Home > Freehold Bank > Securities
Freehold Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $81,044,000 | 1,969 |
| U.S. Government securities | $47,195,000 | 1,945 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $47,195,000 | 1,662 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $33,849,000 | 530 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $33,849,000 | 262 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,099,000 | 1,109 |
| Mortgage-backed securities | $47,195,000 | 1,311 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $45,059,000 | 895 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,136,000 | 1,857 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $81,044,000 | 1,765 |
| Total debt securities | $81,044,000 | 1,955 |
| Structured notes | ||
| Amortized cost | $39,039,000 | 41 |
| Fair value | $33,849,000 | 46 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $0 | 4,483 |
| U.S. Government securities | $1,000 | 4,396 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $254,596,000 | 479 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $7 | 709 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | $1,328,000 | 193 |
| Equity securities | $0 | 33 |
| Assets held in trading accounts for TFR Reporters | $0 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 3,892 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,033 | 1,553 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| 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 | $1,119,000 | 143 |
| 2023-06-30 | Rank | |
| Total securities | $82,985,000 | 1,969 |
| U.S. Government securities | $49,853,000 | 1,909 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $49,853,000 | 1,623 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $33,132,000 | 521 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $33,132,000 | 261 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,418,000 | 1,154 |
| Mortgage-backed securities | $49,853,000 | 1,282 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $47,250,000 | 876 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,603,000 | 1,760 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $82,985,000 | 1,755 |
| Total debt securities | $82,985,000 | 1,956 |
| Structured notes | ||
| Amortized cost | $39,066,000 | 41 |
| Fair value | $33,132,000 | 47 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $86,001,000 | 2,003 |
| U.S. Government securities | $53,064,000 | 1,919 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $53,064,000 | 1,579 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $32,937,000 | 553 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $32,937,000 | 283 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,040,000 | 1,579 |
| Mortgage-backed securities | $53,064,000 | 1,292 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,152,000 | 871 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,912,000 | 1,744 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $86,001,000 | 1,785 |
| Total debt securities | $86,001,000 | 1,989 |
| Structured notes | ||
| Amortized cost | $39,072,000 | 47 |
| Fair value | $32,937,000 | 53 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $88,659,000 | 1,979 |
| U.S. Government securities | $55,545,000 | 1,874 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $55,545,000 | 1,527 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $33,114,000 | 564 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $33,114,000 | 291 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,285,000 | 1,814 |
| Mortgage-backed securities | $55,545,000 | 1,254 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $52,379,000 | 857 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,166,000 | 1,719 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $88,659,000 | 1,767 |
| Total debt securities | $88,659,000 | 1,963 |
| Structured notes | ||
| Amortized cost | $39,073,000 | 52 |
| Fair value | $33,114,000 | 55 |
| 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 | $86,882,000 | 2,011 |
| U.S. Government securities | $52,850,000 | 1,959 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $52,850,000 | 1,598 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $34,032,000 | 530 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $34,032,000 | 278 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,132,000 | 1,675 |
| Mortgage-backed securities | $52,850,000 | 1,316 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $49,263,000 | 904 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,587,000 | 1,663 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $86,882,000 | 1,801 |
| Total debt securities | $86,882,000 | 1,996 |
| Structured notes | ||
| Amortized cost | $39,073,000 | 51 |
| Fair value | $34,032,000 | 51 |
| 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 | $92,909,000 | 1,958 |
| U.S. Government securities | $57,891,000 | 1,855 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $57,891,000 | 1,534 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $35,018,000 | 494 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $35,018,000 | 274 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,405,000 | 1,525 |
| Mortgage-backed securities | $57,891,000 | 1,287 |
| Certificates of participation in pools of residential mortgages | $53,733,000 | 893 |
| Issued or guaranteed by U.S. | $53,733,000 | 878 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,158,000 | 1,678 |
| CMOs issued by government agencies or sponsored agencies | $4,158,000 | 1,608 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $92,909,000 | 1,782 |
| Total debt securities | $92,909,000 | 1,943 |
| Structured notes | ||
| Amortized cost | $39,073,000 | 48 |
| Fair value | $35,018,000 | 50 |
| 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 | $84,435,000 | 2,050 |
| U.S. Government securities | $48,262,000 | 2,044 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $48,262,000 | 1,730 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $36,173,000 | 472 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $36,173,000 | 268 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,947,000 | 1,402 |
| Mortgage-backed securities | $48,262,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | $43,566,000 | 1,063 |
| Issued or guaranteed by U.S. | $43,566,000 | 1,049 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,696,000 | 1,616 |
| CMOs issued by government agencies or sponsored agencies | $4,696,000 | 1,550 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $84,435,000 | 1,899 |
| Total debt securities | $84,435,000 | 2,032 |
| Structured notes | ||
| Amortized cost | $38,981,000 | 44 |
| Fair value | $36,173,000 | 45 |
| 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 | $93,778,000 | 1,870 |
| U.S. Government securities | $55,637,000 | 1,747 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $55,637,000 | 1,549 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $38,141,000 | 446 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $38,141,000 | 250 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,135,000 | 1,263 |
| Mortgage-backed securities | $55,637,000 | 1,312 |
| Certificates of participation in pools of residential mortgages | $50,195,000 | 953 |
| Issued or guaranteed by U.S. | $50,195,000 | 939 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,442,000 | 1,527 |
| CMOs issued by government agencies or sponsored agencies | $5,442,000 | 1,470 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $93,778,000 | 1,741 |
| Total debt securities | $93,778,000 | 1,852 |
| Structured notes | ||
| Amortized cost | $38,231,000 | 40 |
| Fair value | $38,141,000 | 39 |
| 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 | $122,483,000 | 1,464 |
| U.S. Government securities | $59,981,000 | 1,614 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $59,981,000 | 1,464 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $39,002,000 | 419 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $39,002,000 | 232 |
| Foreign debt securities | $23,500,000 | 43 |
| 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 | $48,463,000 | 1,148 |
| Mortgage-backed securities | $59,981,000 | 1,241 |
| Certificates of participation in pools of residential mortgages | $53,874,000 | 882 |
| Issued or guaranteed by U.S. | $53,874,000 | 866 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,107,000 | 1,469 |
| CMOs issued by government agencies or sponsored agencies | $6,107,000 | 1,424 |
| 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) | $122,483,000 | 218 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $122,483,000 | 1,445 |
| Structured notes | ||
| Amortized cost | $62,502,000 | 24 |
| Fair value | $60,822,000 | 24 |
| 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 | $114,969,000 | 1,486 |
| U.S. Government securities | $50,467,000 | 1,726 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $50,467,000 | 1,576 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $41,002,000 | 384 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $41,002,000 | 211 |
| Foreign debt securities | $23,500,000 | 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 | $43,658,000 | 1,225 |
| Mortgage-backed securities | $50,467,000 | 1,302 |
| Certificates of participation in pools of residential mortgages | $43,731,000 | 988 |
| Issued or guaranteed by U.S. | $43,731,000 | 968 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $6,736,000 | 1,350 |
| CMOs issued by government agencies or sponsored agencies | $6,736,000 | 1,308 |
| 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) | $114,969,000 | 206 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $114,969,000 | 1,472 |
| Structured notes | ||
| Amortized cost | $64,502,000 | 20 |
| Fair value | $62,848,000 | 20 |
| 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 | $112,262,000 | 1,412 |
| U.S. Government securities | $54,760,000 | 1,526 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $54,760,000 | 1,418 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $39,502,000 | 378 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $39,502,000 | 205 |
| Foreign debt securities | $18,000,000 | 50 |
| 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 | $43,011,000 | 1,188 |
| Mortgage-backed securities | $54,760,000 | 1,201 |
| Certificates of participation in pools of residential mortgages | $46,304,000 | 903 |
| Issued or guaranteed by U.S. | $46,304,000 | 881 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $8,456,000 | 1,187 |
| CMOs issued by government agencies or sponsored agencies | $8,456,000 | 1,148 |
| 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) | $112,262,000 | 197 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $112,262,000 | 1,395 |
| Structured notes | ||
| Amortized cost | $57,502,000 | 17 |
| Fair value | $55,776,000 | 17 |
| 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 | $114,280,000 | 1,277 |
| U.S. Government securities | $62,778,000 | 1,260 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $62,778,000 | 1,183 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $33,502,000 | 404 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $33,502,000 | 225 |
| Foreign debt securities | $18,000,000 | 49 |
| 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 | $50,142,000 | 1,054 |
| Mortgage-backed securities | $62,778,000 | 1,010 |
| Certificates of participation in pools of residential mortgages | $52,285,000 | 754 |
| Issued or guaranteed by U.S. | $52,285,000 | 742 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $10,493,000 | 1,080 |
| CMOs issued by government agencies or sponsored agencies | $10,493,000 | 1,041 |
| 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) | $114,280,000 | 170 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $114,281,000 | 1,259 |
| Structured notes | ||
| Amortized cost | $51,502,000 | 15 |
| Fair value | $49,696,000 | 16 |
| 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 | $119,943,000 | 1,182 |
| U.S. Government securities | $69,941,000 | 1,110 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $69,941,000 | 1,044 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $32,002,000 | 389 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $32,002,000 | 220 |
| Foreign debt securities | $18,000,000 | 52 |
| 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 | $54,671,000 | 954 |
| Mortgage-backed securities | $69,941,000 | 903 |
| Certificates of participation in pools of residential mortgages | $57,066,000 | 658 |
| Issued or guaranteed by U.S. | $57,066,000 | 645 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,875,000 | 995 |
| CMOs issued by government agencies or sponsored agencies | $12,875,000 | 966 |
| 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) | $119,943,000 | 160 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $119,943,000 | 1,162 |
| Structured notes | ||
| Amortized cost | $50,002,000 | 14 |
| Fair value | $48,171,000 | 14 |
| 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 | $128,367,000 | 1,075 |
| U.S. Government securities | $78,365,000 | 989 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $78,365,000 | 929 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $32,002,000 | 373 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $32,002,000 | 217 |
| Foreign debt securities | $18,000,000 | 52 |
| 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 | $58,205,000 | 904 |
| Mortgage-backed securities | $78,365,000 | 805 |
| Certificates of participation in pools of residential mortgages | $63,855,000 | 591 |
| Issued or guaranteed by U.S. | $63,855,000 | 579 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $14,510,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $14,510,000 | 925 |
| 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) | $128,367,000 | 156 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $128,367,000 | 1,057 |
| Structured notes | ||
| Amortized cost | $50,002,000 | 13 |
| Fair value | $47,512,000 | 14 |
| 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 | $136,528,000 | 985 |
| U.S. Government securities | $89,525,000 | 906 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $89,525,000 | 854 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $33,003,000 | 359 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $33,003,000 | 203 |
| Foreign debt securities | $14,000,000 | 54 |
| 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 | $69,478,000 | 779 |
| Mortgage-backed securities | $89,525,000 | 746 |
| Certificates of participation in pools of residential mortgages | $73,545,000 | 533 |
| Issued or guaranteed by U.S. | $73,545,000 | 517 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $15,980,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $15,980,000 | 888 |
| 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) | $136,528,000 | 152 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $136,528,000 | 970 |
| Structured notes | ||
| Amortized cost | $47,003,000 | 13 |
| Fair value | $42,727,000 | 14 |
| 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 | $143,659,000 | 920 |
| U.S. Government securities | $96,654,000 | 870 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $96,654,000 | 822 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $33,005,000 | 351 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $33,005,000 | 187 |
| Foreign debt securities | $14,000,000 | 50 |
| 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 | $59,161,000 | 842 |
| Mortgage-backed securities | $96,654,000 | 685 |
| Certificates of participation in pools of residential mortgages | $79,145,000 | 482 |
| Issued or guaranteed by U.S. | $79,145,000 | 470 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $17,509,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $17,509,000 | 840 |
| 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) | $143,659,000 | 153 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $143,659,000 | 905 |
| Structured notes | ||
| Amortized cost | $47,005,000 | 12 |
| Fair value | $45,394,000 | 13 |
| 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 | $139,610,000 | 951 |
| U.S. Government securities | $99,605,000 | 848 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $99,605,000 | 801 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $26,005,000 | 377 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $26,005,000 | 212 |
| Foreign debt securities | $14,000,000 | 50 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,529,000 | 766 |
| Mortgage-backed securities | $99,605,000 | 643 |
| Certificates of participation in pools of residential mortgages | $80,414,000 | 472 |
| Issued or guaranteed by U.S. | $80,414,000 | 458 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $19,191,000 | 826 |
| CMOs issued by government agencies or sponsored agencies | $19,191,000 | 796 |
| 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) | $139,610,000 | 171 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $139,609,000 | 932 |
| Structured notes | ||
| Amortized cost | $40,005,000 | 25 |
| Fair value | $37,749,000 | 26 |
| 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 | $147,712,000 | 904 |
| U.S. Government securities | $107,706,000 | 812 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $107,706,000 | 764 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $26,006,000 | 352 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $26,006,000 | 208 |
| Foreign debt securities | $14,000,000 | 52 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,290,000 | 705 |
| Mortgage-backed securities | $107,706,000 | 601 |
| Certificates of participation in pools of residential mortgages | $86,694,000 | 443 |
| Issued or guaranteed by U.S. | $86,694,000 | 440 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $21,012,000 | 767 |
| CMOs issued by government agencies or sponsored agencies | $21,012,000 | 731 |
| 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) | $147,712,000 | 170 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $147,712,000 | 891 |
| Structured notes | ||
| Amortized cost | $40,006,000 | 31 |
| Fair value | $38,192,000 | 34 |
| 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 | $155,770,000 | 855 |
| U.S. Government securities | $115,763,000 | 758 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $115,763,000 | 705 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $26,007,000 | 344 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $26,007,000 | 204 |
| Foreign debt securities | $14,000,000 | 54 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,485,000 | 733 |
| Mortgage-backed securities | $115,763,000 | 555 |
| Certificates of participation in pools of residential mortgages | $92,799,000 | 429 |
| Issued or guaranteed by U.S. | $92,799,000 | 427 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $22,964,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $22,964,000 | 668 |
| 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) | $155,770,000 | 170 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $155,770,000 | 846 |
| Structured notes | ||
| Amortized cost | $40,007,000 | 37 |
| Fair value | $38,110,000 | 42 |
| 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 | $161,093,000 | 844 |
| U.S. Government securities | $121,085,000 | 734 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $121,085,000 | 691 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $26,008,000 | 331 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $26,008,000 | 198 |
| Foreign debt securities | $14,000,000 | 54 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,882,000 | 511 |
| Mortgage-backed securities | $121,085,000 | 542 |
| Certificates of participation in pools of residential mortgages | $96,167,000 | 422 |
| Issued or guaranteed by U.S. | $96,167,000 | 419 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $24,918,000 | 665 |
| CMOs issued by government agencies or sponsored agencies | $24,918,000 | 634 |
| 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) | $161,093,000 | 178 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $161,093,000 | 831 |
| Structured notes | ||
| Amortized cost | $40,008,000 | 36 |
| Fair value | $37,428,000 | 42 |
| 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 | $167,111,000 | 808 |
| U.S. Government securities | $127,102,000 | 706 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $127,102,000 | 662 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $26,009,000 | 323 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $26,009,000 | 196 |
| Foreign debt securities | $14,000,000 | 52 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,342,000 | 497 |
| Mortgage-backed securities | $127,102,000 | 523 |
| Certificates of participation in pools of residential mortgages | $100,200,000 | 408 |
| Issued or guaranteed by U.S. | $100,200,000 | 407 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $26,902,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $26,902,000 | 592 |
| 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) | $167,111,000 | 174 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $167,111,000 | 800 |
| Structured notes | ||
| Amortized cost | $40,009,000 | 36 |
| Fair value | $37,944,000 | 41 |
| 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 | $174,788,000 | 798 |
| U.S. Government securities | $134,779,000 | 671 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $134,779,000 | 632 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $26,009,000 | 360 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $26,009,000 | 199 |
| Foreign debt securities | $14,000,000 | 50 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,115,000 | 484 |
| Mortgage-backed securities | $134,779,000 | 500 |
| Certificates of participation in pools of residential mortgages | $105,673,000 | 398 |
| Issued or guaranteed by U.S. | $105,673,000 | 396 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $29,106,000 | 584 |
| CMOs issued by government agencies or sponsored agencies | $29,106,000 | 557 |
| 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) | $174,788,000 | 167 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $174,788,000 | 790 |
| Structured notes | ||
| Amortized cost | $40,009,000 | 35 |
| Fair value | $37,428,000 | 41 |
| 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 | $183,668,000 | 758 |
| U.S. Government securities | $143,658,000 | 641 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $143,658,000 | 604 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $26,010,000 | 324 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $26,010,000 | 203 |
| Foreign debt securities | $14,000,000 | 51 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,503,000 | 453 |
| Mortgage-backed securities | $143,658,000 | 473 |
| Certificates of participation in pools of residential mortgages | $112,196,000 | 389 |
| Issued or guaranteed by U.S. | $112,196,000 | 387 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $31,462,000 | 550 |
| CMOs issued by government agencies or sponsored agencies | $31,462,000 | 520 |
| 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) | $183,668,000 | 165 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $183,668,000 | 748 |
| Structured notes | ||
| Amortized cost | $40,010,000 | 33 |
| Fair value | $38,613,000 | 37 |
| 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 | $188,658,000 | 751 |
| U.S. Government securities | $148,647,000 | 627 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $148,647,000 | 590 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $26,011,000 | 313 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $26,011,000 | 199 |
| Foreign debt securities | $14,000,000 | 50 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,394,000 | 479 |
| Mortgage-backed securities | $148,647,000 | 462 |
| Certificates of participation in pools of residential mortgages | $114,724,000 | 374 |
| Issued or guaranteed by U.S. | $114,724,000 | 373 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $33,923,000 | 529 |
| CMOs issued by government agencies or sponsored agencies | $33,923,000 | 503 |
| 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) | $188,658,000 | 166 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $188,658,000 | 742 |
| Structured notes | ||
| Amortized cost | $40,011,000 | 31 |
| Fair value | $38,594,000 | 35 |
| 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 | $193,077,000 | 730 |
| U.S. Government securities | $153,065,000 | 610 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $153,065,000 | 578 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $26,012,000 | 320 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $26,012,000 | 212 |
| Foreign debt securities | $14,000,000 | 54 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,779,000 | 451 |
| Mortgage-backed securities | $153,065,000 | 452 |
| Certificates of participation in pools of residential mortgages | $116,496,000 | 365 |
| Issued or guaranteed by U.S. | $116,496,000 | 364 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $36,569,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $36,569,000 | 475 |
| 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) | $193,077,000 | 165 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $193,077,000 | 722 |
| Structured notes | ||
| Amortized cost | $40,012,000 | 31 |
| Fair value | $39,035,000 | 35 |
| 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 | $202,596,000 | 720 |
| U.S. Government securities | $162,583,000 | 581 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $162,583,000 | 552 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $26,013,000 | 337 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $26,013,000 | 225 |
| Foreign debt securities | $14,000,000 | 59 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,815,000 | 443 |
| Mortgage-backed securities | $162,583,000 | 435 |
| Certificates of participation in pools of residential mortgages | $123,097,000 | 352 |
| Issued or guaranteed by U.S. | $123,097,000 | 350 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $39,486,000 | 490 |
| CMOs issued by government agencies or sponsored agencies | $39,486,000 | 459 |
| 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) | $202,596,000 | 162 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $202,596,000 | 707 |
| Structured notes | ||
| Amortized cost | $40,013,000 | 33 |
| Fair value | $39,010,000 | 34 |
| 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 | $208,940,000 | 700 |
| U.S. Government securities | $168,926,000 | 572 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $168,926,000 | 537 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $26,014,000 | 348 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $26,014,000 | 228 |
| Foreign debt securities | $14,000,000 | 56 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,138,000 | 434 |
| Mortgage-backed securities | $168,926,000 | 426 |
| Certificates of participation in pools of residential mortgages | $126,362,000 | 351 |
| Issued or guaranteed by U.S. | $126,362,000 | 350 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $42,564,000 | 473 |
| CMOs issued by government agencies or sponsored agencies | $42,564,000 | 441 |
| 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) | $208,940,000 | 155 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $208,940,000 | 693 |
| Structured notes | ||
| Amortized cost | $40,014,000 | 36 |
| Fair value | $38,878,000 | 36 |
| 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 | $212,984,000 | 673 |
| U.S. Government securities | $172,969,000 | 552 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $172,969,000 | 518 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $26,015,000 | 334 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $26,015,000 | 225 |
| Foreign debt securities | $14,000,000 | 59 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,501,000 | 418 |
| Mortgage-backed securities | $172,969,000 | 410 |
| Certificates of participation in pools of residential mortgages | $127,212,000 | 341 |
| Issued or guaranteed by U.S. | $127,212,000 | 340 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $45,757,000 | 443 |
| CMOs issued by government agencies or sponsored agencies | $45,757,000 | 414 |
| 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) | $212,984,000 | 152 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $212,984,000 | 665 |
| Structured notes | ||
| Amortized cost | $40,015,000 | 34 |
| Fair value | $38,762,000 | 34 |
| 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 | $202,524,000 | 710 |
| U.S. Government securities | $164,508,000 | 584 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $164,508,000 | 558 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $24,016,000 | 356 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $24,016,000 | 233 |
| Foreign debt securities | $14,000,000 | 58 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,564,000 | 446 |
| Mortgage-backed securities | $164,508,000 | 433 |
| Certificates of participation in pools of residential mortgages | $115,070,000 | 378 |
| Issued or guaranteed by U.S. | $115,070,000 | 377 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $49,438,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $49,438,000 | 397 |
| 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) | $202,524,000 | 150 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $202,524,000 | 703 |
| Structured notes | ||
| Amortized cost | $38,016,000 | 35 |
| Fair value | $37,122,000 | 35 |
| 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 | $210,863,000 | 690 |
| U.S. Government securities | $175,847,000 | 563 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $175,847,000 | 533 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $24,016,000 | 362 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $24,016,000 | 238 |
| Foreign debt securities | $11,000,000 | 63 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,420,000 | 446 |
| Mortgage-backed securities | $175,847,000 | 420 |
| Certificates of participation in pools of residential mortgages | $122,358,000 | 357 |
| Issued or guaranteed by U.S. | $122,358,000 | 356 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $53,489,000 | 426 |
| CMOs issued by government agencies or sponsored agencies | $53,489,000 | 389 |
| 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) | $210,863,000 | 150 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $210,863,000 | 685 |
| Structured notes | ||
| Amortized cost | $35,016,000 | 42 |
| Fair value | $34,406,000 | 45 |
| 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 | $220,628,000 | 662 |
| U.S. Government securities | $187,711,000 | 539 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $187,711,000 | 512 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $24,017,000 | 357 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $24,017,000 | 235 |
| Foreign debt securities | $8,900,000 | 71 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,124,000 | 466 |
| Mortgage-backed securities | $187,711,000 | 401 |
| Certificates of participation in pools of residential mortgages | $130,280,000 | 339 |
| Issued or guaranteed by U.S. | $130,280,000 | 338 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $57,431,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $57,431,000 | 372 |
| 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) | $220,628,000 | 148 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $220,628,000 | 656 |
| Structured notes | ||
| Amortized cost | $32,917,000 | 56 |
| Fair value | $32,658,000 | 56 |
| 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 | $221,189,000 | 662 |
| U.S. Government securities | $198,189,000 | 514 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $198,189,000 | 488 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $23,000,000 | 358 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $23,000,000 | 234 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,641,000 | 479 |
| Mortgage-backed securities | $198,189,000 | 379 |
| Certificates of participation in pools of residential mortgages | $137,049,000 | 313 |
| Issued or guaranteed by U.S. | $137,049,000 | 312 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $61,140,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $61,140,000 | 355 |
| 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) | $221,189,000 | 150 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $221,188,000 | 656 |
| Structured notes | ||
| Amortized cost | $23,000,000 | 93 |
| Fair value | $22,730,000 | 96 |
| 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 | $215,140,000 | 690 |
| U.S. Government securities | $209,140,000 | 493 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $209,140,000 | 472 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $6,000,000 | 799 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $6,000,000 | 587 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,591,000 | 465 |
| Mortgage-backed securities | $209,140,000 | 372 |
| Certificates of participation in pools of residential mortgages | $143,819,000 | 299 |
| Issued or guaranteed by U.S. | $143,819,000 | 298 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $65,321,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $65,321,000 | 346 |
| 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) | $215,140,000 | 151 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $215,140,000 | 683 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 381 |
| Fair value | $6,000,000 | 385 |
| 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 | $222,097,000 | 684 |
| U.S. Government securities | $222,097,000 | 475 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $222,097,000 | 458 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,903,000 | 468 |
| Mortgage-backed securities | $222,097,000 | 353 |
| Certificates of participation in pools of residential mortgages | $152,006,000 | 292 |
| Issued or guaranteed by U.S. | $152,006,000 | 291 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $70,091,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $70,091,000 | 337 |
| 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) | $222,097,000 | 145 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $222,097,000 | 675 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $217,124,000 | 699 |
| U.S. Government securities | $217,124,000 | 493 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $217,124,000 | 475 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $121,163,000 | 549 |
| Mortgage-backed securities | $217,124,000 | 364 |
| Certificates of participation in pools of residential mortgages | $144,663,000 | 308 |
| Issued or guaranteed by U.S. | $144,663,000 | 306 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $72,461,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $72,461,000 | 337 |
| 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) | $217,124,000 | 152 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $217,124,000 | 693 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $218,794,000 | 691 |
| U.S. Government securities | $218,794,000 | 484 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $218,794,000 | 462 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,115,000 | 562 |
| Mortgage-backed securities | $218,794,000 | 367 |
| Certificates of participation in pools of residential mortgages | $141,325,000 | 315 |
| Issued or guaranteed by U.S. | $141,325,000 | 313 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $77,469,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $77,469,000 | 320 |
| 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) | $218,794,000 | 153 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $218,794,000 | 681 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $215,427,000 | 701 |
| U.S. Government securities | $215,427,000 | 493 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $215,427,000 | 476 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,850,000 | 580 |
| Mortgage-backed securities | $215,427,000 | 367 |
| Certificates of participation in pools of residential mortgages | $134,339,000 | 330 |
| Issued or guaranteed by U.S. | $134,339,000 | 328 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $81,088,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $81,088,000 | 318 |
| 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) | $215,427,000 | 153 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $215,428,000 | 693 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $206,441,000 | 740 |
| U.S. Government securities | $206,441,000 | 516 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $206,441,000 | 499 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,616,000 | 691 |
| Mortgage-backed securities | $206,441,000 | 386 |
| Certificates of participation in pools of residential mortgages | $128,240,000 | 346 |
| Issued or guaranteed by U.S. | $128,240,000 | 345 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $78,201,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $78,201,000 | 330 |
| 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) | $206,441,000 | 153 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $206,441,000 | 732 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $202,708,000 | 765 |
| U.S. Government securities | $202,708,000 | 531 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $202,708,000 | 513 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| 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 | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,178,000 | 727 |
| Mortgage-backed securities | $202,708,000 | 397 |
| Certificates of participation in pools of residential mortgages | $122,398,000 | 359 |
| Issued or guaranteed by U.S. | $122,398,000 | 359 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $80,310,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $80,310,000 | 319 |
| 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) | $202,708,000 | 152 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $202,708,000 | 752 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $196,010,000 | 779 |
| U.S. Government securities | $196,010,000 | 543 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $196,010,000 | 525 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| 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 | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,803,000 | 730 |
| Mortgage-backed securities | $196,010,000 | 405 |
| Certificates of participation in pools of residential mortgages | $110,670,000 | 392 |
| Issued or guaranteed by U.S. | $110,670,000 | 392 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $85,340,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $85,340,000 | 304 |
| 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) | $196,010,000 | 154 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $196,010,000 | 767 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $190,547,000 | 802 |
| U.S. Government securities | $190,547,000 | 556 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $190,547,000 | 537 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| 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 | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,945,000 | 755 |
| Mortgage-backed securities | $190,547,000 | 415 |
| Certificates of participation in pools of residential mortgages | $101,838,000 | 437 |
| Issued or guaranteed by U.S. | $101,838,000 | 437 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $88,709,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $88,709,000 | 296 |
| 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) | $190,547,000 | 145 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $190,547,000 | 789 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $196,048,000 | 786 |
| U.S. Government securities | $196,048,000 | 544 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $196,048,000 | 528 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| 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 | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,332,000 | 764 |
| Mortgage-backed securities | $196,048,000 | 407 |
| Certificates of participation in pools of residential mortgages | $99,227,000 | 458 |
| Issued or guaranteed by U.S. | $99,227,000 | 457 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $96,821,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $96,821,000 | 281 |
| 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) | $196,048,000 | 131 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $196,048,000 | 776 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $188,406,000 | 823 |
| U.S. Government securities | $188,406,000 | 579 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $188,406,000 | 563 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| 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 | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,958,000 | 843 |
| Mortgage-backed securities | $188,406,000 | 433 |
| Certificates of participation in pools of residential mortgages | $93,605,000 | 494 |
| Issued or guaranteed by U.S. | $93,605,000 | 493 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $94,801,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $94,801,000 | 291 |
| 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) | $188,406,000 | 126 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $188,406,000 | 810 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $185,297,000 | 819 |
| U.S. Government securities | $185,297,000 | 574 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $185,297,000 | 547 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| 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 | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,593,000 | 898 |
| Mortgage-backed securities | $185,297,000 | 434 |
| Certificates of participation in pools of residential mortgages | $83,004,000 | 547 |
| Issued or guaranteed by U.S. | $83,004,000 | 545 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $102,293,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $102,293,000 | 284 |
| 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) | $185,297,000 | 129 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $185,297,000 | 809 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $188,131,000 | 819 |
| U.S. Government securities | $188,131,000 | 580 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $188,131,000 | 557 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| 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 | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,407,000 | 831 |
| Mortgage-backed securities | $188,131,000 | 444 |
| Certificates of participation in pools of residential mortgages | $87,355,000 | 539 |
| Issued or guaranteed by U.S. | $87,355,000 | 538 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $100,776,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $100,776,000 | 302 |
| 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) | $188,131,000 | 124 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $188,131,000 | 809 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $185,890,000 | 836 |
| U.S. Government securities | $185,890,000 | 588 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $185,890,000 | 568 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,165,000 | 875 |
| Mortgage-backed securities | $185,890,000 | 453 |
| Certificates of participation in pools of residential mortgages | $80,081,000 | 599 |
| Issued or guaranteed by U.S. | $80,081,000 | 599 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $105,809,000 | 333 |
| CMOs issued by government agencies or sponsored agencies | $105,809,000 | 303 |
| 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) | $185,890,000 | 125 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $185,890,000 | 824 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $186,977,000 | 831 |
| U.S. Government securities | $186,977,000 | 602 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $186,977,000 | 582 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| 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 | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,432,000 | 937 |
| Mortgage-backed securities | $186,977,000 | 456 |
| Certificates of participation in pools of residential mortgages | $74,771,000 | 645 |
| Issued or guaranteed by U.S. | $74,771,000 | 645 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $112,206,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $112,206,000 | 307 |
| 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) | $186,977,000 | 123 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $186,977,000 | 820 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $180,139,000 | 837 |
| U.S. Government securities | $180,139,000 | 598 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $180,139,000 | 579 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| 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 | 2,125 |
| 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 | $180,139,000 | 458 |
| Certificates of participation in pools of residential mortgages | $66,163,000 | 685 |
| Issued or guaranteed by U.S. | $66,163,000 | 683 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $113,976,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $113,976,000 | 289 |
| Privately issued | $0 | 1,216 |
| 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) | $180,139,000 | 123 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $180,139,000 | 823 |
| 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 | $173,324,000 | 842 |
| U.S. Government securities | $173,324,000 | 602 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $173,324,000 | 578 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| 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 | 2,094 |
| 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 | $172,824,000 | 457 |
| Certificates of participation in pools of residential mortgages | $66,438,000 | 647 |
| Issued or guaranteed by U.S. | $66,438,000 | 642 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $106,386,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $106,386,000 | 289 |
| Privately issued | $0 | 1,235 |
| 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) | $173,324,000 | 126 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $173,324,000 | 833 |
| 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 | $172,764,000 | 843 |
| U.S. Government securities | $172,764,000 | 613 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $172,764,000 | 596 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| 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 | 2,028 |
| 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 | $167,764,000 | 453 |
| Certificates of participation in pools of residential mortgages | $71,717,000 | 593 |
| Issued or guaranteed by U.S. | $71,717,000 | 590 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $96,047,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $96,047,000 | 306 |
| Privately issued | $0 | 1,265 |
| 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) | $172,764,000 | 126 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $172,764,000 | 829 |
| 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 | $164,721,000 | 876 |
| U.S. Government securities | $164,721,000 | 653 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $164,721,000 | 621 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| 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 | 2,072 |
| 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 | $156,222,000 | 467 |
| Certificates of participation in pools of residential mortgages | $71,092,000 | 573 |
| Issued or guaranteed by U.S. | $71,092,000 | 570 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $85,130,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $85,130,000 | 315 |
| Privately issued | $0 | 1,299 |
| 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) | $164,721,000 | 130 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $164,721,000 | 864 |
| 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 | $151,999,000 | 905 |
| U.S. Government securities | $151,999,000 | 669 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $151,999,000 | 639 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| 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 | 2,087 |
| 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 | $140,003,000 | 498 |
| Certificates of participation in pools of residential mortgages | $70,753,000 | 558 |
| Issued or guaranteed by U.S. | $70,753,000 | 555 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $69,250,000 | 426 |
| CMOs issued by government agencies or sponsored agencies | $69,250,000 | 360 |
| Privately issued | $0 | 1,350 |
| 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) | $151,999,000 | 139 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $151,999,000 | 896 |
| 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 | $137,481,000 | 968 |
| U.S. Government securities | $137,481,000 | 712 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $137,481,000 | 676 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| 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 | 2,145 |
| 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 | $119,990,000 | 565 |
| Certificates of participation in pools of residential mortgages | $73,793,000 | 507 |
| Issued or guaranteed by U.S. | $73,793,000 | 499 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $46,197,000 | 577 |
| CMOs issued by government agencies or sponsored agencies | $46,197,000 | 481 |
| Privately issued | $0 | 1,417 |
| 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) | $137,481,000 | 147 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $137,481,000 | 959 |
| 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 | $124,621,000 | 1,076 |
| U.S. Government securities | $124,621,000 | 781 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $124,621,000 | 752 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| 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 | 2,114 |
| 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 | $103,379,000 | 623 |
| Certificates of participation in pools of residential mortgages | $80,064,000 | 474 |
| Issued or guaranteed by U.S. | $80,064,000 | 469 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $23,315,000 | 883 |
| CMOs issued by government agencies or sponsored agencies | $23,315,000 | 744 |
| Privately issued | $0 | 1,445 |
| 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) | $124,621,000 | 157 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $124,621,000 | 1,062 |
| 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 | $114,913,000 | 1,164 |
| U.S. Government securities | $114,913,000 | 817 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $114,913,000 | 788 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| 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 | 2,133 |
| 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 | $99,766,000 | 666 |
| Certificates of participation in pools of residential mortgages | $77,276,000 | 509 |
| Issued or guaranteed by U.S. | $77,276,000 | 506 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $22,490,000 | 875 |
| CMOs issued by government agencies or sponsored agencies | $22,490,000 | 725 |
| Privately issued | $0 | 1,481 |
| 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) | $114,913,000 | 163 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $114,913,000 | 1,146 |
| 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 | $114,288,000 | 1,133 |
| U.S. Government securities | $114,288,000 | 799 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $114,288,000 | 770 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| 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 | 2,182 |
| 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 | $101,791,000 | 647 |
| Certificates of participation in pools of residential mortgages | $80,692,000 | 503 |
| Issued or guaranteed by U.S. | $80,692,000 | 499 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $21,099,000 | 907 |
| CMOs issued by government agencies or sponsored agencies | $21,099,000 | 737 |
| Privately issued | $0 | 1,512 |
| 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) | $114,288,000 | 165 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $114,288,000 | 1,118 |
| 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 | $113,552,000 | 1,130 |
| U.S. Government securities | $113,552,000 | 784 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $113,552,000 | 764 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| 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 | 2,284 |
| 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 | $100,827,000 | 653 |
| Certificates of participation in pools of residential mortgages | $83,895,000 | 504 |
| Issued or guaranteed by U.S. | $83,895,000 | 501 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $16,932,000 | 1,027 |
| CMOs issued by government agencies or sponsored agencies | $16,932,000 | 822 |
| Privately issued | $0 | 1,566 |
| 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) | $113,552,000 | 180 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $113,552,000 | 1,116 |
| 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 | $107,438,000 | 1,172 |
| U.S. Government securities | $107,438,000 | 806 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $107,438,000 | 776 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| 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 | 2,390 |
| 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 | $106,938,000 | 619 |
| Certificates of participation in pools of residential mortgages | $87,401,000 | 506 |
| Issued or guaranteed by U.S. | $87,401,000 | 501 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $19,537,000 | 922 |
| CMOs issued by government agencies or sponsored agencies | $19,537,000 | 723 |
| Privately issued | $0 | 1,581 |
| 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) | $107,438,000 | 191 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $107,438,000 | 1,149 |
| 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 | $110,283,000 | 1,134 |
| U.S. Government securities | $110,283,000 | 793 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $110,283,000 | 771 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| 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 | 2,517 |
| 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 | $109,783,000 | 614 |
| Certificates of participation in pools of residential mortgages | $87,495,000 | 513 |
| Issued or guaranteed by U.S. | $87,495,000 | 506 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $22,288,000 | 846 |
| CMOs issued by government agencies or sponsored agencies | $22,288,000 | 643 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $110,283,000 | 186 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $110,283,000 | 1,108 |
| 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 | $111,211,000 | 1,096 |
| U.S. Government securities | $111,211,000 | 768 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $111,211,000 | 752 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| 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 | $110,701,000 | 598 |
| Certificates of participation in pools of residential mortgages | $89,115,000 | 494 |
| Issued or guaranteed by U.S. | $89,115,000 | 489 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $21,586,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $21,586,000 | 633 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $111,211,000 | 178 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $111,211,000 | 1,078 |
| 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 | $113,273,000 | 1,049 |
| U.S. Government securities | $113,273,000 | 729 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $113,273,000 | 712 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| 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 | 2,412 |
| 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 | $112,763,000 | 559 |
| Certificates of participation in pools of residential mortgages | $90,935,000 | 470 |
| Issued or guaranteed by U.S. | $90,935,000 | 466 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $21,828,000 | 787 |
| CMOs issued by government agencies or sponsored agencies | $21,828,000 | 582 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $113,273,000 | 173 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $113,273,000 | 1,034 |
| 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 | $113,766,000 | 1,068 |
| U.S. Government securities | $113,766,000 | 728 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $113,766,000 | 713 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| 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 | 2,402 |
| 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 | $113,256,000 | 558 |
| Certificates of participation in pools of residential mortgages | $89,602,000 | 472 |
| Issued or guaranteed by U.S. | $89,602,000 | 466 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $23,654,000 | 725 |
| CMOs issued by government agencies or sponsored agencies | $23,654,000 | 529 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $113,766,000 | 165 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $113,766,000 | 1,047 |
| 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 | $111,177,000 | 1,105 |
| U.S. Government securities | $111,177,000 | 751 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $111,177,000 | 734 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| 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 | 2,362 |
| 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 | $110,917,000 | 543 |
| Certificates of participation in pools of residential mortgages | $86,485,000 | 468 |
| Issued or guaranteed by U.S. | $86,485,000 | 461 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $24,432,000 | 696 |
| CMOs issued by government agencies or sponsored agencies | $24,432,000 | 516 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $111,177,000 | 162 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $111,177,000 | 1,077 |
| 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 | $106,281,000 | 1,137 |
| U.S. Government securities | $106,281,000 | 793 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $106,281,000 | 772 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| 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 | $106,021,000 | 534 |
| Certificates of participation in pools of residential mortgages | $79,891,000 | 459 |
| Issued or guaranteed by U.S. | $79,891,000 | 453 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $26,130,000 | 632 |
| CMOs issued by government agencies or sponsored agencies | $26,130,000 | 466 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $106,281,000 | 176 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $106,281,000 | 1,112 |
| 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 | $97,356,000 | 1,237 |
| U.S. Government securities | $97,352,000 | 861 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $97,352,000 | 838 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $4,000 | 2,940 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,000 | 2,208 |
| 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 | $97,092,000 | 544 |
| Certificates of participation in pools of residential mortgages | $70,471,000 | 484 |
| Issued or guaranteed by U.S. | $70,471,000 | 480 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $26,621,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $26,621,000 | 448 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $97,356,000 | 190 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $97,356,000 | 1,208 |
| 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 | $99,609,000 | 1,221 |
| U.S. Government securities | $99,609,000 | 854 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $99,609,000 | 828 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| 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 | $99,349,000 | 540 |
| Certificates of participation in pools of residential mortgages | $71,334,000 | 476 |
| Issued or guaranteed by U.S. | $71,334,000 | 473 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $28,015,000 | 576 |
| CMOs issued by government agencies or sponsored agencies | $28,015,000 | 441 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $99,609,000 | 195 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $99,609,000 | 1,195 |
| 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 | $95,903,000 | 1,261 |
| U.S. Government securities | $95,893,000 | 901 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $95,893,000 | 868 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| 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 | $10,000 | 1,789 |
| 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 | $95,893,000 | 552 |
| Certificates of participation in pools of residential mortgages | $68,294,000 | 502 |
| Issued or guaranteed by U.S. | $68,294,000 | 494 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $27,599,000 | 577 |
| CMOs issued by government agencies or sponsored agencies | $27,599,000 | 442 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $95,903,000 | 212 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $95,893,000 | 1,228 |
| 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 | $98,050,000 | 1,263 |
| U.S. Government securities | $98,050,000 | 905 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $98,050,000 | 877 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $98,040,000 | 553 |
| Certificates of participation in pools of residential mortgages | $69,954,000 | 495 |
| Issued or guaranteed by U.S. | $69,954,000 | 489 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $28,086,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $28,086,000 | 444 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $98,050,000 | 209 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $98,050,000 | 1,230 |
| 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 | $97,070,000 | 1,281 |
| U.S. Government securities | $97,070,000 | 936 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $97,070,000 | 909 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $97,060,000 | 565 |
| Certificates of participation in pools of residential mortgages | $68,850,000 | 518 |
| Issued or guaranteed by U.S. | $68,850,000 | 510 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $28,210,000 | 569 |
| CMOs issued by government agencies or sponsored agencies | $28,210,000 | 444 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $97,070,000 | 217 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $97,070,000 | 1,250 |
| 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 | $100,673,000 | 1,233 |
| U.S. Government securities | $100,673,000 | 895 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $100,673,000 | 870 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $100,663,000 | 549 |
| Certificates of participation in pools of residential mortgages | $72,235,000 | 499 |
| Issued or guaranteed by U.S. | $72,235,000 | 493 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $28,428,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $28,428,000 | 437 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $100,673,000 | 216 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $100,673,000 | 1,202 |
| 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 | $102,731,000 | 1,224 |
| U.S. Government securities | $102,731,000 | 888 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $102,731,000 | 857 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $102,721,000 | 552 |
| Certificates of participation in pools of residential mortgages | $72,520,000 | 504 |
| Issued or guaranteed by U.S. | $72,520,000 | 496 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $30,201,000 | 546 |
| CMOs issued by government agencies or sponsored agencies | $30,201,000 | 431 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $102,731,000 | 215 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $102,731,000 | 1,192 |
| 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 | $105,286,000 | 1,189 |
| U.S. Government securities | $105,286,000 | 870 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $105,286,000 | 844 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $105,276,000 | 540 |
| Certificates of participation in pools of residential mortgages | $74,939,000 | 498 |
| Issued or guaranteed by U.S. | $74,939,000 | 491 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $30,337,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $30,337,000 | 427 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $105,286,000 | 210 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $105,286,000 | 1,155 |
| 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 | $102,328,000 | 1,215 |
| U.S. Government securities | $102,328,000 | 891 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $102,328,000 | 864 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $102,318,000 | 564 |
| Certificates of participation in pools of residential mortgages | $71,157,000 | 533 |
| Issued or guaranteed by U.S. | $71,157,000 | 526 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $31,161,000 | 516 |
| CMOs issued by government agencies or sponsored agencies | $31,161,000 | 417 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $102,328,000 | 222 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $102,328,000 | 1,177 |
| 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 | $101,509,000 | 1,224 |
| U.S. Government securities | $101,509,000 | 909 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $101,509,000 | 873 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $101,499,000 | 575 |
| Certificates of participation in pools of residential mortgages | $69,468,000 | 559 |
| Issued or guaranteed by U.S. | $69,468,000 | 550 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $32,031,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $32,031,000 | 416 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $101,509,000 | 232 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $101,509,000 | 1,195 |
| 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 | $101,747,000 | 1,242 |
| U.S. Government securities | $101,747,000 | 922 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $101,747,000 | 887 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $101,737,000 | 580 |
| Certificates of participation in pools of residential mortgages | $73,369,000 | 557 |
| Issued or guaranteed by U.S. | $73,369,000 | 551 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $28,368,000 | 584 |
| CMOs issued by government agencies or sponsored agencies | $28,368,000 | 474 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $101,747,000 | 228 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $101,747,000 | 1,209 |
| 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 | $96,339,000 | 1,331 |
| U.S. Government securities | $96,339,000 | 991 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $96,339,000 | 951 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $96,329,000 | 633 |
| Certificates of participation in pools of residential mortgages | $72,302,000 | 575 |
| Issued or guaranteed by U.S. | $72,302,000 | 572 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $24,027,000 | 655 |
| CMOs issued by government agencies or sponsored agencies | $24,027,000 | 541 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $96,339,000 | 242 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $96,339,000 | 1,296 |
| 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 | $98,196,000 | 1,300 |
| U.S. Government securities | $98,196,000 | 960 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $98,196,000 | 920 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| 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 | $98,186,000 | 625 |
| Certificates of participation in pools of residential mortgages | $76,323,000 | 555 |
| Issued or guaranteed by U.S. | $76,323,000 | 551 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $21,863,000 | 686 |
| CMOs issued by government agencies or sponsored agencies | $21,863,000 | 577 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $98,196,000 | 231 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $98,196,000 | 1,262 |
| 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 | $98,452,000 | 1,330 |
| U.S. Government securities | $98,452,000 | 986 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $98,452,000 | 949 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| 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 | $98,442,000 | 632 |
| Certificates of participation in pools of residential mortgages | $78,473,000 | 555 |
| Issued or guaranteed by U.S. | $78,473,000 | 551 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,969,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $19,969,000 | 620 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $98,452,000 | 233 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $98,452,000 | 1,297 |
| 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 | $94,474,000 | 1,396 |
| U.S. Government securities | $94,474,000 | 1,010 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $94,474,000 | 970 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| 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 | $94,464,000 | 666 |
| Certificates of participation in pools of residential mortgages | $77,840,000 | 569 |
| Issued or guaranteed by U.S. | $77,840,000 | 562 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $16,624,000 | 852 |
| CMOs issued by government agencies or sponsored agencies | $16,624,000 | 718 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $94,474,000 | 235 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $94,474,000 | 1,344 |
| 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 | $105,614,000 | 1,288 |
| U.S. Government securities | $100,614,000 | 987 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $100,614,000 | 946 |
| 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 | $5,000,000 | 636 |
| 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 | $100,604,000 | 652 |
| Certificates of participation in pools of residential mortgages | $82,405,000 | 554 |
| Issued or guaranteed by U.S. | $82,405,000 | 547 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $18,199,000 | 805 |
| CMOs issued by government agencies or sponsored agencies | $18,199,000 | 747 |
| 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) | $105,614,000 | 208 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $100,614,000 | 1,307 |
| 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 | $93,517,000 | 1,426 |
| U.S. Government securities | $83,517,000 | 1,182 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $83,517,000 | 1,133 |
| 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 | $10,000,000 | 415 |
| 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 | $83,507,000 | 737 |
| Certificates of participation in pools of residential mortgages | $67,282,000 | 621 |
| Issued or guaranteed by U.S. | $67,282,000 | 617 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $16,225,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $16,225,000 | 816 |
| 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) | $93,517,000 | 228 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $83,517,000 | 1,519 |
| 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 | $78,561,000 | 1,599 |
| U.S. Government securities | $73,561,000 | 1,259 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $73,561,000 | 1,209 |
| 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 | $5,000,000 | 692 |
| 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 | $73,551,000 | 808 |
| Certificates of participation in pools of residential mortgages | $52,853,000 | 727 |
| Issued or guaranteed by U.S. | $52,853,000 | 725 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $20,698,000 | 802 |
| CMOs issued by government agencies or sponsored agencies | $20,698,000 | 735 |
| 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) | $78,561,000 | 270 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $73,561,000 | 1,651 |
| 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 | $78,729,000 | 1,575 |
| U.S. Government securities | $74,729,000 | 1,238 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $74,729,000 | 1,185 |
| 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 | $4,000,000 | 797 |
| 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 | $74,719,000 | 782 |
| Certificates of participation in pools of residential mortgages | $51,259,000 | 727 |
| Issued or guaranteed by U.S. | $51,259,000 | 724 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $23,460,000 | 758 |
| CMOs issued by government agencies or sponsored agencies | $23,460,000 | 697 |
| 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) | $78,729,000 | 272 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $74,729,000 | 1,601 |
| 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 | $83,045,000 | 1,482 |
| U.S. Government securities | $73,045,000 | 1,234 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $73,045,000 | 1,170 |
| 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 | $10,000,000 | 426 |
| 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 | $73,035,000 | 783 |
| Certificates of participation in pools of residential mortgages | $54,934,000 | 666 |
| Issued or guaranteed by U.S. | $54,934,000 | 660 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $18,101,000 | 887 |
| CMOs issued by government agencies or sponsored agencies | $18,101,000 | 822 |
| 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) | $83,045,000 | 260 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $73,045,000 | 1,628 |
| 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 | $70,149,000 | 1,603 |
| U.S. Government securities | $60,149,000 | 1,356 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $60,149,000 | 1,286 |
| 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 | $10,000,000 | 418 |
| 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 | $60,139,000 | 825 |
| Certificates of participation in pools of residential mortgages | $36,052,000 | 827 |
| Issued or guaranteed by U.S. | $36,052,000 | 819 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $24,087,000 | 734 |
| CMOs issued by government agencies or sponsored agencies | $24,087,000 | 660 |
| 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) | $70,149,000 | 291 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $60,149,000 | 1,803 |
| 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 | $59,480,000 | 1,848 |
| U.S. Government securities | $59,480,000 | 1,337 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $59,480,000 | 1,237 |
| 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 | $28,499,000 | 1,166 |
| Certificates of participation in pools of residential mortgages | $20,663,000 | 1,047 |
| Issued or guaranteed by U.S. | $20,663,000 | 1,037 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $7,836,000 | 1,179 |
| CMOs issued by government agencies or sponsored agencies | $7,836,000 | 1,064 |
| 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) | $59,480,000 | 427 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $59,480,000 | 1,768 |
| 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 | $58,095,000 | 1,990 |
| U.S. Government securities | $55,095,000 | 1,533 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,095,000 | 1,378 |
| 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 | $3,000,000 | 1,181 |
| 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 | $24,120,000 | 1,415 |
| Certificates of participation in pools of residential mortgages | $20,126,000 | 1,138 |
| Issued or guaranteed by U.S. | $20,126,000 | 1,129 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,994,000 | 1,824 |
| CMOs issued by government agencies or sponsored agencies | $3,994,000 | 1,688 |
| 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) | $58,095,000 | 472 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $55,095,000 | 1,994 |
| 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 | $55,347,000 | 2,088 |
| U.S. Government securities | $54,347,000 | 1,610 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,347,000 | 1,364 |
| 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 | $1,000,000 | 2,313 |
| 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 | $25,482,000 | 1,456 |
| Certificates of participation in pools of residential mortgages | $21,258,000 | 1,179 |
| Issued or guaranteed by U.S. | $21,258,000 | 1,169 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,224,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $4,224,000 | 1,791 |
| 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) | $55,347,000 | 540 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $54,347,000 | 2,051 |
| 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 | $43,423,000 | 2,614 |
| U.S. Government securities | $41,423,000 | 2,178 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $41,423,000 | 1,705 |
| 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 | $2,000,000 | 1,485 |
| 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 | $19,929,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | $19,929,000 | 1,238 |
| Issued or guaranteed by U.S. | $19,929,000 | 1,222 |
| 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) | $43,423,000 | 805 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $41,423,000 | 2,649 |
| 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 |
| 1996-12-31 | Rank | |
| Total securities | $43,992,000 | 2,738 |
| U.S. Government securities | $42,460,000 | 2,286 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $42,460,000 | 1,714 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,500,000 | 1,802 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-32,000 | 895 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $29,210,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | $29,210,000 | 1,002 |
| Issued or guaranteed by U.S. | $29,210,000 | 981 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $43,992,000 | 933 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $42,460,000 | 2,750 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $53,746,000 | 2,330 |
| U.S. Government securities | $51,190,000 | 1,968 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $51,190,000 | 1,401 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,500,000 | 1,224 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-56,000 | 1,021 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $35,190,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $35,190,000 | 890 |
| Issued or guaranteed by U.S. | $35,190,000 | 869 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,746,000 | 769 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $51,190,000 | 2,379 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $46,615,000 | 2,810 |
| U.S. Government securities | $44,242,000 | 2,359 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $44,242,000 | 1,558 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,300,000 | 1,171 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-73,000 | 1,122 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $41,242,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $41,242,000 | 804 |
| Issued or guaranteed by U.S. | $41,242,000 | 787 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,615,000 | 1,580 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $44,242,000 | 2,893 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $42,528,000 | 3,278 |
| U.S. Government securities | $39,915,000 | 2,746 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $39,915,000 | 1,761 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,500,000 | 1,215 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-113,000 | 1,235 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,916,000 | 1,362 |
| Certificates of participation in pools of residential mortgages | $38,916,000 | 890 |
| Issued or guaranteed by U.S. | $38,916,000 | 861 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $39,915,000 | 3,397 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $43,910,000 | 3,098 |
| U.S. Government securities | $38,803,000 | 2,774 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $38,803,000 | 1,750 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,005,000 | 630 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-102,000 | 1,470 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $37,804,000 | 1,412 |
| Certificates of participation in pools of residential mortgages | $37,804,000 | 932 |
| Issued or guaranteed by U.S. | $37,804,000 | 899 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $38,803,000 | 3,469 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |