| 2023-12-31 | Rank |
| Total securities | $0 | 4,456 |
| U.S. Government securities | $0 | 4,378 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $544,670,000 | 262 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $292,000 | 567 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | $1,910,000 | 159 |
| Equity securities | $0 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4 | 3,878 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | NA | NA |
| Privately issued | $1,000 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | NA | NA |
| Structured notes |
| Amortized cost | NA | NA |
| 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 | $55,500 | 158 |
| 2023-09-30 | Rank |
| Total securities | $227,473,000 | 864 |
| U.S. Government securities | $227,473,000 | 605 |
| U.S. Treasury securities | $29,880,000 | 731 |
| U.S. Government agency obligations | $197,593,000 | 590 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| 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 | $14,993,000 | 2,586 |
| Mortgage-backed securities | $128,623,000 | 618 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $123,527,000 | 412 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,451,000 | 1,997 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $3,645,000 | 780 |
| Held to maturity securities (book value) | $122,527,000 | 347 |
| Available-for-sale securities (fair market value) | $104,946,000 | 1,437 |
| Total debt securities | $227,472,000 | 852 |
| Structured notes |
| Amortized cost | $1,550,000 | 686 |
| Fair value | $1,498,000 | 672 |
| 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 | $233,872,000 | 863 |
| U.S. Government securities | $233,872,000 | 594 |
| U.S. Treasury securities | $29,669,000 | 734 |
| U.S. Government agency obligations | $204,203,000 | 582 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| 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 | $26,591,000 | 2,023 |
| Mortgage-backed securities | $135,235,000 | 615 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $129,991,000 | 413 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,590,000 | 1,971 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $3,654,000 | 788 |
| Held to maturity securities (book value) | $125,025,000 | 338 |
| Available-for-sale securities (fair market value) | $108,847,000 | 1,441 |
| Total debt securities | $233,872,000 | 852 |
| Structured notes |
| Amortized cost | $1,550,000 | 727 |
| Fair value | $1,497,000 | 719 |
| 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 | $241,767,000 | 874 |
| U.S. Government securities | $241,767,000 | 597 |
| U.S. Treasury securities | $29,838,000 | 776 |
| U.S. Government agency obligations | $211,929,000 | 558 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| 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 | $32,228,000 | 1,769 |
| Mortgage-backed securities | $139,307,000 | 634 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $133,912,000 | 420 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,734,000 | 1,980 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $3,661,000 | 804 |
| Held to maturity securities (book value) | $126,411,000 | 352 |
| Available-for-sale securities (fair market value) | $115,356,000 | 1,440 |
| Total debt securities | $241,768,000 | 863 |
| Structured notes |
| Amortized cost | $9,550,000 | 216 |
| Fair value | $9,337,000 | 192 |
| 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 | $255,366,000 | 848 |
| U.S. Government securities | $255,366,000 | 586 |
| U.S. Treasury securities | $33,403,000 | 761 |
| U.S. Government agency obligations | $221,963,000 | 540 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| 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 | $24,831,000 | 1,941 |
| Mortgage-backed securities | $142,790,000 | 626 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $137,109,000 | 417 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,893,000 | 1,958 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $120,000 | 1,525 |
| Other commercial mortgage-backed securities | $3,668,000 | 803 |
| Held to maturity securities (book value) | $129,093,000 | 358 |
| Available-for-sale securities (fair market value) | $126,273,000 | 1,357 |
| Total debt securities | $255,366,000 | 837 |
| Structured notes |
| Amortized cost | $9,547,000 | 229 |
| Fair value | $9,224,000 | 207 |
| 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 | $228,968,000 | 943 |
| U.S. Government securities | $228,968,000 | 641 |
| U.S. Treasury securities | $27,544,000 | 896 |
| U.S. Government agency obligations | $201,424,000 | 577 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| 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 | $30,846,000 | 1,657 |
| Mortgage-backed securities | $146,511,000 | 621 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $140,571,000 | 415 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,098,000 | 1,923 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $169,000 | 1,526 |
| Other commercial mortgage-backed securities | $3,673,000 | 833 |
| Held to maturity securities (book value) | $112,578,000 | 371 |
| Available-for-sale securities (fair market value) | $116,390,000 | 1,450 |
| Total debt securities | $228,968,000 | 932 |
| Structured notes |
| Amortized cost | $9,543,000 | 220 |
| Fair value | $9,193,000 | 198 |
| 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 | $236,732,000 | 930 |
| U.S. Government securities | $236,732,000 | 625 |
| U.S. Treasury securities | $28,185,000 | 863 |
| U.S. Government agency obligations | $208,547,000 | 578 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $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 | $32,119,000 | 1,588 |
| Mortgage-backed securities | $156,373,000 | 600 |
| Certificates of participation in pools of residential mortgages | $149,843,000 | 400 |
| Issued or guaranteed by U.S. | $149,843,000 | 397 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,314,000 | 1,979 |
| CMOs issued by government agencies or sponsored agencies | $2,314,000 | 1,907 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,216,000 | 1,245 |
| Commercial mortgage pass-through securities | $521,000 | 1,365 |
| Other commercial mortgage-backed securities | $3,695,000 | 892 |
| Held to maturity securities (book value) | $112,754,000 | 337 |
| Available-for-sale securities (fair market value) | $123,978,000 | 1,441 |
| Total debt securities | $236,730,000 | 922 |
| Structured notes |
| Amortized cost | $9,540,000 | 204 |
| Fair value | $9,399,000 | 184 |
| 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 | $208,582,000 | 1,036 |
| U.S. Government securities | $208,582,000 | 685 |
| U.S. Treasury securities | $26,967,000 | 786 |
| U.S. Government agency obligations | $181,615,000 | 645 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $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 | $36,168,000 | 1,445 |
| Mortgage-backed securities | $148,614,000 | 649 |
| Certificates of participation in pools of residential mortgages | $141,471,000 | 437 |
| Issued or guaranteed by U.S. | $141,471,000 | 435 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,621,000 | 1,925 |
| CMOs issued by government agencies or sponsored agencies | $2,621,000 | 1,858 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $4,522,000 | 1,208 |
| Commercial mortgage pass-through securities | $642,000 | 1,318 |
| Other commercial mortgage-backed securities | $3,880,000 | 867 |
| Held to maturity securities (book value) | $96,360,000 | 338 |
| Available-for-sale securities (fair market value) | $112,222,000 | 1,540 |
| Total debt securities | $208,583,000 | 1,025 |
| Structured notes |
| Amortized cost | $4,987,000 | 345 |
| Fair value | $4,933,000 | 316 |
| 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 | $159,311,000 | 1,268 |
| U.S. Government securities | $159,311,000 | 810 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $159,311,000 | 722 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $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 | $39,339,000 | 1,368 |
| Mortgage-backed securities | $156,903,000 | 609 |
| Certificates of participation in pools of residential mortgages | $148,754,000 | 423 |
| Issued or guaranteed by U.S. | $148,754,000 | 421 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,991,000 | 1,843 |
| CMOs issued by government agencies or sponsored agencies | $2,991,000 | 1,789 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $5,158,000 | 1,137 |
| Commercial mortgage pass-through securities | $932,000 | 1,240 |
| Other commercial mortgage-backed securities | $4,226,000 | 823 |
| Held to maturity securities (book value) | $38,061,000 | 427 |
| Available-for-sale securities (fair market value) | $121,250,000 | 1,425 |
| Total debt securities | $159,312,000 | 1,249 |
| 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 | $158,413,000 | 1,197 |
| U.S. Government securities | $158,413,000 | 773 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $158,413,000 | 704 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $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 | $42,793,000 | 1,266 |
| Mortgage-backed securities | $155,630,000 | 597 |
| Certificates of participation in pools of residential mortgages | $146,481,000 | 412 |
| Issued or guaranteed by U.S. | $146,481,000 | 411 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,445,000 | 1,783 |
| CMOs issued by government agencies or sponsored agencies | $3,445,000 | 1,738 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $5,704,000 | 1,109 |
| Commercial mortgage pass-through securities | $972,000 | 1,239 |
| Other commercial mortgage-backed securities | $4,732,000 | 796 |
| Held to maturity securities (book value) | $41,642,000 | 379 |
| Available-for-sale securities (fair market value) | $116,771,000 | 1,414 |
| Total debt securities | $158,413,000 | 1,183 |
| 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 | $147,920,000 | 1,220 |
| U.S. Government securities | $147,920,000 | 773 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $147,920,000 | 709 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $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 | $46,117,000 | 1,170 |
| Mortgage-backed securities | $145,011,000 | 603 |
| Certificates of participation in pools of residential mortgages | $135,008,000 | 416 |
| Issued or guaranteed by U.S. | $135,008,000 | 412 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,041,000 | 1,656 |
| CMOs issued by government agencies or sponsored agencies | $4,041,000 | 1,616 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $5,962,000 | 1,062 |
| Commercial mortgage pass-through securities | $1,149,000 | 1,161 |
| Other commercial mortgage-backed securities | $4,813,000 | 775 |
| Held to maturity securities (book value) | $40,933,000 | 364 |
| Available-for-sale securities (fair market value) | $106,987,000 | 1,454 |
| Total debt securities | $147,921,000 | 1,202 |
| 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 | $109,276,000 | 1,438 |
| U.S. Government securities | $109,276,000 | 884 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $109,276,000 | 833 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $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 | $41,708,000 | 1,217 |
| Mortgage-backed securities | $106,111,000 | 730 |
| Certificates of participation in pools of residential mortgages | $95,516,000 | 514 |
| Issued or guaranteed by U.S. | $95,516,000 | 504 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,638,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $4,638,000 | 1,504 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $5,957,000 | 1,035 |
| Commercial mortgage pass-through securities | $1,157,000 | 1,142 |
| Other commercial mortgage-backed securities | $4,800,000 | 739 |
| Held to maturity securities (book value) | $45,662,000 | 321 |
| Available-for-sale securities (fair market value) | $63,614,000 | 1,984 |
| Total debt securities | $109,277,000 | 1,424 |
| 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 | $100,065,000 | 1,422 |
| U.S. Government securities | $100,065,000 | 872 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $100,065,000 | 825 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $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 | $42,266,000 | 1,192 |
| Mortgage-backed securities | $96,801,000 | 721 |
| Certificates of participation in pools of residential mortgages | $89,811,000 | 488 |
| Issued or guaranteed by U.S. | $89,811,000 | 482 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,826,000 | 1,423 |
| CMOs issued by government agencies or sponsored agencies | $5,826,000 | 1,379 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,164,000 | 1,598 |
| Commercial mortgage pass-through securities | $1,164,000 | 1,099 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $50,650,000 | 283 |
| Available-for-sale securities (fair market value) | $49,415,000 | 2,204 |
| Total debt securities | $100,065,000 | 1,406 |
| 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 | $99,013,000 | 1,362 |
| U.S. Government securities | $99,013,000 | 845 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $99,013,000 | 800 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $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 | $50,092,000 | 1,025 |
| Mortgage-backed securities | $93,147,000 | 696 |
| Certificates of participation in pools of residential mortgages | $82,043,000 | 496 |
| Issued or guaranteed by U.S. | $82,043,000 | 485 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,713,000 | 1,269 |
| CMOs issued by government agencies or sponsored agencies | $7,713,000 | 1,234 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,391,000 | 1,192 |
| Commercial mortgage pass-through securities | $3,391,000 | 760 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $60,800,000 | 247 |
| Available-for-sale securities (fair market value) | $38,213,000 | 2,433 |
| Total debt securities | $99,012,000 | 1,346 |
| 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 | $92,312,000 | 1,387 |
| U.S. Government securities | $92,312,000 | 872 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $92,312,000 | 820 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $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 | $50,546,000 | 1,021 |
| Mortgage-backed securities | $85,292,000 | 758 |
| Certificates of participation in pools of residential mortgages | $72,067,000 | 540 |
| Issued or guaranteed by U.S. | $72,067,000 | 529 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,813,000 | 1,159 |
| CMOs issued by government agencies or sponsored agencies | $9,813,000 | 1,122 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $3,412,000 | 1,167 |
| Commercial mortgage pass-through securities | $3,412,000 | 744 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $61,108,000 | 252 |
| Available-for-sale securities (fair market value) | $31,204,000 | 2,659 |
| Total debt securities | $92,313,000 | 1,375 |
| 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 | $80,496,000 | 1,485 |
| U.S. Government securities | $80,496,000 | 975 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $80,496,000 | 918 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $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 | $56,490,000 | 892 |
| Mortgage-backed securities | $75,681,000 | 829 |
| Certificates of participation in pools of residential mortgages | $60,299,000 | 608 |
| Issued or guaranteed by U.S. | $60,299,000 | 592 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $11,815,000 | 1,076 |
| CMOs issued by government agencies or sponsored agencies | $11,815,000 | 1,043 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,567,000 | 1,137 |
| Commercial mortgage pass-through securities | $3,567,000 | 719 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $57,241,000 | 264 |
| Available-for-sale securities (fair market value) | $23,255,000 | 2,934 |
| Total debt securities | $80,497,000 | 1,471 |
| 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 | $79,329,000 | 1,513 |
| U.S. Government securities | $79,329,000 | 1,013 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $79,329,000 | 956 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $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 | $55,748,000 | 884 |
| Mortgage-backed securities | $78,045,000 | 806 |
| Certificates of participation in pools of residential mortgages | $60,581,000 | 591 |
| Issued or guaranteed by U.S. | $60,581,000 | 577 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $13,738,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $13,738,000 | 949 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,726,000 | 1,093 |
| Commercial mortgage pass-through securities | $3,726,000 | 697 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $59,677,000 | 274 |
| Available-for-sale securities (fair market value) | $19,652,000 | 3,149 |
| Total debt securities | $79,328,000 | 1,501 |
| 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 | $80,263,000 | 1,489 |
| U.S. Government securities | $80,263,000 | 1,005 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $80,263,000 | 944 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $54,841,000 | 902 |
| Mortgage-backed securities | $78,776,000 | 775 |
| Certificates of participation in pools of residential mortgages | $57,727,000 | 593 |
| Issued or guaranteed by U.S. | $57,727,000 | 579 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $17,226,000 | 875 |
| CMOs issued by government agencies or sponsored agencies | $17,226,000 | 848 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,823,000 | 1,070 |
| Commercial mortgage pass-through securities | $3,823,000 | 690 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $63,246,000 | 273 |
| Available-for-sale securities (fair market value) | $17,017,000 | 3,336 |
| Total debt securities | $80,263,000 | 1,476 |
| 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 | $87,299,000 | 1,423 |
| U.S. Government securities | $87,299,000 | 963 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $87,299,000 | 910 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,742,000 | 899 |
| Mortgage-backed securities | $85,479,000 | 722 |
| Certificates of participation in pools of residential mortgages | $60,746,000 | 581 |
| Issued or guaranteed by U.S. | $60,746,000 | 577 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $20,888,000 | 770 |
| CMOs issued by government agencies or sponsored agencies | $20,888,000 | 734 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,845,000 | 1,050 |
| Commercial mortgage pass-through securities | $3,845,000 | 696 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $66,717,000 | 277 |
| Available-for-sale securities (fair market value) | $20,582,000 | 3,188 |
| Total debt securities | $87,298,000 | 1,410 |
| 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 | $92,359,000 | 1,374 |
| U.S. Government securities | $92,359,000 | 924 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $92,359,000 | 870 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $57,265,000 | 902 |
| Mortgage-backed securities | $90,524,000 | 680 |
| Certificates of participation in pools of residential mortgages | $63,831,000 | 563 |
| Issued or guaranteed by U.S. | $63,831,000 | 560 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $21,565,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $21,565,000 | 696 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $5,128,000 | 869 |
| Commercial mortgage pass-through securities | $5,128,000 | 583 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $70,018,000 | 274 |
| Available-for-sale securities (fair market value) | $22,341,000 | 3,110 |
| Total debt securities | $92,359,000 | 1,358 |
| 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 | $95,923,000 | 1,338 |
| U.S. Government securities | $95,883,000 | 890 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $95,883,000 | 839 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $40,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $40,000 | 578 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $59,541,000 | 878 |
| Mortgage-backed securities | $94,074,000 | 663 |
| Certificates of participation in pools of residential mortgages | $66,734,000 | 554 |
| Issued or guaranteed by U.S. | $66,734,000 | 550 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $22,140,000 | 714 |
| CMOs issued by government agencies or sponsored agencies | $22,100,000 | 682 |
| Privately issued | $40,000 | 425 |
| Commercial mortgage-backed securities | $5,200,000 | 848 |
| Commercial mortgage pass-through securities | $5,200,000 | 574 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $73,124,000 | 282 |
| Available-for-sale securities (fair market value) | $22,799,000 | 3,127 |
| Total debt securities | $95,922,000 | 1,323 |
| 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 | $99,648,000 | 1,290 |
| U.S. Government securities | $99,608,000 | 863 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $99,608,000 | 812 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $40,000 | 1,956 |
| Privately issued residential mortgage-backed securities | $40,000 | 528 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $66,133,000 | 794 |
| Mortgage-backed securities | $97,784,000 | 646 |
| Certificates of participation in pools of residential mortgages | $69,870,000 | 530 |
| Issued or guaranteed by U.S. | $69,870,000 | 528 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $22,648,000 | 689 |
| CMOs issued by government agencies or sponsored agencies | $22,608,000 | 661 |
| Privately issued | $40,000 | 431 |
| Commercial mortgage-backed securities | $5,266,000 | 840 |
| Commercial mortgage pass-through securities | $5,266,000 | 561 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $76,469,000 | 280 |
| Available-for-sale securities (fair market value) | $23,179,000 | 3,126 |
| Total debt securities | $99,647,000 | 1,269 |
| 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 | $116,292,000 | 1,151 |
| U.S. Government securities | $116,249,000 | 751 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $116,249,000 | 710 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $43,000 | 2,155 |
| Privately issued residential mortgage-backed securities | $43,000 | 804 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $69,518,000 | 780 |
| Mortgage-backed securities | $113,844,000 | 573 |
| Certificates of participation in pools of residential mortgages | $78,757,000 | 498 |
| Issued or guaranteed by U.S. | $78,757,000 | 491 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $23,688,000 | 678 |
| CMOs issued by government agencies or sponsored agencies | $23,645,000 | 645 |
| Privately issued | $43,000 | 446 |
| Commercial mortgage-backed securities | $11,399,000 | 569 |
| Commercial mortgage pass-through securities | $11,399,000 | 347 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $91,657,000 | 248 |
| Available-for-sale securities (fair market value) | $24,635,000 | 3,067 |
| Total debt securities | $116,291,000 | 1,131 |
| 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 | $110,221,000 | 1,216 |
| U.S. Government securities | $110,134,000 | 809 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $110,134,000 | 768 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $87,000 | 1,954 |
| Privately issued residential mortgage-backed securities | $87,000 | 461 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $59,443,000 | 912 |
| Mortgage-backed securities | $107,631,000 | 606 |
| Certificates of participation in pools of residential mortgages | $83,955,000 | 490 |
| Issued or guaranteed by U.S. | $83,955,000 | 489 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,026,000 | 1,038 |
| CMOs issued by government agencies or sponsored agencies | $11,939,000 | 1,000 |
| Privately issued | $87,000 | 426 |
| Commercial mortgage-backed securities | $11,650,000 | 496 |
| Commercial mortgage pass-through securities | $11,650,000 | 266 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $97,274,000 | 247 |
| Available-for-sale securities (fair market value) | $12,947,000 | 3,920 |
| Total debt securities | $110,223,000 | 1,200 |
| 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 | $115,522,000 | 1,184 |
| U.S. Government securities | $115,426,000 | 783 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $115,426,000 | 745 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $96,000 | 1,954 |
| Privately issued residential mortgage-backed securities | $96,000 | 460 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $58,809,000 | 927 |
| Mortgage-backed securities | $112,791,000 | 588 |
| Certificates of participation in pools of residential mortgages | $88,301,000 | 472 |
| Issued or guaranteed by U.S. | $88,301,000 | 471 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $12,737,000 | 1,003 |
| CMOs issued by government agencies or sponsored agencies | $12,641,000 | 968 |
| Privately issued | $96,000 | 432 |
| Commercial mortgage-backed securities | $11,753,000 | 481 |
| Commercial mortgage pass-through securities | $11,753,000 | 266 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $101,847,000 | 241 |
| Available-for-sale securities (fair market value) | $13,675,000 | 3,919 |
| Total debt securities | $115,522,000 | 1,166 |
| 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 | $122,009,000 | 1,123 |
| U.S. Government securities | $121,902,000 | 756 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $121,902,000 | 718 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $107,000 | 1,966 |
| Privately issued residential mortgage-backed securities | $107,000 | 469 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $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 | $53,693,000 | 1,006 |
| Mortgage-backed securities | $118,903,000 | 557 |
| Certificates of participation in pools of residential mortgages | $93,469,000 | 439 |
| Issued or guaranteed by U.S. | $93,469,000 | 438 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $13,589,000 | 960 |
| CMOs issued by government agencies or sponsored agencies | $13,482,000 | 922 |
| Privately issued | $107,000 | 439 |
| Commercial mortgage-backed securities | $11,845,000 | 468 |
| Commercial mortgage pass-through securities | $11,845,000 | 263 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $107,567,000 | 237 |
| Available-for-sale securities (fair market value) | $14,442,000 | 3,904 |
| Total debt securities | $122,009,000 | 1,104 |
| 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 | $128,904,000 | 1,093 |
| U.S. Government securities | $128,789,000 | 733 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $128,789,000 | 693 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $115,000 | 2,000 |
| Privately issued residential mortgage-backed securities | $115,000 | 480 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $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 | $53,902,000 | 1,030 |
| Mortgage-backed securities | $125,630,000 | 535 |
| Certificates of participation in pools of residential mortgages | $99,254,000 | 420 |
| Issued or guaranteed by U.S. | $99,254,000 | 419 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,408,000 | 917 |
| CMOs issued by government agencies or sponsored agencies | $14,293,000 | 881 |
| Privately issued | $115,000 | 448 |
| Commercial mortgage-backed securities | $11,968,000 | 470 |
| Commercial mortgage pass-through securities | $11,968,000 | 257 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $113,795,000 | 236 |
| Available-for-sale securities (fair market value) | $15,109,000 | 3,879 |
| Total debt securities | $128,904,000 | 1,082 |
| 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 | $123,521,000 | 1,135 |
| U.S. Government securities | $123,393,000 | 778 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $123,393,000 | 742 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $128,000 | 2,050 |
| Privately issued residential mortgage-backed securities | $128,000 | 502 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $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 | $47,436,000 | 1,141 |
| Mortgage-backed securities | $120,079,000 | 571 |
| Certificates of participation in pools of residential mortgages | $98,010,000 | 440 |
| Issued or guaranteed by U.S. | $98,010,000 | 439 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,986,000 | 1,146 |
| CMOs issued by government agencies or sponsored agencies | $9,858,000 | 1,102 |
| Privately issued | $128,000 | 472 |
| Commercial mortgage-backed securities | $12,083,000 | 445 |
| Commercial mortgage pass-through securities | $12,083,000 | 248 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $117,629,000 | 238 |
| Available-for-sale securities (fair market value) | $5,892,000 | 4,735 |
| Total debt securities | $123,521,000 | 1,118 |
| 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 | $130,239,000 | 1,081 |
| U.S. Government securities | $130,102,000 | 724 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $130,102,000 | 687 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $137,000 | 2,064 |
| Privately issued residential mortgage-backed securities | $137,000 | 517 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,559,000 | 1,108 |
| Mortgage-backed securities | $126,608,000 | 527 |
| Certificates of participation in pools of residential mortgages | $103,781,000 | 410 |
| Issued or guaranteed by U.S. | $103,781,000 | 409 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,663,000 | 1,091 |
| CMOs issued by government agencies or sponsored agencies | $10,526,000 | 1,051 |
| Privately issued | $137,000 | 485 |
| Commercial mortgage-backed securities | $12,164,000 | 429 |
| Commercial mortgage pass-through securities | $12,164,000 | 243 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $123,963,000 | 227 |
| Available-for-sale securities (fair market value) | $6,276,000 | 4,713 |
| Total debt securities | $130,239,000 | 1,067 |
| 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 | $129,395,000 | 1,080 |
| U.S. Government securities | $129,248,000 | 718 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $129,248,000 | 684 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $147,000 | 2,068 |
| Privately issued residential mortgage-backed securities | $147,000 | 514 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $45,959,000 | 1,150 |
| Mortgage-backed securities | $125,582,000 | 542 |
| Certificates of participation in pools of residential mortgages | $103,603,000 | 411 |
| Issued or guaranteed by U.S. | $103,603,000 | 410 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,459,000 | 1,068 |
| CMOs issued by government agencies or sponsored agencies | $11,312,000 | 1,022 |
| Privately issued | $147,000 | 486 |
| Commercial mortgage-backed securities | $10,520,000 | 440 |
| Commercial mortgage pass-through securities | $10,520,000 | 238 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $124,392,000 | 227 |
| Available-for-sale securities (fair market value) | $5,003,000 | 4,898 |
| Total debt securities | $129,395,000 | 1,064 |
| 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 | $126,737,000 | 1,118 |
| U.S. Government securities | $126,579,000 | 742 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $126,579,000 | 709 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $158,000 | 2,098 |
| Privately issued residential mortgage-backed securities | $158,000 | 529 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $45,959,000 | 1,184 |
| Mortgage-backed securities | $124,770,000 | 549 |
| Certificates of participation in pools of residential mortgages | $110,581,000 | 388 |
| Issued or guaranteed by U.S. | $110,581,000 | 387 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,709,000 | 1,182 |
| CMOs issued by government agencies or sponsored agencies | $9,551,000 | 1,139 |
| Privately issued | $158,000 | 497 |
| Commercial mortgage-backed securities | $4,480,000 | 622 |
| Commercial mortgage pass-through securities | $4,480,000 | 369 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $121,365,000 | 239 |
| Available-for-sale securities (fair market value) | $5,372,000 | 4,914 |
| Total debt securities | $126,737,000 | 1,105 |
| 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 | $129,247,000 | 1,101 |
| U.S. Government securities | $129,077,000 | 745 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $129,077,000 | 713 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $170,000 | 2,112 |
| Privately issued residential mortgage-backed securities | $170,000 | 532 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $46,302,000 | 1,204 |
| Mortgage-backed securities | $127,129,000 | 538 |
| Certificates of participation in pools of residential mortgages | $117,015,000 | 369 |
| Issued or guaranteed by U.S. | $117,015,000 | 368 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,613,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $5,443,000 | 1,498 |
| Privately issued | $170,000 | 503 |
| Commercial mortgage-backed securities | $4,501,000 | 609 |
| Commercial mortgage pass-through securities | $4,501,000 | 350 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $123,452,000 | 239 |
| Available-for-sale securities (fair market value) | $5,795,000 | 4,925 |
| Total debt securities | $129,247,000 | 1,086 |
| 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 | $135,552,000 | 1,059 |
| U.S. Government securities | $135,372,000 | 734 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $135,372,000 | 701 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $180,000 | 2,097 |
| Privately issued residential mortgage-backed securities | $180,000 | 530 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $41,371,000 | 1,287 |
| Mortgage-backed securities | $133,054,000 | 512 |
| Certificates of participation in pools of residential mortgages | $122,564,000 | 354 |
| Issued or guaranteed by U.S. | $122,564,000 | 352 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,944,000 | 1,532 |
| CMOs issued by government agencies or sponsored agencies | $5,764,000 | 1,487 |
| Privately issued | $180,000 | 503 |
| Commercial mortgage-backed securities | $4,546,000 | 564 |
| Commercial mortgage pass-through securities | $4,546,000 | 331 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $129,459,000 | 233 |
| Available-for-sale securities (fair market value) | $6,093,000 | 4,939 |
| Total debt securities | $135,552,000 | 1,051 |
| 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 | $129,584,000 | 1,105 |
| U.S. Government securities | $129,381,000 | 759 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $129,381,000 | 723 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $203,000 | 2,116 |
| Privately issued residential mortgage-backed securities | $203,000 | 528 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,909,000 | 1,438 |
| Mortgage-backed securities | $126,927,000 | 526 |
| Certificates of participation in pools of residential mortgages | $116,052,000 | 368 |
| Issued or guaranteed by U.S. | $116,052,000 | 367 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,308,000 | 1,494 |
| CMOs issued by government agencies or sponsored agencies | $6,105,000 | 1,456 |
| Privately issued | $203,000 | 501 |
| Commercial mortgage-backed securities | $4,567,000 | 542 |
| Commercial mortgage pass-through securities | $4,567,000 | 326 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $122,993,000 | 243 |
| Available-for-sale securities (fair market value) | $6,591,000 | 4,968 |
| Total debt securities | $129,584,000 | 1,097 |
| 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 | $129,392,000 | 1,127 |
| U.S. Government securities | $129,166,000 | 784 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $129,166,000 | 747 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $226,000 | 2,120 |
| Privately issued residential mortgage-backed securities | $226,000 | 535 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $36,614,000 | 1,434 |
| Mortgage-backed securities | $126,577,000 | 543 |
| Certificates of participation in pools of residential mortgages | $117,310,000 | 363 |
| Issued or guaranteed by U.S. | $117,310,000 | 362 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,787,000 | 1,506 |
| CMOs issued by government agencies or sponsored agencies | $6,561,000 | 1,464 |
| Privately issued | $226,000 | 507 |
| Commercial mortgage-backed securities | $2,480,000 | 653 |
| Commercial mortgage pass-through securities | $2,480,000 | 391 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $122,415,000 | 238 |
| Available-for-sale securities (fair market value) | $6,977,000 | 5,018 |
| Total debt securities | $129,392,000 | 1,116 |
| 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 | $118,931,000 | 1,230 |
| U.S. Government securities | $118,693,000 | 847 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $118,693,000 | 814 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $238,000 | 2,175 |
| Privately issued residential mortgage-backed securities | $238,000 | 572 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,094,000 | 1,640 |
| Mortgage-backed securities | $115,846,000 | 581 |
| Certificates of participation in pools of residential mortgages | $108,551,000 | 391 |
| Issued or guaranteed by U.S. | $108,551,000 | 390 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $7,295,000 | 1,508 |
| CMOs issued by government agencies or sponsored agencies | $7,057,000 | 1,459 |
| Privately issued | $238,000 | 540 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $111,483,000 | 262 |
| Available-for-sale securities (fair market value) | $7,448,000 | 5,026 |
| Total debt securities | $118,931,000 | 1,212 |
| 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 | $114,729,000 | 1,264 |
| U.S. Government securities | $114,479,000 | 879 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $114,479,000 | 842 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $250,000 | 2,171 |
| Privately issued residential mortgage-backed securities | $250,000 | 572 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,897,000 | 1,658 |
| Mortgage-backed securities | $111,458,000 | 603 |
| Certificates of participation in pools of residential mortgages | $103,656,000 | 423 |
| Issued or guaranteed by U.S. | $103,656,000 | 422 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,802,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $7,552,000 | 1,437 |
| Privately issued | $250,000 | 542 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $110,386,000 | 259 |
| Available-for-sale securities (fair market value) | $4,343,000 | 5,455 |
| Total debt securities | $114,729,000 | 1,245 |
| 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 | $121,327,000 | 1,222 |
| U.S. Government securities | $120,767,000 | 846 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $120,767,000 | 813 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $560,000 | 1,982 |
| Privately issued residential mortgage-backed securities | $560,000 | 506 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $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 | $34,030,000 | 1,535 |
| Mortgage-backed securities | $117,770,000 | 584 |
| Certificates of participation in pools of residential mortgages | $109,063,000 | 401 |
| Issued or guaranteed by U.S. | $109,063,000 | 401 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,707,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $8,147,000 | 1,411 |
| Privately issued | $560,000 | 482 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $116,654,000 | 246 |
| Available-for-sale securities (fair market value) | $4,673,000 | 5,494 |
| Total debt securities | $121,327,000 | 1,206 |
| 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 | $117,753,000 | 1,265 |
| U.S. Government securities | $117,143,000 | 875 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $117,143,000 | 842 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $610,000 | 2,002 |
| Privately issued residential mortgage-backed securities | $610,000 | 498 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,683,000 | 1,603 |
| Mortgage-backed securities | $114,024,000 | 617 |
| Certificates of participation in pools of residential mortgages | $104,495,000 | 433 |
| Issued or guaranteed by U.S. | $104,495,000 | 432 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,529,000 | 1,392 |
| CMOs issued by government agencies or sponsored agencies | $8,919,000 | 1,375 |
| Privately issued | $610,000 | 475 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $112,738,000 | 248 |
| Available-for-sale securities (fair market value) | $5,015,000 | 5,510 |
| Total debt securities | $117,753,000 | 1,253 |
| 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 | $114,755,000 | 1,301 |
| U.S. Government securities | $113,901,000 | 904 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $113,901,000 | 871 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $666,000 | 2,038 |
| Privately issued residential mortgage-backed securities | $666,000 | 511 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $188,000 | 875 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,091,000 | 1,587 |
| Mortgage-backed securities | $110,576,000 | 627 |
| Certificates of participation in pools of residential mortgages | $100,221,000 | 456 |
| Issued or guaranteed by U.S. | $100,221,000 | 455 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $10,355,000 | 1,338 |
| CMOs issued by government agencies or sponsored agencies | $9,689,000 | 1,313 |
| Privately issued | $666,000 | 488 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $109,103,000 | 246 |
| Available-for-sale securities (fair market value) | $5,652,000 | 5,493 |
| Total debt securities | $114,567,000 | 1,287 |
| 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 | $121,558,000 | 1,228 |
| U.S. Government securities | $120,693,000 | 862 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $120,693,000 | 834 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $724,000 | 2,058 |
| Privately issued residential mortgage-backed securities | $724,000 | 530 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $141,000 | 923 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,897,000 | 1,549 |
| Mortgage-backed securities | $117,122,000 | 594 |
| Certificates of participation in pools of residential mortgages | $105,889,000 | 413 |
| Issued or guaranteed by U.S. | $105,889,000 | 413 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $11,233,000 | 1,284 |
| CMOs issued by government agencies or sponsored agencies | $10,509,000 | 1,262 |
| Privately issued | $724,000 | 504 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $115,452,000 | 233 |
| Available-for-sale securities (fair market value) | $6,106,000 | 5,466 |
| Total debt securities | $121,417,000 | 1,214 |
| 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 | $127,413,000 | 1,196 |
| U.S. Government securities | $126,577,000 | 810 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $126,577,000 | 783 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $775,000 | 2,084 |
| Privately issued residential mortgage-backed securities | $775,000 | 550 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $61,000 | 1,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,416,000 | 1,525 |
| Mortgage-backed securities | $122,866,000 | 573 |
| Certificates of participation in pools of residential mortgages | $110,688,000 | 401 |
| Issued or guaranteed by U.S. | $110,688,000 | 400 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,178,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $11,403,000 | 1,217 |
| Privately issued | $775,000 | 525 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $120,751,000 | 220 |
| Available-for-sale securities (fair market value) | $6,662,000 | 5,469 |
| Total debt securities | $127,352,000 | 1,180 |
| 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 | $138,184,000 | 1,105 |
| U.S. Government securities | $137,259,000 | 755 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $137,259,000 | 731 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $859,000 | 2,099 |
| Privately issued residential mortgage-backed securities | $859,000 | 551 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $66,000 | 1,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,956,000 | 1,521 |
| Mortgage-backed securities | $133,448,000 | 534 |
| Certificates of participation in pools of residential mortgages | $119,835,000 | 373 |
| Issued or guaranteed by U.S. | $119,835,000 | 371 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,613,000 | 1,196 |
| CMOs issued by government agencies or sponsored agencies | $12,754,000 | 1,161 |
| Privately issued | $859,000 | 527 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $130,694,000 | 194 |
| Available-for-sale securities (fair market value) | $7,490,000 | 5,407 |
| Total debt securities | $138,118,000 | 1,095 |
| 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 | $141,474,000 | 1,096 |
| U.S. Government securities | $140,491,000 | 752 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $140,491,000 | 721 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $950,000 | 2,063 |
| Privately issued residential mortgage-backed securities | $950,000 | 555 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $33,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $43,610,000 | 1,279 |
| Mortgage-backed securities | $136,598,000 | 537 |
| Certificates of participation in pools of residential mortgages | $121,310,000 | 373 |
| Issued or guaranteed by U.S. | $121,310,000 | 372 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,288,000 | 1,172 |
| CMOs issued by government agencies or sponsored agencies | $14,338,000 | 1,135 |
| Privately issued | $950,000 | 534 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $133,148,000 | 179 |
| Available-for-sale securities (fair market value) | $8,326,000 | 5,363 |
| Total debt securities | $141,441,000 | 1,086 |
| 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 | $150,755,000 | 1,007 |
| U.S. Government securities | $149,682,000 | 693 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $149,682,000 | 664 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,060,000 | 1,914 |
| Privately issued residential mortgage-backed securities | $1,060,000 | 560 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $13,000 | 1,129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $45,148,000 | 1,231 |
| Mortgage-backed securities | $145,721,000 | 513 |
| Certificates of participation in pools of residential mortgages | $129,004,000 | 350 |
| Issued or guaranteed by U.S. | $129,004,000 | 349 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $16,717,000 | 1,129 |
| CMOs issued by government agencies or sponsored agencies | $15,657,000 | 1,097 |
| Privately issued | $1,060,000 | 541 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $141,508,000 | 168 |
| Available-for-sale securities (fair market value) | $9,247,000 | 5,250 |
| Total debt securities | $150,742,000 | 996 |
| 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 | $164,755,000 | 935 |
| U.S. Government securities | $163,507,000 | 651 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $163,507,000 | 631 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,235,000 | 1,890 |
| Privately issued residential mortgage-backed securities | $1,235,000 | 565 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $13,000 | 1,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $45,338,000 | 1,218 |
| Mortgage-backed securities | $159,443,000 | 506 |
| Certificates of participation in pools of residential mortgages | $141,414,000 | 349 |
| Issued or guaranteed by U.S. | $141,414,000 | 348 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $18,029,000 | 1,136 |
| CMOs issued by government agencies or sponsored agencies | $16,794,000 | 1,109 |
| Privately issued | $1,235,000 | 543 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $154,367,000 | 151 |
| Available-for-sale securities (fair market value) | $10,388,000 | 5,202 |
| Total debt securities | $164,742,000 | 925 |
| 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 | $171,475,000 | 897 |
| U.S. Government securities | $170,042,000 | 640 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $170,042,000 | 621 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,421,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $1,421,000 | 585 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $12,000 | 1,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $45,893,000 | 1,226 |
| Mortgage-backed securities | $165,927,000 | 499 |
| Certificates of participation in pools of residential mortgages | $146,648,000 | 342 |
| Issued or guaranteed by U.S. | $146,648,000 | 341 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,279,000 | 1,097 |
| CMOs issued by government agencies or sponsored agencies | $17,858,000 | 1,073 |
| Privately issued | $1,421,000 | 565 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $159,735,000 | 144 |
| Available-for-sale securities (fair market value) | $11,740,000 | 5,091 |
| Total debt securities | $171,463,000 | 888 |
| 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 | $185,677,000 | 834 |
| U.S. Government securities | $184,131,000 | 612 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $184,131,000 | 590 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,531,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $1,531,000 | 606 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $15,000 | 1,128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $46,286,000 | 1,220 |
| Mortgage-backed securities | $179,884,000 | 473 |
| Certificates of participation in pools of residential mortgages | $159,373,000 | 323 |
| Issued or guaranteed by U.S. | $159,373,000 | 322 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $20,511,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $18,980,000 | 1,053 |
| Privately issued | $1,531,000 | 586 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $172,848,000 | 133 |
| Available-for-sale securities (fair market value) | $12,829,000 | 4,993 |
| Total debt securities | $185,662,000 | 823 |
| 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 | $199,278,000 | 754 |
| U.S. Government securities | $197,582,000 | 552 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $197,582,000 | 530 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $1,686,000 | 1,707 |
| Privately issued residential mortgage-backed securities | $1,686,000 | 649 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $10,000 | 1,174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $47,293,000 | 1,112 |
| Mortgage-backed securities | $193,312,000 | 431 |
| Certificates of participation in pools of residential mortgages | $171,432,000 | 287 |
| Issued or guaranteed by U.S. | $171,432,000 | 286 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $21,880,000 | 1,005 |
| CMOs issued by government agencies or sponsored agencies | $20,194,000 | 941 |
| Privately issued | $1,686,000 | 619 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $185,206,000 | 117 |
| Available-for-sale securities (fair market value) | $14,072,000 | 4,796 |
| Total debt securities | $199,268,000 | 745 |
| 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 | $216,376,000 | 676 |
| U.S. Government securities | $214,498,000 | 505 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $214,498,000 | 487 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $1,866,000 | 1,662 |
| Privately issued residential mortgage-backed securities | $1,866,000 | 665 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $12,000 | 1,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,520,000 | 1,057 |
| Mortgage-backed securities | $208,866,000 | 384 |
| Certificates of participation in pools of residential mortgages | $185,614,000 | 252 |
| Issued or guaranteed by U.S. | $185,614,000 | 249 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $23,252,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $21,386,000 | 891 |
| Privately issued | $1,866,000 | 628 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $200,857,000 | 109 |
| Available-for-sale securities (fair market value) | $15,519,000 | 4,600 |
| Total debt securities | $216,364,000 | 667 |
| 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 | $233,144,000 | 629 |
| U.S. Government securities | $230,445,000 | 466 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $230,445,000 | 451 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $2,682,000 | 1,358 |
| Privately issued residential mortgage-backed securities | $2,682,000 | 590 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $17,000 | 1,207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $47,417,000 | 1,103 |
| Mortgage-backed securities | $225,402,000 | 348 |
| Certificates of participation in pools of residential mortgages | $191,082,000 | 245 |
| Issued or guaranteed by U.S. | $191,082,000 | 242 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $34,320,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $31,638,000 | 678 |
| Privately issued | $2,682,000 | 560 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $205,428,000 | 107 |
| Available-for-sale securities (fair market value) | $27,716,000 | 3,500 |
| Total debt securities | $233,127,000 | 621 |
| 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 | $254,341,000 | 582 |
| U.S. Government securities | $251,460,000 | 419 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $251,460,000 | 401 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $2,862,000 | 1,353 |
| Privately issued residential mortgage-backed securities | $2,862,000 | 602 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $19,000 | 1,218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,627,000 | 1,076 |
| Mortgage-backed securities | $245,963,000 | 325 |
| Certificates of participation in pools of residential mortgages | $201,718,000 | 233 |
| Issued or guaranteed by U.S. | $201,718,000 | 231 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $44,245,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $41,383,000 | 555 |
| Privately issued | $2,862,000 | 575 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $216,647,000 | 102 |
| Available-for-sale securities (fair market value) | $37,694,000 | 2,827 |
| Total debt securities | $254,322,000 | 569 |
| 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 | $251,778,000 | 561 |
| U.S. Government securities | $248,611,000 | 410 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $248,611,000 | 393 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $3,152,000 | 1,373 |
| Privately issued residential mortgage-backed securities | $3,152,000 | 617 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $15,000 | 1,239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $50,866,000 | 1,012 |
| Mortgage-backed securities | $229,020,000 | 338 |
| Certificates of participation in pools of residential mortgages | $174,507,000 | 252 |
| Issued or guaranteed by U.S. | $174,507,000 | 250 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $54,513,000 | 513 |
| CMOs issued by government agencies or sponsored agencies | $51,361,000 | 451 |
| Privately issued | $3,152,000 | 588 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $191,184,000 | 109 |
| Available-for-sale securities (fair market value) | $60,594,000 | 1,876 |
| Total debt securities | $251,763,000 | 554 |
| 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 | $244,656,000 | 556 |
| U.S. Government securities | $241,162,000 | 401 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $241,162,000 | 383 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $3,479,000 | 1,361 |
| Privately issued residential mortgage-backed securities | $3,479,000 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $15,000 | 1,277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,333,000 | 932 |
| Mortgage-backed securities | $212,957,000 | 334 |
| Certificates of participation in pools of residential mortgages | $152,903,000 | 263 |
| Issued or guaranteed by U.S. | $152,903,000 | 259 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $60,054,000 | 478 |
| CMOs issued by government agencies or sponsored agencies | $56,575,000 | 419 |
| Privately issued | $3,479,000 | 626 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $172,127,000 | 116 |
| Available-for-sale securities (fair market value) | $72,529,000 | 1,533 |
| Total debt securities | $244,641,000 | 545 |
| 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 | $197,264,000 | 685 |
| U.S. Government securities | $193,422,000 | 499 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $193,422,000 | 477 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $3,822,000 | 1,309 |
| Privately issued residential mortgage-backed securities | $3,822,000 | 665 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $20,000 | 1,293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $56,665,000 | 940 |
| Mortgage-backed securities | $147,374,000 | 449 |
| Certificates of participation in pools of residential mortgages | $128,965,000 | 308 |
| Issued or guaranteed by U.S. | $128,965,000 | 305 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $18,409,000 | 1,014 |
| CMOs issued by government agencies or sponsored agencies | $14,587,000 | 977 |
| Privately issued | $3,822,000 | 636 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $130,429,000 | 150 |
| Available-for-sale securities (fair market value) | $66,835,000 | 1,643 |
| Total debt securities | $197,244,000 | 671 |
| 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 | $223,313,000 | 593 |
| U.S. Government securities | $219,067,000 | 445 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $219,067,000 | 428 |
| Securities issued by states & political subdivisions | $10,000 | 5,804 |
| Other domestic debt securities | $4,174,000 | 1,294 |
| Privately issued residential mortgage-backed securities | $4,174,000 | 660 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $62,000 | 1,211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $56,063,000 | 975 |
| Mortgage-backed securities | $162,888,000 | 430 |
| Certificates of participation in pools of residential mortgages | $142,580,000 | 306 |
| Issued or guaranteed by U.S. | $142,580,000 | 301 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $20,308,000 | 927 |
| CMOs issued by government agencies or sponsored agencies | $16,134,000 | 896 |
| Privately issued | $4,174,000 | 633 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $144,574,000 | 131 |
| Available-for-sale securities (fair market value) | $78,739,000 | 1,455 |
| Total debt securities | $223,251,000 | 585 |
| Structured notes |
| Amortized cost | $2,498,000 | 1,628 |
| Fair value | $2,502,000 | 1,598 |
| 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 | $228,181,000 | 569 |
| U.S. Government securities | $223,635,000 | 415 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $223,635,000 | 401 |
| Securities issued by states & political subdivisions | $10,000 | 5,842 |
| Other domestic debt securities | $4,464,000 | 1,305 |
| Privately issued residential mortgage-backed securities | $4,464,000 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $72,000 | 1,228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $60,953,000 | 906 |
| Mortgage-backed securities | $171,038,000 | 417 |
| Certificates of participation in pools of residential mortgages | $148,238,000 | 298 |
| Issued or guaranteed by U.S. | $148,238,000 | 295 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $22,800,000 | 867 |
| CMOs issued by government agencies or sponsored agencies | $18,336,000 | 811 |
| Privately issued | $4,464,000 | 653 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $150,826,000 | 126 |
| Available-for-sale securities (fair market value) | $77,355,000 | 1,445 |
| Total debt securities | $228,109,000 | 563 |
| Structured notes |
| Amortized cost | $2,498,000 | 1,379 |
| Fair value | $2,462,000 | 1,379 |
| 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 | $243,180,000 | 539 |
| U.S. Government securities | $238,327,000 | 380 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $238,327,000 | 368 |
| Securities issued by states & political subdivisions | $10,000 | 5,884 |
| Other domestic debt securities | $4,755,000 | 1,331 |
| Privately issued residential mortgage-backed securities | $4,755,000 | 709 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $88,000 | 1,277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $65,138,000 | 850 |
| Mortgage-backed securities | $192,404,000 | 391 |
| Certificates of participation in pools of residential mortgages | $170,725,000 | 270 |
| Issued or guaranteed by U.S. | $170,725,000 | 266 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $21,679,000 | 881 |
| CMOs issued by government agencies or sponsored agencies | $16,924,000 | 823 |
| Privately issued | $4,755,000 | 682 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $153,367,000 | 137 |
| Available-for-sale securities (fair market value) | $89,813,000 | 1,243 |
| Total debt securities | $243,092,000 | 525 |
| 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 | $237,857,000 | 536 |
| U.S. Government securities | $232,675,000 | 388 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $232,675,000 | 375 |
| Securities issued by states & political subdivisions | $10,000 | 5,936 |
| Other domestic debt securities | $5,142,000 | 1,312 |
| Privately issued residential mortgage-backed securities | $5,142,000 | 693 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $30,000 | 1,441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $65,972,000 | 839 |
| Mortgage-backed securities | $209,719,000 | 355 |
| Certificates of participation in pools of residential mortgages | $183,930,000 | 261 |
| Issued or guaranteed by U.S. | $183,930,000 | 257 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $25,789,000 | 770 |
| CMOs issued by government agencies or sponsored agencies | $20,647,000 | 684 |
| Privately issued | $5,142,000 | 667 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $155,359,000 | 129 |
| Available-for-sale securities (fair market value) | $82,498,000 | 1,327 |
| Total debt securities | $237,827,000 | 524 |
| 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 | $223,043,000 | 563 |
| U.S. Government securities | $217,437,000 | 420 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $217,437,000 | 408 |
| Securities issued by states & political subdivisions | $10,000 | 5,895 |
| Other domestic debt securities | $5,559,000 | 1,173 |
| Privately issued residential mortgage-backed securities | $5,559,000 | 678 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $37,000 | 1,419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $66,531,000 | 857 |
| Mortgage-backed securities | $220,271,000 | 354 |
| Certificates of participation in pools of residential mortgages | $194,498,000 | 260 |
| Issued or guaranteed by U.S. | $194,498,000 | 254 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $25,773,000 | 769 |
| CMOs issued by government agencies or sponsored agencies | $20,214,000 | 687 |
| Privately issued | $5,559,000 | 645 |
| 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) | $143,889,000 | 141 |
| Available-for-sale securities (fair market value) | $79,154,000 | 1,361 |
| Total debt securities | $223,006,000 | 553 |
| 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 | $236,977,000 | 518 |
| U.S. Government securities | $231,085,000 | 386 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $231,085,000 | 380 |
| Securities issued by states & political subdivisions | $10,000 | 5,863 |
| Other domestic debt securities | $5,846,000 | 1,118 |
| Privately issued residential mortgage-backed securities | $5,846,000 | 637 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $36,000 | 1,415 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $70,284,000 | 819 |
| Mortgage-backed securities | $233,695,000 | 320 |
| Certificates of participation in pools of residential mortgages | $205,949,000 | 237 |
| Issued or guaranteed by U.S. | $205,949,000 | 232 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $27,746,000 | 707 |
| CMOs issued by government agencies or sponsored agencies | $21,900,000 | 627 |
| Privately issued | $5,846,000 | 609 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $153,517,000 | 132 |
| Available-for-sale securities (fair market value) | $83,460,000 | 1,257 |
| Total debt securities | $236,941,000 | 506 |
| 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 | $246,884,000 | 491 |
| U.S. Government securities | $240,727,000 | 353 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $240,727,000 | 345 |
| Securities issued by states & political subdivisions | $10,000 | 5,892 |
| Other domestic debt securities | $6,064,000 | 1,083 |
| Privately issued residential mortgage-backed securities | $6,064,000 | 640 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $83,000 | 1,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $72,046,000 | 771 |
| Mortgage-backed securities | $242,583,000 | 295 |
| Certificates of participation in pools of residential mortgages | $213,586,000 | 216 |
| Issued or guaranteed by U.S. | $213,586,000 | 211 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $28,997,000 | 651 |
| CMOs issued by government agencies or sponsored agencies | $22,933,000 | 559 |
| Privately issued | $6,064,000 | 612 |
| 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) | $161,042,000 | 127 |
| Available-for-sale securities (fair market value) | $85,842,000 | 1,195 |
| Total debt securities | $246,801,000 | 481 |
| 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 | $242,626,000 | 512 |
| U.S. Government securities | $235,480,000 | 365 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $235,480,000 | 353 |
| Securities issued by states & political subdivisions | $10,000 | 5,943 |
| Other domestic debt securities | $6,336,000 | 1,113 |
| Privately issued residential mortgage-backed securities | $6,336,000 | 626 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $800,000 | 1,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,633,000 | 953 |
| Mortgage-backed securities | $235,458,000 | 305 |
| Certificates of participation in pools of residential mortgages | $204,986,000 | 229 |
| Issued or guaranteed by U.S. | $204,986,000 | 222 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $30,472,000 | 615 |
| CMOs issued by government agencies or sponsored agencies | $24,136,000 | 522 |
| Privately issued | $6,336,000 | 595 |
| 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) | $160,354,000 | 120 |
| Available-for-sale securities (fair market value) | $82,272,000 | 1,263 |
| Total debt securities | $241,826,000 | 499 |
| 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 | $244,923,000 | 509 |
| U.S. Government securities | $237,030,000 | 369 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $237,030,000 | 358 |
| Securities issued by states & political subdivisions | $25,000 | 5,934 |
| Other domestic debt securities | $6,633,000 | 1,054 |
| Privately issued residential mortgage-backed securities | $6,633,000 | 591 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,235,000 | 958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $43,670,000 | 1,155 |
| Mortgage-backed securities | $232,047,000 | 311 |
| Certificates of participation in pools of residential mortgages | $199,555,000 | 226 |
| Issued or guaranteed by U.S. | $199,555,000 | 218 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $32,492,000 | 584 |
| CMOs issued by government agencies or sponsored agencies | $25,859,000 | 494 |
| Privately issued | $6,633,000 | 559 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $153,191,000 | 116 |
| Available-for-sale securities (fair market value) | $91,732,000 | 1,153 |
| Total debt securities | $243,688,000 | 495 |
| 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 | $227,556,000 | 547 |
| U.S. Government securities | $218,948,000 | 399 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $218,948,000 | 385 |
| Securities issued by states & political subdivisions | $25,000 | 5,985 |
| Other domestic debt securities | $6,922,000 | 983 |
| Privately issued residential mortgage-backed securities | $6,922,000 | 541 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,661,000 | 838 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,938,000 | 2,480 |
| Mortgage-backed securities | $209,446,000 | 318 |
| Certificates of participation in pools of residential mortgages | $175,354,000 | 232 |
| Issued or guaranteed by U.S. | $175,354,000 | 227 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $34,092,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $27,170,000 | 458 |
| Privately issued | $6,922,000 | 508 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $138,578,000 | 138 |
| Available-for-sale securities (fair market value) | $88,978,000 | 1,168 |
| Total debt securities | $225,895,000 | 539 |
| 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 | $240,552,000 | 515 |
| U.S. Government securities | $229,878,000 | 388 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $229,878,000 | 380 |
| Securities issued by states & political subdivisions | $540,000 | 5,292 |
| Other domestic debt securities | $7,256,000 | 907 |
| Privately issued residential mortgage-backed securities | $7,256,000 | 503 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $2,878,000 | 625 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,229,000 | 1,878 |
| Mortgage-backed securities | $216,397,000 | 298 |
| Certificates of participation in pools of residential mortgages | $180,772,000 | 224 |
| Issued or guaranteed by U.S. | $180,772,000 | 219 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $35,625,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $28,369,000 | 428 |
| Privately issued | $7,256,000 | 475 |
| 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) | $144,135,000 | 134 |
| Available-for-sale securities (fair market value) | $96,417,000 | 1,095 |
| Total debt securities | $237,674,000 | 512 |
| 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 | $246,669,000 | 498 |
| U.S. Government securities | $235,620,000 | 391 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $235,620,000 | 382 |
| Securities issued by states & political subdivisions | $540,000 | 5,323 |
| Other domestic debt securities | $7,549,000 | 843 |
| Privately issued residential mortgage-backed securities | $7,549,000 | 467 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $2,960,000 | 618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,821,000 | 1,824 |
| Mortgage-backed securities | $220,598,000 | 296 |
| Certificates of participation in pools of residential mortgages | $183,333,000 | 219 |
| Issued or guaranteed by U.S. | $183,333,000 | 211 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $37,265,000 | 478 |
| CMOs issued by government agencies or sponsored agencies | $29,716,000 | 425 |
| Privately issued | $7,549,000 | 441 |
| 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) | $152,086,000 | 131 |
| Available-for-sale securities (fair market value) | $94,583,000 | 1,107 |
| Total debt securities | $243,709,000 | 498 |
| 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 | $216,265,000 | 587 |
| U.S. Government securities | $204,702,000 | 442 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $204,702,000 | 429 |
| Securities issued by states & political subdivisions | $540,000 | 5,373 |
| Other domestic debt securities | $8,122,000 | 817 |
| Privately issued residential mortgage-backed securities | $7,814,000 | 453 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $308,000 | 227 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $2,901,000 | 634 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,828,000 | 1,899 |
| Mortgage-backed securities | $189,952,000 | 332 |
| Certificates of participation in pools of residential mortgages | $155,924,000 | 265 |
| Issued or guaranteed by U.S. | $155,924,000 | 254 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $34,028,000 | 512 |
| CMOs issued by government agencies or sponsored agencies | $26,214,000 | 451 |
| Privately issued | $7,814,000 | 426 |
| 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) | $143,485,000 | 143 |
| Available-for-sale securities (fair market value) | $72,780,000 | 1,400 |
| Total debt securities | $213,364,000 | 572 |
| 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 | $227,664,000 | 551 |
| U.S. Government securities | $215,337,000 | 429 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $215,337,000 | 417 |
| Securities issued by states & political subdivisions | $540,000 | 5,402 |
| Other domestic debt securities | $8,476,000 | 782 |
| Privately issued residential mortgage-backed securities | $8,130,000 | 435 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $346,000 | 218 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $3,311,000 | 619 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,542,000 | 1,992 |
| Mortgage-backed securities | $192,053,000 | 336 |
| Certificates of participation in pools of residential mortgages | $156,494,000 | 270 |
| Issued or guaranteed by U.S. | $156,494,000 | 261 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $35,559,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $27,429,000 | 452 |
| Privately issued | $8,130,000 | 413 |
| 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) | $143,617,000 | 144 |
| Available-for-sale securities (fair market value) | $84,047,000 | 1,255 |
| Total debt securities | $224,353,000 | 548 |
| 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 | $238,540,000 | 541 |
| U.S. Government securities | $225,973,000 | 421 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $225,973,000 | 411 |
| Securities issued by states & political subdivisions | $540,000 | 5,452 |
| Other domestic debt securities | $8,792,000 | 764 |
| Privately issued residential mortgage-backed securities | $8,389,000 | 429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $403,000 | 222 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $3,235,000 | 612 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,087,000 | 1,684 |
| Mortgage-backed securities | $195,189,000 | 336 |
| Certificates of participation in pools of residential mortgages | $163,040,000 | 264 |
| Issued or guaranteed by U.S. | $163,040,000 | 258 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $32,149,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $23,760,000 | 494 |
| Privately issued | $8,389,000 | 404 |
| 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) | $149,292,000 | 146 |
| Available-for-sale securities (fair market value) | $89,248,000 | 1,192 |
| Total debt securities | $235,305,000 | 531 |
| 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 | $237,041,000 | 548 |
| U.S. Government securities | $224,538,000 | 435 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $224,538,000 | 422 |
| Securities issued by states & political subdivisions | $540,000 | 5,473 |
| Other domestic debt securities | $9,183,000 | 751 |
| Privately issued residential mortgage-backed securities | $8,718,000 | 411 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $465,000 | 213 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,780,000 | 662 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $36,075,000 | 1,297 |
| Mortgage-backed securities | $192,292,000 | 342 |
| Certificates of participation in pools of residential mortgages | $163,568,000 | 276 |
| Issued or guaranteed by U.S. | $163,568,000 | 271 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $28,724,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $20,006,000 | 545 |
| Privately issued | $8,718,000 | 388 |
| 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) | $157,527,000 | 141 |
| Available-for-sale securities (fair market value) | $79,514,000 | 1,311 |
| Total debt securities | $234,263,000 | 541 |
| 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 | $249,537,000 | 530 |
| U.S. Government securities | $236,476,000 | 426 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $236,476,000 | 411 |
| Securities issued by states & political subdivisions | $540,000 | 5,512 |
| Other domestic debt securities | $9,546,000 | 757 |
| Privately issued residential mortgage-backed securities | $9,031,000 | 412 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $515,000 | 213 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,975,000 | 667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,589,000 | 1,312 |
| Mortgage-backed securities | $201,590,000 | 339 |
| Certificates of participation in pools of residential mortgages | $171,496,000 | 268 |
| Issued or guaranteed by U.S. | $171,496,000 | 261 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $30,094,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $21,063,000 | 529 |
| Privately issued | $9,031,000 | 390 |
| 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) | $167,071,000 | 142 |
| Available-for-sale securities (fair market value) | $82,466,000 | 1,288 |
| Total debt securities | $246,561,000 | 523 |
| 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 | $264,158,000 | 512 |
| U.S. Government securities | $250,497,000 | 412 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $250,497,000 | 394 |
| Securities issued by states & political subdivisions | $540,000 | 5,530 |
| Other domestic debt securities | $9,934,000 | 737 |
| Privately issued residential mortgage-backed securities | $9,344,000 | 397 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $590,000 | 205 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,187,000 | 648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,838,000 | 1,061 |
| Mortgage-backed securities | $214,912,000 | 323 |
| Certificates of participation in pools of residential mortgages | $183,464,000 | 257 |
| Issued or guaranteed by U.S. | $183,464,000 | 252 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $31,448,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $22,104,000 | 505 |
| Privately issued | $9,344,000 | 378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $176,220,000 | 137 |
| Available-for-sale securities (fair market value) | $87,938,000 | 1,183 |
| Total debt securities | $260,971,000 | 503 |
| 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 | $280,807,000 | 488 |
| U.S. Government securities | $266,937,000 | 388 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $266,937,000 | 371 |
| Securities issued by states & political subdivisions | $540,000 | 5,554 |
| Other domestic debt securities | $10,577,000 | 723 |
| Privately issued residential mortgage-backed securities | $9,892,000 | 377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $685,000 | 201 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,753,000 | 717 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $54,356,000 | 891 |
| Mortgage-backed securities | $230,846,000 | 311 |
| Certificates of participation in pools of residential mortgages | $197,206,000 | 249 |
| Issued or guaranteed by U.S. | $197,206,000 | 243 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $33,640,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $23,748,000 | 496 |
| Privately issued | $9,892,000 | 356 |
| 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) | $186,026,000 | 133 |
| Available-for-sale securities (fair market value) | $94,781,000 | 1,102 |
| Total debt securities | $278,052,000 | 482 |
| 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 | $290,456,000 | 470 |
| U.S. Government securities | $275,594,000 | 382 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $275,594,000 | 367 |
| Securities issued by states & political subdivisions | $540,000 | 5,559 |
| Other domestic debt securities | $11,141,000 | 709 |
| Privately issued residential mortgage-backed securities | $10,363,000 | 367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $778,000 | 199 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,181,000 | 670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $43,860,000 | 1,035 |
| Mortgage-backed securities | $239,632,000 | 309 |
| Certificates of participation in pools of residential mortgages | $208,622,000 | 242 |
| Issued or guaranteed by U.S. | $208,622,000 | 236 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $31,010,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $20,647,000 | 560 |
| Privately issued | $10,363,000 | 346 |
| 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) | $193,079,000 | 128 |
| Available-for-sale securities (fair market value) | $97,377,000 | 1,080 |
| Total debt securities | $287,275,000 | 467 |
| 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 | $307,408,000 | 449 |
| U.S. Government securities | $292,197,000 | 362 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $292,197,000 | 345 |
| Securities issued by states & political subdivisions | $540,000 | 5,566 |
| Other domestic debt securities | $11,589,000 | 709 |
| Privately issued residential mortgage-backed securities | $10,728,000 | 358 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $861,000 | 188 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $3,082,000 | 704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $50,066,000 | 957 |
| Mortgage-backed securities | $255,713,000 | 294 |
| Certificates of participation in pools of residential mortgages | $222,700,000 | 241 |
| Issued or guaranteed by U.S. | $222,700,000 | 234 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $33,013,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $22,285,000 | 556 |
| Privately issued | $10,728,000 | 331 |
| 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) | $203,386,000 | 123 |
| Available-for-sale securities (fair market value) | $104,022,000 | 1,037 |
| Total debt securities | $304,326,000 | 442 |
| 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 | $304,229,000 | 464 |
| U.S. Government securities | $291,006,000 | 372 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $291,006,000 | 357 |
| Securities issued by states & political subdivisions | $540,000 | 5,601 |
| Other domestic debt securities | $9,089,000 | 845 |
| Privately issued residential mortgage-backed securities | $8,150,000 | 393 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $939,000 | 193 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $3,594,000 | 699 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $46,532,000 | 1,012 |
| Mortgage-backed securities | $257,183,000 | 308 |
| Certificates of participation in pools of residential mortgages | $225,354,000 | 243 |
| Issued or guaranteed by U.S. | $225,354,000 | 235 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $31,829,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $23,679,000 | 550 |
| Privately issued | $8,150,000 | 366 |
| 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) | $201,704,000 | 127 |
| Available-for-sale securities (fair market value) | $102,525,000 | 1,069 |
| Total debt securities | $300,635,000 | 456 |
| 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 | $306,355,000 | 467 |
| U.S. Government securities | $293,010,000 | 365 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $293,010,000 | 348 |
| Securities issued by states & political subdivisions | $540,000 | 5,647 |
| Other domestic debt securities | $9,623,000 | 823 |
| Privately issued residential mortgage-backed securities | $8,551,000 | 368 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,072,000 | 191 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $3,182,000 | 750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $47,166,000 | 986 |
| Mortgage-backed securities | $250,893,000 | 317 |
| Certificates of participation in pools of residential mortgages | $218,141,000 | 244 |
| Issued or guaranteed by U.S. | $218,141,000 | 236 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $32,752,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $24,201,000 | 537 |
| Privately issued | $8,551,000 | 340 |
| 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) | $189,237,000 | 133 |
| Available-for-sale securities (fair market value) | $117,118,000 | 925 |
| Total debt securities | $303,173,000 | 455 |
| 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 | $319,428,000 | 456 |
| U.S. Government securities | $305,724,000 | 363 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $305,724,000 | 347 |
| Securities issued by states & political subdivisions | $540,000 | 5,670 |
| Other domestic debt securities | $10,077,000 | 811 |
| Privately issued residential mortgage-backed securities | $8,938,000 | 351 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,139,000 | 196 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $3,087,000 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $53,383,000 | 876 |
| Mortgage-backed securities | $263,340,000 | 309 |
| Certificates of participation in pools of residential mortgages | $228,006,000 | 236 |
| Issued or guaranteed by U.S. | $228,006,000 | 229 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $35,334,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $26,396,000 | 516 |
| Privately issued | $8,938,000 | 328 |
| 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) | $196,360,000 | 123 |
| Available-for-sale securities (fair market value) | $123,068,000 | 889 |
| Total debt securities | $316,341,000 | 445 |
| 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 | $306,980,000 | 478 |
| U.S. Government securities | $292,333,000 | 374 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $292,333,000 | 353 |
| Securities issued by states & political subdivisions | $540,000 | 5,678 |
| Other domestic debt securities | $11,227,000 | 813 |
| Privately issued residential mortgage-backed securities | $9,989,000 | 348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,238,000 | 202 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,880,000 | 876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,670,000 | 4,319 |
| Mortgage-backed securities | $255,483,000 | 322 |
| Certificates of participation in pools of residential mortgages | $212,509,000 | 256 |
| Issued or guaranteed by U.S. | $212,509,000 | 248 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $42,974,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $32,985,000 | 474 |
| Privately issued | $9,989,000 | 326 |
| 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) | $197,742,000 | 124 |
| Available-for-sale securities (fair market value) | $109,238,000 | 1,023 |
| Total debt securities | $304,100,000 | 464 |
| 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 | $284,003,000 | 517 |
| U.S. Government securities | $279,216,000 | 412 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $279,216,000 | 398 |
| Securities issued by states & political subdivisions | $540,000 | 5,733 |
| Other domestic debt securities | $1,403,000 | 2,297 |
| Privately issued residential mortgage-backed securities | $61,000 | 983 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,342,000 | 208 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,844,000 | 880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,782,000 | 4,192 |
| Mortgage-backed securities | $244,821,000 | 341 |
| Certificates of participation in pools of residential mortgages | $207,855,000 | 264 |
| Issued or guaranteed by U.S. | $207,855,000 | 256 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $36,966,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $36,905,000 | 471 |
| Privately issued | $61,000 | 856 |
| 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) | $189,148,000 | 118 |
| Available-for-sale securities (fair market value) | $94,855,000 | 1,224 |
| Total debt securities | $281,159,000 | 503 |
| 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 | $281,952,000 | 521 |
| U.S. Government securities | $277,243,000 | 416 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $277,243,000 | 400 |
| Securities issued by states & political subdivisions | $540,000 | 5,767 |
| Other domestic debt securities | $1,616,000 | 2,284 |
| Privately issued residential mortgage-backed securities | $81,000 | 1,044 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,535,000 | 211 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,553,000 | 958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,001,000 | 4,427 |
| Mortgage-backed securities | $249,473,000 | 329 |
| Certificates of participation in pools of residential mortgages | $217,086,000 | 250 |
| Issued or guaranteed by U.S. | $217,086,000 | 243 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $32,387,000 | 571 |
| CMOs issued by government agencies or sponsored agencies | $32,306,000 | 522 |
| Privately issued | $81,000 | 914 |
| 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) | $183,452,000 | 129 |
| Available-for-sale securities (fair market value) | $98,500,000 | 1,152 |
| Total debt securities | $279,399,000 | 505 |
| 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 | $261,101,000 | 541 |
| U.S. Government securities | $256,302,000 | 444 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $256,302,000 | 426 |
| Securities issued by states & political subdivisions | $540,000 | 5,778 |
| Other domestic debt securities | $1,783,000 | 2,277 |
| Privately issued residential mortgage-backed securities | $156,000 | 1,026 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,627,000 | 215 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,476,000 | 1,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,448,000 | 3,899 |
| Mortgage-backed securities | $225,097,000 | 361 |
| Certificates of participation in pools of residential mortgages | $184,862,000 | 285 |
| Issued or guaranteed by U.S. | $184,862,000 | 278 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $40,235,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $40,079,000 | 490 |
| Privately issued | $156,000 | 907 |
| 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) | $156,138,000 | 144 |
| Available-for-sale securities (fair market value) | $104,963,000 | 1,068 |
| Total debt securities | $258,625,000 | 528 |
| 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 | $217,943,000 | 623 |
| U.S. Government securities | $212,274,000 | 509 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $212,274,000 | 490 |
| Securities issued by states & political subdivisions | $540,000 | 5,736 |
| Other domestic debt securities | $2,539,000 | 1,984 |
| Privately issued residential mortgage-backed securities | $777,000 | 762 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,762,000 | 213 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,590,000 | 962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,542,000 | 3,885 |
| Mortgage-backed securities | $184,934,000 | 413 |
| Certificates of participation in pools of residential mortgages | $142,148,000 | 344 |
| Issued or guaranteed by U.S. | $142,148,000 | 341 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $42,786,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $42,009,000 | 482 |
| Privately issued | $777,000 | 676 |
| 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) | $128,331,000 | 169 |
| Available-for-sale securities (fair market value) | $89,612,000 | 1,198 |
| Total debt securities | $215,353,000 | 610 |
| 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 | $183,440,000 | 699 |
| U.S. Government securities | $174,548,000 | 569 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $174,548,000 | 552 |
| Securities issued by states & political subdivisions | $540,000 | 5,740 |
| Other domestic debt securities | $5,472,000 | 1,312 |
| Privately issued residential mortgage-backed securities | $3,705,000 | 435 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,767,000 | 215 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,880,000 | 940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,067,000 | 4,033 |
| Mortgage-backed securities | $155,997,000 | 449 |
| Certificates of participation in pools of residential mortgages | $133,209,000 | 338 |
| Issued or guaranteed by U.S. | $133,209,000 | 334 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $22,788,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $19,083,000 | 793 |
| Privately issued | $3,705,000 | 387 |
| 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) | $105,437,000 | 212 |
| Available-for-sale securities (fair market value) | $78,003,000 | 1,327 |
| Total debt securities | $180,560,000 | 683 |
| 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 | $176,823,000 | 665 |
| U.S. Government securities | $167,878,000 | 527 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $167,878,000 | 502 |
| Securities issued by states & political subdivisions | $540,000 | 5,859 |
| Other domestic debt securities | $5,216,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $3,469,000 | 485 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,747,000 | 2,051 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,189,000 | 849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,331,000 | 6,455 |
| Mortgage-backed securities | $147,164,000 | 425 |
| Certificates of participation in pools of residential mortgages | $123,134,000 | 309 |
| Issued or guaranteed by U.S. | $123,134,000 | 305 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $24,030,000 | 736 |
| CMOs issued by government agencies or sponsored agencies | $20,561,000 | 744 |
| Privately issued | $3,469,000 | 435 |
| 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) | $95,855,000 | 224 |
| Available-for-sale securities (fair market value) | $80,968,000 | 1,160 |
| Total debt securities | $173,634,000 | 656 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $174,174,000 | 648 |
| U.S. Government securities | $159,929,000 | 537 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $159,929,000 | 502 |
| Securities issued by states & political subdivisions | $540,000 | 6,001 |
| Other domestic debt securities | $6,929,000 | 1,007 |
| Privately issued residential mortgage-backed securities | $5,203,000 | 379 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,726,000 | 1,763 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $6,776,000 | 685 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,648,000 | 6,529 |
| Mortgage-backed securities | $132,667,000 | 403 |
| Certificates of participation in pools of residential mortgages | $101,825,000 | 325 |
| Issued or guaranteed by U.S. | $101,825,000 | 321 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $30,842,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $25,639,000 | 503 |
| Privately issued | $5,203,000 | 335 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $74,740,000 | 347 |
| Available-for-sale securities (fair market value) | $99,434,000 | 873 |
| Total debt securities | $167,398,000 | 634 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank |
| Total securities | $154,186,000 | 772 |
| U.S. Government securities | $140,697,000 | 642 |
| U.S. Treasury securities | $1,998,000 | 2,750 |
| U.S. Government agency obligations | $138,699,000 | 584 |
| Securities issued by states & political subdivisions | $540,000 | 6,319 |
| Other domestic debt securities | $7,513,000 | 964 |
| Privately issued residential mortgage-backed securities | $5,801,000 | 382 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,712,000 | 1,648 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $5,436,000 | 795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,998,000 | 6,358 |
| Mortgage-backed securities | $124,591,000 | 448 |
| Certificates of participation in pools of residential mortgages | $87,750,000 | 388 |
| Issued or guaranteed by U.S. | $87,750,000 | 380 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $36,841,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $31,040,000 | 490 |
| Privately issued | $5,801,000 | 333 |
| 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) | $66,470,000 | 417 |
| Available-for-sale securities (fair market value) | $87,716,000 | 996 |
| Total debt securities | $148,750,000 | 760 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $164,438,000 | 724 |
| U.S. Government securities | $152,337,000 | 615 |
| U.S. Treasury securities | $9,263,000 | 1,382 |
| U.S. Government agency obligations | $143,074,000 | 564 |
| Securities issued by states & political subdivisions | $540,000 | 6,490 |
| Other domestic debt securities | $5,221,000 | 1,082 |
| Privately issued residential mortgage-backed securities | $5,221,000 | 369 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $6,340,000 | 701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,546,000 | 4,056 |
| Mortgage-backed securities | $124,498,000 | 475 |
| Certificates of participation in pools of residential mortgages | $85,857,000 | 423 |
| Issued or guaranteed by U.S. | $85,857,000 | 414 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $38,641,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $33,420,000 | 484 |
| Privately issued | $5,221,000 | 307 |
| 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) | $82,897,000 | 340 |
| Available-for-sale securities (fair market value) | $81,541,000 | 1,072 |
| Total debt securities | $158,098,000 | 725 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $182,257,000 | 663 |
| U.S. Government securities | $176,584,000 | 586 |
| U.S. Treasury securities | $15,037,000 | 1,242 |
| U.S. Government agency obligations | $161,547,000 | 529 |
| Securities issued by states & political subdivisions | $540,000 | 6,645 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $5,133,000 | 782 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,879,000 | 2,921 |
| Mortgage-backed securities | $132,292,000 | 468 |
| Certificates of participation in pools of residential mortgages | $117,478,000 | 352 |
| Issued or guaranteed by U.S. | $117,478,000 | 341 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $14,814,000 | 838 |
| CMOs issued by government agencies or sponsored agencies | $14,814,000 | 802 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $117,478,000 | 308 |
| Available-for-sale securities (fair market value) | $64,779,000 | 1,225 |
| Total debt securities | $177,124,000 | 663 |
| Structured notes |
| Amortized cost | $2,000,000 | 695 |
| Fair value | $1,992,000 | 741 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $183,587,000 | 691 |
| U.S. Government securities | $179,145,000 | 592 |
| U.S. Treasury securities | $24,931,000 | 947 |
| U.S. Government agency obligations | $154,214,000 | 550 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $4,442,000 | 831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,934,000 | 4,199 |
| Mortgage-backed securities | $128,722,000 | 501 |
| Certificates of participation in pools of residential mortgages | $123,722,000 | 368 |
| Issued or guaranteed by U.S. | $123,722,000 | 352 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,000,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $5,000,000 | 1,842 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $128,722,000 | 311 |
| Available-for-sale securities (fair market value) | $54,865,000 | 1,483 |
| Total debt securities | $179,376,000 | 685 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,005 |
| Fair value | $1,975,000 | 1,084 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $203,004,000 | 663 |
| U.S. Government securities | $200,621,000 | 565 |
| U.S. Treasury securities | $30,215,000 | 922 |
| U.S. Government agency obligations | $170,406,000 | 506 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,018,000 | 2,153 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-1,365,000 | 1,368 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $139,958,000 | 484 |
| Certificates of participation in pools of residential mortgages | $139,958,000 | 338 |
| Issued or guaranteed by U.S. | $139,958,000 | 320 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| 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) | $141,324,000 | 308 |
| Available-for-sale securities (fair market value) | $61,680,000 | 1,368 |
| Total debt securities | $200,621,000 | 655 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $180,172,000 | 748 |
| U.S. Government securities | $178,080,000 | 650 |
| U.S. Treasury securities | $34,433,000 | 1,011 |
| U.S. Government agency obligations | $143,647,000 | 559 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $616,000 | 2,721 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-1,476,000 | 1,470 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $137,072,000 | 508 |
| Certificates of participation in pools of residential mortgages | $137,072,000 | 330 |
| Issued or guaranteed by U.S. | $137,072,000 | 322 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $138,548,000 | 578 |
| Available-for-sale securities (fair market value) | $41,624,000 | 1,374 |
| Total debt securities | $178,080,000 | 741 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $168,947,000 | 832 |
| U.S. Government securities | $167,283,000 | 706 |
| U.S. Treasury securities | $38,146,000 | 994 |
| U.S. Government agency obligations | $129,137,000 | 621 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,000 | 6,809 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-1,616,000 | 1,622 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $119,082,000 | 579 |
| Certificates of participation in pools of residential mortgages | $119,082,000 | 391 |
| Issued or guaranteed by U.S. | $119,082,000 | 363 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $167,283,000 | 819 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $141,785,000 | 952 |
| U.S. Government securities | $141,021,000 | 775 |
| U.S. Treasury securities | $34,480,000 | 1,070 |
| U.S. Government agency obligations | $106,541,000 | 691 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $103,000 | 5,070 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-661,000 | 1,776 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $98,349,000 | 673 |
| Certificates of participation in pools of residential mortgages | $98,349,000 | 439 |
| Issued or guaranteed by U.S. | $98,349,000 | 408 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $141,021,000 | 931 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
