| 2023-12-31 | Rank |
| Total securities | $143,357,000 | 1,294 |
| U.S. Government securities | $132,884,000 | 906 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $132,884,000 | 786 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $6,791,000 | 1,213 |
| Privately issued residential mortgage-backed securities | $1,343,000 | 489 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,000,000 | 353 |
| Structured financial products - Total | $1,448,000 | 519 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $134,227,000 | 609 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,553,000 | 1,430 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $79,373,000 | 289 |
| Privately issued | $1,343,000 | 367 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $31,958,000 | 242 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $139,675,000 | 1,166 |
| Total debt securities | $139,674,000 | 1,313 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank |
| Total securities | $146,134,000 | 1,266 |
| U.S. Government securities | $135,695,000 | 889 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $135,695,000 | 774 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $6,946,000 | 1,195 |
| Privately issued residential mortgage-backed securities | $1,360,000 | 467 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,173,000 | 335 |
| Structured financial products - Total | $1,413,000 | 518 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $137,055,000 | 586 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,406,000 | 1,414 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $81,308,000 | 279 |
| Privately issued | $1,360,000 | 357 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $32,981,000 | 244 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $142,641,000 | 1,128 |
| Total debt securities | $142,640,000 | 1,277 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank |
| Total securities | $156,633,000 | 1,237 |
| U.S. Government securities | $145,840,000 | 862 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $145,840,000 | 751 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $7,211,000 | 1,189 |
| Privately issued residential mortgage-backed securities | $1,401,000 | 472 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,415,000 | 330 |
| Structured financial products - Total | $1,395,000 | 507 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $147,241,000 | 575 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,253,000 | 1,398 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $86,573,000 | 272 |
| Privately issued | $1,401,000 | 352 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $36,014,000 | 236 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $153,051,000 | 1,102 |
| Total debt securities | $153,050,000 | 1,242 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank |
| Total securities | $163,027,000 | 1,259 |
| U.S. Government securities | $151,949,000 | 865 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $151,949,000 | 721 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $7,461,000 | 1,222 |
| Privately issued residential mortgage-backed securities | $1,437,000 | 492 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,599,000 | 336 |
| Structured financial products - Total | $1,425,000 | 503 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $153,386,000 | 585 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,658,000 | 1,403 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $91,480,000 | 282 |
| Privately issued | $1,437,000 | 363 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $35,811,000 | 247 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $159,410,000 | 1,114 |
| Total debt securities | $159,410,000 | 1,264 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank |
| Total securities | $150,071,000 | 1,357 |
| U.S. Government securities | $138,815,000 | 964 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $138,815,000 | 782 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $7,717,000 | 1,220 |
| Privately issued residential mortgage-backed securities | $1,485,000 | 498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,838,000 | 330 |
| Structured financial products - Total | $1,394,000 | 527 |
| Other domestic debt securities - All other | $0 | 1,948 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $140,300,000 | 637 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,488,000 | 1,415 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $82,199,000 | 308 |
| Privately issued | $1,485,000 | 358 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $32,128,000 | 264 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $146,532,000 | 1,210 |
| Total debt securities | $146,531,000 | 1,368 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank |
| Total securities | $122,297,000 | 1,603 |
| U.S. Government securities | $110,639,000 | 1,177 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $110,639,000 | 935 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $8,144,000 | 1,162 |
| Privately issued residential mortgage-backed securities | $1,594,000 | 481 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,079,000 | 311 |
| Structured financial products - Total | $1,471,000 | 390 |
| Other domestic debt securities - All other | $0 | 1,954 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $112,233,000 | 766 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,116,000 | 1,436 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $61,117,000 | 372 |
| Privately issued | $1,594,000 | 357 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $25,406,000 | 317 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $118,783,000 | 1,436 |
| Total debt securities | $118,782,000 | 1,619 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank |
| Total securities | $95,367,000 | 1,929 |
| U.S. Government securities | $83,200,000 | 1,471 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $83,200,000 | 1,197 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $8,514,000 | 1,077 |
| Privately issued residential mortgage-backed securities | $1,669,000 | 488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,308,000 | 318 |
| Structured financial products - Total | $1,537,000 | 128 |
| Other domestic debt securities - All other | $0 | 1,937 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $84,869,000 | 973 |
| Certificates of participation in pools of residential mortgages | $19,039,000 | 1,704 |
| Issued or guaranteed by U.S. | $19,039,000 | 1,667 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $51,278,000 | 461 |
| CMOs issued by government agencies or sponsored agencies | $49,609,000 | 435 |
| Privately issued | $1,669,000 | 352 |
| Commercial mortgage-backed securities | $14,552,000 | 731 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $14,552,000 | 499 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $91,714,000 | 1,797 |
| Total debt securities | $91,714,000 | 1,958 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank |
| Total securities | $86,145,000 | 2,025 |
| U.S. Government securities | $73,232,000 | 1,563 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $73,232,000 | 1,331 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $9,144,000 | 1,007 |
| Privately issued residential mortgage-backed securities | $1,812,000 | 451 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,795,000 | 321 |
| Structured financial products - Total | $1,537,000 | 129 |
| Other domestic debt securities - All other | $0 | 1,905 |
| 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 | $5,589,000 | 3,067 |
| Mortgage-backed securities | $75,044,000 | 1,081 |
| Certificates of participation in pools of residential mortgages | $17,920,000 | 1,769 |
| Issued or guaranteed by U.S. | $17,920,000 | 1,740 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $42,073,000 | 529 |
| CMOs issued by government agencies or sponsored agencies | $40,261,000 | 500 |
| Privately issued | $1,812,000 | 324 |
| Commercial mortgage-backed securities | $15,051,000 | 721 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $15,051,000 | 486 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $82,376,000 | 1,923 |
| Total debt securities | $82,385,000 | 2,059 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank |
| Total securities | $84,604,000 | 1,984 |
| U.S. Government securities | $71,089,000 | 1,508 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $71,089,000 | 1,335 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $9,573,000 | 973 |
| Privately issued residential mortgage-backed securities | $1,894,000 | 423 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,186,000 | 322 |
| Structured financial products - Total | $1,493,000 | 127 |
| Other domestic debt securities - All other | $0 | 1,853 |
| 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 | $6,361,000 | 2,979 |
| Mortgage-backed securities | $72,983,000 | 1,087 |
| Certificates of participation in pools of residential mortgages | $19,119,000 | 1,723 |
| Issued or guaranteed by U.S. | $19,119,000 | 1,684 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $37,735,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $35,841,000 | 532 |
| Privately issued | $1,894,000 | 281 |
| Commercial mortgage-backed securities | $16,129,000 | 698 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $16,129,000 | 456 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $80,662,000 | 1,905 |
| Total debt securities | $80,662,000 | 2,024 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank |
| Total securities | $77,305,000 | 2,036 |
| U.S. Government securities | $63,395,000 | 1,559 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $63,395,000 | 1,414 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $9,941,000 | 907 |
| Privately issued residential mortgage-backed securities | $2,002,000 | 375 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,506,000 | 314 |
| Structured financial products - Total | $1,433,000 | 125 |
| Other domestic debt securities - All other | $0 | 1,795 |
| 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 | $7,166,000 | 2,917 |
| Mortgage-backed securities | $65,397,000 | 1,168 |
| Certificates of participation in pools of residential mortgages | $13,001,000 | 2,059 |
| Issued or guaranteed by U.S. | $13,001,000 | 2,005 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $33,984,000 | 578 |
| CMOs issued by government agencies or sponsored agencies | $31,982,000 | 566 |
| Privately issued | $2,002,000 | 246 |
| Commercial mortgage-backed securities | $18,412,000 | 634 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $18,412,000 | 419 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $73,336,000 | 1,967 |
| Total debt securities | $73,335,000 | 2,083 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank |
| Total securities | $84,473,000 | 1,856 |
| U.S. Government securities | $69,885,000 | 1,404 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $69,885,000 | 1,280 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $10,614,000 | 833 |
| Privately issued residential mortgage-backed securities | $2,108,000 | 362 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,078,000 | 305 |
| Structured financial products - Total | $1,428,000 | 118 |
| Other domestic debt securities - All other | $0 | 1,761 |
| 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 | $8,381,000 | 2,781 |
| Mortgage-backed securities | $71,993,000 | 1,052 |
| Certificates of participation in pools of residential mortgages | $14,380,000 | 1,928 |
| Issued or guaranteed by U.S. | $14,380,000 | 1,881 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $36,158,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $34,050,000 | 521 |
| Privately issued | $2,108,000 | 224 |
| Commercial mortgage-backed securities | $21,455,000 | 563 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $21,455,000 | 377 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $80,499,000 | 1,802 |
| Total debt securities | $80,498,000 | 1,905 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank |
| Total securities | $99,632,000 | 1,544 |
| U.S. Government securities | $84,553,000 | 1,106 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $84,553,000 | 1,031 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $11,124,000 | 791 |
| Privately issued residential mortgage-backed securities | $2,176,000 | 356 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,469,000 | 296 |
| Structured financial products - Total | $1,479,000 | 111 |
| Other domestic debt securities - All other | $0 | 1,722 |
| 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 | $6,931,000 | 2,925 |
| Mortgage-backed securities | $86,729,000 | 848 |
| Certificates of participation in pools of residential mortgages | $16,134,000 | 1,765 |
| Issued or guaranteed by U.S. | $16,134,000 | 1,708 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $45,446,000 | 448 |
| CMOs issued by government agencies or sponsored agencies | $43,270,000 | 424 |
| Privately issued | $2,176,000 | 219 |
| Commercial mortgage-backed securities | $25,149,000 | 486 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $25,149,000 | 322 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $95,677,000 | 1,464 |
| Total debt securities | $95,675,000 | 1,568 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank |
| Total securities | $110,573,000 | 1,320 |
| U.S. Government securities | $99,385,000 | 879 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $99,385,000 | 831 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $11,188,000 | 734 |
| Privately issued residential mortgage-backed securities | $2,263,000 | 325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,720,000 | 281 |
| Structured financial products - Total | $1,205,000 | 110 |
| 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 | $5,932,000 | 3,025 |
| Mortgage-backed securities | $101,648,000 | 695 |
| Certificates of participation in pools of residential mortgages | $17,588,000 | 1,579 |
| Issued or guaranteed by U.S. | $17,588,000 | 1,540 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $55,520,000 | 389 |
| CMOs issued by government agencies or sponsored agencies | $53,257,000 | 365 |
| Privately issued | $2,263,000 | 208 |
| Commercial mortgage-backed securities | $28,540,000 | 422 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $28,540,000 | 282 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $110,573,000 | 1,232 |
| Total debt securities | $110,572,000 | 1,305 |
| 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 | NA | NA |
| 2020-09-30 | Rank |
| Total securities | $131,868,000 | 1,088 |
| U.S. Government securities | $120,202,000 | 722 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $120,202,000 | 676 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $11,666,000 | 689 |
| Privately issued residential mortgage-backed securities | $2,380,000 | 329 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,081,000 | 268 |
| Structured financial products - Total | $1,205,000 | 108 |
| 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 | $5,528,000 | 3,091 |
| Mortgage-backed securities | $122,582,000 | 567 |
| Certificates of participation in pools of residential mortgages | $19,955,000 | 1,418 |
| Issued or guaranteed by U.S. | $19,955,000 | 1,381 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $68,488,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $66,108,000 | 324 |
| Privately issued | $2,380,000 | 197 |
| Commercial mortgage-backed securities | $34,139,000 | 358 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $34,139,000 | 241 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $131,868,000 | 998 |
| Total debt securities | $131,868,000 | 1,073 |
| 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 | NA | NA |
| 2020-06-30 | Rank |
| Total securities | $150,337,000 | 925 |
| U.S. Government securities | $138,484,000 | 616 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $138,484,000 | 586 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $11,853,000 | 644 |
| Privately issued residential mortgage-backed securities | $2,508,000 | 301 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,140,000 | 233 |
| Structured financial products - Total | $1,205,000 | 109 |
| 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 | $5,254,000 | 3,163 |
| Mortgage-backed securities | $140,992,000 | 515 |
| Certificates of participation in pools of residential mortgages | $20,062,000 | 1,371 |
| Issued or guaranteed by U.S. | $20,062,000 | 1,333 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $82,568,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $80,060,000 | 289 |
| Privately issued | $2,508,000 | 185 |
| Commercial mortgage-backed securities | $38,362,000 | 332 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $38,362,000 | 224 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $150,337,000 | 843 |
| Total debt securities | $150,337,000 | 913 |
| 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 | NA | NA |
| 2020-03-31 | Rank |
| Total securities | $154,464,000 | 886 |
| U.S. Government securities | $142,748,000 | 615 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $142,748,000 | 578 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $11,716,000 | 633 |
| Privately issued residential mortgage-backed securities | $2,414,000 | 313 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,831,000 | 215 |
| Structured financial products - Total | $1,471,000 | 106 |
| 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 | $3,779,000 | 3,371 |
| Mortgage-backed securities | $145,162,000 | 508 |
| Certificates of participation in pools of residential mortgages | $14,276,000 | 1,700 |
| Issued or guaranteed by U.S. | $14,276,000 | 1,653 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $91,580,000 | 286 |
| CMOs issued by government agencies or sponsored agencies | $89,166,000 | 272 |
| Privately issued | $2,414,000 | 182 |
| Commercial mortgage-backed securities | $39,306,000 | 322 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $39,306,000 | 223 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $154,464,000 | 808 |
| Total debt securities | $154,464,000 | 874 |
| 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 | NA | NA |
| 2019-12-31 | Rank |
| Total securities | $140,738,000 | 937 |
| U.S. Government securities | $125,761,000 | 689 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $125,761,000 | 642 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $14,977,000 | 529 |
| Privately issued residential mortgage-backed securities | $2,978,000 | 280 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $10,445,000 | 178 |
| Structured financial products - Total | $1,554,000 | 110 |
| Other domestic debt securities - All other | $0 | 1,491 |
| 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 | $4,408,000 | 3,311 |
| Mortgage-backed securities | $128,739,000 | 534 |
| Certificates of participation in pools of residential mortgages | $9,418,000 | 2,047 |
| Issued or guaranteed by U.S. | $9,418,000 | 1,991 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $90,316,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $87,338,000 | 278 |
| Privately issued | $2,978,000 | 173 |
| Commercial mortgage-backed securities | $29,005,000 | 388 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $29,005,000 | 261 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $140,738,000 | 847 |
| Total debt securities | $140,736,000 | 924 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank |
| Total securities | $134,847,000 | 978 |
| U.S. Government securities | $117,990,000 | 728 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $117,990,000 | 685 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $16,857,000 | 480 |
| Privately issued residential mortgage-backed securities | $3,218,000 | 268 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $12,222,000 | 166 |
| Structured financial products - Total | $1,417,000 | 108 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,137,000 | 3,627 |
| Mortgage-backed securities | $121,208,000 | 544 |
| Certificates of participation in pools of residential mortgages | $10,200,000 | 1,967 |
| Issued or guaranteed by U.S. | $10,200,000 | 1,909 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $87,874,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $84,656,000 | 277 |
| Privately issued | $3,218,000 | 161 |
| Commercial mortgage-backed securities | $23,134,000 | 444 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $23,134,000 | 290 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $134,847,000 | 873 |
| Total debt securities | $134,847,000 | 966 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank |
| Total securities | $134,093,000 | 992 |
| U.S. Government securities | $115,631,000 | 757 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $115,631,000 | 714 |
| Securities issued by states & political subdivisions | $266,000 | 4,257 |
| Other domestic debt securities | $18,196,000 | 447 |
| Privately issued residential mortgage-backed securities | $3,343,000 | 262 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $13,270,000 | 150 |
| Structured financial products - Total | $1,583,000 | 101 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,757,000 | 3,552 |
| Mortgage-backed securities | $118,974,000 | 560 |
| Certificates of participation in pools of residential mortgages | $17,194,000 | 1,419 |
| Issued or guaranteed by U.S. | $17,194,000 | 1,399 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $83,266,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $79,923,000 | 292 |
| Privately issued | $3,343,000 | 173 |
| Commercial mortgage-backed securities | $18,514,000 | 487 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $18,514,000 | 315 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $134,093,000 | 885 |
| Total debt securities | $134,094,000 | 980 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank |
| Total securities | $129,091,000 | 1,037 |
| U.S. Government securities | $109,555,000 | 800 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $109,555,000 | 744 |
| Securities issued by states & political subdivisions | $416,000 | 4,250 |
| Other domestic debt securities | $19,120,000 | 426 |
| Privately issued residential mortgage-backed securities | $3,673,000 | 253 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $13,865,000 | 139 |
| Structured financial products - Total | $1,582,000 | 98 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,953,000 | 3,566 |
| Mortgage-backed securities | $113,228,000 | 568 |
| Certificates of participation in pools of residential mortgages | $16,958,000 | 1,451 |
| Issued or guaranteed by U.S. | $16,958,000 | 1,428 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $80,346,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $76,673,000 | 295 |
| Privately issued | $3,673,000 | 168 |
| Commercial mortgage-backed securities | $15,924,000 | 511 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $15,924,000 | 315 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $129,091,000 | 924 |
| Total debt securities | $129,093,000 | 1,024 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank |
| Total securities | $122,154,000 | 1,086 |
| U.S. Government securities | $102,171,000 | 851 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $102,171,000 | 799 |
| Securities issued by states & political subdivisions | $416,000 | 4,294 |
| Other domestic debt securities | $19,567,000 | 412 |
| Privately issued residential mortgage-backed securities | $3,843,000 | 226 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $14,173,000 | 131 |
| Structured financial products - Total | $1,551,000 | 95 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,551,000 | 3,326 |
| Mortgage-backed securities | $106,014,000 | 604 |
| Certificates of participation in pools of residential mortgages | $17,965,000 | 1,404 |
| Issued or guaranteed by U.S. | $17,965,000 | 1,390 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $74,281,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $70,438,000 | 313 |
| Privately issued | $3,843,000 | 162 |
| Commercial mortgage-backed securities | $13,768,000 | 533 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $13,768,000 | 321 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $122,154,000 | 971 |
| Total debt securities | $122,155,000 | 1,070 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank |
| Total securities | $122,595,000 | 1,076 |
| U.S. Government securities | $100,997,000 | 851 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $100,997,000 | 798 |
| Securities issued by states & political subdivisions | $757,000 | 4,209 |
| Other domestic debt securities | $20,841,000 | 374 |
| Privately issued residential mortgage-backed securities | $4,301,000 | 176 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $14,989,000 | 124 |
| Structured financial products - Total | $1,551,000 | 110 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,186,000 | 3,116 |
| Mortgage-backed securities | $105,298,000 | 605 |
| Certificates of participation in pools of residential mortgages | $19,119,000 | 1,360 |
| Issued or guaranteed by U.S. | $19,119,000 | 1,354 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $72,895,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $68,594,000 | 304 |
| Privately issued | $4,301,000 | 153 |
| Commercial mortgage-backed securities | $13,284,000 | 542 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $13,284,000 | 323 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $122,595,000 | 960 |
| Total debt securities | $122,595,000 | 1,058 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank |
| Total securities | $133,976,000 | 1,018 |
| U.S. Government securities | $98,104,000 | 880 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $98,104,000 | 835 |
| Securities issued by states & political subdivisions | $757,000 | 4,260 |
| Other domestic debt securities | $35,115,000 | 293 |
| Privately issued residential mortgage-backed securities | $18,075,000 | 133 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $15,654,000 | 120 |
| Structured financial products - Total | $1,386,000 | 117 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,858,000 | 3,349 |
| Mortgage-backed securities | $116,179,000 | 563 |
| Certificates of participation in pools of residential mortgages | $20,648,000 | 1,332 |
| Issued or guaranteed by U.S. | $7,133,000 | 2,268 |
| Privately issued | $13,515,000 | 82 |
| Collaterized mortgage obligations | $80,375,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $75,815,000 | 292 |
| Privately issued | $4,560,000 | 156 |
| Commercial mortgage-backed securities | $15,156,000 | 488 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $15,156,000 | 289 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $133,976,000 | 894 |
| Total debt securities | $133,976,000 | 1,001 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank |
| Total securities | $135,940,000 | 1,014 |
| U.S. Government securities | $112,068,000 | 793 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $112,068,000 | 751 |
| Securities issued by states & political subdivisions | $1,007,000 | 4,224 |
| Other domestic debt securities | $22,865,000 | 357 |
| Privately issued residential mortgage-backed securities | $4,802,000 | 159 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $16,677,000 | 110 |
| Structured financial products - Total | $1,386,000 | 125 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,985,000 | 2,724 |
| Mortgage-backed securities | $116,870,000 | 564 |
| Certificates of participation in pools of residential mortgages | $23,293,000 | 1,257 |
| Issued or guaranteed by U.S. | $23,293,000 | 1,254 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $76,515,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $71,713,000 | 299 |
| Privately issued | $4,802,000 | 150 |
| Commercial mortgage-backed securities | $17,062,000 | 399 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $17,062,000 | 269 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $135,940,000 | 896 |
| Total debt securities | $135,939,000 | 999 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank |
| Total securities | $142,028,000 | 988 |
| U.S. Government securities | $116,606,000 | 778 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $116,606,000 | 739 |
| Securities issued by states & political subdivisions | $1,430,000 | 4,158 |
| Other domestic debt securities | $23,992,000 | 334 |
| Privately issued residential mortgage-backed securities | $5,060,000 | 160 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $17,546,000 | 103 |
| Structured financial products - Total | $1,386,000 | 130 |
| Other domestic debt securities - All other | $0 | 1,619 |
| 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 | $23,402,000 | 1,831 |
| Mortgage-backed securities | $121,666,000 | 542 |
| Certificates of participation in pools of residential mortgages | $25,383,000 | 1,206 |
| Issued or guaranteed by U.S. | $25,383,000 | 1,205 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $77,121,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $72,061,000 | 295 |
| Privately issued | $5,060,000 | 152 |
| Commercial mortgage-backed securities | $19,162,000 | 365 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $19,162,000 | 247 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $142,028,000 | 872 |
| Total debt securities | $142,028,000 | 974 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank |
| Total securities | $157,707,000 | 900 |
| U.S. Government securities | $130,238,000 | 715 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $130,238,000 | 672 |
| Securities issued by states & political subdivisions | $1,639,000 | 4,131 |
| Other domestic debt securities | $25,830,000 | 326 |
| Privately issued residential mortgage-backed securities | $5,390,000 | 155 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $19,148,000 | 97 |
| Structured financial products - Total | $1,292,000 | 138 |
| Other domestic debt securities - All other | $0 | 1,656 |
| 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 | $40,264,000 | 1,260 |
| Mortgage-backed securities | $135,628,000 | 493 |
| Certificates of participation in pools of residential mortgages | $27,475,000 | 1,158 |
| Issued or guaranteed by U.S. | $27,475,000 | 1,156 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $86,207,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $80,817,000 | 281 |
| Privately issued | $5,390,000 | 148 |
| Commercial mortgage-backed securities | $21,946,000 | 328 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $21,946,000 | 214 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $157,707,000 | 783 |
| Total debt securities | $157,707,000 | 888 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank |
| Total securities | $165,295,000 | 873 |
| U.S. Government securities | $136,743,000 | 699 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $136,743,000 | 658 |
| Securities issued by states & political subdivisions | $1,640,000 | 4,156 |
| Other domestic debt securities | $26,912,000 | 321 |
| Privately issued residential mortgage-backed securities | $5,625,000 | 161 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $19,995,000 | 90 |
| Structured financial products - Total | $1,292,000 | 140 |
| Other domestic debt securities - All other | $0 | 1,687 |
| 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 | $46,196,000 | 1,152 |
| Mortgage-backed securities | $142,368,000 | 482 |
| Certificates of participation in pools of residential mortgages | $29,487,000 | 1,120 |
| Issued or guaranteed by U.S. | $29,487,000 | 1,119 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $89,133,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $83,508,000 | 274 |
| Privately issued | $5,625,000 | 153 |
| Commercial mortgage-backed securities | $23,748,000 | 305 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $23,748,000 | 201 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $165,295,000 | 760 |
| Total debt securities | $165,297,000 | 864 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank |
| Total securities | $136,770,000 | 1,051 |
| U.S. Government securities | $107,361,000 | 870 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $107,361,000 | 829 |
| Securities issued by states & political subdivisions | $1,639,000 | 4,206 |
| Other domestic debt securities | $27,770,000 | 327 |
| Privately issued residential mortgage-backed securities | $5,951,000 | 159 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $20,457,000 | 91 |
| Structured financial products - Total | $1,362,000 | 134 |
| Other domestic debt securities - All other | $0 | 1,725 |
| 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 | $45,086,000 | 1,183 |
| Mortgage-backed securities | $113,312,000 | 600 |
| Certificates of participation in pools of residential mortgages | $31,812,000 | 1,086 |
| Issued or guaranteed by U.S. | $31,812,000 | 1,085 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $61,786,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $55,835,000 | 350 |
| Privately issued | $5,951,000 | 152 |
| Commercial mortgage-backed securities | $19,714,000 | 334 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $19,714,000 | 219 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $136,770,000 | 930 |
| Total debt securities | $136,319,000 | 1,038 |
| 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 | NA | NA |
| 2016-12-31 | Rank |
| Total securities | $137,886,000 | 1,032 |
| U.S. Government securities | $107,578,000 | 851 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $107,578,000 | 814 |
| Securities issued by states & political subdivisions | $1,640,000 | 4,245 |
| Other domestic debt securities | $28,668,000 | 321 |
| Privately issued residential mortgage-backed securities | $6,279,000 | 162 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $21,200,000 | 90 |
| Structured financial products - Total | $1,189,000 | 146 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,789,000 | 1,402 |
| Mortgage-backed securities | $113,857,000 | 590 |
| Certificates of participation in pools of residential mortgages | $34,237,000 | 1,018 |
| Issued or guaranteed by U.S. | $34,237,000 | 1,017 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $56,237,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $49,958,000 | 386 |
| Privately issued | $6,279,000 | 154 |
| Commercial mortgage-backed securities | $23,383,000 | 299 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $23,383,000 | 195 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $137,886,000 | 901 |
| Total debt securities | $137,435,000 | 1,022 |
| 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 | $145,383,000 | 972 |
| U.S. Government securities | $114,112,000 | 806 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $114,112,000 | 772 |
| Securities issued by states & political subdivisions | $1,749,000 | 4,227 |
| Other domestic debt securities | $29,522,000 | 310 |
| Privately issued residential mortgage-backed securities | $6,625,000 | 160 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $21,647,000 | 85 |
| Structured financial products - Total | $1,250,000 | 144 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,409,000 | 1,231 |
| Mortgage-backed securities | $120,737,000 | 567 |
| Certificates of participation in pools of residential mortgages | $37,507,000 | 978 |
| Issued or guaranteed by U.S. | $37,507,000 | 978 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $57,158,000 | 385 |
| CMOs issued by government agencies or sponsored agencies | $50,533,000 | 388 |
| Privately issued | $6,625,000 | 155 |
| Commercial mortgage-backed securities | $26,072,000 | 279 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $26,072,000 | 177 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $145,383,000 | 844 |
| Total debt securities | $144,935,000 | 964 |
| 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 | $173,146,000 | 836 |
| U.S. Government securities | $141,053,000 | 673 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $141,053,000 | 637 |
| Securities issued by states & political subdivisions | $1,751,000 | 4,248 |
| Other domestic debt securities | $30,342,000 | 311 |
| Privately issued residential mortgage-backed securities | $6,889,000 | 164 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $22,215,000 | 85 |
| Structured financial products - Total | $1,238,000 | 149 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,075,000 | 1,214 |
| Mortgage-backed securities | $147,942,000 | 478 |
| Certificates of participation in pools of residential mortgages | $46,508,000 | 833 |
| Issued or guaranteed by U.S. | $46,508,000 | 829 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $65,530,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $58,641,000 | 360 |
| Privately issued | $6,889,000 | 156 |
| Commercial mortgage-backed securities | $35,904,000 | 210 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $35,904,000 | 139 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $173,146,000 | 734 |
| Total debt securities | $172,688,000 | 829 |
| 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 | $176,218,000 | 842 |
| U.S. Government securities | $143,145,000 | 688 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $143,145,000 | 648 |
| Securities issued by states & political subdivisions | $1,749,000 | 4,278 |
| Other domestic debt securities | $31,324,000 | 301 |
| Privately issued residential mortgage-backed securities | $7,516,000 | 158 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $22,503,000 | 86 |
| Structured financial products - Total | $1,305,000 | 150 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $138,481,000 | 492 |
| Mortgage-backed securities | $150,661,000 | 472 |
| Certificates of participation in pools of residential mortgages | $46,268,000 | 848 |
| Issued or guaranteed by U.S. | $46,268,000 | 848 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $68,993,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $61,477,000 | 355 |
| Privately issued | $7,516,000 | 153 |
| Commercial mortgage-backed securities | $35,400,000 | 197 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $35,400,000 | 128 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $176,218,000 | 732 |
| Total debt securities | $175,764,000 | 830 |
| 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 | $179,296,000 | 834 |
| U.S. Government securities | $144,922,000 | 690 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $144,922,000 | 650 |
| Securities issued by states & political subdivisions | $1,805,000 | 4,300 |
| Other domestic debt securities | $32,569,000 | 289 |
| Privately issued residential mortgage-backed securities | $7,942,000 | 151 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $23,291,000 | 86 |
| Structured financial products - Total | $1,336,000 | 144 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $132,649,000 | 496 |
| Mortgage-backed securities | $152,864,000 | 463 |
| Certificates of participation in pools of residential mortgages | $49,351,000 | 804 |
| Issued or guaranteed by U.S. | $49,351,000 | 803 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $66,882,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $58,940,000 | 362 |
| Privately issued | $7,942,000 | 144 |
| Commercial mortgage-backed securities | $36,631,000 | 182 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $36,631,000 | 115 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $179,296,000 | 719 |
| Total debt securities | $178,796,000 | 826 |
| 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 | $184,667,000 | 812 |
| U.S. Government securities | $149,230,000 | 671 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $149,230,000 | 634 |
| Securities issued by states & political subdivisions | $1,910,000 | 4,337 |
| Other domestic debt securities | $33,527,000 | 281 |
| Privately issued residential mortgage-backed securities | $8,225,000 | 143 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $23,987,000 | 86 |
| Structured financial products - Total | $1,315,000 | 142 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $136,711,000 | 494 |
| Mortgage-backed securities | $157,455,000 | 457 |
| Certificates of participation in pools of residential mortgages | $53,264,000 | 742 |
| Issued or guaranteed by U.S. | $53,264,000 | 742 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $62,351,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $54,126,000 | 393 |
| Privately issued | $8,225,000 | 137 |
| Commercial mortgage-backed securities | $41,840,000 | 159 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $41,840,000 | 108 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $184,667,000 | 704 |
| Total debt securities | $184,166,000 | 803 |
| 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 | $193,046,000 | 782 |
| U.S. Government securities | $156,663,000 | 665 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $156,663,000 | 635 |
| Securities issued by states & political subdivisions | $2,052,000 | 4,320 |
| Other domestic debt securities | $34,331,000 | 274 |
| Privately issued residential mortgage-backed securities | $8,258,000 | 147 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $24,817,000 | 85 |
| Structured financial products - Total | $1,256,000 | 148 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $147,631,000 | 469 |
| Mortgage-backed securities | $164,921,000 | 448 |
| Certificates of participation in pools of residential mortgages | $57,432,000 | 723 |
| Issued or guaranteed by U.S. | $57,432,000 | 723 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $66,212,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $57,954,000 | 381 |
| Privately issued | $8,258,000 | 140 |
| Commercial mortgage-backed securities | $41,277,000 | 148 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $41,277,000 | 99 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $193,046,000 | 674 |
| Total debt securities | $192,656,000 | 775 |
| 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 | $198,432,000 | 769 |
| U.S. Government securities | $160,660,000 | 656 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $160,660,000 | 627 |
| Securities issued by states & political subdivisions | $2,263,000 | 4,269 |
| Other domestic debt securities | $35,509,000 | 264 |
| Privately issued residential mortgage-backed securities | $8,651,000 | 144 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $25,675,000 | 82 |
| Structured financial products - Total | $1,183,000 | 143 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $145,465,000 | 477 |
| Mortgage-backed securities | $169,311,000 | 446 |
| Certificates of participation in pools of residential mortgages | $46,366,000 | 880 |
| Issued or guaranteed by U.S. | $46,366,000 | 880 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $74,232,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $65,581,000 | 357 |
| Privately issued | $8,651,000 | 136 |
| Commercial mortgage-backed securities | $48,713,000 | 134 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $48,713,000 | 93 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $198,432,000 | 664 |
| Total debt securities | $198,019,000 | 759 |
| 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 | $192,858,000 | 775 |
| U.S. Government securities | $153,612,000 | 678 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $153,612,000 | 643 |
| Securities issued by states & political subdivisions | $2,702,000 | 4,205 |
| Other domestic debt securities | $36,544,000 | 258 |
| Privately issued residential mortgage-backed securities | $8,962,000 | 143 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $26,280,000 | 74 |
| Structured financial products - Total | $1,302,000 | 142 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $139,271,000 | 485 |
| Mortgage-backed securities | $162,574,000 | 453 |
| Certificates of participation in pools of residential mortgages | $28,284,000 | 1,290 |
| Issued or guaranteed by U.S. | $28,284,000 | 1,288 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $80,632,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $71,670,000 | 342 |
| Privately issued | $8,962,000 | 135 |
| Commercial mortgage-backed securities | $53,658,000 | 122 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $53,658,000 | 87 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $192,858,000 | 660 |
| Total debt securities | $192,430,000 | 764 |
| 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 | $222,053,000 | 679 |
| U.S. Government securities | $181,518,000 | 571 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $181,518,000 | 553 |
| Securities issued by states & political subdivisions | $2,706,000 | 4,246 |
| Other domestic debt securities | $37,829,000 | 254 |
| Privately issued residential mortgage-backed securities | $9,477,000 | 150 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $27,021,000 | 73 |
| Structured financial products - Total | $1,331,000 | 142 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $175,618,000 | 395 |
| Mortgage-backed securities | $190,995,000 | 404 |
| Certificates of participation in pools of residential mortgages | $37,077,000 | 1,088 |
| Issued or guaranteed by U.S. | $37,077,000 | 1,088 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $94,625,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $85,148,000 | 303 |
| Privately issued | $9,477,000 | 142 |
| Commercial mortgage-backed securities | $59,293,000 | 117 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $59,293,000 | 84 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $222,053,000 | 576 |
| Total debt securities | $221,554,000 | 673 |
| 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 | $231,254,000 | 650 |
| U.S. Government securities | $190,514,000 | 556 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $190,514,000 | 536 |
| Securities issued by states & political subdivisions | $2,711,000 | 4,283 |
| Other domestic debt securities | $38,029,000 | 270 |
| Privately issued residential mortgage-backed securities | $9,652,000 | 155 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $26,960,000 | 81 |
| Structured financial products - Total | $1,417,000 | 143 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $180,921,000 | 386 |
| Mortgage-backed securities | $200,166,000 | 395 |
| Certificates of participation in pools of residential mortgages | $38,158,000 | 1,090 |
| Issued or guaranteed by U.S. | $38,158,000 | 1,090 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $96,540,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $86,888,000 | 306 |
| Privately issued | $9,652,000 | 149 |
| Commercial mortgage-backed securities | $65,468,000 | 103 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $65,468,000 | 74 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $231,254,000 | 557 |
| Total debt securities | $230,771,000 | 641 |
| 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 | $232,784,000 | 657 |
| U.S. Government securities | $190,926,000 | 555 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $190,926,000 | 536 |
| Securities issued by states & political subdivisions | $2,901,000 | 4,262 |
| Other domestic debt securities | $38,957,000 | 273 |
| Privately issued residential mortgage-backed securities | $9,976,000 | 154 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $27,547,000 | 81 |
| Structured financial products - Total | $1,434,000 | 142 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $190,071,000 | 366 |
| Mortgage-backed securities | $200,902,000 | 402 |
| Certificates of participation in pools of residential mortgages | $41,608,000 | 1,014 |
| Issued or guaranteed by U.S. | $41,608,000 | 1,013 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $94,895,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $84,919,000 | 307 |
| Privately issued | $9,976,000 | 147 |
| Commercial mortgage-backed securities | $64,399,000 | 102 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $64,399,000 | 73 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $232,784,000 | 571 |
| Total debt securities | $232,290,000 | 653 |
| 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 | $226,365,000 | 677 |
| U.S. Government securities | $183,809,000 | 570 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $183,809,000 | 548 |
| Securities issued by states & political subdivisions | $2,922,000 | 4,283 |
| Other domestic debt securities | $39,634,000 | 279 |
| Privately issued residential mortgage-backed securities | $10,152,000 | 161 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $28,032,000 | 87 |
| Structured financial products - Total | $1,450,000 | 154 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $184,278,000 | 362 |
| Mortgage-backed securities | $193,961,000 | 409 |
| Certificates of participation in pools of residential mortgages | $41,090,000 | 1,010 |
| Issued or guaranteed by U.S. | $41,090,000 | 1,009 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $95,248,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $85,096,000 | 305 |
| Privately issued | $10,152,000 | 154 |
| Commercial mortgage-backed securities | $57,623,000 | 105 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $57,623,000 | 74 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $226,365,000 | 588 |
| Total debt securities | $225,880,000 | 669 |
| 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 | $221,533,000 | 699 |
| U.S. Government securities | $178,069,000 | 599 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $178,069,000 | 578 |
| Securities issued by states & political subdivisions | $3,128,000 | 4,234 |
| Other domestic debt securities | $40,336,000 | 283 |
| Privately issued residential mortgage-backed securities | $10,760,000 | 167 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $28,187,000 | 86 |
| Structured financial products - Total | $1,389,000 | 170 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $186,469,000 | 355 |
| Mortgage-backed securities | $188,829,000 | 420 |
| Certificates of participation in pools of residential mortgages | $42,270,000 | 989 |
| Issued or guaranteed by U.S. | $42,270,000 | 986 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $92,940,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $82,180,000 | 309 |
| Privately issued | $10,760,000 | 158 |
| Commercial mortgage-backed securities | $53,619,000 | 105 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $53,619,000 | 76 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $221,533,000 | 617 |
| Total debt securities | $220,993,000 | 688 |
| 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 | $221,349,000 | 701 |
| U.S. Government securities | $176,549,000 | 611 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $176,549,000 | 591 |
| Securities issued by states & political subdivisions | $3,263,000 | 4,200 |
| Other domestic debt securities | $41,537,000 | 277 |
| Privately issued residential mortgage-backed securities | $11,118,000 | 167 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $29,144,000 | 90 |
| Structured financial products - Total | $1,275,000 | 170 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $194,666,000 | 332 |
| Mortgage-backed securities | $187,667,000 | 419 |
| Certificates of participation in pools of residential mortgages | $42,780,000 | 982 |
| Issued or guaranteed by U.S. | $42,780,000 | 981 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $89,016,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $77,898,000 | 321 |
| Privately issued | $11,118,000 | 159 |
| Commercial mortgage-backed securities | $55,871,000 | 98 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $55,871,000 | 68 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $221,349,000 | 624 |
| Total debt securities | $220,821,000 | 690 |
| 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 | $229,621,000 | 685 |
| U.S. Government securities | $183,469,000 | 592 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $183,469,000 | 577 |
| Securities issued by states & political subdivisions | $3,558,000 | 4,109 |
| Other domestic debt securities | $42,594,000 | 277 |
| Privately issued residential mortgage-backed securities | $11,438,000 | 176 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $29,973,000 | 80 |
| Structured financial products - Total | $1,183,000 | 171 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $193,654,000 | 350 |
| Mortgage-backed securities | $194,907,000 | 412 |
| Certificates of participation in pools of residential mortgages | $40,367,000 | 1,045 |
| Issued or guaranteed by U.S. | $40,367,000 | 1,045 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $102,247,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $90,809,000 | 304 |
| Privately issued | $11,438,000 | 170 |
| Commercial mortgage-backed securities | $52,293,000 | 91 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $52,293,000 | 65 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $229,621,000 | 617 |
| Total debt securities | $229,083,000 | 673 |
| 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 | $236,484,000 | 648 |
| U.S. Government securities | $191,002,000 | 559 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $191,002,000 | 534 |
| Securities issued by states & political subdivisions | $4,083,000 | 3,976 |
| Other domestic debt securities | $41,399,000 | 274 |
| Privately issued residential mortgage-backed securities | $11,410,000 | 185 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $28,796,000 | 76 |
| Structured financial products - Total | $1,193,000 | 167 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $195,351,000 | 343 |
| Mortgage-backed securities | $202,412,000 | 394 |
| Certificates of participation in pools of residential mortgages | $43,646,000 | 958 |
| Issued or guaranteed by U.S. | $43,646,000 | 957 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $104,595,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $93,185,000 | 307 |
| Privately issued | $11,410,000 | 179 |
| Commercial mortgage-backed securities | $54,171,000 | 81 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $54,171,000 | 59 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $236,484,000 | 580 |
| Total debt securities | $235,973,000 | 639 |
| 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 | $225,265,000 | 686 |
| U.S. Government securities | $179,632,000 | 599 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $179,632,000 | 576 |
| Securities issued by states & political subdivisions | $4,202,000 | 3,925 |
| Other domestic debt securities | $41,431,000 | 281 |
| Privately issued residential mortgage-backed securities | $11,915,000 | 194 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $28,204,000 | 77 |
| Structured financial products - Total | $1,312,000 | 161 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $199,429,000 | 335 |
| Mortgage-backed securities | $191,547,000 | 435 |
| Certificates of participation in pools of residential mortgages | $46,733,000 | 959 |
| Issued or guaranteed by U.S. | $46,733,000 | 959 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $92,217,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $80,302,000 | 358 |
| Privately issued | $11,915,000 | 189 |
| Commercial mortgage-backed securities | $52,597,000 | 76 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $52,597,000 | 55 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $225,265,000 | 621 |
| Total debt securities | $224,749,000 | 673 |
| 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 | $229,956,000 | 673 |
| U.S. Government securities | $183,324,000 | 591 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $183,324,000 | 570 |
| Securities issued by states & political subdivisions | $4,798,000 | 3,733 |
| Other domestic debt securities | $41,834,000 | 280 |
| Privately issued residential mortgage-backed securities | $13,512,000 | 197 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $26,953,000 | 74 |
| Structured financial products - Total | $1,369,000 | 157 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $205,560,000 | 327 |
| Mortgage-backed securities | $196,836,000 | 423 |
| Certificates of participation in pools of residential mortgages | $48,732,000 | 947 |
| Issued or guaranteed by U.S. | $48,732,000 | 947 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $88,260,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $74,748,000 | 385 |
| Privately issued | $13,512,000 | 191 |
| Commercial mortgage-backed securities | $59,844,000 | 62 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $59,844,000 | 50 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $229,956,000 | 608 |
| Total debt securities | $229,413,000 | 660 |
| 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 | $231,386,000 | 688 |
| U.S. Government securities | $182,301,000 | 615 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $182,301,000 | 595 |
| Securities issued by states & political subdivisions | $4,802,000 | 3,670 |
| Other domestic debt securities | $44,283,000 | 272 |
| Privately issued residential mortgage-backed securities | $13,952,000 | 199 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $29,002,000 | 69 |
| Structured financial products - Total | $1,329,000 | 154 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $205,861,000 | 332 |
| Mortgage-backed securities | $196,253,000 | 439 |
| Certificates of participation in pools of residential mortgages | $51,957,000 | 882 |
| Issued or guaranteed by U.S. | $51,957,000 | 881 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $86,247,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $72,295,000 | 417 |
| Privately issued | $13,952,000 | 192 |
| Commercial mortgage-backed securities | $58,049,000 | 58 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $58,049,000 | 47 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $231,386,000 | 618 |
| Total debt securities | $231,385,000 | 678 |
| 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 | $236,203,000 | 637 |
| U.S. Government securities | $186,699,000 | 580 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $186,699,000 | 562 |
| Securities issued by states & political subdivisions | $5,499,000 | 3,460 |
| Other domestic debt securities | $44,005,000 | 277 |
| Privately issued residential mortgage-backed securities | $12,861,000 | 271 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $30,078,000 | 52 |
| Structured financial products - Total | $1,066,000 | 158 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $204,272,000 | 304 |
| Mortgage-backed securities | $199,560,000 | 413 |
| Certificates of participation in pools of residential mortgages | $55,135,000 | 809 |
| Issued or guaranteed by U.S. | $55,135,000 | 807 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $81,382,000 | 410 |
| CMOs issued by government agencies or sponsored agencies | $68,521,000 | 411 |
| Privately issued | $12,861,000 | 262 |
| Commercial mortgage-backed securities | $63,043,000 | 42 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $63,043,000 | 34 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $236,203,000 | 567 |
| Total debt securities | $236,199,000 | 629 |
| 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 | $242,738,000 | 620 |
| U.S. Government securities | $188,076,000 | 565 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $188,076,000 | 543 |
| Securities issued by states & political subdivisions | $8,140,000 | 2,863 |
| Other domestic debt securities | $46,522,000 | 262 |
| Privately issued residential mortgage-backed securities | $14,114,000 | 268 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $31,353,000 | 50 |
| Structured financial products - Total | $1,055,000 | 163 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $212,982,000 | 286 |
| Mortgage-backed securities | $202,190,000 | 394 |
| Certificates of participation in pools of residential mortgages | $61,237,000 | 713 |
| Issued or guaranteed by U.S. | $61,237,000 | 709 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $77,709,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $63,595,000 | 436 |
| Privately issued | $14,114,000 | 257 |
| Commercial mortgage-backed securities | $63,244,000 | 38 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $63,244,000 | 32 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $242,738,000 | 546 |
| Total debt securities | $242,737,000 | 610 |
| 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 | $252,310,000 | 592 |
| U.S. Government securities | $193,398,000 | 548 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $193,398,000 | 526 |
| Securities issued by states & political subdivisions | $8,356,000 | 2,780 |
| Other domestic debt securities | $50,556,000 | 244 |
| Privately issued residential mortgage-backed securities | $15,295,000 | 265 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $33,864,000 | 47 |
| Structured financial products - Total | $1,397,000 | 156 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $217,682,000 | 281 |
| Mortgage-backed securities | $208,693,000 | 372 |
| Certificates of participation in pools of residential mortgages | $63,867,000 | 664 |
| Issued or guaranteed by U.S. | $63,867,000 | 661 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $80,059,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $64,764,000 | 416 |
| Privately issued | $15,295,000 | 256 |
| Commercial mortgage-backed securities | $64,767,000 | 34 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $64,767,000 | 27 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $252,310,000 | 525 |
| Total debt securities | $252,308,000 | 582 |
| 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 | $253,132,000 | 584 |
| U.S. Government securities | $190,987,000 | 545 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $190,987,000 | 522 |
| Securities issued by states & political subdivisions | $8,940,000 | 2,645 |
| Other domestic debt securities | $53,205,000 | 242 |
| Privately issued residential mortgage-backed securities | $16,317,000 | 271 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $35,480,000 | 49 |
| Structured financial products - Total | $1,408,000 | 146 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $222,191,000 | 278 |
| Mortgage-backed securities | $207,304,000 | 367 |
| Certificates of participation in pools of residential mortgages | $55,092,000 | 728 |
| Issued or guaranteed by U.S. | $55,092,000 | 724 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $80,437,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $64,120,000 | 400 |
| Privately issued | $16,317,000 | 262 |
| Commercial mortgage-backed securities | $71,775,000 | 29 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $71,775,000 | 22 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $253,132,000 | 518 |
| Total debt securities | $253,129,000 | 572 |
| 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 | $254,006,000 | 556 |
| U.S. Government securities | $113,745,000 | 860 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $113,745,000 | 826 |
| Securities issued by states & political subdivisions | $8,821,000 | 2,651 |
| Other domestic debt securities | $131,440,000 | 141 |
| Privately issued residential mortgage-backed securities | $17,518,000 | 281 |
| Commercial mortgage-backed securities - Total | $76,441,000 | 24 |
| Asset backed securities | $36,084,000 | 45 |
| Structured financial products - Total | $1,397,000 | 147 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $201,996,000 | 298 |
| Mortgage-backed securities | $207,704,000 | 368 |
| Certificates of participation in pools of residential mortgages | $49,845,000 | 750 |
| Issued or guaranteed by U.S. | $49,845,000 | 745 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $81,418,000 | 376 |
| CMOs issued by government agencies or sponsored agencies | $63,900,000 | 387 |
| Privately issued | $17,518,000 | 271 |
| Commercial mortgage-backed securities | $76,441,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $76,441,000 | 18 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $254,006,000 | 499 |
| Total debt securities | $254,006,000 | 549 |
| 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 | $249,189,000 | 539 |
| U.S. Government securities | $101,087,000 | 924 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $101,087,000 | 886 |
| Securities issued by states & political subdivisions | $9,969,000 | 2,384 |
| Other domestic debt securities | $138,133,000 | 131 |
| Privately issued residential mortgage-backed securities | $19,795,000 | 271 |
| Commercial mortgage-backed securities - Total | $81,097,000 | 22 |
| Asset backed securities | $35,844,000 | 42 |
| Structured financial products - Total | $1,397,000 | 160 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $210,306,000 | 281 |
| Mortgage-backed securities | $201,979,000 | 347 |
| Certificates of participation in pools of residential mortgages | $47,524,000 | 753 |
| Issued or guaranteed by U.S. | $47,524,000 | 748 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $73,358,000 | 407 |
| CMOs issued by government agencies or sponsored agencies | $53,563,000 | 434 |
| Privately issued | $19,795,000 | 261 |
| Commercial mortgage-backed securities | $81,097,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $81,097,000 | 17 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $249,189,000 | 473 |
| Total debt securities | $249,188,000 | 533 |
| 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 | $252,683,000 | 527 |
| U.S. Government securities | $94,556,000 | 993 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $94,556,000 | 951 |
| Securities issued by states & political subdivisions | $11,689,000 | 2,044 |
| Other domestic debt securities | $146,438,000 | 124 |
| Privately issued residential mortgage-backed securities | $22,258,000 | 261 |
| Commercial mortgage-backed securities - Total | $85,183,000 | 23 |
| Asset backed securities | $38,405,000 | 40 |
| Structured financial products - Total | $592,000 | 241 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $217,124,000 | 281 |
| Mortgage-backed securities | $201,997,000 | 341 |
| Certificates of participation in pools of residential mortgages | $46,627,000 | 771 |
| Issued or guaranteed by U.S. | $46,627,000 | 764 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $70,187,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $47,929,000 | 450 |
| Privately issued | $22,258,000 | 253 |
| Commercial mortgage-backed securities | $85,183,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $85,183,000 | 19 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $252,683,000 | 462 |
| Total debt securities | $252,683,000 | 521 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $262,433,000 | 501 |
| U.S. Government securities | $94,316,000 | 989 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $94,316,000 | 956 |
| Securities issued by states & political subdivisions | $12,273,000 | 1,959 |
| Other domestic debt securities | $155,844,000 | 120 |
| Privately issued residential mortgage-backed securities | $23,221,000 | 272 |
| Commercial mortgage-backed securities - Total | $92,972,000 | 22 |
| Asset backed securities | $39,059,000 | 41 |
| Structured financial products - Total | $592,000 | 247 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $223,461,000 | 279 |
| Mortgage-backed securities | $210,509,000 | 349 |
| Certificates of participation in pools of residential mortgages | $50,805,000 | 759 |
| Issued or guaranteed by U.S. | $50,805,000 | 754 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $66,732,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $43,511,000 | 474 |
| Privately issued | $23,221,000 | 263 |
| Commercial mortgage-backed securities | $92,972,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $92,972,000 | 18 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $262,433,000 | 435 |
| Total debt securities | $262,433,000 | 494 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $285,768,000 | 453 |
| U.S. Government securities | $103,103,000 | 882 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $103,103,000 | 847 |
| Securities issued by states & political subdivisions | $13,505,000 | 1,819 |
| Other domestic debt securities | $169,160,000 | 123 |
| Privately issued residential mortgage-backed securities | $24,971,000 | 271 |
| Commercial mortgage-backed securities - Total | $104,509,000 | 24 |
| Asset backed securities | $39,077,000 | 51 |
| Structured financial products - Total | $603,000 | 257 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $255,167,000 | 255 |
| Mortgage-backed securities | $232,583,000 | 316 |
| Certificates of participation in pools of residential mortgages | $63,399,000 | 636 |
| Issued or guaranteed by U.S. | $63,399,000 | 630 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $64,675,000 | 424 |
| CMOs issued by government agencies or sponsored agencies | $39,704,000 | 491 |
| Privately issued | $24,971,000 | 263 |
| Commercial mortgage-backed securities | $104,509,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $104,509,000 | 19 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $285,768,000 | 393 |
| Total debt securities | $285,768,000 | 445 |
| 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 | $291,544,000 | 454 |
| U.S. Government securities | $103,600,000 | 864 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $103,600,000 | 836 |
| Securities issued by states & political subdivisions | $14,284,000 | 1,730 |
| Other domestic debt securities | $173,660,000 | 133 |
| Privately issued residential mortgage-backed securities | $26,623,000 | 289 |
| Commercial mortgage-backed securities - Total | $105,739,000 | 25 |
| Asset backed securities | $40,698,000 | 53 |
| Structured financial products - Total | $600,000 | 269 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $247,920,000 | 254 |
| Mortgage-backed securities | $235,962,000 | 319 |
| Certificates of participation in pools of residential mortgages | $67,843,000 | 607 |
| Issued or guaranteed by U.S. | $67,843,000 | 602 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $62,380,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $35,757,000 | 497 |
| Privately issued | $26,623,000 | 281 |
| Commercial mortgage-backed securities | $105,739,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $105,739,000 | 20 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $291,544,000 | 392 |
| Total debt securities | $291,543,000 | 440 |
| 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 | $298,113,000 | 436 |
| U.S. Government securities | $109,229,000 | 798 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $109,229,000 | 766 |
| Securities issued by states & political subdivisions | $16,581,000 | 1,446 |
| Other domestic debt securities | $172,303,000 | 144 |
| Privately issued residential mortgage-backed securities | $30,333,000 | 267 |
| Commercial mortgage-backed securities - Total | $98,507,000 | 27 |
| Asset backed securities | $42,763,000 | 53 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $700,000 | 1,703 |
| 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 | $269,689,000 | 237 |
| Mortgage-backed securities | $238,069,000 | 326 |
| Certificates of participation in pools of residential mortgages | $74,689,000 | 570 |
| Issued or guaranteed by U.S. | $74,689,000 | 562 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $64,873,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $34,540,000 | 482 |
| Privately issued | $30,333,000 | 260 |
| Commercial mortgage-backed securities | $98,507,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $98,507,000 | 23 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $298,113,000 | 377 |
| Total debt securities | $298,114,000 | 424 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $302,349,000 | 433 |
| U.S. Government securities | $200,989,000 | 454 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $200,989,000 | 442 |
| Securities issued by states & political subdivisions | $16,553,000 | 1,393 |
| Other domestic debt securities | $84,807,000 | 215 |
| Privately issued residential mortgage-backed securities | $43,378,000 | 228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,629,000 | 56 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $800,000 | 1,705 |
| 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 | $264,055,000 | 245 |
| Mortgage-backed securities | $243,399,000 | 322 |
| Certificates of participation in pools of residential mortgages | $81,285,000 | 550 |
| Issued or guaranteed by U.S. | $81,285,000 | 541 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $162,114,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $118,736,000 | 191 |
| Privately issued | $43,378,000 | 216 |
| 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) | $302,349,000 | 373 |
| Total debt securities | $302,349,000 | 424 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $339,340,000 | 381 |
| U.S. Government securities | $246,308,000 | 363 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $246,308,000 | 354 |
| Securities issued by states & political subdivisions | $19,777,000 | 1,113 |
| Other domestic debt securities | $73,255,000 | 240 |
| Privately issued residential mortgage-backed securities | $31,110,000 | 276 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,945,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 1,408 |
| 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 | $306,457,000 | 222 |
| Mortgage-backed securities | $276,448,000 | 290 |
| Certificates of participation in pools of residential mortgages | $101,903,000 | 449 |
| Issued or guaranteed by U.S. | $101,903,000 | 445 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $174,545,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $143,435,000 | 161 |
| Privately issued | $31,110,000 | 266 |
| 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) | $339,340,000 | 326 |
| Total debt securities | $339,340,000 | 372 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $313,040,000 | 403 |
| U.S. Government securities | $208,067,000 | 410 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $208,067,000 | 397 |
| Securities issued by states & political subdivisions | $24,014,000 | 889 |
| Other domestic debt securities | $80,959,000 | 238 |
| Privately issued residential mortgage-backed securities | $35,470,000 | 263 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,189,000 | 51 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,300,000 | 1,351 |
| 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 | $297,398,000 | 220 |
| Mortgage-backed securities | $242,572,000 | 296 |
| Certificates of participation in pools of residential mortgages | $104,245,000 | 423 |
| Issued or guaranteed by U.S. | $104,245,000 | 418 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $138,327,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $102,857,000 | 191 |
| Privately issued | $35,470,000 | 249 |
| 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) | $313,040,000 | 342 |
| Total debt securities | $313,040,000 | 393 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $334,458,000 | 382 |
| U.S. Government securities | $220,906,000 | 388 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $220,906,000 | 377 |
| Securities issued by states & political subdivisions | $25,097,000 | 861 |
| Other domestic debt securities | $88,455,000 | 229 |
| Privately issued residential mortgage-backed securities | $39,804,000 | 252 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $47,251,000 | 51 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,400,000 | 1,385 |
| 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 | $329,473,000 | 201 |
| Mortgage-backed securities | $258,740,000 | 284 |
| Certificates of participation in pools of residential mortgages | $105,434,000 | 424 |
| Issued or guaranteed by U.S. | $105,434,000 | 419 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $153,306,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $113,502,000 | 185 |
| Privately issued | $39,804,000 | 238 |
| 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) | $334,458,000 | 325 |
| Total debt securities | $334,463,000 | 375 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $379,395,000 | 348 |
| U.S. Government securities | $226,043,000 | 388 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $226,043,000 | 379 |
| Securities issued by states & political subdivisions | $60,643,000 | 277 |
| Other domestic debt securities | $92,709,000 | 216 |
| Privately issued residential mortgage-backed securities | $43,283,000 | 231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $47,426,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,132 |
| 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 | $373,879,000 | 182 |
| Mortgage-backed securities | $267,339,000 | 282 |
| Certificates of participation in pools of residential mortgages | $121,194,000 | 355 |
| Issued or guaranteed by U.S. | $121,194,000 | 349 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $146,145,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $102,862,000 | 193 |
| Privately issued | $43,283,000 | 218 |
| 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) | $379,395,000 | 300 |
| Total debt securities | $379,395,000 | 338 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $390,621,000 | 337 |
| U.S. Government securities | $198,045,000 | 446 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $198,045,000 | 432 |
| Securities issued by states & political subdivisions | $77,260,000 | 200 |
| Other domestic debt securities | $111,726,000 | 189 |
| Privately issued residential mortgage-backed securities | $55,835,000 | 187 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $53,891,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,055 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $3,590,000 | 579 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $382,988,000 | 175 |
| Mortgage-backed securities | $220,903,000 | 298 |
| Certificates of participation in pools of residential mortgages | $85,825,000 | 434 |
| Issued or guaranteed by U.S. | $85,825,000 | 429 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $135,078,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $79,243,000 | 210 |
| Privately issued | $55,835,000 | 174 |
| 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) | $390,621,000 | 289 |
| Total debt securities | $387,021,000 | 332 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $277,266,000 | 457 |
| U.S. Government securities | $76,689,000 | 1,121 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $76,689,000 | 1,090 |
| Securities issued by states & political subdivisions | $87,991,000 | 174 |
| Other domestic debt securities | $109,031,000 | 190 |
| Privately issued residential mortgage-backed securities | $45,989,000 | 198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $61,042,000 | 47 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,036 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $3,555,000 | 562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $274,834,000 | 232 |
| Mortgage-backed securities | $120,714,000 | 466 |
| Certificates of participation in pools of residential mortgages | $52,432,000 | 624 |
| Issued or guaranteed by U.S. | $52,432,000 | 616 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $68,282,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $22,293,000 | 505 |
| Privately issued | $45,989,000 | 190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $277,266,000 | 383 |
| Total debt securities | $273,711,000 | 449 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $281,450,000 | 444 |
| U.S. Government securities | $82,970,000 | 1,050 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $82,970,000 | 1,014 |
| Securities issued by states & political subdivisions | $78,900,000 | 197 |
| Other domestic debt securities | $116,001,000 | 185 |
| Privately issued residential mortgage-backed securities | $50,319,000 | 187 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $63,682,000 | 44 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 998 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $3,579,000 | 571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $250,404,000 | 259 |
| Mortgage-backed securities | $131,372,000 | 445 |
| Certificates of participation in pools of residential mortgages | $57,327,000 | 576 |
| Issued or guaranteed by U.S. | $57,327,000 | 566 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $74,045,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $23,726,000 | 480 |
| Privately issued | $50,319,000 | 176 |
| 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) | $281,450,000 | 379 |
| Total debt securities | $277,871,000 | 435 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $282,987,000 | 450 |
| U.S. Government securities | $83,377,000 | 1,059 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $83,377,000 | 1,029 |
| Securities issued by states & political subdivisions | $68,224,000 | 225 |
| Other domestic debt securities | $127,803,000 | 171 |
| Privately issued residential mortgage-backed securities | $57,434,000 | 177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $68,369,000 | 41 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,023 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $3,583,000 | 567 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $249,577,000 | 259 |
| Mortgage-backed securities | $138,873,000 | 422 |
| Certificates of participation in pools of residential mortgages | $55,820,000 | 593 |
| Issued or guaranteed by U.S. | $55,820,000 | 582 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $83,053,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $25,619,000 | 460 |
| Privately issued | $57,434,000 | 165 |
| 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) | $282,987,000 | 380 |
| Total debt securities | $279,403,000 | 444 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $305,777,000 | 423 |
| U.S. Government securities | $84,919,000 | 1,059 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $84,919,000 | 1,027 |
| Securities issued by states & political subdivisions | $64,480,000 | 234 |
| Other domestic debt securities | $151,467,000 | 151 |
| Privately issued residential mortgage-backed securities | $63,932,000 | 164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $85,535,000 | 37 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,044 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $4,911,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $292,801,000 | 231 |
| Mortgage-backed securities | $146,926,000 | 407 |
| Certificates of participation in pools of residential mortgages | $55,646,000 | 605 |
| Issued or guaranteed by U.S. | $55,646,000 | 595 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $91,280,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $27,348,000 | 453 |
| Privately issued | $63,932,000 | 151 |
| 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) | $305,777,000 | 360 |
| Total debt securities | $300,866,000 | 413 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $325,827,000 | 407 |
| U.S. Government securities | $87,537,000 | 1,036 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $87,537,000 | 1,004 |
| Securities issued by states & political subdivisions | $59,219,000 | 268 |
| Other domestic debt securities | $173,986,000 | 150 |
| Privately issued residential mortgage-backed securities | $69,743,000 | 157 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $102,243,000 | 38 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,048 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $5,085,000 | 471 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $312,673,000 | 218 |
| Mortgage-backed securities | $155,356,000 | 402 |
| Certificates of participation in pools of residential mortgages | $56,394,000 | 611 |
| Issued or guaranteed by U.S. | $56,394,000 | 602 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $98,962,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $29,219,000 | 433 |
| Privately issued | $69,743,000 | 144 |
| 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) | $325,827,000 | 346 |
| Total debt securities | $320,742,000 | 408 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $342,185,000 | 399 |
| U.S. Government securities | $86,402,000 | 1,053 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $86,402,000 | 1,012 |
| Securities issued by states & political subdivisions | $54,485,000 | 293 |
| Other domestic debt securities | $193,685,000 | 142 |
| Privately issued residential mortgage-backed securities | $76,213,000 | 149 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $111,709,000 | 35 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,763,000 | 618 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $7,613,000 | 349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $320,913,000 | 220 |
| Mortgage-backed securities | $160,738,000 | 401 |
| Certificates of participation in pools of residential mortgages | $53,339,000 | 647 |
| Issued or guaranteed by U.S. | $53,339,000 | 641 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $107,399,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $31,186,000 | 419 |
| Privately issued | $76,213,000 | 135 |
| 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) | $342,185,000 | 335 |
| Total debt securities | $334,572,000 | 401 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $349,099,000 | 401 |
| U.S. Government securities | $90,886,000 | 1,012 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $90,886,000 | 977 |
| Securities issued by states & political subdivisions | $52,425,000 | 310 |
| Other domestic debt securities | $198,215,000 | 138 |
| Privately issued residential mortgage-backed securities | $78,490,000 | 148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $113,965,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,760,000 | 641 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $7,573,000 | 356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $318,886,000 | 215 |
| Mortgage-backed securities | $167,482,000 | 392 |
| Certificates of participation in pools of residential mortgages | $55,312,000 | 635 |
| Issued or guaranteed by U.S. | $55,312,000 | 627 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $112,170,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $33,680,000 | 404 |
| Privately issued | $78,490,000 | 135 |
| 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) | $349,099,000 | 340 |
| Total debt securities | $341,522,000 | 400 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $330,833,000 | 424 |
| U.S. Government securities | $93,251,000 | 989 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $93,251,000 | 959 |
| Securities issued by states & political subdivisions | $44,977,000 | 379 |
| Other domestic debt securities | $181,578,000 | 149 |
| Privately issued residential mortgage-backed securities | $67,284,000 | 157 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $108,652,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,642,000 | 669 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $11,027,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $306,060,000 | 232 |
| Mortgage-backed securities | $158,613,000 | 418 |
| Certificates of participation in pools of residential mortgages | $54,818,000 | 650 |
| Issued or guaranteed by U.S. | $54,818,000 | 643 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $103,795,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $36,511,000 | 375 |
| Privately issued | $67,284,000 | 146 |
| 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) | $330,833,000 | 356 |
| Total debt securities | $319,801,000 | 425 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $286,092,000 | 477 |
| U.S. Government securities | $87,337,000 | 1,036 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $87,337,000 | 1,000 |
| Securities issued by states & political subdivisions | $42,104,000 | 399 |
| Other domestic debt securities | $145,323,000 | 168 |
| Privately issued residential mortgage-backed securities | $50,599,000 | 177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $88,890,000 | 38 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,834,000 | 667 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $11,328,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $262,905,000 | 242 |
| Mortgage-backed securities | $135,999,000 | 464 |
| Certificates of participation in pools of residential mortgages | $45,280,000 | 767 |
| Issued or guaranteed by U.S. | $45,280,000 | 761 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $90,719,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $40,120,000 | 358 |
| Privately issued | $50,599,000 | 167 |
| 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) | $286,092,000 | 406 |
| Total debt securities | $274,763,000 | 485 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $195,993,000 | 662 |
| U.S. Government securities | $72,490,000 | 1,250 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $72,490,000 | 1,199 |
| Securities issued by states & political subdivisions | $28,781,000 | 627 |
| Other domestic debt securities | $82,938,000 | 225 |
| Privately issued residential mortgage-backed securities | $30,454,000 | 230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,687,000 | 53 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,797,000 | 692 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $11,784,000 | 266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $180,938,000 | 314 |
| Mortgage-backed securities | $100,975,000 | 578 |
| Certificates of participation in pools of residential mortgages | $20,763,000 | 1,399 |
| Issued or guaranteed by U.S. | $20,763,000 | 1,386 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $80,212,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $49,758,000 | 319 |
| Privately issued | $30,454,000 | 216 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $195,993,000 | 546 |
| Total debt securities | $184,208,000 | 687 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $169,904,000 | 753 |
| U.S. Government securities | $68,262,000 | 1,373 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $68,262,000 | 1,312 |
| Securities issued by states & political subdivisions | $19,036,000 | 1,005 |
| Other domestic debt securities | $70,906,000 | 241 |
| Privately issued residential mortgage-backed securities | $22,765,000 | 264 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,150,000 | 53 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,991,000 | 927 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $11,700,000 | 270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $96,931,000 | 538 |
| Mortgage-backed securities | $89,103,000 | 642 |
| Certificates of participation in pools of residential mortgages | $17,473,000 | 1,623 |
| Issued or guaranteed by U.S. | $17,473,000 | 1,609 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $71,630,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $48,865,000 | 336 |
| Privately issued | $22,765,000 | 247 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $169,904,000 | 634 |
| Total debt securities | $158,203,000 | 788 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $64,960,000 | 1,916 |
| U.S. Government securities | $20,416,000 | 3,829 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,416,000 | 3,693 |
| Securities issued by states & political subdivisions | $17,032,000 | 1,124 |
| Other domestic debt securities | $27,512,000 | 444 |
| Privately issued residential mortgage-backed securities | $2,646,000 | 582 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,866,000 | 69 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,429 |
| 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 | $60,032,000 | 816 |
| Mortgage-backed securities | $21,089,000 | 1,867 |
| Certificates of participation in pools of residential mortgages | $18,443,000 | 1,572 |
| Issued or guaranteed by U.S. | $18,443,000 | 1,561 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,646,000 | 1,993 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $2,646,000 | 542 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $64,960,000 | 1,605 |
| Total debt securities | $64,959,000 | 1,869 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $63,719,000 | 1,941 |
| U.S. Government securities | $23,752,000 | 3,410 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $23,752,000 | 3,288 |
| Securities issued by states & political subdivisions | $14,575,000 | 1,371 |
| Other domestic debt securities | $25,392,000 | 465 |
| Privately issued residential mortgage-backed securities | $910,000 | 727 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,482,000 | 78 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,479 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $60,430,000 | 802 |
| Mortgage-backed securities | $21,177,000 | 1,868 |
| Certificates of participation in pools of residential mortgages | $20,183,000 | 1,473 |
| Issued or guaranteed by U.S. | $20,183,000 | 1,462 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $994,000 | 2,677 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 3,212 |
| Privately issued | $910,000 | 673 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $63,719,000 | 1,628 |
| Total debt securities | $63,717,000 | 1,883 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $59,041,000 | 2,110 |
| U.S. Government securities | $26,258,000 | 3,195 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $26,258,000 | 3,077 |
| Securities issued by states & political subdivisions | $11,931,000 | 1,641 |
| Other domestic debt securities | $20,852,000 | 531 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,852,000 | 82 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,558 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $56,162,000 | 834 |
| Mortgage-backed securities | $20,851,000 | 1,918 |
| Certificates of participation in pools of residential mortgages | $20,588,000 | 1,477 |
| Issued or guaranteed by U.S. | $20,588,000 | 1,465 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $263,000 | 3,320 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 3,044 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $59,041,000 | 1,780 |
| Total debt securities | $59,045,000 | 2,061 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $24,639,000 | 4,192 |
| U.S. Government securities | $6,379,000 | 6,719 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,379,000 | 6,559 |
| Securities issued by states & political subdivisions | $12,760,000 | 1,549 |
| Other domestic debt securities | $5,500,000 | 1,201 |
| Privately issued residential mortgage-backed securities | $3,500,000 | 510 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,656 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,583,000 | 2,135 |
| Mortgage-backed securities | $7,873,000 | 3,388 |
| Certificates of participation in pools of residential mortgages | $3,868,000 | 3,806 |
| Issued or guaranteed by U.S. | $3,868,000 | 3,797 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,005,000 | 1,787 |
| CMOs issued by government agencies or sponsored agencies | $505,000 | 2,880 |
| Privately issued | $3,500,000 | 480 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $24,639,000 | 3,646 |
| Total debt securities | $24,638,000 | 4,119 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $17,280,000 | 5,217 |
| U.S. Government securities | $2,889,000 | 7,948 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,889,000 | 7,768 |
| Securities issued by states & political subdivisions | $12,391,000 | 1,602 |
| Other domestic debt securities | $2,000,000 | 2,026 |
| 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 | $2,000,000 | 1,757 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,269,000 | 2,417 |
| Mortgage-backed securities | $933,000 | 5,838 |
| Certificates of participation in pools of residential mortgages | $424,000 | 5,853 |
| Issued or guaranteed by U.S. | $424,000 | 5,835 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $509,000 | 3,150 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 2,998 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $17,280,000 | 4,552 |
| Total debt securities | $17,280,000 | 5,136 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $15,587,000 | 5,435 |
| U.S. Government securities | $3,188,000 | 7,752 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,188,000 | 7,567 |
| Securities issued by states & political subdivisions | $12,399,000 | 1,597 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,382,000 | 2,292 |
| Mortgage-backed securities | $1,228,000 | 5,620 |
| Certificates of participation in pools of residential mortgages | $524,000 | 5,765 |
| Issued or guaranteed by U.S. | $524,000 | 5,743 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $704,000 | 3,029 |
| CMOs issued by government agencies or sponsored agencies | $704,000 | 2,883 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $15,587,000 | 4,755 |
| Total debt securities | $15,586,000 | 5,346 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $13,285,000 | 5,816 |
| U.S. Government securities | $1,837,000 | 8,278 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,837,000 | 8,107 |
| Securities issued by states & political subdivisions | $11,448,000 | 1,678 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,835,000 | 5,954 |
| Mortgage-backed securities | $1,434,000 | 5,623 |
| Certificates of participation in pools of residential mortgages | $724,000 | 5,616 |
| Issued or guaranteed by U.S. | $724,000 | 5,594 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $710,000 | 3,261 |
| CMOs issued by government agencies or sponsored agencies | $710,000 | 3,098 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $13,285,000 | 5,087 |
| Total debt securities | $13,285,000 | 5,721 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $2,584,000 | 8,492 |
| U.S. Government securities | $2,225,000 | 8,189 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,225,000 | 8,018 |
| Securities issued by states & political subdivisions | $359,000 | 6,033 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,216,000 | 5,729 |
| Mortgage-backed securities | $1,817,000 | 5,412 |
| Certificates of participation in pools of residential mortgages | $982,000 | 5,397 |
| Issued or guaranteed by U.S. | $982,000 | 5,377 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $835,000 | 3,253 |
| CMOs issued by government agencies or sponsored agencies | $835,000 | 3,100 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,584,000 | 7,634 |
| Total debt securities | $2,581,000 | 8,411 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $3,589,000 | 8,249 |
| U.S. Government securities | $3,589,000 | 7,688 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,589,000 | 7,478 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,589,000 | 5,020 |
| Mortgage-backed securities | $2,171,000 | 5,233 |
| Certificates of participation in pools of residential mortgages | $1,181,000 | 5,202 |
| Issued or guaranteed by U.S. | $1,181,000 | 5,183 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $990,000 | 3,183 |
| CMOs issued by government agencies or sponsored agencies | $990,000 | 3,046 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $3,589,000 | 7,360 |
| Total debt securities | $3,589,000 | 8,164 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $4,594,000 | 8,054 |
| U.S. Government securities | $4,594,000 | 7,395 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,594,000 | 7,141 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,877,000 | 4,892 |
| Mortgage-backed securities | $1,031,000 | 5,857 |
| Certificates of participation in pools of residential mortgages | $1,031,000 | 5,172 |
| Issued or guaranteed by U.S. | $1,031,000 | 5,148 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,000 | 5,058 |
| Available-for-sale securities (fair market value) | $4,587,000 | 7,101 |
| Total debt securities | $4,594,000 | 7,947 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $7,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $5,777,000 | 8,093 |
| U.S. Government securities | $5,050,000 | 7,724 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,050,000 | 7,377 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $727,000 | 3,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,361,000 | 4,926 |
| Mortgage-backed securities | $2,421,000 | 4,530 |
| Certificates of participation in pools of residential mortgages | $2,421,000 | 3,688 |
| Issued or guaranteed by U.S. | $2,421,000 | 3,674 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $248,000 | 5,218 |
| Available-for-sale securities (fair market value) | $5,529,000 | 7,070 |
| Total debt securities | $5,050,000 | 8,207 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $1,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank |
| Total securities | $3,201,000 | 9,267 |
| U.S. Government securities | $2,683,000 | 9,053 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,683,000 | 8,589 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $518,000 | 3,652 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,338,000 | 6,125 |
| Mortgage-backed securities | $345,000 | 6,698 |
| Certificates of participation in pools of residential mortgages | $345,000 | 6,034 |
| Issued or guaranteed by U.S. | $345,000 | 6,020 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $345,000 | 5,524 |
| Available-for-sale securities (fair market value) | $2,856,000 | 8,133 |
| Total debt securities | $2,683,000 | 9,325 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $7,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
