale securities (fair market value) | $24,799,000 | 3,330 |
| Total debt securities | $70,547,000 | 1,731 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank |
| Total securities | $88,987,000 | 1,448 |
| U.S. Government securities | $55,039,000 | 1,922 |
| U.S. Treasury securities | $46,869,000 | 747 |
| U.S. Government agency obligations | $8,170,000 | 6,103 |
| Securities issued by states & political subdivisions | $26,167,000 | 434 |
| Other domestic debt securities | $4,352,000 | 1,274 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,352,000 | 976 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $3,429,000 | 878 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,425,000 | 972 |
| Mortgage-backed securities | $1,248,000 | 7,440 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,248,000 | 4,260 |
| CMOs issued by government agencies or sponsored agencies | $1,248,000 | 4,072 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $85,456,000 | 891 |
| Available-for-sale securities (fair market value) | $3,531,000 | 7,765 |
| Total debt securities | $85,558,000 | 1,467 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank |
| Total securities | $70,711,000 | 1,945 |
| U.S. Government securities | $45,197,000 | 2,432 |
| U.S. Treasury securities | $38,528,000 | 973 |
| U.S. Government agency obligations | $6,669,000 | 6,984 |
| Securities issued by states & political subdivisions | $17,541,000 | 731 |
| Other domestic debt securities | $4,544,000 | 1,483 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,544,000 | 1,114 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $3,429,000 | 982 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,500,000 | 805 |
| Mortgage-backed securities | $2,673,000 | 6,683 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,673,000 | 3,612 |
| CMOs issued by government agencies or sponsored agencies | $2,673,000 | 3,420 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $67,282,000 | 1,986 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $82,695,000 | 1,623 |
| U.S. Government securities | $54,073,000 | 1,986 |
| U.S. Treasury securities | $44,474,000 | 843 |
| U.S. Government agency obligations | $9,599,000 | 5,677 |
| Securities issued by states & political subdivisions | $19,369,000 | 596 |
| Other domestic debt securities | $8,174,000 | 1,199 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,174,000 | 826 |
| Foreign debt securities | $50,000 | 470 |
| Equity securities | $1,029,000 | 1,850 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,325,000 | 880 |
| Mortgage-backed securities | $5,604,000 | 5,175 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $5,604,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $5,604,000 | 2,226 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $81,666,000 | 1,606 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
