Home > First Command Bank > Securities
First Command Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $520,744,000 | 423 |
| U.S. Government securities | $489,847,000 | 313 |
| U.S. Treasury securities | $22,769,000 | 848 |
| U.S. Government agency obligations | $467,078,000 | 295 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $28,949,000 | 585 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $13,334,000 | 226 |
| Other domestic debt securities - All other | $15,615,000 | 478 |
| Foreign debt securities | $1,948,000 | 157 |
| 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 | $33,493,000 | 1,857 |
| Mortgage-backed securities | $288,284,000 | 352 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $104,510,000 | 487 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $183,774,000 | 155 |
| 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) | $499,643,000 | 139 |
| Available-for-sale securities (fair market value) | $21,101,000 | 3,288 |
| Total debt securities | $520,744,000 | 414 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $530,206,000 | 415 |
| U.S. Government securities | $499,240,000 | 310 |
| U.S. Treasury securities | $22,751,000 | 867 |
| U.S. Government agency obligations | $476,489,000 | 288 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $29,044,000 | 580 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $13,599,000 | 224 |
| Other domestic debt securities - All other | $15,445,000 | 477 |
| Foreign debt securities | $1,922,000 | 157 |
| 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 | $113,546,000 | 774 |
| Mortgage-backed securities | $297,675,000 | 342 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $107,713,000 | 465 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $189,962,000 | 148 |
| 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) | $509,333,000 | 140 |
| Available-for-sale securities (fair market value) | $20,873,000 | 3,294 |
| Total debt securities | $530,205,000 | 407 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $543,266,000 | 409 |
| U.S. Government securities | $510,162,000 | 299 |
| U.S. Treasury securities | $22,734,000 | 891 |
| U.S. Government agency obligations | $487,428,000 | 284 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $31,196,000 | 554 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $13,833,000 | 208 |
| Other domestic debt securities - All other | $17,363,000 | 438 |
| Foreign debt securities | $1,908,000 | 165 |
| 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 | $33,600,000 | 1,791 |
| Mortgage-backed securities | $308,593,000 | 333 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $111,466,000 | 471 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $197,127,000 | 142 |
| 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) | $520,131,000 | 138 |
| Available-for-sale securities (fair market value) | $23,135,000 | 3,251 |
| Total debt securities | $543,267,000 | 401 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $555,105,000 | 425 |
| U.S. Government securities | $521,747,000 | 307 |
| U.S. Treasury securities | $22,717,000 | 947 |
| U.S. Government agency obligations | $499,030,000 | 272 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $31,447,000 | 576 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $14,091,000 | 205 |
| Other domestic debt securities - All other | $17,356,000 | 453 |
| Foreign debt securities | $1,911,000 | 144 |
| 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 | $33,655,000 | 1,727 |
| Mortgage-backed securities | $320,172,000 | 348 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $115,333,000 | 481 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $204,839,000 | 149 |
| 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) | $531,701,000 | 143 |
| Available-for-sale securities (fair market value) | $23,404,000 | 3,310 |
| Total debt securities | $555,105,000 | 417 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $567,880,000 | 422 |
| U.S. Government securities | $532,231,000 | 314 |
| U.S. Treasury securities | $22,700,000 | 985 |
| U.S. Government agency obligations | $509,531,000 | 272 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $31,747,000 | 583 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $14,492,000 | 218 |
| Other domestic debt securities - All other | $17,255,000 | 467 |
| Foreign debt securities | $3,902,000 | 112 |
| 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 | $33,711,000 | 1,625 |
| Mortgage-backed securities | $330,650,000 | 338 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $118,993,000 | 474 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $211,657,000 | 151 |
| 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) | $542,508,000 | 145 |
| Available-for-sale securities (fair market value) | $25,372,000 | 3,264 |
| Total debt securities | $567,879,000 | 415 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $581,490,000 | 417 |
| U.S. Government securities | $538,501,000 | 314 |
| U.S. Treasury securities | $22,683,000 | 1,002 |
| U.S. Government agency obligations | $515,818,000 | 270 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $31,929,000 | 557 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $14,682,000 | 172 |
| Other domestic debt securities - All other | $17,247,000 | 471 |
| Foreign debt securities | $5,874,000 | 88 |
| 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 | $118,767,000 | 618 |
| Mortgage-backed securities | $336,914,000 | 339 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $117,024,000 | 488 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $219,890,000 | 151 |
| 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) | $548,632,000 | 141 |
| Available-for-sale securities (fair market value) | $27,672,000 | 3,204 |
| Total debt securities | $576,304,000 | 414 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $556,278,000 | 436 |
| U.S. Government securities | $507,522,000 | 336 |
| U.S. Treasury securities | $19,860,000 | 1,075 |
| U.S. Government agency obligations | $487,662,000 | 293 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $35,480,000 | 490 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $14,779,000 | 84 |
| Other domestic debt securities - All other | $20,701,000 | 430 |
| Foreign debt securities | $7,862,000 | 80 |
| 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 | $33,824,000 | 1,543 |
| Mortgage-backed securities | $308,734,000 | 380 |
| Certificates of participation in pools of residential mortgages | $98,379,000 | 572 |
| Issued or guaranteed by U.S. | $98,379,000 | 569 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $210,355,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $210,355,000 | 156 |
| 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) | $522,301,000 | 142 |
| Available-for-sale securities (fair market value) | $28,563,000 | 3,204 |
| Total debt securities | $550,864,000 | 432 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $497,101,000 | 474 |
| U.S. Government securities | $444,636,000 | 364 |
| U.S. Treasury securities | $9,963,000 | 1,383 |
| U.S. Government agency obligations | $434,673,000 | 324 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $38,943,000 | 451 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $14,953,000 | 83 |
| Other domestic debt securities - All other | $23,990,000 | 382 |
| Foreign debt securities | $7,918,000 | 82 |
| 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 | $33,881,000 | 1,491 |
| Mortgage-backed securities | $255,721,000 | 440 |
| Certificates of participation in pools of residential mortgages | $93,881,000 | 610 |
| Issued or guaranteed by U.S. | $93,881,000 | 604 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $161,840,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $161,840,000 | 203 |
| 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) | $459,589,000 | 138 |
| Available-for-sale securities (fair market value) | $31,908,000 | 3,099 |
| Total debt securities | $491,497,000 | 471 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $498,121,000 | 464 |
| U.S. Government securities | $431,812,000 | 357 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $431,812,000 | 327 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $47,349,000 | 385 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $19,619,000 | 76 |
| Other domestic debt securities - All other | $27,730,000 | 325 |
| Foreign debt securities | $13,083,000 | 67 |
| 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 | $33,924,000 | 1,490 |
| Mortgage-backed securities | $247,832,000 | 446 |
| Certificates of participation in pools of residential mortgages | $90,581,000 | 618 |
| Issued or guaranteed by U.S. | $90,581,000 | 609 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $157,251,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $157,251,000 | 209 |
| 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) | $451,431,000 | 111 |
| Available-for-sale securities (fair market value) | $40,813,000 | 2,777 |
| Total debt securities | $492,245,000 | 461 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $516,360,000 | 424 |
| U.S. Government securities | $438,555,000 | 343 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $438,555,000 | 325 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $55,680,000 | 328 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $24,613,000 | 67 |
| Other domestic debt securities - All other | $31,067,000 | 280 |
| Foreign debt securities | $16,192,000 | 53 |
| 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 | $82,563,000 | 764 |
| Mortgage-backed securities | $274,880,000 | 407 |
| Certificates of participation in pools of residential mortgages | $100,606,000 | 552 |
| Issued or guaranteed by U.S. | $100,606,000 | 545 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $174,274,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $174,274,000 | 192 |
| 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) | $463,168,000 | 103 |
| Available-for-sale securities (fair market value) | $47,259,000 | 2,540 |
| Total debt securities | $510,427,000 | 419 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $556,010,000 | 392 |
| U.S. Government securities | $475,943,000 | 311 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $475,943,000 | 296 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $55,831,000 | 310 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $24,608,000 | 64 |
| Other domestic debt securities - All other | $31,223,000 | 273 |
| Foreign debt securities | $18,275,000 | 51 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,397,000 | 1,286 |
| Mortgage-backed securities | $292,563,000 | 377 |
| Certificates of participation in pools of residential mortgages | $106,281,000 | 509 |
| Issued or guaranteed by U.S. | $106,281,000 | 500 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $186,282,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $186,282,000 | 186 |
| 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) | $500,551,000 | 87 |
| Available-for-sale securities (fair market value) | $49,498,000 | 2,420 |
| Total debt securities | $550,049,000 | 389 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $549,358,000 | 367 |
| U.S. Government securities | $451,970,000 | 296 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $451,970,000 | 279 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $69,123,000 | 257 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $30,599,000 | 52 |
| Other domestic debt securities - All other | $38,524,000 | 210 |
| Foreign debt securities | $22,321,000 | 47 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,298,000 | 1,283 |
| Mortgage-backed securities | $301,054,000 | 340 |
| Certificates of participation in pools of residential mortgages | $117,877,000 | 440 |
| Issued or guaranteed by U.S. | $117,877,000 | 433 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $183,177,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $183,177,000 | 183 |
| 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) | $482,569,000 | 89 |
| Available-for-sale securities (fair market value) | $60,845,000 | 2,035 |
| Total debt securities | $543,414,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $526,851,000 | 354 |
| U.S. Government securities | $419,250,000 | 285 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $419,250,000 | 272 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $81,189,000 | 218 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $36,094,000 | 47 |
| Other domestic debt securities - All other | $45,095,000 | 182 |
| Foreign debt securities | $20,362,000 | 45 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,128,000 | 1,340 |
| Mortgage-backed securities | $301,302,000 | 316 |
| Certificates of participation in pools of residential mortgages | $127,163,000 | 372 |
| Issued or guaranteed by U.S. | $127,163,000 | 368 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $174,139,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $174,139,000 | 185 |
| 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) | $455,344,000 | 82 |
| Available-for-sale securities (fair market value) | $65,457,000 | 1,819 |
| Total debt securities | $520,802,000 | 350 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $442,752,000 | 379 |
| U.S. Government securities | $325,469,000 | 328 |
| U.S. Treasury securities | $20,000,000 | 284 |
| U.S. Government agency obligations | $305,469,000 | 328 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $86,740,000 | 196 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $35,088,000 | 43 |
| Other domestic debt securities - All other | $51,652,000 | 144 |
| Foreign debt securities | $24,476,000 | 42 |
| 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 | $36,082,000 | 1,307 |
| Mortgage-backed securities | $212,308,000 | 383 |
| Certificates of participation in pools of residential mortgages | $68,305,000 | 572 |
| Issued or guaranteed by U.S. | $68,305,000 | 560 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $144,003,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $144,003,000 | 201 |
| 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) | $360,557,000 | 85 |
| Available-for-sale securities (fair market value) | $76,128,000 | 1,540 |
| Total debt securities | $436,684,000 | 378 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $445,774,000 | 369 |
| U.S. Government securities | $317,126,000 | 329 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $317,126,000 | 315 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $92,674,000 | 181 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $35,103,000 | 42 |
| Other domestic debt securities - All other | $57,571,000 | 132 |
| Foreign debt securities | $29,907,000 | 39 |
| 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 | $40,441,000 | 1,216 |
| Mortgage-backed securities | $207,786,000 | 390 |
| Certificates of participation in pools of residential mortgages | $35,544,000 | 908 |
| Issued or guaranteed by U.S. | $35,544,000 | 890 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $172,242,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $172,242,000 | 173 |
| 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) | $352,229,000 | 84 |
| Available-for-sale securities (fair market value) | $87,478,000 | 1,342 |
| Total debt securities | $439,709,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $394,334,000 | 393 |
| U.S. Government securities | $294,755,000 | 347 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $294,755,000 | 334 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $72,943,000 | 209 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $35,117,000 | 43 |
| Other domestic debt securities - All other | $37,826,000 | 183 |
| Foreign debt securities | $20,619,000 | 44 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,087,000 | 1,248 |
| Mortgage-backed securities | $215,721,000 | 383 |
| Certificates of participation in pools of residential mortgages | $34,532,000 | 927 |
| Issued or guaranteed by U.S. | $34,532,000 | 904 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $181,189,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $181,189,000 | 176 |
| 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) | $329,872,000 | 93 |
| Available-for-sale securities (fair market value) | $58,445,000 | 1,736 |
| Total debt securities | $388,319,000 | 390 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $351,097,000 | 422 |
| U.S. Government securities | $261,354,000 | 377 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $261,354,000 | 363 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $66,191,000 | 216 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $35,115,000 | 45 |
| Other domestic debt securities - All other | $31,076,000 | 190 |
| Foreign debt securities | $17,630,000 | 47 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,067,000 | 1,572 |
| Mortgage-backed securities | $234,653,000 | 346 |
| Certificates of participation in pools of residential mortgages | $37,131,000 | 855 |
| Issued or guaranteed by U.S. | $37,131,000 | 838 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $197,522,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $197,522,000 | 169 |
| 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) | $296,469,000 | 97 |
| Available-for-sale securities (fair market value) | $48,706,000 | 1,989 |
| Total debt securities | $345,175,000 | 422 |
| Structured notes | ||
| Amortized cost | $16,695,000 | 47 |
| Fair value | $16,687,000 | 48 |
| 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 | $366,256,000 | 398 |
| U.S. Government securities | $280,008,000 | 359 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $280,008,000 | 343 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $62,682,000 | 222 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $33,659,000 | 44 |
| Other domestic debt securities - All other | $29,023,000 | 196 |
| Foreign debt securities | $17,616,000 | 47 |
| Equity securities | $5,950,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,111,000 | 1,569 |
| Mortgage-backed securities | $213,245,000 | 360 |
| Certificates of participation in pools of residential mortgages | $25,968,000 | 1,067 |
| Issued or guaranteed by U.S. | $25,968,000 | 1,036 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $187,277,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $187,277,000 | 175 |
| 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) | $313,667,000 | 104 |
| Available-for-sale securities (fair market value) | $52,589,000 | 1,875 |
| Total debt securities | $360,306,000 | 395 |
| Structured notes | ||
| Amortized cost | $46,743,000 | 20 |
| Fair value | $46,687,000 | 20 |
| 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 | $386,349,000 | 380 |
| U.S. Government securities | $297,874,000 | 343 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $297,874,000 | 328 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $60,978,000 | 206 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $29,971,000 | 44 |
| Other domestic debt securities - All other | $31,007,000 | 189 |
| Foreign debt securities | $21,592,000 | 44 |
| Equity securities | $5,905,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,802,000 | 1,508 |
| Mortgage-backed securities | $192,126,000 | 385 |
| Certificates of participation in pools of residential mortgages | $6,442,000 | 2,370 |
| Issued or guaranteed by U.S. | $6,442,000 | 2,317 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $185,684,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $185,684,000 | 175 |
| 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) | $327,845,000 | 107 |
| Available-for-sale securities (fair market value) | $58,504,000 | 1,745 |
| Total debt securities | $380,444,000 | 378 |
| Structured notes | ||
| Amortized cost | $70,741,000 | 19 |
| Fair value | $70,576,000 | 19 |
| 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 | $413,134,000 | 368 |
| U.S. Government securities | $317,010,000 | 328 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $317,010,000 | 313 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $64,834,000 | 191 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $31,020,000 | 43 |
| Other domestic debt securities - All other | $33,814,000 | 167 |
| Foreign debt securities | $25,468,000 | 40 |
| Equity securities | $5,822,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,930,000 | 1,428 |
| Mortgage-backed securities | $194,453,000 | 375 |
| Certificates of participation in pools of residential mortgages | $7,147,000 | 2,290 |
| Issued or guaranteed by U.S. | $7,147,000 | 2,239 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $187,306,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $187,306,000 | 172 |
| 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) | $348,030,000 | 103 |
| Available-for-sale securities (fair market value) | $65,104,000 | 1,632 |
| Total debt securities | $407,312,000 | 363 |
| Structured notes | ||
| Amortized cost | $84,538,000 | 18 |
| Fair value | $83,802,000 | 18 |
| 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 | $416,375,000 | 368 |
| U.S. Government securities | $319,144,000 | 330 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $319,144,000 | 318 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $64,192,000 | 189 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $27,688,000 | 42 |
| Other domestic debt securities - All other | $36,504,000 | 155 |
| Foreign debt securities | $27,290,000 | 41 |
| Equity securities | $5,749,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,131,000 | 1,670 |
| Mortgage-backed securities | $193,929,000 | 376 |
| Certificates of participation in pools of residential mortgages | $7,529,000 | 2,249 |
| Issued or guaranteed by U.S. | $7,529,000 | 2,216 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $186,400,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $186,400,000 | 171 |
| 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) | $346,832,000 | 112 |
| Available-for-sale securities (fair market value) | $69,543,000 | 1,567 |
| Total debt securities | $410,626,000 | 366 |
| Structured notes | ||
| Amortized cost | $87,185,000 | 17 |
| Fair value | $85,704,000 | 17 |
| 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 | $429,793,000 | 364 |
| U.S. Government securities | $327,787,000 | 328 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $327,787,000 | 311 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $64,282,000 | 181 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $27,742,000 | 44 |
| Other domestic debt securities - All other | $36,540,000 | 162 |
| Foreign debt securities | $32,031,000 | 39 |
| Equity securities | $5,693,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,140,000 | 793 |
| Mortgage-backed securities | $202,566,000 | 363 |
| Certificates of participation in pools of residential mortgages | $8,107,000 | 2,202 |
| Issued or guaranteed by U.S. | $8,107,000 | 2,191 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $194,459,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $194,459,000 | 169 |
| 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) | $355,529,000 | 108 |
| Available-for-sale securities (fair market value) | $74,264,000 | 1,481 |
| Total debt securities | $424,101,000 | 359 |
| Structured notes | ||
| Amortized cost | $87,180,000 | 15 |
| Fair value | $84,602,000 | 17 |
| 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 | $455,352,000 | 347 |
| U.S. Government securities | $340,422,000 | 322 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $340,422,000 | 305 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $77,161,000 | 166 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $27,796,000 | 45 |
| Other domestic debt securities - All other | $49,365,000 | 128 |
| Foreign debt securities | $32,031,000 | 38 |
| Equity securities | $5,738,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,171,000 | 825 |
| Mortgage-backed securities | $213,193,000 | 351 |
| Certificates of participation in pools of residential mortgages | $8,733,000 | 2,182 |
| Issued or guaranteed by U.S. | $8,733,000 | 2,082 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $204,460,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $204,460,000 | 166 |
| 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) | $368,218,000 | 107 |
| Available-for-sale securities (fair market value) | $87,134,000 | 1,337 |
| Total debt securities | $449,614,000 | 346 |
| Structured notes | ||
| Amortized cost | $87,122,000 | 16 |
| Fair value | $85,063,000 | 17 |
| 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 | $478,103,000 | 339 |
| U.S. Government securities | $353,906,000 | 317 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $353,906,000 | 302 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $81,339,000 | 157 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $31,870,000 | 45 |
| Other domestic debt securities - All other | $49,469,000 | 128 |
| Foreign debt securities | $37,075,000 | 36 |
| Equity securities | $5,783,000 | 109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,276,000 | 950 |
| Mortgage-backed securities | $226,660,000 | 343 |
| Certificates of participation in pools of residential mortgages | $13,111,000 | 1,818 |
| Issued or guaranteed by U.S. | $13,111,000 | 1,816 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $213,549,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $213,549,000 | 157 |
| 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) | $385,776,000 | 106 |
| Available-for-sale securities (fair market value) | $92,327,000 | 1,284 |
| Total debt securities | $472,320,000 | 334 |
| Structured notes | ||
| Amortized cost | $87,161,000 | 15 |
| Fair value | $85,399,000 | 16 |
| 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 | $387,465,000 | 399 |
| U.S. Government securities | $287,844,000 | 362 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $287,844,000 | 346 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $62,289,000 | 186 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $20,367,000 | 50 |
| Other domestic debt securities - All other | $41,922,000 | 145 |
| Foreign debt securities | $31,455,000 | 37 |
| Equity securities | $5,877,000 | 193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,074,000 | 1,705 |
| Mortgage-backed securities | $177,487,000 | 403 |
| Certificates of participation in pools of residential mortgages | $14,129,000 | 1,767 |
| Issued or guaranteed by U.S. | $14,129,000 | 1,766 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $163,358,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $163,358,000 | 181 |
| 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) | $308,211,000 | 117 |
| Available-for-sale securities (fair market value) | $79,254,000 | 1,480 |
| Total debt securities | $381,588,000 | 394 |
| Structured notes | ||
| Amortized cost | $75,211,000 | 20 |
| Fair value | $74,269,000 | 20 |
| 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 | $407,366,000 | 387 |
| U.S. Government securities | $297,714,000 | 354 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $297,714,000 | 338 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $72,135,000 | 161 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $25,345,000 | 83 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $46,790,000 | 132 |
| Foreign debt securities | $31,601,000 | 38 |
| Equity securities | $5,916,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,102,000 | 1,138 |
| Mortgage-backed securities | $182,341,000 | 394 |
| Certificates of participation in pools of residential mortgages | $11,730,000 | 1,998 |
| Issued or guaranteed by U.S. | $11,730,000 | 1,997 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $170,611,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $170,611,000 | 175 |
| 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) | $323,059,000 | 116 |
| Available-for-sale securities (fair market value) | $84,307,000 | 1,427 |
| Total debt securities | $401,450,000 | 385 |
| Structured notes | ||
| Amortized cost | $80,201,000 | 19 |
| Fair value | $79,704,000 | 19 |
| 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 | $421,377,000 | 380 |
| U.S. Government securities | $304,801,000 | 349 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $304,801,000 | 336 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $76,055,000 | 156 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $25,817,000 | 77 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $50,238,000 | 130 |
| Foreign debt securities | $34,610,000 | 37 |
| Equity securities | $5,911,000 | 194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,139,000 | 1,753 |
| Mortgage-backed securities | $178,035,000 | 408 |
| Certificates of participation in pools of residential mortgages | $12,855,000 | 1,946 |
| Issued or guaranteed by U.S. | $12,855,000 | 1,945 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $165,180,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $165,180,000 | 177 |
| 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) | $330,618,000 | 116 |
| Available-for-sale securities (fair market value) | $90,759,000 | 1,348 |
| Total debt securities | $415,466,000 | 375 |
| Structured notes | ||
| Amortized cost | $99,705,000 | 14 |
| Fair value | $99,109,000 | 13 |
| 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 | $404,011,000 | 386 |
| U.S. Government securities | $287,367,000 | 370 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $287,367,000 | 354 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $76,202,000 | 157 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $31,091,000 | 72 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $45,111,000 | 147 |
| Foreign debt securities | $34,565,000 | 37 |
| Equity securities | $5,877,000 | 196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,170,000 | 1,402 |
| Mortgage-backed securities | $168,714,000 | 427 |
| Certificates of participation in pools of residential mortgages | $13,764,000 | 1,902 |
| Issued or guaranteed by U.S. | $13,764,000 | 1,902 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $154,950,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $154,950,000 | 185 |
| 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) | $318,458,000 | 120 |
| Available-for-sale securities (fair market value) | $85,553,000 | 1,429 |
| Total debt securities | $398,134,000 | 385 |
| Structured notes | ||
| Amortized cost | $91,566,000 | 16 |
| Fair value | $90,596,000 | 16 |
| 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 | $391,065,000 | 392 |
| U.S. Government securities | $274,273,000 | 377 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $274,273,000 | 361 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $76,390,000 | 161 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $29,078,000 | 76 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $47,312,000 | 143 |
| Foreign debt securities | $34,525,000 | 38 |
| Equity securities | $5,877,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,704,000 | 1,766 |
| Mortgage-backed securities | $160,984,000 | 437 |
| Certificates of participation in pools of residential mortgages | $14,609,000 | 1,862 |
| Issued or guaranteed by U.S. | $14,609,000 | 1,860 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $146,375,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $146,375,000 | 192 |
| 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) | $303,351,000 | 128 |
| Available-for-sale securities (fair market value) | $87,714,000 | 1,394 |
| Total debt securities | $385,188,000 | 388 |
| Structured notes | ||
| Amortized cost | $76,660,000 | 21 |
| Fair value | $75,469,000 | 21 |
| 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 | $379,777,000 | 402 |
| U.S. Government securities | $262,720,000 | 388 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $262,720,000 | 374 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $78,211,000 | 157 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $29,987,000 | 76 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $48,224,000 | 140 |
| Foreign debt securities | $32,779,000 | 41 |
| Equity securities | $6,067,000 | 190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,851,000 | 1,781 |
| Mortgage-backed securities | $166,511,000 | 429 |
| Certificates of participation in pools of residential mortgages | $15,714,000 | 1,801 |
| Issued or guaranteed by U.S. | $15,714,000 | 1,801 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $150,797,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $150,797,000 | 191 |
| 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) | $292,707,000 | 124 |
| Available-for-sale securities (fair market value) | $87,070,000 | 1,396 |
| Total debt securities | $373,710,000 | 403 |
| Structured notes | ||
| Amortized cost | $66,869,000 | 19 |
| Fair value | $67,052,000 | 19 |
| 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 | $419,838,000 | 371 |
| U.S. Government securities | $300,520,000 | 358 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $300,520,000 | 341 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $78,440,000 | 157 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $29,974,000 | 78 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $48,466,000 | 140 |
| Foreign debt securities | $34,783,000 | 43 |
| Equity securities | $6,095,000 | 193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,451,000 | 648 |
| Mortgage-backed securities | $180,230,000 | 413 |
| Certificates of participation in pools of residential mortgages | $17,223,000 | 1,714 |
| Issued or guaranteed by U.S. | $17,223,000 | 1,710 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $163,007,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $163,007,000 | 188 |
| 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) | $330,494,000 | 119 |
| Available-for-sale securities (fair market value) | $89,344,000 | 1,366 |
| Total debt securities | $413,743,000 | 371 |
| Structured notes | ||
| Amortized cost | $66,869,000 | 26 |
| Fair value | $67,052,000 | 26 |
| 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 | $381,342,000 | 418 |
| U.S. Government securities | $276,251,000 | 388 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $276,251,000 | 369 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $82,230,000 | 153 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $29,963,000 | 75 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $52,267,000 | 130 |
| Foreign debt securities | $16,805,000 | 51 |
| Equity securities | $6,056,000 | 191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,419,000 | 1,180 |
| Mortgage-backed securities | $166,372,000 | 439 |
| Certificates of participation in pools of residential mortgages | $18,123,000 | 1,655 |
| Issued or guaranteed by U.S. | $18,123,000 | 1,654 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $148,249,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $148,249,000 | 199 |
| 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) | $306,214,000 | 122 |
| Available-for-sale securities (fair market value) | $75,128,000 | 1,618 |
| Total debt securities | $375,286,000 | 419 |
| Structured notes | ||
| Amortized cost | $55,971,000 | 28 |
| Fair value | $56,013,000 | 29 |
| 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 | $368,349,000 | 432 |
| U.S. Government securities | $263,815,000 | 402 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $263,815,000 | 385 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $79,293,000 | 163 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $29,952,000 | 76 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $49,341,000 | 139 |
| Foreign debt securities | $19,269,000 | 49 |
| Equity securities | $5,972,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,910,000 | 1,821 |
| Mortgage-backed securities | $150,028,000 | 470 |
| Certificates of participation in pools of residential mortgages | $18,796,000 | 1,629 |
| Issued or guaranteed by U.S. | $18,796,000 | 1,627 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $131,232,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $131,232,000 | 224 |
| 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) | $293,767,000 | 126 |
| Available-for-sale securities (fair market value) | $74,582,000 | 1,651 |
| Total debt securities | $362,377,000 | 429 |
| Structured notes | ||
| Amortized cost | $52,885,000 | 34 |
| Fair value | $52,722,000 | 34 |
| 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 | $355,359,000 | 446 |
| U.S. Government securities | $265,535,000 | 404 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $265,535,000 | 389 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $64,452,000 | 179 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $27,210,000 | 78 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $37,242,000 | 170 |
| Foreign debt securities | $19,333,000 | 52 |
| Equity securities | $6,039,000 | 201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,927,000 | 1,035 |
| Mortgage-backed securities | $153,121,000 | 472 |
| Certificates of participation in pools of residential mortgages | $19,764,000 | 1,591 |
| Issued or guaranteed by U.S. | $19,764,000 | 1,591 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $133,357,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $133,357,000 | 223 |
| 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) | $292,745,000 | 128 |
| Available-for-sale securities (fair market value) | $62,614,000 | 1,923 |
| Total debt securities | $349,320,000 | 445 |
| Structured notes | ||
| Amortized cost | $42,890,000 | 51 |
| Fair value | $43,034,000 | 50 |
| 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 | $371,545,000 | 423 |
| U.S. Government securities | $275,867,000 | 394 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $275,867,000 | 377 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $69,323,000 | 171 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $25,202,000 | 82 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $44,121,000 | 147 |
| Foreign debt securities | $20,372,000 | 52 |
| Equity securities | $5,983,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,950,000 | 974 |
| Mortgage-backed securities | $160,392,000 | 461 |
| Certificates of participation in pools of residential mortgages | $20,795,000 | 1,577 |
| Issued or guaranteed by U.S. | $20,795,000 | 1,577 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $139,597,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $139,597,000 | 219 |
| 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) | $301,069,000 | 123 |
| Available-for-sale securities (fair market value) | $70,476,000 | 1,773 |
| Total debt securities | $365,562,000 | 422 |
| Structured notes | ||
| Amortized cost | $45,802,000 | 57 |
| Fair value | $45,753,000 | 57 |
| 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 | $365,692,000 | 433 |
| U.S. Government securities | $271,218,000 | 407 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $271,218,000 | 392 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $69,462,000 | 172 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $22,695,000 | 92 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $46,767,000 | 143 |
| Foreign debt securities | $18,951,000 | 51 |
| Equity securities | $6,061,000 | 203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,052,000 | 1,359 |
| Mortgage-backed securities | $160,955,000 | 466 |
| Certificates of participation in pools of residential mortgages | $21,696,000 | 1,552 |
| Issued or guaranteed by U.S. | $21,696,000 | 1,552 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $139,259,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $139,259,000 | 218 |
| 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) | $293,913,000 | 122 |
| Available-for-sale securities (fair market value) | $71,779,000 | 1,771 |
| Total debt securities | $359,631,000 | 433 |
| Structured notes | ||
| Amortized cost | $41,458,000 | 71 |
| Fair value | $41,536,000 | 71 |
| 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 | $364,091,000 | 436 |
| U.S. Government securities | $272,960,000 | 410 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $272,960,000 | 394 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $83,637,000 | 151 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $18,202,000 | 100 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $65,435,000 | 105 |
| Foreign debt securities | $1,488,000 | 156 |
| Equity securities | $6,006,000 | 205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,724,000 | 1,838 |
| Mortgage-backed securities | $161,034,000 | 459 |
| Certificates of participation in pools of residential mortgages | $22,897,000 | 1,522 |
| Issued or guaranteed by U.S. | $22,897,000 | 1,520 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $138,137,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $138,137,000 | 224 |
| 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) | $291,162,000 | 121 |
| Available-for-sale securities (fair market value) | $72,929,000 | 1,751 |
| Total debt securities | $358,085,000 | 436 |
| Structured notes | ||
| Amortized cost | $49,487,000 | 61 |
| Fair value | $48,513,000 | 61 |
| 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 | $357,096,000 | 439 |
| U.S. Government securities | $281,320,000 | 397 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $281,320,000 | 383 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $69,821,000 | 169 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $3,980,000 | 197 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $65,841,000 | 106 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $5,955,000 | 212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,596,000 | 1,182 |
| Mortgage-backed securities | $161,073,000 | 461 |
| Certificates of participation in pools of residential mortgages | $23,667,000 | 1,527 |
| Issued or guaranteed by U.S. | $23,667,000 | 1,527 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $137,406,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $137,406,000 | 232 |
| 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) | $285,300,000 | 118 |
| Available-for-sale securities (fair market value) | $71,796,000 | 1,798 |
| Total debt securities | $351,141,000 | 436 |
| Structured notes | ||
| Amortized cost | $53,883,000 | 69 |
| Fair value | $53,302,000 | 69 |
| 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 | $363,364,000 | 437 |
| U.S. Government securities | $289,121,000 | 392 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $289,121,000 | 377 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $68,271,000 | 177 |
| 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 | $68,271,000 | 104 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $5,972,000 | 215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,593,000 | 1,151 |
| Mortgage-backed securities | $169,959,000 | 445 |
| Certificates of participation in pools of residential mortgages | $24,594,000 | 1,520 |
| Issued or guaranteed by U.S. | $24,594,000 | 1,520 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $145,365,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $145,365,000 | 216 |
| 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) | $289,121,000 | 110 |
| Available-for-sale securities (fair market value) | $74,243,000 | 1,757 |
| Total debt securities | $357,392,000 | 437 |
| Structured notes | ||
| Amortized cost | $47,056,000 | 81 |
| Fair value | $46,353,000 | 81 |
| 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 | $367,119,000 | 429 |
| U.S. Government securities | $292,849,000 | 385 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $292,849,000 | 377 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $68,365,000 | 182 |
| 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 | $68,365,000 | 110 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $5,905,000 | 230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,453,000 | 1,332 |
| Mortgage-backed securities | $164,875,000 | 452 |
| Certificates of participation in pools of residential mortgages | $25,417,000 | 1,491 |
| Issued or guaranteed by U.S. | $25,417,000 | 1,490 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $139,458,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $139,458,000 | 222 |
| 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) | $292,849,000 | 111 |
| Available-for-sale securities (fair market value) | $74,270,000 | 1,758 |
| Total debt securities | $361,214,000 | 431 |
| Structured notes | ||
| Amortized cost | $54,954,000 | 72 |
| Fair value | $53,347,000 | 70 |
| 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 | $356,608,000 | 435 |
| U.S. Government securities | $292,387,000 | 375 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $292,387,000 | 365 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $58,360,000 | 209 |
| 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 | $58,360,000 | 127 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $5,861,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,356,000 | 1,852 |
| Mortgage-backed securities | $164,400,000 | 455 |
| Certificates of participation in pools of residential mortgages | $26,436,000 | 1,466 |
| Issued or guaranteed by U.S. | $26,436,000 | 1,465 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $137,964,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $137,964,000 | 223 |
| 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) | $292,387,000 | 112 |
| Available-for-sale securities (fair market value) | $64,221,000 | 1,984 |
| Total debt securities | $350,747,000 | 436 |
| Structured notes | ||
| Amortized cost | $55,035,000 | 70 |
| Fair value | $52,322,000 | 68 |
| 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 | $353,330,000 | 439 |
| U.S. Government securities | $286,713,000 | 379 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $286,713,000 | 368 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $60,667,000 | 208 |
| 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 | $60,667,000 | 131 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $5,950,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,458,000 | 1,839 |
| Mortgage-backed securities | $165,019,000 | 456 |
| Certificates of participation in pools of residential mortgages | $27,731,000 | 1,412 |
| Issued or guaranteed by U.S. | $27,731,000 | 1,410 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $137,288,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $137,288,000 | 228 |
| 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) | $286,713,000 | 107 |
| Available-for-sale securities (fair market value) | $66,617,000 | 1,947 |
| Total debt securities | $347,380,000 | 440 |
| Structured notes | ||
| Amortized cost | $49,058,000 | 78 |
| Fair value | $47,124,000 | 78 |
| 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 | $348,861,000 | 438 |
| U.S. Government securities | $282,364,000 | 385 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $282,364,000 | 371 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $60,519,000 | 206 |
| 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 | $60,519,000 | 131 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,978,000 | 230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,359,000 | 1,877 |
| Mortgage-backed securities | $163,146,000 | 464 |
| Certificates of participation in pools of residential mortgages | $29,641,000 | 1,325 |
| Issued or guaranteed by U.S. | $29,641,000 | 1,325 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $133,505,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $133,505,000 | 231 |
| 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) | $282,364,000 | 92 |
| Available-for-sale securities (fair market value) | $66,497,000 | 1,942 |
| Total debt securities | $342,883,000 | 436 |
| Structured notes | ||
| Amortized cost | $41,402,000 | 93 |
| Fair value | $40,460,000 | 92 |
| 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 | $347,831,000 | 444 |
| U.S. Government securities | $281,632,000 | 401 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $281,632,000 | 382 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $60,021,000 | 206 |
| 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 | $60,021,000 | 124 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $6,178,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,200,000 | 2,637 |
| Mortgage-backed securities | $164,793,000 | 474 |
| Certificates of participation in pools of residential mortgages | $31,146,000 | 1,313 |
| Issued or guaranteed by U.S. | $31,146,000 | 1,312 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $133,647,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $133,647,000 | 234 |
| 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) | $281,632,000 | 89 |
| Available-for-sale securities (fair market value) | $66,199,000 | 1,981 |
| Total debt securities | $341,653,000 | 444 |
| Structured notes | ||
| Amortized cost | $35,723,000 | 108 |
| Fair value | $35,790,000 | 108 |
| 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 | $335,267,000 | 460 |
| U.S. Government securities | $272,985,000 | 412 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $272,985,000 | 397 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $56,059,000 | 218 |
| 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 | $56,059,000 | 121 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $6,223,000 | 220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,290,000 | 2,624 |
| Mortgage-backed securities | $159,817,000 | 476 |
| Certificates of participation in pools of residential mortgages | $27,772,000 | 1,412 |
| Issued or guaranteed by U.S. | $27,772,000 | 1,409 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $132,045,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $132,045,000 | 246 |
| 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) | $272,985,000 | 90 |
| Available-for-sale securities (fair market value) | $62,282,000 | 2,040 |
| Total debt securities | $329,044,000 | 462 |
| Structured notes | ||
| Amortized cost | $31,767,000 | 131 |
| Fair value | $31,851,000 | 131 |
| 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 | $340,972,000 | 451 |
| U.S. Government securities | $276,401,000 | 413 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $276,401,000 | 391 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $58,275,000 | 216 |
| 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 | $58,275,000 | 122 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $6,296,000 | 216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,399,000 | 2,628 |
| Mortgage-backed securities | $150,227,000 | 534 |
| Certificates of participation in pools of residential mortgages | $29,341,000 | 1,405 |
| Issued or guaranteed by U.S. | $29,341,000 | 1,403 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $120,886,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $120,886,000 | 273 |
| 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) | $276,401,000 | 92 |
| Available-for-sale securities (fair market value) | $64,571,000 | 2,003 |
| Total debt securities | $334,676,000 | 448 |
| Structured notes | ||
| Amortized cost | $34,194,000 | 121 |
| Fair value | $34,314,000 | 121 |
| 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 | $341,131,000 | 449 |
| U.S. Government securities | $276,368,000 | 407 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $276,368,000 | 386 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $58,518,000 | 213 |
| 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 | $58,518,000 | 120 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $6,245,000 | 207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,345,000 | 2,669 |
| Mortgage-backed securities | $159,403,000 | 514 |
| Certificates of participation in pools of residential mortgages | $31,155,000 | 1,371 |
| Issued or guaranteed by U.S. | $31,155,000 | 1,370 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $128,248,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $128,248,000 | 266 |
| 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) | $276,368,000 | 91 |
| Available-for-sale securities (fair market value) | $64,763,000 | 1,979 |
| Total debt securities | $334,886,000 | 446 |
| Structured notes | ||
| Amortized cost | $43,665,000 | 85 |
| Fair value | $43,786,000 | 85 |
| 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 | $338,726,000 | 459 |
| U.S. Government securities | $275,040,000 | 416 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $275,040,000 | 402 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $57,519,000 | 221 |
| 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 | $57,519,000 | 119 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $6,167,000 | 202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,464,000 | 2,651 |
| Mortgage-backed securities | $170,098,000 | 498 |
| Certificates of participation in pools of residential mortgages | $32,038,000 | 1,320 |
| Issued or guaranteed by U.S. | $32,038,000 | 1,319 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $138,060,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $138,060,000 | 265 |
| 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) | $275,040,000 | 88 |
| Available-for-sale securities (fair market value) | $63,686,000 | 2,008 |
| Total debt securities | $332,559,000 | 464 |
| Structured notes | ||
| Amortized cost | $33,599,000 | 153 |
| Fair value | $33,693,000 | 153 |
| 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 | $323,358,000 | 464 |
| U.S. Government securities | $102,053,000 | 1,003 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $102,053,000 | 974 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $221,305,000 | 99 |
| Privately issued residential mortgage-backed securities | $170,616,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,689,000 | 125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $170,616,000 | 475 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $170,616,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $170,616,000 | 50 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $272,669,000 | 86 |
| Available-for-sale securities (fair market value) | $50,689,000 | 2,333 |
| Total debt securities | $323,358,000 | 460 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $291,297,000 | 509 |
| U.S. Government securities | $76,955,000 | 1,284 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $76,955,000 | 1,235 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $214,342,000 | 104 |
| Privately issued residential mortgage-backed securities | $175,840,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,502,000 | 154 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $175,840,000 | 449 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $175,840,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $175,840,000 | 54 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $252,795,000 | 94 |
| Available-for-sale securities (fair market value) | $38,502,000 | 2,822 |
| Total debt securities | $291,297,000 | 504 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $330,813,000 | 436 |
| U.S. Government securities | $109,908,000 | 927 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $109,908,000 | 896 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $220,905,000 | 102 |
| Privately issued residential mortgage-backed securities | $182,057,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,848,000 | 145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $182,057,000 | 422 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $182,057,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $182,057,000 | 55 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $291,965,000 | 83 |
| Available-for-sale securities (fair market value) | $38,848,000 | 2,805 |
| Total debt securities | $330,813,000 | 430 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $355,401,000 | 410 |
| U.S. Government securities | $124,825,000 | 826 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $124,825,000 | 796 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $230,576,000 | 100 |
| Privately issued residential mortgage-backed securities | $189,740,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,836,000 | 141 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $189,740,000 | 394 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $189,740,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $189,740,000 | 52 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $314,565,000 | 77 |
| Available-for-sale securities (fair market value) | $40,836,000 | 2,660 |
| Total debt securities | $355,401,000 | 406 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $309,216,000 | 455 |
| U.S. Government securities | $123,825,000 | 808 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $123,825,000 | 773 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $185,391,000 | 114 |
| Privately issued residential mortgage-backed securities | $160,691,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,700,000 | 196 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $160,691,000 | 436 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $160,691,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $160,691,000 | 60 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $284,516,000 | 77 |
| Available-for-sale securities (fair market value) | $24,700,000 | 3,625 |
| Total debt securities | $309,216,000 | 447 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $311,636,000 | 425 |
| U.S. Government securities | $129,969,000 | 750 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $129,969,000 | 716 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $181,667,000 | 110 |
| Privately issued residential mortgage-backed securities | $159,094,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,573,000 | 202 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $159,094,000 | 427 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $159,094,000 | 232 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $159,094,000 | 59 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $289,063,000 | 74 |
| Available-for-sale securities (fair market value) | $22,573,000 | 3,751 |
| Total debt securities | $311,636,000 | 415 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $323,176,000 | 401 |
| U.S. Government securities | $142,464,000 | 675 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $142,464,000 | 644 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $180,712,000 | 105 |
| Privately issued residential mortgage-backed securities | $159,417,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,295,000 | 198 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $159,417,000 | 416 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $159,417,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $159,417,000 | 62 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $301,881,000 | 70 |
| Available-for-sale securities (fair market value) | $21,295,000 | 3,867 |
| Total debt securities | $323,176,000 | 396 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $304,613,000 | 436 |
| U.S. Government securities | $129,273,000 | 738 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $129,273,000 | 706 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $175,340,000 | 112 |
| Privately issued residential mortgage-backed securities | $153,858,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,482,000 | 200 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $153,858,000 | 458 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $153,858,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $153,858,000 | 67 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $283,312,000 | 73 |
| Available-for-sale securities (fair market value) | $21,301,000 | 3,905 |
| Total debt securities | $304,613,000 | 427 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $329,855,000 | 395 |
| U.S. Government securities | $151,983,000 | 611 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $151,983,000 | 586 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $177,872,000 | 119 |
| Privately issued residential mortgage-backed securities | $155,317,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,555,000 | 186 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $155,317,000 | 452 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $155,317,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $155,317,000 | 68 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $307,300,000 | 75 |
| Available-for-sale securities (fair market value) | $22,555,000 | 3,753 |
| Total debt securities | $329,855,000 | 391 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $329,547,000 | 404 |
| U.S. Government securities | $141,907,000 | 643 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $141,907,000 | 615 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $187,640,000 | 127 |
| Privately issued residential mortgage-backed securities | $165,077,000 | 79 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,563,000 | 199 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $165,077,000 | 444 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $165,077,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $165,077,000 | 77 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $306,984,000 | 77 |
| Available-for-sale securities (fair market value) | $22,563,000 | 3,753 |
| Total debt securities | $329,547,000 | 390 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $344,195,000 | 394 |
| U.S. Government securities | $144,055,000 | 626 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $144,055,000 | 599 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $200,140,000 | 131 |
| Privately issued residential mortgage-backed securities | $178,029,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,111,000 | 216 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $178,029,000 | 422 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $178,029,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $178,029,000 | 76 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $322,084,000 | 70 |
| Available-for-sale securities (fair market value) | $22,111,000 | 3,764 |
| Total debt securities | $344,195,000 | 385 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $292,218,000 | 448 |
| U.S. Government securities | $96,052,000 | 900 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $96,052,000 | 878 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $196,166,000 | 133 |
| Privately issued residential mortgage-backed securities | $175,274,000 | 96 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,892,000 | 215 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $175,274,000 | 431 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $175,274,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $175,274,000 | 92 |
| 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) | $271,326,000 | 83 |
| Available-for-sale securities (fair market value) | $20,892,000 | 3,899 |
| Total debt securities | $292,218,000 | 437 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $271,032,000 | 461 |
| U.S. Government securities | $103,210,000 | 821 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $103,210,000 | 802 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $167,822,000 | 136 |
| Privately issued residential mortgage-backed securities | $155,845,000 | 96 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,977,000 | 330 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $155,845,000 | 446 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $155,845,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $155,845,000 | 88 |
| 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) | $259,055,000 | 84 |
| Available-for-sale securities (fair market value) | $11,977,000 | 5,072 |
| Total debt securities | $271,032,000 | 449 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $276,874,000 | 452 |
| U.S. Government securities | $108,979,000 | 756 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $108,979,000 | 741 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $167,895,000 | 142 |
| Privately issued residential mortgage-backed securities | $156,581,000 | 101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,314,000 | 330 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $156,581,000 | 433 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $156,581,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $156,581,000 | 93 |
| 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) | $265,560,000 | 80 |
| Available-for-sale securities (fair market value) | $11,314,000 | 5,119 |
| Total debt securities | $276,874,000 | 441 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $249,263,000 | 501 |
| U.S. Government securities | $99,044,000 | 839 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $99,044,000 | 821 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $150,219,000 | 160 |
| Privately issued residential mortgage-backed securities | $137,920,000 | 113 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,299,000 | 374 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $137,920,000 | 476 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $137,920,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $137,920,000 | 102 |
| 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) | $236,964,000 | 87 |
| Available-for-sale securities (fair market value) | $12,299,000 | 5,039 |
| Total debt securities | $249,263,000 | 482 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $237,380,000 | 530 |
| U.S. Government securities | $123,815,000 | 672 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $123,815,000 | 659 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $113,565,000 | 192 |
| Privately issued residential mortgage-backed securities | $103,076,000 | 134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,489,000 | 422 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $103,076,000 | 582 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $103,076,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $103,076,000 | 122 |
| 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) | $226,889,000 | 81 |
| Available-for-sale securities (fair market value) | $10,491,000 | 5,314 |
| Total debt securities | $237,380,000 | 512 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $217,546,000 | 573 |
| U.S. Government securities | $107,439,000 | 778 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $107,439,000 | 760 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $110,107,000 | 190 |
| Privately issued residential mortgage-backed securities | $110,107,000 | 128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $110,107,000 | 517 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $110,107,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $110,107,000 | 115 |
| 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) | $217,546,000 | 93 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $217,546,000 | 555 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $230,014,000 | 551 |
| U.S. Government securities | $113,737,000 | 750 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $113,737,000 | 733 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $116,277,000 | 185 |
| Privately issued residential mortgage-backed securities | $116,277,000 | 123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $116,277,000 | 476 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $116,277,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $116,277,000 | 111 |
| 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) | $230,014,000 | 94 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $230,014,000 | 531 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $247,501,000 | 495 |
| U.S. Government securities | $128,520,000 | 665 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $128,520,000 | 655 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $118,981,000 | 179 |
| Privately issued residential mortgage-backed securities | $118,981,000 | 122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $118,981,000 | 481 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $118,981,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $118,981,000 | 108 |
| 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) | $247,501,000 | 91 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $247,501,000 | 487 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $229,935,000 | 543 |
| U.S. Government securities | $118,467,000 | 717 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $118,467,000 | 696 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $111,468,000 | 189 |
| Privately issued residential mortgage-backed securities | $111,468,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $111,468,000 | 501 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $111,468,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $111,468,000 | 115 |
| 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) | $229,935,000 | 103 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $229,935,000 | 525 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $237,700,000 | 525 |
| U.S. Government securities | $118,386,000 | 748 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $118,386,000 | 725 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $119,314,000 | 179 |
| Privately issued residential mortgage-backed securities | $119,314,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $119,314,000 | 483 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $119,314,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $119,314,000 | 105 |
| 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) | $237,700,000 | 100 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $237,700,000 | 512 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $225,750,000 | 576 |
| U.S. Government securities | $108,624,000 | 830 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $108,624,000 | 800 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $117,126,000 | 188 |
| Privately issued residential mortgage-backed securities | $117,126,000 | 123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $117,126,000 | 497 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $117,126,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $117,126,000 | 108 |
| 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) | $225,750,000 | 106 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $225,750,000 | 558 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $245,105,000 | 534 |
| U.S. Government securities | $118,781,000 | 762 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $118,781,000 | 739 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $126,324,000 | 177 |
| Privately issued residential mortgage-backed securities | $126,324,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $126,324,000 | 473 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $126,324,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $126,324,000 | 105 |
| 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) | $245,105,000 | 100 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $245,105,000 | 518 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $225,394,000 | 589 |
| U.S. Government securities | $98,840,000 | 922 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $98,840,000 | 894 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $126,554,000 | 178 |
| Privately issued residential mortgage-backed securities | $126,554,000 | 122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $126,554,000 | 470 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $126,554,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $126,554,000 | 109 |
| 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) | $225,394,000 | 108 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $225,394,000 | 575 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $192,329,000 | 674 |
| U.S. Government securities | $89,922,000 | 1,022 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $89,922,000 | 992 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $102,407,000 | 206 |
| Privately issued residential mortgage-backed securities | $102,407,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $102,407,000 | 552 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $102,407,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $102,407,000 | 116 |
| 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) | $192,329,000 | 129 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $192,329,000 | 657 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $200,318,000 | 644 |
| U.S. Government securities | $99,709,000 | 912 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $99,709,000 | 885 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $100,609,000 | 210 |
| Privately issued residential mortgage-backed securities | $100,609,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $100,609,000 | 570 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $100,609,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $100,609,000 | 116 |
| 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) | $200,318,000 | 126 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $200,318,000 | 626 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $179,960,000 | 714 |
| U.S. Government securities | $95,575,000 | 957 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $95,575,000 | 917 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $84,385,000 | 222 |
| Privately issued residential mortgage-backed securities | $84,385,000 | 144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $84,385,000 | 650 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $84,385,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $84,385,000 | 130 |
| 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) | $179,960,000 | 141 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $179,960,000 | 698 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $177,108,000 | 728 |
| U.S. Government securities | $95,571,000 | 980 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $95,571,000 | 943 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $81,537,000 | 221 |
| Privately issued residential mortgage-backed securities | $81,537,000 | 139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $81,537,000 | 682 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $81,537,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $81,537,000 | 125 |
| 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) | $177,108,000 | 139 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $177,108,000 | 713 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $164,139,000 | 795 |
| U.S. Government securities | $86,109,000 | 1,096 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $86,109,000 | 1,054 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $78,030,000 | 231 |
| Privately issued residential mortgage-backed securities | $78,030,000 | 147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $78,030,000 | 737 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $78,030,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $78,030,000 | 132 |
| 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) | $164,139,000 | 142 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $164,139,000 | 776 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $151,867,000 | 847 |
| U.S. Government securities | $76,480,000 | 1,215 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $76,480,000 | 1,166 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $75,387,000 | 235 |
| Privately issued residential mortgage-backed securities | $75,387,000 | 140 |
| 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 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $75,387,000 | 754 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $75,387,000 | 333 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $75,387,000 | 127 |
| 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) | $151,867,000 | 152 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $151,867,000 | 828 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $149,351,000 | 874 |
| U.S. Government securities | $76,758,000 | 1,228 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $76,758,000 | 1,184 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $72,593,000 | 233 |
| Privately issued residential mortgage-backed securities | $72,593,000 | 138 |
| 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 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $72,593,000 | 793 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $72,593,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $72,593,000 | 126 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $149,351,000 | 154 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $149,351,000 | 847 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $154,547,000 | 854 |
| U.S. Government securities | $66,075,000 | 1,425 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $66,075,000 | 1,374 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $82,967,000 | 229 |
| Privately issued residential mortgage-backed securities | $82,967,000 | 140 |
| 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 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,505,000 | 603 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $82,967,000 | 736 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $82,967,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $82,967,000 | 126 |
| 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) | $154,547,000 | 154 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $149,042,000 | 857 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $163,079,000 | 834 |
| U.S. Government securities | $157,604,000 | 669 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $157,604,000 | 649 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| 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 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,475,000 | 597 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $71,465,000 | 827 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $71,465,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $71,465,000 | 320 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $163,079,000 | 143 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $157,604,000 | 832 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $161,614,000 | 832 |
| U.S. Government securities | $156,168,000 | 664 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $156,168,000 | 639 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,446,000 | 647 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $69,948,000 | 835 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $69,948,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $69,948,000 | 324 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $161,614,000 | 141 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $156,168,000 | 830 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $147,634,000 | 891 |
| U.S. Government securities | $122,114,000 | 803 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $122,114,000 | 771 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,520,000 | 187 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $67,120,000 | 863 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $67,120,000 | 398 |
| CMOs issued by government agencies or sponsored agencies | $67,120,000 | 352 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $147,634,000 | 150 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $122,114,000 | 1,027 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $140,509,000 | 931 |
| U.S. Government securities | $125,099,000 | 775 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $125,099,000 | 742 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,410,000 | 299 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $55,102,000 | 977 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $55,102,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $55,102,000 | 393 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $140,509,000 | 157 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $125,099,000 | 996 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $163,560,000 | 772 |
| U.S. Government securities | $153,207,000 | 621 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $153,207,000 | 592 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,353,000 | 403 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $53,008,000 | 975 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $53,008,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $53,008,000 | 395 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $163,560,000 | 130 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $153,207,000 | 796 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $102,026,000 | 1,107 |
| U.S. Government securities | $96,905,000 | 847 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $96,905,000 | 809 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,121,000 | 644 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $51,873,000 | 928 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $51,873,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $51,873,000 | 399 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $102,026,000 | 204 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $96,905,000 | 1,133 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $55,642,000 | 1,985 |
| U.S. Government securities | $55,642,000 | 1,429 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,642,000 | 1,326 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,642,000 | 457 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $55,642,000 | 1,905 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $0 | 10,148 |
| U.S. Government securities | $0 | 9,980 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $0 | 10,026 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $0 | 10,385 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $0 | 10,235 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $0 | 10,855 |
| U.S. Government securities | $0 | 10,686 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $0 | 10,722 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |