| 2023-12-31 | Rank |
| Total securities | $1,061,806,000 | 237 |
| U.S. Government securities | $963,658,000 | 193 |
| U.S. Treasury securities | $107,042,000 | 244 |
| U.S. Government agency obligations | $856,616,000 | 196 |
| Securities issued by states & political subdivisions | $86,613,000 | 540 |
| Other domestic debt securities | $11,535,000 | 946 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $11,535,000 | 597 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $820,904,000 | 176 |
| Mortgage-backed securities | $325,445,000 | 323 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $325,445,000 | 204 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $1,061,806,000 | 191 |
| Total debt securities | $1,061,806,000 | 234 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank |
| Total securities | $1,016,173,000 | 246 |
| U.S. Government securities | $917,648,000 | 204 |
| U.S. Treasury securities | $116,137,000 | 241 |
| U.S. Government agency obligations | $801,511,000 | 202 |
| Securities issued by states & political subdivisions | $87,154,000 | 501 |
| Other domestic debt securities | $11,371,000 | 949 |
| 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 | $11,371,000 | 598 |
| 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 | $900,179,000 | 152 |
| Mortgage-backed securities | $246,204,000 | 392 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $246,204,000 | 249 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $1,016,173,000 | 196 |
| Total debt securities | $1,016,173,000 | 242 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank |
| Total securities | $1,037,917,000 | 240 |
| U.S. Government securities | $930,087,000 | 196 |
| U.S. Treasury securities | $116,019,000 | 241 |
| U.S. Government agency obligations | $814,068,000 | 201 |
| Securities issued by states & political subdivisions | $96,424,000 | 474 |
| Other domestic debt securities | $11,406,000 | 956 |
| 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 | $11,406,000 | 599 |
| 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 | $900,179,000 | 156 |
| Mortgage-backed securities | $246,705,000 | 394 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $246,705,000 | 252 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $1,037,917,000 | 194 |
| Total debt securities | $1,037,917,000 | 237 |
| Structured notes |
| Amortized cost | $1,998,000 | 672 |
| Fair value | $1,785,000 | 638 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank |
| Total securities | $1,075,794,000 | 249 |
| U.S. Government securities | $970,392,000 | 202 |
| U.S. Treasury securities | $126,638,000 | 232 |
| U.S. Government agency obligations | $843,754,000 | 198 |
| Securities issued by states & political subdivisions | $93,726,000 | 524 |
| Other domestic debt securities | $11,676,000 | 987 |
| 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 | $11,676,000 | 616 |
| 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 | $927,978,000 | 147 |
| Mortgage-backed securities | $256,827,000 | 410 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $256,827,000 | 262 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $1,075,794,000 | 201 |
| Total debt securities | $1,075,794,000 | 246 |
| Structured notes |
| Amortized cost | $2,745,000 | 565 |
| Fair value | $2,470,000 | 564 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank |
| Total securities | $1,033,560,000 | 262 |
| U.S. Government securities | $930,434,000 | 213 |
| U.S. Treasury securities | $125,093,000 | 252 |
| U.S. Government agency obligations | $805,341,000 | 209 |
| Securities issued by states & political subdivisions | $91,558,000 | 563 |
| Other domestic debt securities | $11,568,000 | 1,014 |
| 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 | $11,568,000 | 636 |
| 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 | $745,762,000 | 156 |
| Mortgage-backed securities | $249,750,000 | 418 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $249,750,000 | 273 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $1,033,560,000 | 213 |
| Total debt securities | $1,033,560,000 | 260 |
| Structured notes |
| Amortized cost | $2,741,000 | 587 |
| Fair value | $2,431,000 | 585 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank |
| Total securities | $1,011,871,000 | 266 |
| U.S. Government securities | $907,164,000 | 220 |
| U.S. Treasury securities | $105,890,000 | 300 |
| U.S. Government agency obligations | $801,274,000 | 215 |
| Securities issued by states & political subdivisions | $93,264,000 | 561 |
| Other domestic debt securities | $11,443,000 | 983 |
| 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 | $11,443,000 | 636 |
| 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 | $720,170,000 | 147 |
| Mortgage-backed securities | $257,756,000 | 415 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $257,756,000 | 270 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $1,011,871,000 | 216 |
| Total debt securities | $1,011,871,000 | 264 |
| Structured notes |
| Amortized cost | $4,738,000 | 424 |
| Fair value | $4,304,000 | 410 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $969,809,000 | 274 |
| U.S. Government securities | $859,979,000 | 237 |
| U.S. Treasury securities | $107,116,000 | 290 |
| U.S. Government agency obligations | $752,863,000 | 226 |
| Securities issued by states & political subdivisions | $97,403,000 | 557 |
| Other domestic debt securities | $12,427,000 | 887 |
| 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 | $12,427,000 | 604 |
| 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 | $786,424,000 | 137 |
| Mortgage-backed securities | $255,116,000 | 437 |
| Certificates of participation in pools of residential mortgages | $255,116,000 | 281 |
| Issued or guaranteed by U.S. | $255,116,000 | 280 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $969,809,000 | 226 |
| Total debt securities | $969,810,000 | 273 |
| Structured notes |
| Amortized cost | $6,228,000 | 299 |
| Fair value | $5,754,000 | 304 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $996,297,000 | 277 |
| U.S. Government securities | $885,315,000 | 233 |
| U.S. Treasury securities | $101,718,000 | 276 |
| U.S. Government agency obligations | $783,597,000 | 222 |
| Securities issued by states & political subdivisions | $98,741,000 | 567 |
| Other domestic debt securities | $12,241,000 | 876 |
| 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 | $12,241,000 | 598 |
| 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 | $739,276,000 | 142 |
| Mortgage-backed securities | $277,003,000 | 420 |
| Certificates of participation in pools of residential mortgages | $277,003,000 | 269 |
| Issued or guaranteed by U.S. | $277,003,000 | 269 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $996,297,000 | 235 |
| Total debt securities | $996,294,000 | 274 |
| Structured notes |
| Amortized cost | $6,221,000 | 264 |
| Fair value | $5,953,000 | 262 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $799,268,000 | 318 |
| U.S. Government securities | $684,275,000 | 265 |
| U.S. Treasury securities | $33,898,000 | 478 |
| U.S. Government agency obligations | $650,377,000 | 249 |
| Securities issued by states & political subdivisions | $103,126,000 | 562 |
| Other domestic debt securities | $11,867,000 | 869 |
| 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 | $11,867,000 | 588 |
| 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 | $747,837,000 | 142 |
| Mortgage-backed securities | $276,856,000 | 414 |
| Certificates of participation in pools of residential mortgages | $276,856,000 | 278 |
| Issued or guaranteed by U.S. | $276,856,000 | 278 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $799,268,000 | 281 |
| Total debt securities | $799,268,000 | 315 |
| Structured notes |
| Amortized cost | $6,357,000 | 221 |
| Fair value | $6,337,000 | 221 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank |
| Total securities | $730,447,000 | 331 |
| U.S. Government securities | $644,092,000 | 267 |
| U.S. Treasury securities | $55,308,000 | 252 |
| U.S. Government agency obligations | $588,784,000 | 267 |
| Securities issued by states & political subdivisions | $76,955,000 | 720 |
| Other domestic debt securities | $9,400,000 | 925 |
| 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 | $9,400,000 | 634 |
| 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 | $632,104,000 | 156 |
| Mortgage-backed securities | $302,683,000 | 385 |
| Certificates of participation in pools of residential mortgages | $302,683,000 | 254 |
| Issued or guaranteed by U.S. | $302,683,000 | 254 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $730,447,000 | 290 |
| Total debt securities | $730,448,000 | 327 |
| Structured notes |
| Amortized cost | $153,000 | 857 |
| Fair value | $154,000 | 858 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank |
| Total securities | $687,831,000 | 326 |
| U.S. Government securities | $602,110,000 | 267 |
| U.S. Treasury securities | $75,486,000 | 154 |
| U.S. Government agency obligations | $526,624,000 | 273 |
| Securities issued by states & political subdivisions | $80,252,000 | 674 |
| Other domestic debt securities | $5,469,000 | 1,149 |
| 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 | $5,469,000 | 825 |
| 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 | $655,720,000 | 144 |
| Mortgage-backed securities | $317,782,000 | 364 |
| Certificates of participation in pools of residential mortgages | $317,782,000 | 231 |
| Issued or guaranteed by U.S. | $317,782,000 | 231 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $687,831,000 | 290 |
| Total debt securities | $687,830,000 | 321 |
| Structured notes |
| Amortized cost | $167,000 | 791 |
| Fair value | $169,000 | 793 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank |
| Total securities | $702,928,000 | 303 |
| U.S. Government securities | $618,990,000 | 246 |
| U.S. Treasury securities | $60,687,000 | 137 |
| U.S. Government agency obligations | $558,303,000 | 253 |
| Securities issued by states & political subdivisions | $78,656,000 | 641 |
| Other domestic debt securities | $5,282,000 | 1,113 |
| 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 | $5,282,000 | 764 |
| 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 | $642,871,000 | 139 |
| Mortgage-backed securities | $364,796,000 | 294 |
| Certificates of participation in pools of residential mortgages | $364,796,000 | 197 |
| Issued or guaranteed by U.S. | $364,796,000 | 196 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $702,928,000 | 277 |
| Total debt securities | $702,928,000 | 300 |
| Structured notes |
| Amortized cost | $179,000 | 586 |
| Fair value | $181,000 | 585 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank |
| Total securities | $665,214,000 | 296 |
| U.S. Government securities | $577,035,000 | 235 |
| U.S. Treasury securities | $60,980,000 | 123 |
| U.S. Government agency obligations | $516,055,000 | 246 |
| Securities issued by states & political subdivisions | $82,887,000 | 570 |
| Other domestic debt securities | $5,292,000 | 1,056 |
| 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 | $5,292,000 | 720 |
| 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 | $609,709,000 | 146 |
| Mortgage-backed securities | $373,822,000 | 270 |
| Certificates of participation in pools of residential mortgages | $373,822,000 | 178 |
| Issued or guaranteed by U.S. | $373,822,000 | 177 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $665,214,000 | 268 |
| Total debt securities | $665,213,000 | 293 |
| Structured notes |
| Amortized cost | $190,000 | 344 |
| Fair value | $193,000 | 344 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank |
| Total securities | $679,339,000 | 274 |
| U.S. Government securities | $595,288,000 | 227 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $595,288,000 | 216 |
| Securities issued by states & political subdivisions | $78,863,000 | 532 |
| Other domestic debt securities | $5,188,000 | 1,010 |
| 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 | $5,188,000 | 689 |
| 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 | $558,316,000 | 166 |
| Mortgage-backed securities | $443,786,000 | 228 |
| Certificates of participation in pools of residential mortgages | $443,786,000 | 144 |
| Issued or guaranteed by U.S. | $443,786,000 | 142 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $679,339,000 | 251 |
| Total debt securities | $679,339,000 | 271 |
| Structured notes |
| Amortized cost | $202,000 | 335 |
| Fair value | $206,000 | 334 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank |
| Total securities | $680,267,000 | 273 |
| U.S. Government securities | $596,639,000 | 220 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $596,639,000 | 210 |
| Securities issued by states & political subdivisions | $78,599,000 | 493 |
| Other domestic debt securities | $5,000,000 | 983 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $5,000,000 | 678 |
| 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 | $611,414,000 | 146 |
| Mortgage-backed securities | $460,308,000 | 222 |
| Certificates of participation in pools of residential mortgages | $460,308,000 | 136 |
| Issued or guaranteed by U.S. | $460,308,000 | 134 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $680,238,000 | 248 |
| Total debt securities | $680,238,000 | 268 |
| Structured notes |
| Amortized cost | $215,000 | 369 |
| Fair value | $216,000 | 369 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank |
| Total securities | $719,928,000 | 251 |
| U.S. Government securities | $641,613,000 | 214 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $641,613,000 | 204 |
| Securities issued by states & political subdivisions | $78,282,000 | 437 |
| 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 | $33,000 | 187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $621,887,000 | 141 |
| Mortgage-backed securities | $489,663,000 | 220 |
| Certificates of participation in pools of residential mortgages | $489,663,000 | 123 |
| Issued or guaranteed by U.S. | $489,663,000 | 123 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $719,928,000 | 229 |
| Total debt securities | $719,895,000 | 246 |
| Structured notes |
| Amortized cost | $226,000 | 526 |
| Fair value | $230,000 | 526 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank |
| Total securities | $750,998,000 | 244 |
| U.S. Government securities | $675,876,000 | 213 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $675,876,000 | 200 |
| Securities issued by states & political subdivisions | $75,086,000 | 428 |
| 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 | $36,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $649,205,000 | 127 |
| Mortgage-backed securities | $492,149,000 | 222 |
| Certificates of participation in pools of residential mortgages | $492,149,000 | 119 |
| Issued or guaranteed by U.S. | $492,149,000 | 119 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $750,998,000 | 220 |
| Total debt securities | $750,962,000 | 241 |
| Structured notes |
| Amortized cost | $236,000 | 660 |
| Fair value | $235,000 | 661 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank |
| Total securities | $742,566,000 | 239 |
| U.S. Government securities | $675,870,000 | 205 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $675,870,000 | 195 |
| Securities issued by states & political subdivisions | $66,660,000 | 486 |
| 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 | $36,000 | 330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $654,845,000 | 124 |
| Mortgage-backed securities | $492,369,000 | 214 |
| Certificates of participation in pools of residential mortgages | $492,369,000 | 117 |
| Issued or guaranteed by U.S. | $492,369,000 | 117 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $742,566,000 | 211 |
| Total debt securities | $742,529,000 | 234 |
| Structured notes |
| Amortized cost | $244,000 | 816 |
| Fair value | $243,000 | 815 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank |
| Total securities | $747,584,000 | 240 |
| U.S. Government securities | $679,686,000 | 209 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $679,686,000 | 198 |
| Securities issued by states & political subdivisions | $67,867,000 | 471 |
| 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 | $31,000 | 354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $658,046,000 | 123 |
| Mortgage-backed securities | $492,265,000 | 219 |
| Certificates of participation in pools of residential mortgages | $492,265,000 | 122 |
| Issued or guaranteed by U.S. | $492,265,000 | 121 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $747,584,000 | 212 |
| Total debt securities | $747,552,000 | 237 |
| Structured notes |
| Amortized cost | $257,000 | 856 |
| Fair value | $256,000 | 856 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank |
| Total securities | $698,417,000 | 252 |
| U.S. Government securities | $626,516,000 | 223 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $626,516,000 | 207 |
| Securities issued by states & political subdivisions | $71,864,000 | 458 |
| 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 | $37,000 | 337 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $595,352,000 | 130 |
| Mortgage-backed securities | $452,514,000 | 224 |
| Certificates of participation in pools of residential mortgages | $452,514,000 | 126 |
| Issued or guaranteed by U.S. | $452,514,000 | 126 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $698,417,000 | 223 |
| Total debt securities | $698,380,000 | 249 |
| Structured notes |
| Amortized cost | $267,000 | 875 |
| Fair value | $263,000 | 874 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank |
| Total securities | $696,010,000 | 253 |
| U.S. Government securities | $621,729,000 | 216 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $621,729,000 | 201 |
| Securities issued by states & political subdivisions | $74,250,000 | 455 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $31,000 | 491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $615,932,000 | 134 |
| Mortgage-backed securities | $446,725,000 | 226 |
| Certificates of participation in pools of residential mortgages | $446,725,000 | 126 |
| Issued or guaranteed by U.S. | $446,725,000 | 126 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $696,010,000 | 222 |
| Total debt securities | $695,979,000 | 246 |
| Structured notes |
| Amortized cost | $278,000 | 891 |
| Fair value | $272,000 | 892 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank |
| Total securities | $697,702,000 | 251 |
| U.S. Government securities | $620,712,000 | 215 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $620,712,000 | 201 |
| Securities issued by states & political subdivisions | $76,954,000 | 434 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $36,000 | 531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $598,205,000 | 136 |
| Mortgage-backed securities | $447,267,000 | 222 |
| Certificates of participation in pools of residential mortgages | $447,267,000 | 129 |
| Issued or guaranteed by U.S. | $447,267,000 | 129 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $697,702,000 | 223 |
| Total debt securities | $697,666,000 | 244 |
| Structured notes |
| Amortized cost | $297,000 | 864 |
| Fair value | $287,000 | 863 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank |
| Total securities | $730,573,000 | 243 |
| U.S. Government securities | $650,802,000 | 204 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $650,802,000 | 197 |
| Securities issued by states & political subdivisions | $79,728,000 | 431 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $43,000 | 547 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $640,393,000 | 130 |
| Mortgage-backed securities | $472,539,000 | 217 |
| Certificates of participation in pools of residential mortgages | $472,539,000 | 126 |
| Issued or guaranteed by U.S. | $472,539,000 | 125 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $730,573,000 | 217 |
| Total debt securities | $730,529,000 | 238 |
| Structured notes |
| Amortized cost | $313,000 | 853 |
| Fair value | $304,000 | 854 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank |
| Total securities | $745,152,000 | 238 |
| U.S. Government securities | $664,278,000 | 205 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $664,278,000 | 197 |
| Securities issued by states & political subdivisions | $80,836,000 | 428 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $38,000 | 618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $635,416,000 | 134 |
| Mortgage-backed securities | $481,341,000 | 213 |
| Certificates of participation in pools of residential mortgages | $481,341,000 | 123 |
| Issued or guaranteed by U.S. | $481,341,000 | 122 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $745,152,000 | 213 |
| Total debt securities | $745,114,000 | 232 |
| Structured notes |
| Amortized cost | $331,000 | 818 |
| Fair value | $323,000 | 820 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $759,330,000 | 231 |
| U.S. Government securities | $676,559,000 | 195 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $676,559,000 | 186 |
| Securities issued by states & political subdivisions | $82,736,000 | 429 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $35,000 | 893 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $665,260,000 | 127 |
| Mortgage-backed securities | $490,263,000 | 208 |
| Certificates of participation in pools of residential mortgages | $490,263,000 | 120 |
| Issued or guaranteed by U.S. | $490,263,000 | 118 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $759,330,000 | 204 |
| Total debt securities | $759,296,000 | 223 |
| Structured notes |
| Amortized cost | $349,000 | 828 |
| Fair value | $345,000 | 828 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $784,486,000 | 224 |
| U.S. Government securities | $700,822,000 | 189 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $700,822,000 | 179 |
| Securities issued by states & political subdivisions | $83,630,000 | 427 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $34,000 | 908 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $657,635,000 | 132 |
| Mortgage-backed securities | $509,885,000 | 204 |
| Certificates of participation in pools of residential mortgages | $509,885,000 | 117 |
| Issued or guaranteed by U.S. | $509,885,000 | 116 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $784,486,000 | 198 |
| Total debt securities | $784,452,000 | 219 |
| Structured notes |
| Amortized cost | $373,000 | 858 |
| Fair value | $371,000 | 857 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $836,521,000 | 215 |
| U.S. Government securities | $751,067,000 | 182 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $751,067,000 | 175 |
| Securities issued by states & political subdivisions | $85,424,000 | 424 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $30,000 | 914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $740,771,000 | 120 |
| Mortgage-backed securities | $556,097,000 | 192 |
| Certificates of participation in pools of residential mortgages | $556,097,000 | 117 |
| Issued or guaranteed by U.S. | $556,097,000 | 116 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $836,521,000 | 187 |
| Total debt securities | $836,491,000 | 210 |
| Structured notes |
| Amortized cost | $400,000 | 906 |
| Fair value | $399,000 | 911 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $843,343,000 | 214 |
| U.S. Government securities | $757,450,000 | 180 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $757,450,000 | 175 |
| Securities issued by states & political subdivisions | $85,863,000 | 423 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $30,000 | 903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $719,353,000 | 123 |
| Mortgage-backed securities | $565,966,000 | 187 |
| Certificates of participation in pools of residential mortgages | $565,966,000 | 114 |
| Issued or guaranteed by U.S. | $565,966,000 | 113 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $843,343,000 | 185 |
| Total debt securities | $843,313,000 | 209 |
| Structured notes |
| Amortized cost | $430,000 | 949 |
| Fair value | $429,000 | 949 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $845,880,000 | 210 |
| U.S. Government securities | $759,566,000 | 174 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $759,566,000 | 168 |
| Securities issued by states & political subdivisions | $86,285,000 | 423 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $29,000 | 929 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $672,653,000 | 125 |
| Mortgage-backed securities | $572,572,000 | 186 |
| Certificates of participation in pools of residential mortgages | $572,572,000 | 107 |
| Issued or guaranteed by U.S. | $572,572,000 | 106 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $845,880,000 | 176 |
| Total debt securities | $845,851,000 | 204 |
| Structured notes |
| Amortized cost | $466,000 | 939 |
| Fair value | $465,000 | 932 |
| 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 | $810,342,000 | 215 |
| U.S. Government securities | $719,800,000 | 171 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $719,800,000 | 167 |
| Securities issued by states & political subdivisions | $90,522,000 | 398 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $20,000 | 944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $623,029,000 | 126 |
| Mortgage-backed securities | $552,866,000 | 187 |
| Certificates of participation in pools of residential mortgages | $552,866,000 | 107 |
| Issued or guaranteed by U.S. | $552,866,000 | 106 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $810,342,000 | 183 |
| Total debt securities | $810,324,000 | 210 |
| Structured notes |
| Amortized cost | $497,000 | 911 |
| Fair value | $499,000 | 879 |
| 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 | $776,398,000 | 226 |
| U.S. Government securities | $687,228,000 | 183 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $687,228,000 | 176 |
| Securities issued by states & political subdivisions | $89,152,000 | 405 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $18,000 | 945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $581,668,000 | 133 |
| Mortgage-backed securities | $503,519,000 | 196 |
| Certificates of participation in pools of residential mortgages | $503,519,000 | 114 |
| Issued or guaranteed by U.S. | $503,519,000 | 113 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $776,398,000 | 192 |
| Total debt securities | $776,380,000 | 220 |
| Structured notes |
| Amortized cost | $533,000 | 955 |
| Fair value | $537,000 | 956 |
| 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 | $804,703,000 | 216 |
| U.S. Government securities | $716,991,000 | 182 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $716,991,000 | 176 |
| Securities issued by states & political subdivisions | $87,697,000 | 397 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $15,000 | 1,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $597,409,000 | 131 |
| Mortgage-backed securities | $511,708,000 | 198 |
| Certificates of participation in pools of residential mortgages | $511,708,000 | 110 |
| Issued or guaranteed by U.S. | $511,708,000 | 109 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $804,703,000 | 184 |
| Total debt securities | $804,688,000 | 212 |
| Structured notes |
| Amortized cost | $571,000 | 1,114 |
| Fair value | $577,000 | 1,112 |
| 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 | $845,281,000 | 204 |
| U.S. Government securities | $745,541,000 | 173 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $745,541,000 | 166 |
| Securities issued by states & political subdivisions | $99,728,000 | 348 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $12,000 | 1,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $584,028,000 | 136 |
| Mortgage-backed securities | $526,058,000 | 189 |
| Certificates of participation in pools of residential mortgages | $526,058,000 | 109 |
| Issued or guaranteed by U.S. | $526,058,000 | 108 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $845,281,000 | 169 |
| Total debt securities | $845,268,000 | 200 |
| Structured notes |
| Amortized cost | $611,000 | 1,224 |
| Fair value | $612,000 | 1,225 |
| 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 | $864,236,000 | 200 |
| U.S. Government securities | $764,798,000 | 164 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $764,798,000 | 159 |
| Securities issued by states & political subdivisions | $99,425,000 | 334 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $13,000 | 1,028 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $622,899,000 | 128 |
| Mortgage-backed securities | $547,855,000 | 185 |
| Certificates of participation in pools of residential mortgages | $547,855,000 | 104 |
| Issued or guaranteed by U.S. | $547,855,000 | 103 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $864,236,000 | 164 |
| Total debt securities | $864,224,000 | 197 |
| Structured notes |
| Amortized cost | $664,000 | 1,374 |
| Fair value | $670,000 | 1,374 |
| 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 | $871,101,000 | 195 |
| U.S. Government securities | $773,763,000 | 163 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $773,763,000 | 158 |
| Securities issued by states & political subdivisions | $97,325,000 | 325 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $13,000 | 1,059 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $618,214,000 | 128 |
| Mortgage-backed securities | $553,817,000 | 178 |
| Certificates of participation in pools of residential mortgages | $553,817,000 | 104 |
| Issued or guaranteed by U.S. | $553,817,000 | 103 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $871,101,000 | 162 |
| Total debt securities | $871,087,000 | 190 |
| Structured notes |
| Amortized cost | $730,000 | 1,507 |
| Fair value | $732,000 | 1,500 |
| 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 | $867,935,000 | 194 |
| U.S. Government securities | $771,150,000 | 167 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $771,150,000 | 161 |
| Securities issued by states & political subdivisions | $96,772,000 | 321 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $13,000 | 1,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $627,132,000 | 130 |
| Mortgage-backed securities | $554,058,000 | 180 |
| Certificates of participation in pools of residential mortgages | $554,058,000 | 104 |
| Issued or guaranteed by U.S. | $554,058,000 | 103 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $867,935,000 | 160 |
| Total debt securities | $867,921,000 | 190 |
| Structured notes |
| Amortized cost | $797,000 | 1,562 |
| Fair value | $803,000 | 1,554 |
| 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 | $849,167,000 | 198 |
| U.S. Government securities | $752,589,000 | 163 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $752,589,000 | 157 |
| Securities issued by states & political subdivisions | $96,567,000 | 321 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $608,818,000 | 131 |
| Mortgage-backed securities | $535,653,000 | 188 |
| Certificates of participation in pools of residential mortgages | $535,653,000 | 108 |
| Issued or guaranteed by U.S. | $535,653,000 | 107 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $849,167,000 | 164 |
| Total debt securities | $849,156,000 | 196 |
| Structured notes |
| Amortized cost | $854,000 | 1,624 |
| Fair value | $858,000 | 1,623 |
| 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 | $854,854,000 | 192 |
| U.S. Government securities | $760,092,000 | 158 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $760,092,000 | 154 |
| Securities issued by states & political subdivisions | $94,749,000 | 326 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $13,000 | 1,086 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $558,722,000 | 134 |
| Mortgage-backed securities | $515,729,000 | 190 |
| Certificates of participation in pools of residential mortgages | $515,729,000 | 105 |
| Issued or guaranteed by U.S. | $515,729,000 | 104 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $854,854,000 | 160 |
| Total debt securities | $854,840,000 | 190 |
| Structured notes |
| Amortized cost | $932,000 | 1,714 |
| Fair value | $934,000 | 1,704 |
| 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 | $864,472,000 | 189 |
| U.S. Government securities | $767,342,000 | 159 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $767,342,000 | 155 |
| Securities issued by states & political subdivisions | $96,572,000 | 314 |
| Other domestic debt securities | $547,000 | 2,039 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $547,000 | 1,621 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $11,000 | 1,147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $574,906,000 | 137 |
| Mortgage-backed securities | $516,725,000 | 192 |
| Certificates of participation in pools of residential mortgages | $516,725,000 | 103 |
| Issued or guaranteed by U.S. | $516,725,000 | 102 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $864,472,000 | 159 |
| Total debt securities | $864,461,000 | 187 |
| Structured notes |
| Amortized cost | $1,031,000 | 1,565 |
| Fair value | $1,025,000 | 1,564 |
| 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 | $772,806,000 | 212 |
| U.S. Government securities | $657,272,000 | 185 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $657,272,000 | 180 |
| Securities issued by states & political subdivisions | $114,970,000 | 246 |
| Other domestic debt securities | $551,000 | 2,090 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $551,000 | 1,651 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $13,000 | 1,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $483,756,000 | 153 |
| Mortgage-backed securities | $407,150,000 | 230 |
| Certificates of participation in pools of residential mortgages | $407,150,000 | 126 |
| Issued or guaranteed by U.S. | $407,150,000 | 124 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $772,806,000 | 177 |
| Total debt securities | $772,793,000 | 209 |
| Structured notes |
| Amortized cost | $1,143,000 | 1,543 |
| Fair value | $1,136,000 | 1,539 |
| 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 | $776,958,000 | 208 |
| U.S. Government securities | $654,813,000 | 180 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $654,813,000 | 174 |
| Securities issued by states & political subdivisions | $121,577,000 | 223 |
| Other domestic debt securities | $554,000 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $554,000 | 1,692 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $14,000 | 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 | $485,597,000 | 150 |
| Mortgage-backed securities | $394,608,000 | 233 |
| Certificates of participation in pools of residential mortgages | $394,608,000 | 130 |
| Issued or guaranteed by U.S. | $394,608,000 | 127 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $776,958,000 | 175 |
| Total debt securities | $776,944,000 | 207 |
| Structured notes |
| Amortized cost | $1,282,000 | 1,490 |
| Fair value | $1,273,000 | 1,486 |
| 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 | $790,157,000 | 201 |
| U.S. Government securities | $663,150,000 | 172 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $663,150,000 | 167 |
| Securities issued by states & political subdivisions | $126,437,000 | 209 |
| Other domestic debt securities | $556,000 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $556,000 | 1,729 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $14,000 | 1,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $438,077,000 | 165 |
| Mortgage-backed securities | $396,997,000 | 228 |
| Certificates of participation in pools of residential mortgages | $396,997,000 | 124 |
| Issued or guaranteed by U.S. | $396,997,000 | 123 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $790,157,000 | 172 |
| Total debt securities | $790,143,000 | 197 |
| Structured notes |
| Amortized cost | $1,485,000 | 1,441 |
| Fair value | $1,464,000 | 1,404 |
| 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 | $853,236,000 | 186 |
| U.S. Government securities | $718,822,000 | 165 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $718,822,000 | 163 |
| Securities issued by states & political subdivisions | $133,841,000 | 193 |
| Other domestic debt securities | $560,000 | 2,266 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $560,000 | 1,775 |
| Foreign debt securities | $0 | 316 |
| 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 | $488,910,000 | 143 |
| Mortgage-backed securities | $441,993,000 | 212 |
| Certificates of participation in pools of residential mortgages | $441,993,000 | 117 |
| Issued or guaranteed by U.S. | $441,993,000 | 115 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $853,236,000 | 163 |
| Total debt securities | $853,223,000 | 185 |
| Structured notes |
| Amortized cost | $1,808,000 | 1,312 |
| Fair value | $1,805,000 | 1,304 |
| 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 | $944,144,000 | 174 |
| U.S. Government securities | $801,906,000 | 148 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $801,906,000 | 147 |
| Securities issued by states & political subdivisions | $141,658,000 | 176 |
| Other domestic debt securities | $567,000 | 2,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $567,000 | 1,751 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $13,000 | 1,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $512,026,000 | 142 |
| Mortgage-backed securities | $498,515,000 | 196 |
| Certificates of participation in pools of residential mortgages | $473,691,000 | 114 |
| Issued or guaranteed by U.S. | $473,691,000 | 112 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $24,824,000 | 870 |
| CMOs issued by government agencies or sponsored agencies | $24,824,000 | 817 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $944,144,000 | 155 |
| Total debt securities | $944,130,000 | 172 |
| Structured notes |
| Amortized cost | $5,709,000 | 646 |
| Fair value | $5,742,000 | 641 |
| 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 | $937,952,000 | 173 |
| U.S. Government securities | $798,409,000 | 149 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $798,409,000 | 148 |
| Securities issued by states & political subdivisions | $138,955,000 | 176 |
| Other domestic debt securities | $574,000 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $574,000 | 1,713 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $14,000 | 1,120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $496,551,000 | 146 |
| Mortgage-backed securities | $498,419,000 | 188 |
| Certificates of participation in pools of residential mortgages | $471,036,000 | 119 |
| Issued or guaranteed by U.S. | $471,036,000 | 117 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $27,383,000 | 814 |
| CMOs issued by government agencies or sponsored agencies | $27,383,000 | 757 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $937,952,000 | 153 |
| Total debt securities | $937,937,000 | 172 |
| Structured notes |
| Amortized cost | $6,104,000 | 634 |
| Fair value | $6,153,000 | 632 |
| 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 | $904,049,000 | 178 |
| U.S. Government securities | $782,316,000 | 151 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $782,316,000 | 150 |
| Securities issued by states & political subdivisions | $121,146,000 | 196 |
| Other domestic debt securities | $578,000 | 2,310 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $578,000 | 1,774 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $9,000 | 1,197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $473,440,000 | 153 |
| Mortgage-backed securities | $516,223,000 | 189 |
| Certificates of participation in pools of residential mortgages | $463,078,000 | 124 |
| Issued or guaranteed by U.S. | $463,078,000 | 121 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $53,145,000 | 519 |
| CMOs issued by government agencies or sponsored agencies | $53,145,000 | 486 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $904,049,000 | 157 |
| Total debt securities | $904,050,000 | 178 |
| Structured notes |
| Amortized cost | $8,512,000 | 504 |
| Fair value | $8,594,000 | 505 |
| 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 | $949,482,000 | 173 |
| U.S. Government securities | $829,581,000 | 145 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $829,581,000 | 141 |
| Securities issued by states & political subdivisions | $119,321,000 | 192 |
| Other domestic debt securities | $571,000 | 2,311 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $571,000 | 1,764 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $9,000 | 1,209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $520,281,000 | 142 |
| Mortgage-backed securities | $497,694,000 | 196 |
| Certificates of participation in pools of residential mortgages | $435,056,000 | 128 |
| Issued or guaranteed by U.S. | $435,056,000 | 126 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $62,638,000 | 471 |
| CMOs issued by government agencies or sponsored agencies | $62,638,000 | 442 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $949,482,000 | 149 |
| Total debt securities | $949,480,000 | 173 |
| Structured notes |
| Amortized cost | $18,949,000 | 259 |
| Fair value | $19,003,000 | 258 |
| 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 | $930,602,000 | 178 |
| U.S. Government securities | $814,960,000 | 152 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $814,960,000 | 150 |
| Securities issued by states & political subdivisions | $115,066,000 | 200 |
| Other domestic debt securities | $569,000 | 2,281 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $569,000 | 1,752 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $7,000 | 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 | $541,861,000 | 142 |
| Mortgage-backed securities | $481,184,000 | 204 |
| Certificates of participation in pools of residential mortgages | $413,316,000 | 142 |
| Issued or guaranteed by U.S. | $413,316,000 | 140 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $67,868,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $67,868,000 | 433 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $930,602,000 | 154 |
| Total debt securities | $930,602,000 | 177 |
| Structured notes |
| Amortized cost | $22,362,000 | 257 |
| Fair value | $22,266,000 | 256 |
| 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 | $881,612,000 | 181 |
| U.S. Government securities | $771,264,000 | 149 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $771,264,000 | 147 |
| Securities issued by states & political subdivisions | $109,774,000 | 199 |
| Other domestic debt securities | $568,000 | 2,261 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $568,000 | 1,666 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $6,000 | 1,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $518,203,000 | 138 |
| Mortgage-backed securities | $458,460,000 | 198 |
| Certificates of participation in pools of residential mortgages | $396,650,000 | 138 |
| Issued or guaranteed by U.S. | $396,650,000 | 138 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $61,810,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $61,810,000 | 440 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $881,612,000 | 155 |
| Total debt securities | $881,612,000 | 180 |
| Structured notes |
| Amortized cost | $13,620,000 | 424 |
| Fair value | $13,722,000 | 423 |
| 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 | $923,339,000 | 174 |
| U.S. Government securities | $819,526,000 | 148 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $819,526,000 | 145 |
| Securities issued by states & political subdivisions | $103,240,000 | 204 |
| Other domestic debt securities | $566,000 | 2,241 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $566,000 | 1,629 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $7,000 | 1,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $454,433,000 | 140 |
| Mortgage-backed securities | $478,232,000 | 190 |
| Certificates of participation in pools of residential mortgages | $417,662,000 | 133 |
| Issued or guaranteed by U.S. | $417,662,000 | 132 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $60,570,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $60,570,000 | 447 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $923,339,000 | 150 |
| Total debt securities | $923,339,000 | 173 |
| Structured notes |
| Amortized cost | $13,664,000 | 427 |
| Fair value | $13,810,000 | 424 |
| 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 | $851,014,000 | 183 |
| U.S. Government securities | $747,375,000 | 159 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $747,375,000 | 155 |
| Securities issued by states & political subdivisions | $103,067,000 | 191 |
| Other domestic debt securities | $565,000 | 2,176 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $565,000 | 1,541 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $7,000 | 1,279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $518,381,000 | 133 |
| Mortgage-backed securities | $466,328,000 | 197 |
| Certificates of participation in pools of residential mortgages | $405,171,000 | 130 |
| Issued or guaranteed by U.S. | $405,171,000 | 129 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $61,157,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $61,157,000 | 436 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $851,014,000 | 162 |
| Total debt securities | $851,014,000 | 183 |
| Structured notes |
| Amortized cost | $23,704,000 | 258 |
| Fair value | $23,867,000 | 254 |
| 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 | $843,911,000 | 189 |
| U.S. Government securities | $748,449,000 | 160 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $748,449,000 | 156 |
| Securities issued by states & political subdivisions | $94,900,000 | 207 |
| Other domestic debt securities | $554,000 | 2,238 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $554,000 | 1,589 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $8,000 | 1,287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $522,059,000 | 139 |
| Mortgage-backed securities | $470,381,000 | 195 |
| Certificates of participation in pools of residential mortgages | $406,391,000 | 126 |
| Issued or guaranteed by U.S. | $406,391,000 | 125 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $63,990,000 | 469 |
| CMOs issued by government agencies or sponsored agencies | $63,990,000 | 401 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $843,911,000 | 164 |
| Total debt securities | $843,911,000 | 189 |
| Structured notes |
| Amortized cost | $23,744,000 | 287 |
| Fair value | $23,817,000 | 285 |
| 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 | $808,079,000 | 188 |
| U.S. Government securities | $722,386,000 | 162 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $722,386,000 | 156 |
| Securities issued by states & political subdivisions | $85,131,000 | 234 |
| Other domestic debt securities | $554,000 | 2,388 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $554,000 | 1,599 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $8,000 | 1,290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $525,963,000 | 136 |
| Mortgage-backed securities | $442,587,000 | 197 |
| Certificates of participation in pools of residential mortgages | $376,308,000 | 129 |
| Issued or guaranteed by U.S. | $376,308,000 | 126 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $66,279,000 | 443 |
| CMOs issued by government agencies or sponsored agencies | $66,279,000 | 375 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $808,079,000 | 164 |
| Total debt securities | $808,079,000 | 188 |
| Structured notes |
| Amortized cost | $29,827,000 | 190 |
| Fair value | $29,903,000 | 186 |
| 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 | $768,965,000 | 185 |
| U.S. Government securities | $684,644,000 | 159 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $684,644,000 | 151 |
| Securities issued by states & political subdivisions | $83,751,000 | 231 |
| Other domestic debt securities | $565,000 | 2,461 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $565,000 | 1,608 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,000 | 1,378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $470,760,000 | 133 |
| Mortgage-backed securities | $421,048,000 | 190 |
| Certificates of participation in pools of residential mortgages | $365,075,000 | 122 |
| Issued or guaranteed by U.S. | $365,075,000 | 121 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $55,973,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $55,973,000 | 423 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $768,965,000 | 166 |
| Total debt securities | $768,965,000 | 183 |
| Structured notes |
| Amortized cost | $37,675,000 | 134 |
| Fair value | $37,951,000 | 135 |
| 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 | $489,043,000 | 280 |
| U.S. Government securities | $398,987,000 | 247 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $398,987,000 | 238 |
| Securities issued by states & political subdivisions | $89,502,000 | 190 |
| Other domestic debt securities | $548,000 | 2,480 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $548,000 | 1,586 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $6,000 | 1,422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $328,228,000 | 185 |
| Mortgage-backed securities | $371,249,000 | 205 |
| Certificates of participation in pools of residential mortgages | $359,989,000 | 128 |
| Issued or guaranteed by U.S. | $359,989,000 | 126 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $11,260,000 | 1,316 |
| CMOs issued by government agencies or sponsored agencies | $11,260,000 | 1,111 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $489,043,000 | 236 |
| Total debt securities | $489,037,000 | 273 |
| Structured notes |
| Amortized cost | $15,438,000 | 430 |
| Fair value | $15,542,000 | 426 |
| 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 | $478,306,000 | 284 |
| U.S. Government securities | $390,951,000 | 256 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $390,951,000 | 247 |
| Securities issued by states & political subdivisions | $86,817,000 | 193 |
| Other domestic debt securities | $535,000 | 2,543 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $535,000 | 1,610 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,000 | 1,528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $326,053,000 | 194 |
| Mortgage-backed securities | $361,954,000 | 220 |
| Certificates of participation in pools of residential mortgages | $354,157,000 | 132 |
| Issued or guaranteed by U.S. | $354,157,000 | 130 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,797,000 | 1,540 |
| CMOs issued by government agencies or sponsored agencies | $7,797,000 | 1,310 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $478,306,000 | 248 |
| Total debt securities | $478,304,000 | 276 |
| Structured notes |
| Amortized cost | $16,283,000 | 338 |
| Fair value | $16,291,000 | 336 |
| 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 | $491,459,000 | 267 |
| U.S. Government securities | $396,085,000 | 243 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $396,085,000 | 236 |
| Securities issued by states & political subdivisions | $94,850,000 | 180 |
| Other domestic debt securities | $521,000 | 2,625 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $521,000 | 1,670 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,000 | 1,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $344,070,000 | 193 |
| Mortgage-backed securities | $368,712,000 | 217 |
| Certificates of participation in pools of residential mortgages | $362,092,000 | 133 |
| Issued or guaranteed by U.S. | $362,092,000 | 132 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,620,000 | 1,651 |
| CMOs issued by government agencies or sponsored agencies | $6,620,000 | 1,394 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $491,459,000 | 227 |
| Total debt securities | $491,456,000 | 263 |
| Structured notes |
| Amortized cost | $14,046,000 | 286 |
| Fair value | $14,098,000 | 284 |
| 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 | $461,243,000 | 291 |
| U.S. Government securities | $376,388,000 | 252 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $376,388,000 | 242 |
| Securities issued by states & political subdivisions | $84,332,000 | 207 |
| Other domestic debt securities | $520,000 | 2,727 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $520,000 | 1,764 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $3,000 | 1,636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $304,909,000 | 207 |
| Mortgage-backed securities | $357,982,000 | 226 |
| Certificates of participation in pools of residential mortgages | $351,296,000 | 142 |
| Issued or guaranteed by U.S. | $351,296,000 | 140 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,686,000 | 1,648 |
| CMOs issued by government agencies or sponsored agencies | $6,686,000 | 1,358 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $461,243,000 | 252 |
| Total debt securities | $461,240,000 | 281 |
| Structured notes |
| Amortized cost | $11,089,000 | 225 |
| Fair value | $11,131,000 | 224 |
| 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 | $432,830,000 | 311 |
| U.S. Government securities | $342,597,000 | 275 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $342,597,000 | 263 |
| Securities issued by states & political subdivisions | $89,734,000 | 191 |
| Other domestic debt securities | $496,000 | 2,843 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $496,000 | 1,879 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $3,000 | 1,686 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $304,879,000 | 215 |
| Mortgage-backed securities | $331,050,000 | 241 |
| Certificates of participation in pools of residential mortgages | $323,402,000 | 156 |
| Issued or guaranteed by U.S. | $323,402,000 | 153 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,648,000 | 1,550 |
| CMOs issued by government agencies or sponsored agencies | $7,648,000 | 1,257 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $432,830,000 | 265 |
| Total debt securities | $432,827,000 | 297 |
| Structured notes |
| Amortized cost | $3,712,000 | 469 |
| Fair value | $3,726,000 | 457 |
| 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 | $410,010,000 | 326 |
| U.S. Government securities | $329,216,000 | 286 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $329,216,000 | 279 |
| Securities issued by states & political subdivisions | $80,304,000 | 211 |
| Other domestic debt securities | $488,000 | 2,770 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $488,000 | 1,972 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,000 | 1,729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $287,462,000 | 232 |
| Mortgage-backed securities | $313,507,000 | 256 |
| Certificates of participation in pools of residential mortgages | $305,801,000 | 170 |
| Issued or guaranteed by U.S. | $305,801,000 | 167 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,706,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $7,706,000 | 1,231 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $410,010,000 | 278 |
| Total debt securities | $410,008,000 | 314 |
| Structured notes |
| Amortized cost | $3,296,000 | 376 |
| Fair value | $3,344,000 | 369 |
| 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 | $417,756,000 | 317 |
| U.S. Government securities | $329,198,000 | 280 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $329,198,000 | 276 |
| Securities issued by states & political subdivisions | $88,557,000 | 186 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,000 | 1,767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $315,843,000 | 214 |
| Mortgage-backed securities | $306,908,000 | 259 |
| Certificates of participation in pools of residential mortgages | $298,908,000 | 173 |
| Issued or guaranteed by U.S. | $298,908,000 | 167 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $8,000,000 | 1,462 |
| CMOs issued by government agencies or sponsored agencies | $8,000,000 | 1,170 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $417,756,000 | 271 |
| Total debt securities | $417,755,000 | 309 |
| Structured notes |
| Amortized cost | $2,352,000 | 564 |
| Fair value | $2,372,000 | 555 |
| 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 | $418,621,000 | 304 |
| U.S. Government securities | $328,298,000 | 273 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $328,298,000 | 267 |
| Securities issued by states & political subdivisions | $87,267,000 | 179 |
| Other domestic debt securities | $246,000 | 2,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $246,000 | 2,139 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,810,000 | 481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $295,291,000 | 222 |
| Mortgage-backed securities | $300,853,000 | 260 |
| Certificates of participation in pools of residential mortgages | $292,922,000 | 164 |
| Issued or guaranteed by U.S. | $292,922,000 | 157 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $7,931,000 | 1,417 |
| CMOs issued by government agencies or sponsored agencies | $7,931,000 | 1,124 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $418,621,000 | 256 |
| Total debt securities | $415,811,000 | 301 |
| Structured notes |
| Amortized cost | $2,402,000 | 554 |
| Fair value | $2,367,000 | 548 |
| 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 | $429,304,000 | 301 |
| U.S. Government securities | $340,907,000 | 262 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $340,907,000 | 259 |
| Securities issued by states & political subdivisions | $85,201,000 | 185 |
| Other domestic debt securities | $241,000 | 2,897 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $241,000 | 2,171 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $2,955,000 | 640 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $285,130,000 | 235 |
| Mortgage-backed securities | $303,985,000 | 255 |
| Certificates of participation in pools of residential mortgages | $295,895,000 | 166 |
| Issued or guaranteed by U.S. | $295,895,000 | 158 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,090,000 | 1,395 |
| CMOs issued by government agencies or sponsored agencies | $8,090,000 | 1,117 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $429,304,000 | 251 |
| Total debt securities | $426,349,000 | 296 |
| Structured notes |
| Amortized cost | $4,460,000 | 314 |
| Fair value | $4,388,000 | 316 |
| 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 | $429,778,000 | 308 |
| U.S. Government securities | $345,428,000 | 261 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $345,428,000 | 254 |
| Securities issued by states & political subdivisions | $81,176,000 | 189 |
| Other domestic debt securities | $242,000 | 2,859 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $242,000 | 2,129 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $2,932,000 | 684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $282,056,000 | 231 |
| Mortgage-backed securities | $300,607,000 | 255 |
| Certificates of participation in pools of residential mortgages | $291,891,000 | 171 |
| Issued or guaranteed by U.S. | $291,891,000 | 163 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,716,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $8,716,000 | 1,053 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $429,778,000 | 262 |
| Total debt securities | $426,846,000 | 299 |
| Structured notes |
| Amortized cost | $4,542,000 | 323 |
| Fair value | $4,555,000 | 327 |
| 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 | $406,427,000 | 324 |
| U.S. Government securities | $317,517,000 | 282 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $317,517,000 | 275 |
| Securities issued by states & political subdivisions | $85,638,000 | 178 |
| Other domestic debt securities | $240,000 | 2,697 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $240,000 | 2,002 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $3,032,000 | 623 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $255,377,000 | 249 |
| Mortgage-backed securities | $261,923,000 | 263 |
| Certificates of participation in pools of residential mortgages | $253,421,000 | 173 |
| Issued or guaranteed by U.S. | $253,421,000 | 167 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,502,000 | 1,262 |
| CMOs issued by government agencies or sponsored agencies | $8,502,000 | 1,013 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $406,427,000 | 275 |
| Total debt securities | $403,395,000 | 313 |
| Structured notes |
| Amortized cost | $5,115,000 | 486 |
| Fair value | $5,089,000 | 491 |
| 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 | $406,183,000 | 328 |
| U.S. Government securities | $319,690,000 | 294 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $319,690,000 | 287 |
| Securities issued by states & political subdivisions | $86,244,000 | 177 |
| Other domestic debt securities | $238,000 | 2,658 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $238,000 | 1,984 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $11,000 | 1,730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $228,621,000 | 271 |
| Mortgage-backed securities | $251,348,000 | 266 |
| Certificates of participation in pools of residential mortgages | $242,414,000 | 182 |
| Issued or guaranteed by U.S. | $242,414,000 | 176 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,934,000 | 1,183 |
| CMOs issued by government agencies or sponsored agencies | $8,934,000 | 951 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $406,183,000 | 273 |
| Total debt securities | $406,172,000 | 315 |
| Structured notes |
| Amortized cost | $6,164,000 | 511 |
| Fair value | $6,068,000 | 517 |
| 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 | $382,413,000 | 353 |
| U.S. Government securities | $290,837,000 | 322 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $290,837,000 | 316 |
| Securities issued by states & political subdivisions | $88,319,000 | 169 |
| Other domestic debt securities | $247,000 | 2,590 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $247,000 | 1,942 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $3,010,000 | 614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $208,775,000 | 295 |
| Mortgage-backed securities | $226,302,000 | 292 |
| Certificates of participation in pools of residential mortgages | $216,644,000 | 194 |
| Issued or guaranteed by U.S. | $216,644,000 | 190 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,658,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $9,658,000 | 877 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $382,413,000 | 301 |
| Total debt securities | $379,403,000 | 345 |
| Structured notes |
| Amortized cost | $6,265,000 | 535 |
| Fair value | $6,069,000 | 543 |
| 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 | $354,603,000 | 376 |
| U.S. Government securities | $256,358,000 | 366 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $256,358,000 | 358 |
| Securities issued by states & political subdivisions | $95,021,000 | 155 |
| Other domestic debt securities | $250,000 | 2,585 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 1,955 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $2,974,000 | 624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $196,327,000 | 308 |
| Mortgage-backed securities | $201,773,000 | 316 |
| Certificates of participation in pools of residential mortgages | $190,872,000 | 218 |
| Issued or guaranteed by U.S. | $190,872,000 | 208 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $10,901,000 | 1,008 |
| CMOs issued by government agencies or sponsored agencies | $10,901,000 | 801 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $354,603,000 | 318 |
| Total debt securities | $351,629,000 | 364 |
| Structured notes |
| Amortized cost | $6,359,000 | 568 |
| Fair value | $6,245,000 | 571 |
| 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 | $321,469,000 | 409 |
| U.S. Government securities | $228,240,000 | 413 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $228,240,000 | 403 |
| Securities issued by states & political subdivisions | $93,229,000 | 160 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $154,621,000 | 373 |
| Mortgage-backed securities | $192,559,000 | 334 |
| Certificates of participation in pools of residential mortgages | $182,027,000 | 234 |
| Issued or guaranteed by U.S. | $182,027,000 | 226 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $10,532,000 | 1,019 |
| CMOs issued by government agencies or sponsored agencies | $10,532,000 | 832 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $321,469,000 | 347 |
| Total debt securities | $321,469,000 | 396 |
| Structured notes |
| Amortized cost | $5,952,000 | 635 |
| Fair value | $5,816,000 | 636 |
| 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 | $308,210,000 | 429 |
| U.S. Government securities | $222,690,000 | 426 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $222,690,000 | 417 |
| Securities issued by states & political subdivisions | $85,520,000 | 175 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $156,721,000 | 376 |
| Mortgage-backed securities | $199,760,000 | 331 |
| Certificates of participation in pools of residential mortgages | $188,321,000 | 229 |
| Issued or guaranteed by U.S. | $188,321,000 | 221 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $11,439,000 | 963 |
| CMOs issued by government agencies or sponsored agencies | $11,439,000 | 785 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $308,210,000 | 366 |
| Total debt securities | $308,210,000 | 418 |
| Structured notes |
| Amortized cost | $5,056,000 | 767 |
| Fair value | $4,879,000 | 815 |
| 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 | $304,414,000 | 447 |
| U.S. Government securities | $216,187,000 | 451 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $216,187,000 | 440 |
| Securities issued by states & political subdivisions | $88,227,000 | 165 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $159,590,000 | 362 |
| Mortgage-backed securities | $200,676,000 | 332 |
| Certificates of participation in pools of residential mortgages | $188,215,000 | 245 |
| Issued or guaranteed by U.S. | $188,215,000 | 238 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $12,461,000 | 907 |
| CMOs issued by government agencies or sponsored agencies | $12,461,000 | 738 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $304,414,000 | 378 |
| Total debt securities | $304,414,000 | 434 |
| Structured notes |
| Amortized cost | $7,137,000 | 597 |
| Fair value | $6,860,000 | 605 |
| 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 | $318,441,000 | 442 |
| U.S. Government securities | $228,806,000 | 440 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $228,806,000 | 424 |
| Securities issued by states & political subdivisions | $89,635,000 | 152 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $159,261,000 | 362 |
| Mortgage-backed securities | $212,935,000 | 324 |
| Certificates of participation in pools of residential mortgages | $199,050,000 | 238 |
| Issued or guaranteed by U.S. | $199,050,000 | 229 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $13,885,000 | 854 |
| CMOs issued by government agencies or sponsored agencies | $13,885,000 | 690 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $318,441,000 | 367 |
| Total debt securities | $318,441,000 | 427 |
| Structured notes |
| Amortized cost | $7,247,000 | 611 |
| Fair value | $7,047,000 | 613 |
| 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 | $332,255,000 | 423 |
| U.S. Government securities | $245,260,000 | 421 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $245,260,000 | 402 |
| Securities issued by states & political subdivisions | $86,995,000 | 162 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $166,497,000 | 351 |
| Mortgage-backed securities | $229,205,000 | 311 |
| Certificates of participation in pools of residential mortgages | $214,468,000 | 233 |
| Issued or guaranteed by U.S. | $214,468,000 | 226 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $14,737,000 | 822 |
| CMOs issued by government agencies or sponsored agencies | $14,737,000 | 667 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $332,255,000 | 355 |
| Total debt securities | $332,255,000 | 414 |
| Structured notes |
| Amortized cost | $7,351,000 | 600 |
| Fair value | $7,176,000 | 603 |
| 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 | $334,848,000 | 425 |
| U.S. Government securities | $252,784,000 | 410 |
| U.S. Treasury securities | $3,010,000 | 726 |
| U.S. Government agency obligations | $249,774,000 | 396 |
| Securities issued by states & political subdivisions | $82,064,000 | 171 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $162,974,000 | 343 |
| Mortgage-backed securities | $236,412,000 | 305 |
| Certificates of participation in pools of residential mortgages | $222,550,000 | 225 |
| Issued or guaranteed by U.S. | $222,550,000 | 220 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,862,000 | 866 |
| CMOs issued by government agencies or sponsored agencies | $13,862,000 | 709 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $334,848,000 | 351 |
| Total debt securities | $334,848,000 | 414 |
| Structured notes |
| Amortized cost | $7,507,000 | 565 |
| Fair value | $7,425,000 | 564 |
| 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 | $343,626,000 | 408 |
| U.S. Government securities | $260,201,000 | 400 |
| U.S. Treasury securities | $3,030,000 | 744 |
| U.S. Government agency obligations | $257,171,000 | 387 |
| Securities issued by states & political subdivisions | $83,425,000 | 168 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $194,074,000 | 305 |
| Mortgage-backed securities | $242,528,000 | 307 |
| Certificates of participation in pools of residential mortgages | $229,161,000 | 229 |
| Issued or guaranteed by U.S. | $229,161,000 | 225 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $13,367,000 | 912 |
| CMOs issued by government agencies or sponsored agencies | $13,367,000 | 766 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $343,626,000 | 338 |
| Total debt securities | $343,626,000 | 401 |
| Structured notes |
| Amortized cost | $7,731,000 | 561 |
| Fair value | $7,667,000 | 560 |
| 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 | $341,568,000 | 411 |
| U.S. Government securities | $261,805,000 | 398 |
| U.S. Treasury securities | $3,049,000 | 813 |
| U.S. Government agency obligations | $258,756,000 | 387 |
| Securities issued by states & political subdivisions | $79,763,000 | 172 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $197,731,000 | 296 |
| Mortgage-backed securities | $244,022,000 | 306 |
| Certificates of participation in pools of residential mortgages | $232,334,000 | 230 |
| Issued or guaranteed by U.S. | $232,334,000 | 224 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $11,688,000 | 995 |
| CMOs issued by government agencies or sponsored agencies | $11,688,000 | 846 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $341,568,000 | 350 |
| Total debt securities | $341,568,000 | 400 |
| Structured notes |
| Amortized cost | $7,957,000 | 547 |
| Fair value | $7,851,000 | 536 |
| 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 | $342,422,000 | 416 |
| U.S. Government securities | $264,350,000 | 396 |
| U.S. Treasury securities | $3,079,000 | 833 |
| U.S. Government agency obligations | $261,271,000 | 384 |
| Securities issued by states & political subdivisions | $78,072,000 | 181 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $185,564,000 | 315 |
| Mortgage-backed securities | $247,923,000 | 319 |
| Certificates of participation in pools of residential mortgages | $234,381,000 | 233 |
| Issued or guaranteed by U.S. | $234,381,000 | 226 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $13,542,000 | 930 |
| CMOs issued by government agencies or sponsored agencies | $13,542,000 | 777 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $342,422,000 | 355 |
| Total debt securities | $342,422,000 | 408 |
| Structured notes |
| Amortized cost | $3,976,000 | 1,037 |
| Fair value | $3,916,000 | 1,042 |
| 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 | $351,037,000 | 406 |
| U.S. Government securities | $276,403,000 | 389 |
| U.S. Treasury securities | $3,122,000 | 797 |
| U.S. Government agency obligations | $273,281,000 | 371 |
| Securities issued by states & political subdivisions | $74,612,000 | 191 |
| Other domestic debt securities | $22,000 | 3,507 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,135 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $159,169,000 | 355 |
| Mortgage-backed securities | $259,769,000 | 305 |
| Certificates of participation in pools of residential mortgages | $245,974,000 | 224 |
| Issued or guaranteed by U.S. | $245,974,000 | 217 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,795,000 | 919 |
| CMOs issued by government agencies or sponsored agencies | $13,773,000 | 781 |
| Privately issued | $22,000 | 1,032 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $351,037,000 | 353 |
| Total debt securities | $351,037,000 | 400 |
| Structured notes |
| Amortized cost | $3,975,000 | 1,043 |
| Fair value | $3,951,000 | 1,043 |
| 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 | $327,689,000 | 448 |
| U.S. Government securities | $257,406,000 | 414 |
| U.S. Treasury securities | $3,136,000 | 840 |
| U.S. Government agency obligations | $254,270,000 | 404 |
| Securities issued by states & political subdivisions | $70,260,000 | 197 |
| Other domestic debt securities | $23,000 | 3,610 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,128 |
| 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 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $160,464,000 | 345 |
| Mortgage-backed securities | $241,085,000 | 326 |
| Certificates of participation in pools of residential mortgages | $227,395,000 | 237 |
| Issued or guaranteed by U.S. | $227,395,000 | 230 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,690,000 | 934 |
| CMOs issued by government agencies or sponsored agencies | $13,667,000 | 794 |
| Privately issued | $23,000 | 1,031 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $327,689,000 | 380 |
| Total debt securities | $327,689,000 | 434 |
| Structured notes |
| Amortized cost | $3,974,000 | 1,027 |
| Fair value | $3,804,000 | 1,033 |
| 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 | $345,827,000 | 412 |
| U.S. Government securities | $273,259,000 | 400 |
| U.S. Treasury securities | $3,213,000 | 803 |
| U.S. Government agency obligations | $270,046,000 | 385 |
| Securities issued by states & political subdivisions | $72,539,000 | 194 |
| Other domestic debt securities | $29,000 | 3,690 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $163,788,000 | 334 |
| Mortgage-backed securities | $257,423,000 | 318 |
| Certificates of participation in pools of residential mortgages | $240,635,000 | 230 |
| Issued or guaranteed by U.S. | $240,635,000 | 224 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $16,788,000 | 845 |
| CMOs issued by government agencies or sponsored agencies | $16,759,000 | 714 |
| Privately issued | $29,000 | 1,076 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $345,827,000 | 356 |
| Total debt securities | $345,827,000 | 403 |
| Structured notes |
| Amortized cost | $3,973,000 | 887 |
| Fair value | $3,982,000 | 886 |
| 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 | $346,206,000 | 424 |
| U.S. Government securities | $275,686,000 | 418 |
| U.S. Treasury securities | $3,223,000 | 870 |
| U.S. Government agency obligations | $272,463,000 | 409 |
| Securities issued by states & political subdivisions | $70,480,000 | 193 |
| Other domestic debt securities | $40,000 | 3,721 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,015 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $150,554,000 | 360 |
| Mortgage-backed securities | $259,946,000 | 321 |
| Certificates of participation in pools of residential mortgages | $242,572,000 | 236 |
| Issued or guaranteed by U.S. | $242,572,000 | 231 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $17,374,000 | 823 |
| CMOs issued by government agencies or sponsored agencies | $17,334,000 | 761 |
| Privately issued | $40,000 | 881 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $346,206,000 | 366 |
| Total debt securities | $346,206,000 | 412 |
| Structured notes |
| Amortized cost | $3,972,000 | 786 |
| Fair value | $3,892,000 | 783 |
| 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 | $321,952,000 | 461 |
| U.S. Government securities | $260,853,000 | 439 |
| U.S. Treasury securities | $3,250,000 | 863 |
| U.S. Government agency obligations | $257,603,000 | 427 |
| Securities issued by states & political subdivisions | $61,047,000 | 241 |
| Other domestic debt securities | $52,000 | 3,807 |
| Privately issued residential mortgage-backed securities | $52,000 | 1,077 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $149,361,000 | 343 |
| Mortgage-backed securities | $245,077,000 | 335 |
| Certificates of participation in pools of residential mortgages | $224,525,000 | 242 |
| Issued or guaranteed by U.S. | $224,525,000 | 235 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $20,552,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $20,500,000 | 703 |
| Privately issued | $52,000 | 937 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $321,952,000 | 403 |
| Total debt securities | $321,952,000 | 450 |
| Structured notes |
| Amortized cost | $3,966,000 | 654 |
| Fair value | $3,851,000 | 663 |
| 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 | $338,362,000 | 435 |
| U.S. Government securities | $278,927,000 | 408 |
| U.S. Treasury securities | $3,312,000 | 849 |
| U.S. Government agency obligations | $275,615,000 | 400 |
| Securities issued by states & political subdivisions | $59,378,000 | 251 |
| Other domestic debt securities | $57,000 | 3,856 |
| Privately issued residential mortgage-backed securities | $57,000 | 1,127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $181,193,000 | 291 |
| Mortgage-backed securities | $262,779,000 | 328 |
| Certificates of participation in pools of residential mortgages | $225,399,000 | 236 |
| Issued or guaranteed by U.S. | $225,399,000 | 230 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $37,380,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $37,323,000 | 516 |
| Privately issued | $57,000 | 992 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $338,362,000 | 380 |
| Total debt securities | $338,362,000 | 422 |
| Structured notes |
| Amortized cost | $2,000,000 | 817 |
| Fair value | $2,000,000 | 911 |
| 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 | $338,344,000 | 439 |
| U.S. Government securities | $281,558,000 | 406 |
| U.S. Treasury securities | $5,302,000 | 641 |
| U.S. Government agency obligations | $276,256,000 | 399 |
| Securities issued by states & political subdivisions | $56,720,000 | 248 |
| Other domestic debt securities | $66,000 | 3,899 |
| Privately issued residential mortgage-backed securities | $66,000 | 1,138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $155,793,000 | 331 |
| Mortgage-backed securities | $262,331,000 | 336 |
| Certificates of participation in pools of residential mortgages | $222,503,000 | 235 |
| Issued or guaranteed by U.S. | $222,503,000 | 228 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $39,828,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $39,762,000 | 502 |
| Privately issued | $66,000 | 1,007 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $338,344,000 | 372 |
| Total debt securities | $338,345,000 | 420 |
| 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 | $315,403,000 | 429 |
| U.S. Government securities | $261,567,000 | 402 |
| U.S. Treasury securities | $7,351,000 | 543 |
| U.S. Government agency obligations | $254,216,000 | 396 |
| Securities issued by states & political subdivisions | $52,815,000 | 268 |
| Other domestic debt securities | $1,021,000 | 2,790 |
| Privately issued residential mortgage-backed securities | $1,021,000 | 708 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,999,000 | 2,297 |
| Mortgage-backed securities | $241,142,000 | 326 |
| Certificates of participation in pools of residential mortgages | $221,666,000 | 221 |
| Issued or guaranteed by U.S. | $221,666,000 | 211 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $19,476,000 | 847 |
| CMOs issued by government agencies or sponsored agencies | $18,455,000 | 811 |
| Privately issued | $1,021,000 | 631 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $315,403,000 | 370 |
| Total debt securities | $315,403,000 | 412 |
| 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 | $236,679,000 | 513 |
| U.S. Government securities | $197,294,000 | 469 |
| U.S. Treasury securities | $22,696,000 | 238 |
| U.S. Government agency obligations | $174,598,000 | 490 |
| Securities issued by states & political subdivisions | $38,087,000 | 373 |
| Other domestic debt securities | $1,298,000 | 2,665 |
| Privately issued residential mortgage-backed securities | $1,298,000 | 741 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $113,108,000 | 393 |
| Mortgage-backed securities | $163,364,000 | 398 |
| Certificates of participation in pools of residential mortgages | $124,288,000 | 308 |
| Issued or guaranteed by U.S. | $124,288,000 | 304 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $39,076,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $37,778,000 | 490 |
| Privately issued | $1,298,000 | 668 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $236,679,000 | 441 |
| Total debt securities | $236,679,000 | 491 |
| 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 | $206,021,000 | 578 |
| U.S. Government securities | $171,326,000 | 506 |
| U.S. Treasury securities | $31,810,000 | 230 |
| U.S. Government agency obligations | $139,516,000 | 573 |
| Securities issued by states & political subdivisions | $32,824,000 | 451 |
| Other domestic debt securities | $97,000 | 3,648 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $97,000 | 3,196 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,774,000 | 1,719 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $126,132,000 | 364 |
| Mortgage-backed securities | $122,931,000 | 427 |
| Certificates of participation in pools of residential mortgages | $95,488,000 | 341 |
| Issued or guaranteed by U.S. | $95,488,000 | 336 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $27,443,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $27,443,000 | 484 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $206,021,000 | 455 |
| Total debt securities | $204,247,000 | 559 |
| 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 | $170,532,000 | 693 |
| U.S. Government securities | $141,827,000 | 635 |
| U.S. Treasury securities | $36,351,000 | 262 |
| U.S. Government agency obligations | $105,476,000 | 774 |
| Securities issued by states & political subdivisions | $26,340,000 | 572 |
| Other domestic debt securities | $109,000 | 3,484 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $109,000 | 2,950 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $2,256,000 | 1,406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $83,640,000 | 518 |
| Mortgage-backed securities | $95,062,000 | 542 |
| Certificates of participation in pools of residential mortgages | $90,900,000 | 372 |
| Issued or guaranteed by U.S. | $90,900,000 | 362 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,162,000 | 1,787 |
| CMOs issued by government agencies or sponsored agencies | $4,162,000 | 1,659 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $170,532,000 | 554 |
| Total debt securities | $168,276,000 | 675 |
| 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 | $160,177,000 | 745 |
| U.S. Government securities | $136,086,000 | 676 |
| U.S. Treasury securities | $41,077,000 | 326 |
| U.S. Government agency obligations | $95,009,000 | 821 |
| Securities issued by states & political subdivisions | $22,173,000 | 710 |
| Other domestic debt securities | $122,000 | 3,373 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $122,000 | 2,801 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,796,000 | 1,620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $58,475,000 | 603 |
| Mortgage-backed securities | $89,665,000 | 582 |
| Certificates of participation in pools of residential mortgages | $77,698,000 | 462 |
| Issued or guaranteed by U.S. | $77,698,000 | 453 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $11,967,000 | 1,048 |
| CMOs issued by government agencies or sponsored agencies | $11,967,000 | 959 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $160,177,000 | 581 |
| Total debt securities | $158,381,000 | 721 |
| Structured notes |
| Amortized cost | $1,100,000 | 558 |
| Fair value | $1,088,000 | 562 |
| 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 | $133,894,000 | 874 |
| U.S. Government securities | $119,423,000 | 803 |
| U.S. Treasury securities | $55,889,000 | 337 |
| U.S. Government agency obligations | $63,534,000 | 1,141 |
| Securities issued by states & political subdivisions | $14,320,000 | 981 |
| Other domestic debt securities | $151,000 | 3,055 |
| 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 | $151,000 | 2,434 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,133,000 | 627 |
| Mortgage-backed securities | $52,737,000 | 836 |
| Certificates of participation in pools of residential mortgages | $27,985,000 | 988 |
| Issued or guaranteed by U.S. | $27,985,000 | 971 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $24,752,000 | 599 |
| CMOs issued by government agencies or sponsored agencies | $24,752,000 | 562 |
| 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) | $22,253,000 | 1,530 |
| Available-for-sale securities (fair market value) | $111,641,000 | 745 |
| Total debt securities | $133,894,000 | 840 |
| Structured notes |
| Amortized cost | $2,600,000 | 579 |
| Fair value | $2,579,000 | 577 |
| 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 | $139,154,000 | 892 |
| U.S. Government securities | $123,442,000 | 822 |
| U.S. Treasury securities | $71,042,000 | 318 |
| U.S. Government agency obligations | $52,400,000 | 1,394 |
| Securities issued by states & political subdivisions | $15,519,000 | 887 |
| Other domestic debt securities | $193,000 | 3,474 |
| Privately issued residential mortgage-backed securities | $193,000 | 1,344 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $58,889,000 | 603 |
| Mortgage-backed securities | $37,333,000 | 1,147 |
| Certificates of participation in pools of residential mortgages | $8,899,000 | 2,318 |
| Issued or guaranteed by U.S. | $8,899,000 | 2,298 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $28,434,000 | 578 |
| CMOs issued by government agencies or sponsored agencies | $28,241,000 | 538 |
| Privately issued | $193,000 | 1,091 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,408,000 | 1,500 |
| Available-for-sale securities (fair market value) | $112,746,000 | 750 |
| Total debt securities | $139,154,000 | 858 |
| Structured notes |
| Amortized cost | $3,590,000 | 566 |
| Fair value | $3,541,000 | 565 |
| 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 | $100,822,000 | 1,238 |
| U.S. Government securities | $90,130,000 | 1,140 |
| U.S. Treasury securities | $49,321,000 | 572 |
| U.S. Government agency obligations | $40,809,000 | 1,736 |
| Securities issued by states & political subdivisions | $10,607,000 | 1,390 |
| Other domestic debt securities | $85,000 | 4,578 |
| Privately issued residential mortgage-backed securities | $85,000 | 1,940 |
| 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 | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,429,000 | 1,291 |
| Mortgage-backed securities | $24,926,000 | 1,649 |
| Certificates of participation in pools of residential mortgages | $4,179,000 | 3,605 |
| Issued or guaranteed by U.S. | $4,179,000 | 3,576 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $20,747,000 | 807 |
| CMOs issued by government agencies or sponsored agencies | $20,662,000 | 751 |
| Privately issued | $85,000 | 1,629 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,894,000 | 1,857 |
| Available-for-sale securities (fair market value) | $78,928,000 | 1,073 |
| Total debt securities | $100,822,000 | 1,197 |
| Structured notes |
| Amortized cost | $4,278,000 | 840 |
| Fair value | $4,218,000 | 835 |
| 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 | $93,935,000 | 1,375 |
| U.S. Government securities | $82,646,000 | 1,276 |
| U.S. Treasury securities | $45,182,000 | 776 |
| U.S. Government agency obligations | $37,464,000 | 1,806 |
| Securities issued by states & political subdivisions | $11,180,000 | 1,312 |
| Other domestic debt securities | $109,000 | 4,974 |
| Privately issued residential mortgage-backed securities | $109,000 | 2,115 |
| 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 | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,288,000 | 955 |
| Mortgage-backed securities | $19,878,000 | 2,050 |
| Certificates of participation in pools of residential mortgages | $2,626,000 | 4,663 |
| Issued or guaranteed by U.S. | $2,626,000 | 4,638 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $17,252,000 | 1,004 |
| CMOs issued by government agencies or sponsored agencies | $17,143,000 | 940 |
| Privately issued | $109,000 | 1,805 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,156,000 | 2,339 |
| Available-for-sale securities (fair market value) | $62,779,000 | 912 |
| Total debt securities | $93,935,000 | 1,339 |
| 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 | $91,216,000 | 1,500 |
| U.S. Government securities | $80,039,000 | 1,397 |
| U.S. Treasury securities | $43,036,000 | 876 |
| U.S. Government agency obligations | $37,003,000 | 1,894 |
| Securities issued by states & political subdivisions | $11,019,000 | 1,358 |
| Other domestic debt securities | $158,000 | 5,517 |
| Privately issued residential mortgage-backed securities | $158,000 | 2,489 |
| 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 | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,551,000 | 989 |
| Mortgage-backed securities | $24,443,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $3,140,000 | 4,784 |
| Issued or guaranteed by U.S. | $3,041,000 | 4,821 |
| Privately issued | $99,000 | 592 |
| Collaterized mortgage obligations | $21,303,000 | 1,006 |
| CMOs issued by government agencies or sponsored agencies | $21,244,000 | 920 |
| Privately issued | $59,000 | 2,530 |
| 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 | $91,216,000 | 1,451 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $82,086,000 | 1,636 |
| U.S. Government securities | $69,776,000 | 1,541 |
| U.S. Treasury securities | $44,750,000 | 838 |
| U.S. Government agency obligations | $25,026,000 | 2,670 |
| Securities issued by states & political subdivisions | $10,902,000 | 1,225 |
| Other domestic debt securities | $1,408,000 | 3,536 |
| Privately issued residential mortgage-backed securities | $309,000 | 2,750 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,099,000 | 2,798 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,445,000 | 1,039 |
| Mortgage-backed securities | $12,028,000 | 3,319 |
| Certificates of participation in pools of residential mortgages | $4,949,000 | 4,007 |
| Issued or guaranteed by U.S. | $4,831,000 | 4,000 |
| Privately issued | $118,000 | 669 |
| Collaterized mortgage obligations | $7,079,000 | 2,128 |
| CMOs issued by government agencies or sponsored agencies | $6,888,000 | 1,949 |
| Privately issued | $191,000 | 2,654 |
| 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 | $82,086,000 | 1,595 |
| 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 |
