Home > M.Y. SAFRA BANK, FSB > Securities
M.Y. SAFRA BANK, FSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $87,324,000 | 1,870 |
| U.S. Government securities | $23,509,000 | 2,768 |
| U.S. Treasury securities | $14,810,000 | 1,097 |
| U.S. Government agency obligations | $8,699,000 | 3,349 |
| Securities issued by states & political subdivisions | $394,000 | 3,684 |
| Other domestic debt securities | $39,924,000 | 475 |
| 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 | $39,924,000 | 223 |
| Foreign debt securities | $23,497,000 | 46 |
| 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 | $40,588,000 | 1,650 |
| Mortgage-backed securities | $5,783,000 | 2,930 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,783,000 | 2,474 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $87,324,000 | 1,667 |
| Total debt securities | $87,323,000 | 1,854 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 442 |
| Fair value | $3,000,000 | 434 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $72,267,000 | 2,086 |
| U.S. Government securities | $8,770,000 | 3,688 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $8,770,000 | 3,337 |
| Securities issued by states & political subdivisions | $362,000 | 3,731 |
| Other domestic debt securities | $39,851,000 | 455 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $39,851,000 | 226 |
| Foreign debt securities | $23,284,000 | 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 | $27,082,000 | 1,997 |
| Mortgage-backed securities | $5,899,000 | 2,920 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,899,000 | 2,453 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $72,267,000 | 1,865 |
| Total debt securities | $72,268,000 | 2,069 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 457 |
| Fair value | $3,000,000 | 442 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $71,921,000 | 2,152 |
| U.S. Government securities | $9,180,000 | 3,702 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $9,180,000 | 3,347 |
| Securities issued by states & political subdivisions | $388,000 | 3,762 |
| Other domestic debt securities | $41,058,000 | 444 |
| 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 | $41,058,000 | 217 |
| Foreign debt securities | $21,295,000 | 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 | $27,356,000 | 2,000 |
| Mortgage-backed securities | $6,344,000 | 2,909 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,344,000 | 2,441 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $71,921,000 | 1,931 |
| Total debt securities | $71,921,000 | 2,136 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 494 |
| Fair value | $3,000,000 | 476 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $74,841,000 | 2,184 |
| U.S. Government securities | $9,651,000 | 3,740 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $9,651,000 | 3,340 |
| Securities issued by states & political subdivisions | $397,000 | 3,808 |
| Other domestic debt securities | $38,827,000 | 492 |
| 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 | $38,827,000 | 244 |
| Foreign debt securities | $25,966,000 | 41 |
| 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 | $12,657,000 | 2,629 |
| Mortgage-backed securities | $6,814,000 | 2,920 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,814,000 | 2,447 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $74,841,000 | 1,958 |
| Total debt securities | $74,841,000 | 2,165 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 521 |
| Fair value | $3,000,000 | 508 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $74,632,000 | 2,201 |
| U.S. Government securities | $9,921,000 | 3,748 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $9,921,000 | 3,311 |
| Securities issued by states & political subdivisions | $384,000 | 3,845 |
| Other domestic debt securities | $38,525,000 | 502 |
| 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 | $38,525,000 | 258 |
| Foreign debt securities | $25,802,000 | 44 |
| 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 | $13,145,000 | 2,501 |
| Mortgage-backed securities | $7,125,000 | 2,937 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,125,000 | 2,437 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $74,632,000 | 1,974 |
| Total debt securities | $74,630,000 | 2,185 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 541 |
| Fair value | $3,000,000 | 523 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $85,388,000 | 2,037 |
| U.S. Government securities | $10,251,000 | 3,740 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $10,251,000 | 3,293 |
| Securities issued by states & political subdivisions | $383,000 | 3,881 |
| Other domestic debt securities | $49,141,000 | 407 |
| 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 | $49,141,000 | 199 |
| Foreign debt securities | $25,613,000 | 46 |
| 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 | $16,482,000 | 2,262 |
| Mortgage-backed securities | $7,469,000 | 2,920 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,469,000 | 2,421 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $85,388,000 | 1,829 |
| Total debt securities | $85,388,000 | 2,025 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 536 |
| Fair value | $3,000,000 | 519 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $97,416,000 | 1,908 |
| U.S. Government securities | $11,350,000 | 3,687 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $11,350,000 | 3,247 |
| Securities issued by states & political subdivisions | $401,000 | 3,921 |
| Other domestic debt securities | $51,747,000 | 382 |
| 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 | $51,747,000 | 198 |
| Foreign debt securities | $33,918,000 | 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 | $24,182,000 | 1,898 |
| Mortgage-backed securities | $8,513,000 | 2,867 |
| Certificates of participation in pools of residential mortgages | $8,513,000 | 2,410 |
| Issued or guaranteed by U.S. | $8,513,000 | 2,347 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $97,416,000 | 1,723 |
| Total debt securities | $97,416,000 | 1,896 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 514 |
| Fair value | $3,000,000 | 505 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $92,512,000 | 1,935 |
| U.S. Government securities | $12,163,000 | 3,568 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $12,163,000 | 3,173 |
| Securities issued by states & political subdivisions | $460,000 | 3,915 |
| Other domestic debt securities | $46,538,000 | 396 |
| 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 | $46,538,000 | 210 |
| Foreign debt securities | $33,351,000 | 42 |
| 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 | $25,069,000 | 1,813 |
| Mortgage-backed securities | $9,305,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | $9,305,000 | 2,352 |
| Issued or guaranteed by U.S. | $9,305,000 | 2,295 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $92,512,000 | 1,780 |
| Total debt securities | $92,512,000 | 1,920 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 444 |
| Fair value | $3,000,000 | 441 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $85,893,000 | 1,972 |
| U.S. Government securities | $13,428,000 | 3,334 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $13,428,000 | 3,046 |
| Securities issued by states & political subdivisions | $506,000 | 3,932 |
| Other domestic debt securities | $39,963,000 | 436 |
| 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 | $39,963,000 | 241 |
| Foreign debt securities | $31,996,000 | 41 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,772,000 | 1,322 |
| Mortgage-backed securities | $10,452,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | $10,452,000 | 2,236 |
| Issued or guaranteed by U.S. | $10,452,000 | 2,174 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $85,893,000 | 1,843 |
| Total debt securities | $85,893,000 | 1,955 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 383 |
| Fair value | $3,000,000 | 384 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $83,496,000 | 1,940 |
| U.S. Government securities | $14,688,000 | 3,203 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $14,688,000 | 2,962 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $37,652,000 | 430 |
| 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 | $37,652,000 | 241 |
| Foreign debt securities | $31,156,000 | 37 |
| 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 | $44,614,000 | 1,218 |
| Mortgage-backed securities | $11,692,000 | 2,657 |
| Certificates of participation in pools of residential mortgages | $11,692,000 | 2,151 |
| Issued or guaranteed by U.S. | $11,692,000 | 2,095 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $83,496,000 | 1,815 |
| Total debt securities | $83,496,000 | 1,925 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 331 |
| Fair value | $3,000,000 | 334 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $76,502,000 | 2,002 |
| U.S. Government securities | $12,670,000 | 3,310 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $12,670,000 | 3,078 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $35,124,000 | 430 |
| 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 | $35,124,000 | 244 |
| Foreign debt securities | $28,708,000 | 39 |
| 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 | $52,156,000 | 1,084 |
| Mortgage-backed securities | $12,670,000 | 2,572 |
| Certificates of participation in pools of residential mortgages | $12,670,000 | 2,043 |
| Issued or guaranteed by U.S. | $12,670,000 | 1,989 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $76,502,000 | 1,879 |
| Total debt securities | $76,501,000 | 1,985 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 286 |
| Fair value | $3,000,000 | 291 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $82,173,000 | 1,769 |
| U.S. Government securities | $14,224,000 | 3,063 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $14,224,000 | 2,888 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $38,224,000 | 385 |
| 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 | $38,224,000 | 212 |
| Foreign debt securities | $29,725,000 | 40 |
| 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 | $54,744,000 | 1,002 |
| Mortgage-backed securities | $14,224,000 | 2,414 |
| Certificates of participation in pools of residential mortgages | $14,224,000 | 1,883 |
| Issued or guaranteed by U.S. | $14,224,000 | 1,826 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $82,173,000 | 1,644 |
| Total debt securities | $82,173,000 | 1,753 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 189 |
| Fair value | $3,000,000 | 191 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $85,039,000 | 1,586 |
| U.S. Government securities | $15,595,000 | 2,806 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $15,595,000 | 2,677 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $36,593,000 | 379 |
| 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 | $36,593,000 | 207 |
| Foreign debt securities | $32,851,000 | 36 |
| 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 | $61,075,000 | 900 |
| Mortgage-backed securities | $15,595,000 | 2,251 |
| Certificates of participation in pools of residential mortgages | $15,595,000 | 1,688 |
| Issued or guaranteed by U.S. | $15,595,000 | 1,646 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $85,039,000 | 1,479 |
| Total debt securities | $85,039,000 | 1,572 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 116 |
| Fair value | $3,000,000 | 117 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $91,093,000 | 1,438 |
| U.S. Government securities | $31,992,000 | 1,927 |
| U.S. Treasury securities | $14,999,000 | 333 |
| U.S. Government agency obligations | $16,993,000 | 2,540 |
| Securities issued by states & political subdivisions | $421,000 | 4,047 |
| Other domestic debt securities | $29,777,000 | 406 |
| 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 | $29,777,000 | 230 |
| Foreign debt securities | $28,903,000 | 41 |
| 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 | $83,639,000 | 690 |
| Mortgage-backed securities | $16,993,000 | 2,161 |
| Certificates of participation in pools of residential mortgages | $16,993,000 | 1,578 |
| Issued or guaranteed by U.S. | $16,993,000 | 1,537 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $91,093,000 | 1,338 |
| Total debt securities | $91,093,000 | 1,425 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 110 |
| Fair value | $3,072,000 | 110 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $106,268,000 | 1,252 |
| U.S. Government securities | $33,354,000 | 1,869 |
| U.S. Treasury securities | $14,993,000 | 345 |
| U.S. Government agency obligations | $18,361,000 | 2,462 |
| Securities issued by states & political subdivisions | $423,000 | 4,055 |
| Other domestic debt securities | $40,155,000 | 335 |
| 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 | $40,155,000 | 183 |
| Foreign debt securities | $32,336,000 | 37 |
| 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 | $105,842,000 | 572 |
| Mortgage-backed securities | $18,361,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $18,361,000 | 1,477 |
| Issued or guaranteed by U.S. | $18,361,000 | 1,436 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $106,268,000 | 1,158 |
| Total debt securities | $106,268,000 | 1,233 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 119 |
| Fair value | $3,068,000 | 117 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $134,755,000 | 1,001 |
| U.S. Government securities | $49,158,000 | 1,457 |
| U.S. Treasury securities | $29,998,000 | 209 |
| U.S. Government agency obligations | $19,160,000 | 2,426 |
| Securities issued by states & political subdivisions | $424,000 | 4,064 |
| Other domestic debt securities | $57,589,000 | 241 |
| 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 | $57,589,000 | 123 |
| Foreign debt securities | $27,584,000 | 40 |
| 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 | $78,072,000 | 690 |
| Mortgage-backed securities | $19,160,000 | 2,030 |
| Certificates of participation in pools of residential mortgages | $19,160,000 | 1,433 |
| Issued or guaranteed by U.S. | $19,160,000 | 1,394 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $134,755,000 | 905 |
| Total debt securities | $134,754,000 | 986 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 150 |
| Fair value | $2,886,000 | 160 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $141,341,000 | 931 |
| U.S. Government securities | $67,548,000 | 1,158 |
| U.S. Treasury securities | $44,854,000 | 167 |
| U.S. Government agency obligations | $22,694,000 | 2,279 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $41,315,000 | 297 |
| 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 | $41,315,000 | 150 |
| Foreign debt securities | $32,478,000 | 35 |
| 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 | $67,335,000 | 759 |
| Mortgage-backed securities | $22,694,000 | 1,835 |
| Certificates of participation in pools of residential mortgages | $22,694,000 | 1,238 |
| Issued or guaranteed by U.S. | $22,694,000 | 1,207 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $141,341,000 | 844 |
| Total debt securities | $141,340,000 | 917 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 204 |
| Fair value | $2,948,000 | 225 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $149,086,000 | 885 |
| U.S. Government securities | $73,802,000 | 1,066 |
| U.S. Treasury securities | $49,859,000 | 158 |
| U.S. Government agency obligations | $23,943,000 | 2,230 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $40,314,000 | 304 |
| 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 | $40,314,000 | 155 |
| Foreign debt securities | $34,970,000 | 34 |
| 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 | $60,726,000 | 836 |
| Mortgage-backed securities | $23,943,000 | 1,741 |
| Certificates of participation in pools of residential mortgages | $23,943,000 | 1,134 |
| Issued or guaranteed by U.S. | $23,943,000 | 1,104 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $149,086,000 | 798 |
| Total debt securities | $149,085,000 | 872 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 281 |
| Fair value | $2,929,000 | 306 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $175,408,000 | 763 |
| U.S. Government securities | $81,154,000 | 1,017 |
| U.S. Treasury securities | $44,862,000 | 165 |
| U.S. Government agency obligations | $36,292,000 | 1,769 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $39,801,000 | 286 |
| 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 | $39,801,000 | 155 |
| Foreign debt securities | $54,453,000 | 28 |
| 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 | $61,506,000 | 833 |
| Mortgage-backed securities | $36,292,000 | 1,344 |
| Certificates of participation in pools of residential mortgages | $36,292,000 | 839 |
| Issued or guaranteed by U.S. | $36,292,000 | 832 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $175,408,000 | 677 |
| Total debt securities | $175,408,000 | 754 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 320 |
| Fair value | $2,906,000 | 345 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $149,933,000 | 897 |
| U.S. Government securities | $71,260,000 | 1,129 |
| U.S. Treasury securities | $33,523,000 | 207 |
| U.S. Government agency obligations | $37,737,000 | 1,742 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $34,755,000 | 296 |
| 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 | $34,755,000 | 162 |
| Foreign debt securities | $43,918,000 | 35 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $37,737,000 | 1,296 |
| Certificates of participation in pools of residential mortgages | $37,737,000 | 825 |
| Issued or guaranteed by U.S. | $37,737,000 | 818 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $149,933,000 | 792 |
| Total debt securities | $149,932,000 | 885 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 327 |
| Fair value | $2,879,000 | 353 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $110,830,000 | 1,182 |
| U.S. Government securities | $42,580,000 | 1,693 |
| U.S. Treasury securities | $9,914,000 | 463 |
| U.S. Government agency obligations | $32,666,000 | 1,924 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $33,533,000 | 292 |
| 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 | $33,533,000 | 164 |
| Foreign debt securities | $34,717,000 | 37 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $32,666,000 | 1,421 |
| Certificates of participation in pools of residential mortgages | $32,666,000 | 922 |
| Issued or guaranteed by U.S. | $32,666,000 | 914 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $110,830,000 | 1,063 |
| Total debt securities | $110,830,000 | 1,165 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 338 |
| Fair value | $2,800,000 | 367 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $96,082,000 | 1,339 |
| U.S. Government securities | $27,342,000 | 2,280 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $27,342,000 | 2,175 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $33,696,000 | 287 |
| 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 | $33,696,000 | 170 |
| Foreign debt securities | $35,044,000 | 36 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $27,342,000 | 1,593 |
| Certificates of participation in pools of residential mortgages | $27,342,000 | 1,066 |
| Issued or guaranteed by U.S. | $27,342,000 | 1,060 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $96,082,000 | 1,213 |
| Total debt securities | $96,082,000 | 1,318 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 336 |
| Fair value | $2,753,000 | 369 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $100,570,000 | 1,303 |
| U.S. Government securities | $28,846,000 | 2,207 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $28,846,000 | 2,101 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $36,693,000 | 282 |
| 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 | $36,693,000 | 163 |
| Foreign debt securities | $35,031,000 | 36 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $28,846,000 | 1,568 |
| Certificates of participation in pools of residential mortgages | $28,846,000 | 1,059 |
| Issued or guaranteed by U.S. | $28,846,000 | 1,030 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $100,570,000 | 1,178 |
| Total debt securities | $100,570,000 | 1,283 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 335 |
| Fair value | $2,749,000 | 370 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $96,814,000 | 1,356 |
| U.S. Government securities | $30,388,000 | 2,187 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $30,388,000 | 2,088 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $38,409,000 | 253 |
| 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 | $38,409,000 | 154 |
| Foreign debt securities | $28,017,000 | 40 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $30,388,000 | 1,492 |
| Certificates of participation in pools of residential mortgages | $30,388,000 | 1,035 |
| Issued or guaranteed by U.S. | $30,388,000 | 1,034 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $96,814,000 | 1,222 |
| Total debt securities | $96,814,000 | 1,332 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 326 |
| Fair value | $2,757,000 | 361 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $80,319,000 | 1,603 |
| U.S. Government securities | $32,128,000 | 2,118 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $32,128,000 | 2,031 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $35,501,000 | 259 |
| 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 | $35,501,000 | 166 |
| Foreign debt securities | $12,690,000 | 54 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $32,128,000 | 1,451 |
| Certificates of participation in pools of residential mortgages | $32,128,000 | 1,020 |
| Issued or guaranteed by U.S. | $32,128,000 | 1,020 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $80,319,000 | 1,456 |
| Total debt securities | $80,319,000 | 1,584 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 328 |
| Fair value | $2,776,000 | 365 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $90,347,000 | 1,473 |
| U.S. Government securities | $33,747,000 | 2,074 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $33,747,000 | 1,974 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $40,739,000 | 245 |
| 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 | $40,739,000 | 156 |
| Foreign debt securities | $15,861,000 | 47 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $33,747,000 | 1,421 |
| Certificates of participation in pools of residential mortgages | $33,747,000 | 996 |
| Issued or guaranteed by U.S. | $33,747,000 | 995 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $90,347,000 | 1,328 |
| Total debt securities | $90,346,000 | 1,455 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 335 |
| Fair value | $2,820,000 | 377 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $96,871,000 | 1,404 |
| U.S. Government securities | $35,535,000 | 2,021 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $35,535,000 | 1,927 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $45,458,000 | 221 |
| 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 | $45,458,000 | 143 |
| Foreign debt securities | $15,878,000 | 49 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $35,535,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | $35,535,000 | 981 |
| Issued or guaranteed by U.S. | $35,535,000 | 980 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $96,871,000 | 1,251 |
| Total debt securities | $96,870,000 | 1,387 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 356 |
| Fair value | $2,815,000 | 389 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $102,525,000 | 1,351 |
| U.S. Government securities | $47,275,000 | 1,689 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $47,275,000 | 1,606 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $45,454,000 | 226 |
| 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 | $45,454,000 | 145 |
| Foreign debt securities | $9,796,000 | 73 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $47,275,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $47,275,000 | 831 |
| Issued or guaranteed by U.S. | $47,275,000 | 831 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $102,525,000 | 1,207 |
| Total debt securities | $102,524,000 | 1,331 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 373 |
| Fair value | $2,794,000 | 413 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $117,129,000 | 1,180 |
| U.S. Government securities | $52,945,000 | 1,529 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $52,945,000 | 1,458 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $48,447,000 | 214 |
| 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 | $48,447,000 | 136 |
| Foreign debt securities | $15,737,000 | 52 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $52,945,000 | 1,082 |
| Certificates of participation in pools of residential mortgages | $52,945,000 | 748 |
| Issued or guaranteed by U.S. | $52,945,000 | 748 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $117,129,000 | 1,039 |
| Total debt securities | $117,130,000 | 1,162 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 358 |
| Fair value | $2,800,000 | 399 |
| 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 | $132,947,000 | 1,053 |
| U.S. Government securities | $64,990,000 | 1,291 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $64,990,000 | 1,239 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $50,030,000 | 214 |
| 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 | $50,030,000 | 134 |
| Foreign debt securities | $17,927,000 | 52 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $64,990,000 | 922 |
| Certificates of participation in pools of residential mortgages | $64,990,000 | 626 |
| Issued or guaranteed by U.S. | $64,990,000 | 626 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $132,947,000 | 924 |
| Total debt securities | $132,947,000 | 1,043 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 348 |
| Fair value | $2,908,000 | 388 |
| 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 | $136,353,000 | 1,051 |
| U.S. Government securities | $68,588,000 | 1,260 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $68,588,000 | 1,202 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $49,877,000 | 221 |
| 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 | $49,877,000 | 137 |
| Foreign debt securities | $17,888,000 | 52 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $68,588,000 | 883 |
| Certificates of participation in pools of residential mortgages | $68,588,000 | 595 |
| Issued or guaranteed by U.S. | $68,588,000 | 593 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $136,353,000 | 925 |
| Total debt securities | $136,353,000 | 1,040 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 400 |
| Fair value | $2,893,000 | 439 |
| 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 | $146,014,000 | 992 |
| U.S. Government securities | $71,429,000 | 1,241 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $71,429,000 | 1,186 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $56,891,000 | 192 |
| 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 | $56,891,000 | 117 |
| Foreign debt securities | $17,694,000 | 48 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $71,429,000 | 852 |
| Certificates of participation in pools of residential mortgages | $71,429,000 | 574 |
| Issued or guaranteed by U.S. | $71,429,000 | 574 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $146,014,000 | 871 |
| Total debt securities | $146,014,000 | 981 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 496 |
| Fair value | $2,837,000 | 545 |
| 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 | $155,642,000 | 952 |
| U.S. Government securities | $90,507,000 | 1,020 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $90,507,000 | 972 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $50,594,000 | 215 |
| 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 | $50,594,000 | 133 |
| Foreign debt securities | $14,541,000 | 53 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $90,507,000 | 695 |
| Certificates of participation in pools of residential mortgages | $90,507,000 | 454 |
| Issued or guaranteed by U.S. | $90,507,000 | 454 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $155,642,000 | 822 |
| Total debt securities | $155,643,000 | 945 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 559 |
| Fair value | $2,810,000 | 620 |
| 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 | $150,441,000 | 973 |
| U.S. Government securities | $92,557,000 | 1,006 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $92,557,000 | 957 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $43,397,000 | 234 |
| 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 | $43,397,000 | 155 |
| Foreign debt securities | $14,487,000 | 56 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $92,557,000 | 681 |
| Certificates of participation in pools of residential mortgages | $92,557,000 | 454 |
| Issued or guaranteed by U.S. | $92,557,000 | 454 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $150,441,000 | 855 |
| Total debt securities | $150,442,000 | 964 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 659 |
| Fair value | $2,821,000 | 735 |
| 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 | $155,798,000 | 959 |
| U.S. Government securities | $106,539,000 | 918 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $106,539,000 | 879 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $38,215,000 | 260 |
| 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 | $38,215,000 | 162 |
| Foreign debt securities | $11,044,000 | 64 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $106,539,000 | 623 |
| Certificates of participation in pools of residential mortgages | $106,539,000 | 406 |
| Issued or guaranteed by U.S. | $106,539,000 | 406 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $155,798,000 | 848 |
| Total debt securities | $155,799,000 | 951 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 763 |
| Fair value | $2,813,000 | 828 |
| 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 | $150,306,000 | 991 |
| U.S. Government securities | $100,379,000 | 976 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $100,379,000 | 931 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $38,627,000 | 256 |
| 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 | $38,627,000 | 164 |
| Foreign debt securities | $11,300,000 | 64 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $100,379,000 | 653 |
| Certificates of participation in pools of residential mortgages | $100,379,000 | 430 |
| Issued or guaranteed by U.S. | $100,379,000 | 429 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $150,306,000 | 875 |
| Total debt securities | $150,303,000 | 979 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 809 |
| Fair value | $2,873,000 | 879 |
| 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 | $150,147,000 | 994 |
| U.S. Government securities | $110,326,000 | 904 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $110,326,000 | 869 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $39,821,000 | 248 |
| 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 | $39,821,000 | 156 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $110,326,000 | 609 |
| Certificates of participation in pools of residential mortgages | $102,273,000 | 429 |
| Issued or guaranteed by U.S. | $102,273,000 | 428 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,180,000 | 1,531 |
| CMOs issued by government agencies or sponsored agencies | $7,180,000 | 1,468 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $873,000 | 860 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $873,000 | 527 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $150,147,000 | 874 |
| Total debt securities | $150,147,000 | 986 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 861 |
| Fair value | $2,880,000 | 924 |
| 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 | $148,003,000 | 1,017 |
| U.S. Government securities | $110,229,000 | 915 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $110,229,000 | 883 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $37,774,000 | 255 |
| 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 | $37,774,000 | 169 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $110,229,000 | 621 |
| Certificates of participation in pools of residential mortgages | $95,415,000 | 473 |
| Issued or guaranteed by U.S. | $95,415,000 | 472 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $13,909,000 | 1,115 |
| CMOs issued by government agencies or sponsored agencies | $13,909,000 | 1,063 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $905,000 | 825 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $905,000 | 491 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $148,003,000 | 898 |
| Total debt securities | $148,006,000 | 1,002 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 944 |
| Fair value | $2,869,000 | 1,002 |
| 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 | $146,918,000 | 1,033 |
| U.S. Government securities | $77,137,000 | 1,287 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $77,137,000 | 1,226 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $69,781,000 | 172 |
| Privately issued residential mortgage-backed securities | $2,329,000 | 301 |
| Commercial mortgage-backed securities - Total | $8,207,000 | 63 |
| Asset backed securities | $33,052,000 | 73 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $26,193,000 | 225 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $87,673,000 | 782 |
| Certificates of participation in pools of residential mortgages | $61,061,000 | 731 |
| Issued or guaranteed by U.S. | $61,061,000 | 730 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $17,466,000 | 983 |
| CMOs issued by government agencies or sponsored agencies | $15,137,000 | 1,020 |
| Privately issued | $2,329,000 | 289 |
| Commercial mortgage-backed securities | $9,146,000 | 335 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $9,146,000 | 188 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $146,918,000 | 903 |
| Total debt securities | $146,919,000 | 1,019 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 987 |
| Fair value | $2,933,000 | 1,020 |
| 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 | $157,595,000 | 986 |
| U.S. Government securities | $80,965,000 | 1,247 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $80,965,000 | 1,196 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $76,630,000 | 166 |
| Privately issued residential mortgage-backed securities | $2,456,000 | 311 |
| Commercial mortgage-backed securities - Total | $11,694,000 | 56 |
| Asset backed securities | $42,452,000 | 67 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $20,028,000 | 280 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $95,115,000 | 724 |
| Certificates of participation in pools of residential mortgages | $63,584,000 | 702 |
| Issued or guaranteed by U.S. | $63,584,000 | 701 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $18,877,000 | 953 |
| CMOs issued by government agencies or sponsored agencies | $16,421,000 | 979 |
| Privately issued | $2,456,000 | 299 |
| Commercial mortgage-backed securities | $12,654,000 | 248 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $12,654,000 | 143 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $157,595,000 | 854 |
| Total debt securities | $157,594,000 | 974 |
| 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 | $119,803,000 | 1,249 |
| U.S. Government securities | $45,006,000 | 2,038 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $45,006,000 | 1,979 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $74,797,000 | 171 |
| Privately issued residential mortgage-backed securities | $3,485,000 | 282 |
| Commercial mortgage-backed securities - Total | $13,857,000 | 51 |
| Asset backed securities | $48,444,000 | 68 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $9,011,000 | 487 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $62,348,000 | 1,022 |
| Certificates of participation in pools of residential mortgages | $26,189,000 | 1,475 |
| Issued or guaranteed by U.S. | $26,189,000 | 1,474 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $21,313,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $17,828,000 | 933 |
| Privately issued | $3,485,000 | 272 |
| Commercial mortgage-backed securities | $14,846,000 | 221 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $14,846,000 | 129 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $119,803,000 | 1,102 |
| Total debt securities | $119,803,000 | 1,236 |
| 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 | $124,712,000 | 1,219 |
| U.S. Government securities | $47,796,000 | 1,954 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $47,796,000 | 1,891 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $76,916,000 | 175 |
| Privately issued residential mortgage-backed securities | $3,017,000 | 317 |
| Commercial mortgage-backed securities - Total | $16,647,000 | 50 |
| Asset backed securities | $55,239,000 | 68 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,013,000 | 1,186 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $67,460,000 | 972 |
| Certificates of participation in pools of residential mortgages | $31,382,000 | 1,270 |
| Issued or guaranteed by U.S. | $28,383,000 | 1,386 |
| Privately issued | $2,999,000 | 24 |
| Collaterized mortgage obligations | $19,431,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $19,413,000 | 907 |
| Privately issued | $18,000 | 879 |
| Commercial mortgage-backed securities | $16,647,000 | 204 |
| Commercial mortgage pass-through securities | $16,647,000 | 109 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $124,712,000 | 1,076 |
| Total debt securities | $124,712,000 | 1,205 |
| 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 | $127,002,000 | 1,202 |
| U.S. Government securities | $41,925,000 | 2,146 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $41,925,000 | 2,088 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $85,077,000 | 164 |
| Privately issued residential mortgage-backed securities | $3,301,000 | 309 |
| Commercial mortgage-backed securities - Total | $17,867,000 | 51 |
| Asset backed securities | $59,366,000 | 63 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,543,000 | 795 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $63,093,000 | 1,032 |
| Certificates of participation in pools of residential mortgages | $33,916,000 | 1,175 |
| Issued or guaranteed by U.S. | $30,662,000 | 1,283 |
| Privately issued | $3,254,000 | 21 |
| Collaterized mortgage obligations | $11,310,000 | 1,301 |
| CMOs issued by government agencies or sponsored agencies | $11,263,000 | 1,237 |
| Privately issued | $47,000 | 861 |
| Commercial mortgage-backed securities | $17,867,000 | 188 |
| Commercial mortgage pass-through securities | $17,867,000 | 103 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $127,002,000 | 1,077 |
| Total debt securities | $127,002,000 | 1,189 |
| 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 | $133,771,000 | 1,155 |
| U.S. Government securities | $46,623,000 | 2,010 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $46,623,000 | 1,953 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $87,148,000 | 163 |
| Privately issued residential mortgage-backed securities | $3,580,000 | 323 |
| Commercial mortgage-backed securities - Total | $18,034,000 | 52 |
| Asset backed securities | $60,455,000 | 63 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,079,000 | 720 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $66,248,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $34,906,000 | 1,168 |
| Issued or guaranteed by U.S. | $31,421,000 | 1,302 |
| Privately issued | $3,485,000 | 18 |
| Collaterized mortgage obligations | $13,308,000 | 1,251 |
| CMOs issued by government agencies or sponsored agencies | $13,213,000 | 1,178 |
| Privately issued | $95,000 | 860 |
| Commercial mortgage-backed securities | $18,034,000 | 171 |
| Commercial mortgage pass-through securities | $18,034,000 | 95 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $133,771,000 | 1,046 |
| Total debt securities | $133,771,000 | 1,144 |
| 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 | $135,539,000 | 1,123 |
| U.S. Government securities | $51,235,000 | 1,823 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $51,235,000 | 1,776 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $84,304,000 | 163 |
| Privately issued residential mortgage-backed securities | $3,756,000 | 330 |
| Commercial mortgage-backed securities - Total | $18,941,000 | 46 |
| Asset backed securities | $55,775,000 | 66 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $5,832,000 | 645 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $73,932,000 | 918 |
| Certificates of participation in pools of residential mortgages | $38,813,000 | 1,057 |
| Issued or guaranteed by U.S. | $35,177,000 | 1,155 |
| Privately issued | $3,636,000 | 18 |
| Collaterized mortgage obligations | $15,134,000 | 1,186 |
| CMOs issued by government agencies or sponsored agencies | $15,014,000 | 1,119 |
| Privately issued | $120,000 | 875 |
| Commercial mortgage-backed securities | $19,985,000 | 138 |
| Commercial mortgage pass-through securities | $18,941,000 | 72 |
| Other commercial mortgage-backed securities | $1,044,000 | 246 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $135,539,000 | 1,005 |
| Total debt securities | $135,539,000 | 1,109 |
| 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 | $157,129,000 | 988 |
| U.S. Government securities | $60,423,000 | 1,631 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $60,423,000 | 1,583 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $96,706,000 | 151 |
| Privately issued residential mortgage-backed securities | $3,980,000 | 359 |
| Commercial mortgage-backed securities - Total | $19,606,000 | 46 |
| Asset backed securities | $62,205,000 | 66 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $10,915,000 | 443 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $82,510,000 | 877 |
| Certificates of participation in pools of residential mortgages | $43,185,000 | 1,029 |
| Issued or guaranteed by U.S. | $39,362,000 | 1,105 |
| Privately issued | $3,823,000 | 20 |
| Collaterized mortgage obligations | $16,987,000 | 1,180 |
| CMOs issued by government agencies or sponsored agencies | $16,830,000 | 1,108 |
| Privately issued | $157,000 | 893 |
| Commercial mortgage-backed securities | $22,338,000 | 122 |
| Commercial mortgage pass-through securities | $19,606,000 | 62 |
| Other commercial mortgage-backed securities | $2,732,000 | 183 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $157,129,000 | 882 |
| Total debt securities | $157,129,000 | 978 |
| 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 | $172,651,000 | 893 |
| U.S. Government securities | $66,943,000 | 1,532 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $66,943,000 | 1,491 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $105,708,000 | 144 |
| Privately issued residential mortgage-backed securities | $4,151,000 | 376 |
| Commercial mortgage-backed securities - Total | $21,005,000 | 46 |
| Asset backed securities | $67,578,000 | 63 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $12,974,000 | 389 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $89,366,000 | 837 |
| Certificates of participation in pools of residential mortgages | $46,178,000 | 986 |
| Issued or guaranteed by U.S. | $42,239,000 | 1,067 |
| Privately issued | $3,939,000 | 20 |
| Collaterized mortgage obligations | $18,908,000 | 1,116 |
| CMOs issued by government agencies or sponsored agencies | $18,696,000 | 1,042 |
| Privately issued | $212,000 | 913 |
| Commercial mortgage-backed securities | $24,280,000 | 109 |
| Commercial mortgage pass-through securities | $21,005,000 | 59 |
| Other commercial mortgage-backed securities | $3,275,000 | 171 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $172,651,000 | 794 |
| Total debt securities | $172,651,000 | 882 |
| 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 | $182,211,000 | 855 |
| U.S. Government securities | $71,257,000 | 1,476 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $71,257,000 | 1,431 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $110,954,000 | 142 |
| Privately issued residential mortgage-backed securities | $4,052,000 | 398 |
| Commercial mortgage-backed securities - Total | $22,924,000 | 46 |
| Asset backed securities | $67,353,000 | 54 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $16,625,000 | 334 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $95,501,000 | 807 |
| Certificates of participation in pools of residential mortgages | $47,361,000 | 961 |
| Issued or guaranteed by U.S. | $43,550,000 | 1,034 |
| Privately issued | $3,811,000 | 22 |
| Collaterized mortgage obligations | $20,956,000 | 1,052 |
| CMOs issued by government agencies or sponsored agencies | $20,715,000 | 978 |
| Privately issued | $241,000 | 926 |
| Commercial mortgage-backed securities | $27,184,000 | 92 |
| Commercial mortgage pass-through securities | $22,924,000 | 48 |
| Other commercial mortgage-backed securities | $4,260,000 | 141 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $182,211,000 | 759 |
| Total debt securities | $182,211,000 | 845 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $199,344,000 | 753 |
| U.S. Government securities | $93,502,000 | 1,087 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $93,502,000 | 1,053 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $105,842,000 | 161 |
| Privately issued residential mortgage-backed securities | $26,002,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,173,000 | 292 |
| 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 | $98,332,000 | 762 |
| Certificates of participation in pools of residential mortgages | $70,019,000 | 650 |
| Issued or guaranteed by U.S. | $44,305,000 | 967 |
| Privately issued | $25,714,000 | 10 |
| Collaterized mortgage obligations | $28,313,000 | 863 |
| CMOs issued by government agencies or sponsored agencies | $28,025,000 | 766 |
| Privately issued | $288,000 | 966 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $199,344,000 | 669 |
| Total debt securities | $199,344,000 | 744 |
| 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 | $197,413,000 | 749 |
| U.S. Government securities | $84,644,000 | 1,170 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $84,644,000 | 1,130 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $112,769,000 | 154 |
| Privately issued residential mortgage-backed securities | $25,659,000 | 183 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,455,000 | 240 |
| 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 | $96,351,000 | 761 |
| Certificates of participation in pools of residential mortgages | $72,319,000 | 603 |
| Issued or guaranteed by U.S. | $47,003,000 | 891 |
| Privately issued | $25,316,000 | 14 |
| Collaterized mortgage obligations | $24,032,000 | 935 |
| CMOs issued by government agencies or sponsored agencies | $23,689,000 | 823 |
| Privately issued | $343,000 | 975 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $197,413,000 | 661 |
| Total debt securities | $197,413,000 | 737 |
| 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 | $192,204,000 | 772 |
| U.S. Government securities | $83,236,000 | 1,206 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $83,236,000 | 1,154 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $108,968,000 | 154 |
| Privately issued residential mortgage-backed securities | $19,984,000 | 226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,761,000 | 223 |
| 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 | $85,143,000 | 811 |
| Certificates of participation in pools of residential mortgages | $64,132,000 | 662 |
| Issued or guaranteed by U.S. | $44,279,000 | 901 |
| Privately issued | $19,853,000 | 18 |
| Collaterized mortgage obligations | $21,011,000 | 1,021 |
| CMOs issued by government agencies or sponsored agencies | $20,880,000 | 888 |
| Privately issued | $131,000 | 1,120 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $192,204,000 | 678 |
| Total debt securities | $192,204,000 | 759 |
| 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 | $187,376,000 | 784 |
| U.S. Government securities | $74,777,000 | 1,330 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $74,777,000 | 1,280 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $112,599,000 | 154 |
| Privately issued residential mortgage-backed securities | $21,664,000 | 226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,861,000 | 223 |
| 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 | $75,625,000 | 865 |
| Certificates of participation in pools of residential mortgages | $65,930,000 | 610 |
| Issued or guaranteed by U.S. | $44,416,000 | 863 |
| Privately issued | $21,514,000 | 18 |
| Collaterized mortgage obligations | $9,695,000 | 1,559 |
| CMOs issued by government agencies or sponsored agencies | $9,545,000 | 1,381 |
| Privately issued | $150,000 | 1,136 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $187,376,000 | 686 |
| Total debt securities | $187,376,000 | 773 |
| 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 | $183,208,000 | 766 |
| U.S. Government securities | $65,733,000 | 1,400 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,733,000 | 1,343 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $117,475,000 | 151 |
| Privately issued residential mortgage-backed securities | $21,842,000 | 240 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,700,000 | 196 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $81,044,000 | 787 |
| Certificates of participation in pools of residential mortgages | $69,045,000 | 569 |
| Issued or guaranteed by U.S. | $47,393,000 | 776 |
| Privately issued | $21,652,000 | 21 |
| Collaterized mortgage obligations | $11,999,000 | 1,352 |
| CMOs issued by government agencies or sponsored agencies | $11,809,000 | 1,190 |
| Privately issued | $190,000 | 1,166 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $183,208,000 | 679 |
| Total debt securities | $183,208,000 | 753 |
| 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 | $187,702,000 | 730 |
| U.S. Government securities | $66,672,000 | 1,352 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $66,672,000 | 1,297 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $121,030,000 | 150 |
| Privately issued residential mortgage-backed securities | $20,140,000 | 268 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,686,000 | 169 |
| 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 | $75,834,000 | 804 |
| Certificates of participation in pools of residential mortgages | $61,679,000 | 605 |
| Issued or guaranteed by U.S. | $41,801,000 | 828 |
| Privately issued | $19,878,000 | 25 |
| Collaterized mortgage obligations | $14,155,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $13,893,000 | 1,057 |
| Privately issued | $262,000 | 1,197 |
| 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) | $1,000 | 3,122 |
| Available-for-sale securities (fair market value) | $187,701,000 | 636 |
| Total debt securities | $187,702,000 | 717 |
| 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 | $186,001,000 | 733 |
| U.S. Government securities | $60,377,000 | 1,495 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $60,377,000 | 1,440 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $125,624,000 | 139 |
| Privately issued residential mortgage-backed securities | $21,676,000 | 270 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,821,000 | 143 |
| 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 | $82,053,000 | 761 |
| Certificates of participation in pools of residential mortgages | $65,754,000 | 569 |
| Issued or guaranteed by U.S. | $44,384,000 | 799 |
| Privately issued | $21,370,000 | 24 |
| Collaterized mortgage obligations | $16,299,000 | 1,094 |
| CMOs issued by government agencies or sponsored agencies | $15,993,000 | 923 |
| Privately issued | $306,000 | 1,223 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $186,001,000 | 635 |
| Total debt securities | $186,001,000 | 719 |
| 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 | $177,591,000 | 755 |
| U.S. Government securities | $67,130,000 | 1,375 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $67,130,000 | 1,329 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $110,461,000 | 155 |
| Privately issued residential mortgage-backed securities | $19,683,000 | 298 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,039,000 | 155 |
| 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 | $83,360,000 | 758 |
| Certificates of participation in pools of residential mortgages | $65,281,000 | 602 |
| Issued or guaranteed by U.S. | $45,598,000 | 833 |
| Privately issued | $19,683,000 | 26 |
| Collaterized mortgage obligations | $18,079,000 | 1,010 |
| CMOs issued by government agencies or sponsored agencies | $18,079,000 | 833 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $177,591,000 | 657 |
| Total debt securities | $177,591,000 | 745 |
| 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 | $180,299,000 | 723 |
| U.S. Government securities | $78,332,000 | 1,157 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $78,332,000 | 1,116 |
| Securities issued by states & political subdivisions | $2,001,000 | 4,330 |
| Other domestic debt securities | $99,966,000 | 170 |
| Privately issued residential mortgage-backed securities | $20,179,000 | 317 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,365,000 | 165 |
| 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 | $90,931,000 | 719 |
| Certificates of participation in pools of residential mortgages | $70,724,000 | 564 |
| Issued or guaranteed by U.S. | $50,545,000 | 778 |
| Privately issued | $20,179,000 | 25 |
| Collaterized mortgage obligations | $20,207,000 | 935 |
| CMOs issued by government agencies or sponsored agencies | $20,207,000 | 763 |
| 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) | $1,000 | 3,307 |
| Available-for-sale securities (fair market value) | $180,298,000 | 626 |
| Total debt securities | $180,299,000 | 711 |
| 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 | $184,387,000 | 702 |
| U.S. Government securities | $82,610,000 | 1,062 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $82,610,000 | 1,028 |
| Securities issued by states & political subdivisions | $2,006,000 | 4,369 |
| Other domestic debt securities | $99,771,000 | 187 |
| Privately issued residential mortgage-backed securities | $21,590,000 | 327 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,169,000 | 179 |
| 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 | $95,494,000 | 686 |
| Certificates of participation in pools of residential mortgages | $73,052,000 | 569 |
| Issued or guaranteed by U.S. | $51,462,000 | 774 |
| Privately issued | $21,590,000 | 27 |
| Collaterized mortgage obligations | $22,442,000 | 859 |
| CMOs issued by government agencies or sponsored agencies | $22,442,000 | 677 |
| 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) | $1,000 | 3,400 |
| Available-for-sale securities (fair market value) | $184,386,000 | 602 |
| Total debt securities | $184,387,000 | 683 |
| 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 | $178,827,000 | 714 |
| U.S. Government securities | $88,787,000 | 967 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $88,787,000 | 927 |
| Securities issued by states & political subdivisions | $2,008,000 | 4,342 |
| Other domestic debt securities | $88,032,000 | 217 |
| Privately issued residential mortgage-backed securities | $22,019,000 | 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 | $21,023,000 | 230 |
| 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 | $101,071,000 | 643 |
| Certificates of participation in pools of residential mortgages | $76,378,000 | 558 |
| Issued or guaranteed by U.S. | $54,359,000 | 752 |
| Privately issued | $22,019,000 | 26 |
| Collaterized mortgage obligations | $24,693,000 | 789 |
| CMOs issued by government agencies or sponsored agencies | $24,693,000 | 604 |
| 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) | $1,000 | 3,448 |
| Available-for-sale securities (fair market value) | $178,826,000 | 613 |
| Total debt securities | $178,827,000 | 697 |
| 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 | $180,711,000 | 690 |
| U.S. Government securities | $89,499,000 | 967 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $89,499,000 | 937 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,852 |
| Other domestic debt securities | $90,212,000 | 204 |
| Privately issued residential mortgage-backed securities | $20,516,000 | 361 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,492,000 | 135 |
| 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 | $96,118,000 | 681 |
| Certificates of participation in pools of residential mortgages | $74,554,000 | 588 |
| Issued or guaranteed by U.S. | $54,038,000 | 787 |
| Privately issued | $20,516,000 | 37 |
| Collaterized mortgage obligations | $21,564,000 | 866 |
| CMOs issued by government agencies or sponsored agencies | $21,564,000 | 662 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $180,711,000 | 584 |
| Total debt securities | $180,711,000 | 675 |
| 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 | $160,120,000 | 763 |
| U.S. Government securities | $83,691,000 | 1,027 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $83,691,000 | 1,000 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,818 |
| Other domestic debt securities | $75,429,000 | 232 |
| Privately issued residential mortgage-backed securities | $19,436,000 | 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 | $26,518,000 | 175 |
| 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 | $97,681,000 | 659 |
| Certificates of participation in pools of residential mortgages | $74,138,000 | 583 |
| Issued or guaranteed by U.S. | $54,702,000 | 755 |
| Privately issued | $19,436,000 | 37 |
| Collaterized mortgage obligations | $23,543,000 | 793 |
| CMOs issued by government agencies or sponsored agencies | $23,543,000 | 589 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $160,120,000 | 649 |
| Total debt securities | $160,120,000 | 746 |
| 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 | $138,777,000 | 855 |
| U.S. Government securities | $74,404,000 | 1,115 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $74,404,000 | 1,091 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $64,373,000 | 271 |
| Privately issued residential mortgage-backed securities | $19,540,000 | 358 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,974,000 | 275 |
| 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 | $91,135,000 | 670 |
| Certificates of participation in pools of residential mortgages | $65,950,000 | 605 |
| Issued or guaranteed by U.S. | $46,410,000 | 850 |
| Privately issued | $19,540,000 | 40 |
| Collaterized mortgage obligations | $25,185,000 | 716 |
| CMOs issued by government agencies or sponsored agencies | $25,185,000 | 520 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $138,777,000 | 726 |
| Total debt securities | $138,777,000 | 841 |
| 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 | $125,619,000 | 969 |
| U.S. Government securities | $68,473,000 | 1,245 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $68,473,000 | 1,213 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $57,146,000 | 301 |
| Privately issued residential mortgage-backed securities | $20,370,000 | 350 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,586,000 | 455 |
| 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 | $86,012,000 | 697 |
| Certificates of participation in pools of residential mortgages | $59,101,000 | 673 |
| Issued or guaranteed by U.S. | $38,731,000 | 974 |
| Privately issued | $20,370,000 | 46 |
| Collaterized mortgage obligations | $26,911,000 | 673 |
| CMOs issued by government agencies or sponsored agencies | $26,911,000 | 491 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $125,619,000 | 834 |
| Total debt securities | $125,619,000 | 951 |
| 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 | $130,807,000 | 924 |
| U.S. Government securities | $73,378,000 | 1,139 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $73,378,000 | 1,111 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $57,429,000 | 297 |
| Privately issued residential mortgage-backed securities | $22,483,000 | 325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,485,000 | 537 |
| 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 | $91,001,000 | 649 |
| Certificates of participation in pools of residential mortgages | $62,721,000 | 615 |
| Issued or guaranteed by U.S. | $40,238,000 | 918 |
| Privately issued | $22,483,000 | 47 |
| Collaterized mortgage obligations | $28,280,000 | 635 |
| CMOs issued by government agencies or sponsored agencies | $28,280,000 | 461 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $130,807,000 | 809 |
| Total debt securities | $130,807,000 | 900 |
| 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 | $125,255,000 | 954 |
| U.S. Government securities | $71,246,000 | 1,176 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $71,246,000 | 1,151 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $54,009,000 | 298 |
| Privately issued residential mortgage-backed securities | $22,553,000 | 301 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,450,000 | 442 |
| 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 | $86,984,000 | 621 |
| Certificates of participation in pools of residential mortgages | $60,322,000 | 568 |
| Issued or guaranteed by U.S. | $37,769,000 | 850 |
| Privately issued | $22,553,000 | 46 |
| Collaterized mortgage obligations | $26,662,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $26,662,000 | 463 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $125,255,000 | 820 |
| Total debt securities | $125,255,000 | 928 |
| 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 | $120,395,000 | 987 |
| U.S. Government securities | $69,851,000 | 1,231 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $69,851,000 | 1,203 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $50,544,000 | 299 |
| Privately issued residential mortgage-backed securities | $22,600,000 | 286 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,457,000 | 372 |
| 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 | $83,671,000 | 615 |
| Certificates of participation in pools of residential mortgages | $56,573,000 | 588 |
| Issued or guaranteed by U.S. | $33,973,000 | 873 |
| Privately issued | $22,600,000 | 48 |
| Collaterized mortgage obligations | $27,098,000 | 595 |
| CMOs issued by government agencies or sponsored agencies | $27,098,000 | 443 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $120,395,000 | 847 |
| Total debt securities | $120,395,000 | 956 |
| 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 | $118,428,000 | 1,018 |
| U.S. Government securities | $68,610,000 | 1,260 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $68,610,000 | 1,228 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $49,818,000 | 295 |
| Privately issued residential mortgage-backed securities | $21,396,000 | 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 | $10,466,000 | 376 |
| 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 | $81,291,000 | 625 |
| Certificates of participation in pools of residential mortgages | $52,589,000 | 627 |
| Issued or guaranteed by U.S. | $31,193,000 | 926 |
| Privately issued | $21,396,000 | 53 |
| Collaterized mortgage obligations | $28,702,000 | 571 |
| CMOs issued by government agencies or sponsored agencies | $28,702,000 | 435 |
| 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) | $1,000 | 3,757 |
| Available-for-sale securities (fair market value) | $118,427,000 | 870 |
| Total debt securities | $118,428,000 | 995 |
| 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 | $124,231,000 | 977 |
| U.S. Government securities | $70,605,000 | 1,224 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $70,605,000 | 1,194 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $53,626,000 | 278 |
| Privately issued residential mortgage-backed securities | $22,478,000 | 270 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,466,000 | 363 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $84,377,000 | 606 |
| Certificates of participation in pools of residential mortgages | $53,851,000 | 608 |
| Issued or guaranteed by U.S. | $31,373,000 | 905 |
| Privately issued | $22,478,000 | 53 |
| Collaterized mortgage obligations | $30,526,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $30,526,000 | 418 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $124,231,000 | 827 |
| Total debt securities | $124,231,000 | 948 |
| 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 | $127,505,000 | 970 |
| U.S. Government securities | $71,233,000 | 1,257 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $71,233,000 | 1,222 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $56,272,000 | 265 |
| Privately issued residential mortgage-backed securities | $23,393,000 | 257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,652,000 | 340 |
| 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 | $85,960,000 | 606 |
| Certificates of participation in pools of residential mortgages | $53,924,000 | 621 |
| Issued or guaranteed by U.S. | $30,531,000 | 942 |
| Privately issued | $23,393,000 | 45 |
| Collaterized mortgage obligations | $32,036,000 | 536 |
| CMOs issued by government agencies or sponsored agencies | $32,036,000 | 422 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $127,505,000 | 824 |
| Total debt securities | $127,505,000 | 938 |
| 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 | $121,990,000 | 1,020 |
| U.S. Government securities | $70,464,000 | 1,277 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $70,464,000 | 1,242 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $51,526,000 | 284 |
| Privately issued residential mortgage-backed securities | $23,083,000 | 262 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,964,000 | 418 |
| 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 | $84,895,000 | 624 |
| Certificates of participation in pools of residential mortgages | $53,225,000 | 646 |
| Issued or guaranteed by U.S. | $30,142,000 | 951 |
| Privately issued | $23,083,000 | 50 |
| Collaterized mortgage obligations | $31,670,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $31,670,000 | 416 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $121,990,000 | 857 |
| Total debt securities | $121,990,000 | 999 |
| 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 | $116,628,000 | 1,060 |
| U.S. Government securities | $66,510,000 | 1,343 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $66,510,000 | 1,307 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $50,118,000 | 288 |
| Privately issued residential mortgage-backed securities | $22,522,000 | 265 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,011,000 | 415 |
| 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 | $80,470,000 | 656 |
| Certificates of participation in pools of residential mortgages | $49,541,000 | 691 |
| Issued or guaranteed by U.S. | $27,019,000 | 1,053 |
| Privately issued | $22,522,000 | 50 |
| Collaterized mortgage obligations | $30,929,000 | 541 |
| CMOs issued by government agencies or sponsored agencies | $30,929,000 | 421 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $116,628,000 | 893 |
| Total debt securities | $116,628,000 | 1,029 |
| 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 | $115,748,000 | 1,086 |
| U.S. Government securities | $66,587,000 | 1,370 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $66,587,000 | 1,326 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $49,161,000 | 294 |
| Privately issued residential mortgage-backed securities | $24,096,000 | 255 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,127,000 | 458 |
| 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 | $83,096,000 | 638 |
| Certificates of participation in pools of residential mortgages | $52,443,000 | 672 |
| Issued or guaranteed by U.S. | $28,347,000 | 1,024 |
| Privately issued | $24,096,000 | 48 |
| Collaterized mortgage obligations | $30,653,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $30,653,000 | 426 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $115,748,000 | 911 |
| Total debt securities | $115,748,000 | 1,055 |
| 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 | $114,270,000 | 1,100 |
| U.S. Government securities | $63,696,000 | 1,431 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $63,696,000 | 1,378 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $50,574,000 | 299 |
| Privately issued residential mortgage-backed securities | $22,868,000 | 269 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,641,000 | 355 |
| 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 | $78,937,000 | 669 |
| Certificates of participation in pools of residential mortgages | $47,820,000 | 727 |
| Issued or guaranteed by U.S. | $24,952,000 | 1,170 |
| Privately issued | $22,868,000 | 47 |
| Collaterized mortgage obligations | $31,117,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $31,117,000 | 422 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $114,270,000 | 926 |
| Total debt securities | $114,270,000 | 1,075 |
| 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 | $115,626,000 | 1,071 |
| U.S. Government securities | $58,484,000 | 1,537 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,484,000 | 1,477 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $57,142,000 | 268 |
| Privately issued residential mortgage-backed securities | $20,963,000 | 271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,148,000 | 278 |
| 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 | $73,505,000 | 713 |
| Certificates of participation in pools of residential mortgages | $42,912,000 | 797 |
| Issued or guaranteed by U.S. | $21,949,000 | 1,304 |
| Privately issued | $20,963,000 | 48 |
| Collaterized mortgage obligations | $30,593,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $30,593,000 | 421 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $115,626,000 | 890 |
| Total debt securities | $115,626,000 | 1,041 |
| 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 | $111,973,000 | 1,112 |
| U.S. Government securities | $55,997,000 | 1,621 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,997,000 | 1,554 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $55,976,000 | 274 |
| Privately issued residential mortgage-backed securities | $22,560,000 | 269 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,166,000 | 341 |
| 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 | $72,542,000 | 727 |
| Certificates of participation in pools of residential mortgages | $41,791,000 | 825 |
| Issued or guaranteed by U.S. | $19,231,000 | 1,457 |
| Privately issued | $22,560,000 | 47 |
| Collaterized mortgage obligations | $30,751,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $30,751,000 | 430 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $111,973,000 | 935 |
| Total debt securities | $111,973,000 | 1,080 |
| 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 | $114,804,000 | 1,105 |
| U.S. Government securities | $57,916,000 | 1,601 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,916,000 | 1,535 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $56,888,000 | 268 |
| Privately issued residential mortgage-backed securities | $22,287,000 | 268 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,201,000 | 321 |
| 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 | $74,056,000 | 739 |
| Certificates of participation in pools of residential mortgages | $43,013,000 | 822 |
| Issued or guaranteed by U.S. | $20,726,000 | 1,417 |
| Privately issued | $22,287,000 | 43 |
| Collaterized mortgage obligations | $31,043,000 | 547 |
| CMOs issued by government agencies or sponsored agencies | $31,043,000 | 440 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $114,804,000 | 934 |
| Total debt securities | $114,804,000 | 1,072 |
| 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 | $115,585,000 | 1,107 |
| U.S. Government securities | $55,973,000 | 1,652 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,973,000 | 1,594 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $59,612,000 | 265 |
| Privately issued residential mortgage-backed securities | $21,611,000 | 268 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,260,000 | 307 |
| 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 | $72,058,000 | 778 |
| Certificates of participation in pools of residential mortgages | $41,839,000 | 868 |
| Issued or guaranteed by U.S. | $20,228,000 | 1,464 |
| Privately issued | $21,611,000 | 43 |
| Collaterized mortgage obligations | $30,219,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $30,219,000 | 455 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $115,585,000 | 947 |
| Total debt securities | $115,585,000 | 1,082 |
| 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 | $111,480,000 | 1,149 |
| U.S. Government securities | $55,933,000 | 1,659 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,933,000 | 1,599 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $55,547,000 | 270 |
| Privately issued residential mortgage-backed securities | $15,927,000 | 291 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,313,000 | 300 |
| 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 | $62,297,000 | 867 |
| Certificates of participation in pools of residential mortgages | $35,505,000 | 988 |
| Issued or guaranteed by U.S. | $19,578,000 | 1,503 |
| Privately issued | $15,927,000 | 45 |
| Collaterized mortgage obligations | $26,792,000 | 612 |
| CMOs issued by government agencies or sponsored agencies | $26,792,000 | 501 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $111,480,000 | 973 |
| Total debt securities | $111,480,000 | 1,117 |
| 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 | $103,779,000 | 1,252 |
| U.S. Government securities | $53,155,000 | 1,749 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $53,155,000 | 1,694 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $50,624,000 | 290 |
| Privately issued residential mortgage-backed securities | $22,175,000 | 230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,327,000 | 551 |
| 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 | $70,828,000 | 806 |
| Certificates of participation in pools of residential mortgages | $43,642,000 | 848 |
| Issued or guaranteed by U.S. | $21,467,000 | 1,426 |
| Privately issued | $22,175,000 | 36 |
| Collaterized mortgage obligations | $27,186,000 | 610 |
| CMOs issued by government agencies or sponsored agencies | $27,186,000 | 508 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $103,779,000 | 1,053 |
| Total debt securities | $103,779,000 | 1,218 |
| 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 | $110,639,000 | 1,184 |
| U.S. Government securities | $63,547,000 | 1,480 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $63,547,000 | 1,427 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $47,092,000 | 319 |
| Privately issued residential mortgage-backed securities | $20,272,000 | 255 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,686,000 | 665 |
| 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 | $75,115,000 | 792 |
| Certificates of participation in pools of residential mortgages | $45,331,000 | 840 |
| Issued or guaranteed by U.S. | $25,059,000 | 1,287 |
| Privately issued | $20,272,000 | 37 |
| Collaterized mortgage obligations | $29,784,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $29,784,000 | 502 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $110,639,000 | 1,012 |
| Total debt securities | $110,639,000 | 1,150 |
| 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 | $110,386,000 | 1,231 |
| U.S. Government securities | $65,068,000 | 1,507 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,068,000 | 1,449 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $45,318,000 | 300 |
| Privately issued residential mortgage-backed securities | $20,133,000 | 206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,185,000 | 316 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| 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 | $76,545,000 | 787 |
| Certificates of participation in pools of residential mortgages | $45,806,000 | 842 |
| Issued or guaranteed by U.S. | $25,673,000 | 1,279 |
| Privately issued | $20,133,000 | 43 |
| Collaterized mortgage obligations | $30,739,000 | 590 |
| CMOs issued by government agencies or sponsored agencies | $30,739,000 | 534 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $110,386,000 | 1,051 |
| Total debt securities | $110,386,000 | 1,191 |
| 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 | $105,253,000 | 1,263 |
| U.S. Government securities | $67,718,000 | 1,404 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $67,718,000 | 1,357 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $37,535,000 | 358 |
| Privately issued residential mortgage-backed securities | $12,866,000 | 241 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,669,000 | 347 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| 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 | $71,829,000 | 820 |
| Certificates of participation in pools of residential mortgages | $38,926,000 | 958 |
| Issued or guaranteed by U.S. | $26,060,000 | 1,251 |
| Privately issued | $12,866,000 | 51 |
| Collaterized mortgage obligations | $32,903,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $32,903,000 | 517 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $105,253,000 | 1,082 |
| Total debt securities | $105,253,000 | 1,215 |
| 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 | $98,581,000 | 1,312 |
| U.S. Government securities | $64,779,000 | 1,411 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $64,779,000 | 1,353 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $33,802,000 | 406 |
| Privately issued residential mortgage-backed securities | $10,252,000 | 295 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,550,000 | 374 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| 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 | $66,154,000 | 871 |
| Certificates of participation in pools of residential mortgages | $37,965,000 | 941 |
| Issued or guaranteed by U.S. | $27,713,000 | 1,199 |
| Privately issued | $10,252,000 | 53 |
| Collaterized mortgage obligations | $28,189,000 | 653 |
| CMOs issued by government agencies or sponsored agencies | $28,189,000 | 603 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $98,581,000 | 1,123 |
| Total debt securities | $98,581,000 | 1,261 |
| 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 | $99,695,000 | 1,272 |
| U.S. Government securities | $78,615,000 | 1,179 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $78,615,000 | 1,129 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $21,080,000 | 580 |
| Privately issued residential mortgage-backed securities | $7,475,000 | 342 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,605,000 | 562 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| 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 | $81,184,000 | 745 |
| Certificates of participation in pools of residential mortgages | $40,283,000 | 882 |
| Issued or guaranteed by U.S. | $32,808,000 | 1,024 |
| Privately issued | $7,475,000 | 64 |
| Collaterized mortgage obligations | $40,901,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $40,901,000 | 488 |
| 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) | $1,000 | 4,767 |
| Available-for-sale securities (fair market value) | $99,694,000 | 1,076 |
| Total debt securities | $99,695,000 | 1,229 |
| 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 | $96,893,000 | 1,286 |
| U.S. Government securities | $71,288,000 | 1,261 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $71,288,000 | 1,190 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $25,605,000 | 492 |
| Privately issued residential mortgage-backed securities | $7,001,000 | 340 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,604,000 | 457 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| 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 | $73,370,000 | 781 |
| Certificates of participation in pools of residential mortgages | $30,746,000 | 1,045 |
| Issued or guaranteed by U.S. | $23,745,000 | 1,282 |
| Privately issued | $7,001,000 | 65 |
| Collaterized mortgage obligations | $42,624,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $42,624,000 | 476 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $96,893,000 | 1,072 |
| Total debt securities | $96,893,000 | 1,235 |
| 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 | $30,342,000 | 3,311 |
| U.S. Government securities | $20,272,000 | 3,483 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,272,000 | 3,316 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $10,070,000 | 936 |
| Privately issued residential mortgage-backed securities | $5,096,000 | 415 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,974,000 | 1,154 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| 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 | $24,627,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $10,300,000 | 2,066 |
| Issued or guaranteed by U.S. | $5,204,000 | 3,060 |
| Privately issued | $5,096,000 | 78 |
| Collaterized mortgage obligations | $14,327,000 | 1,031 |
| CMOs issued by government agencies or sponsored agencies | $14,327,000 | 948 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $30,342,000 | 2,782 |
| Total debt securities | $30,342,000 | 3,250 |
| 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 | $16,202,000 | 5,333 |
| U.S. Government securities | $11,612,000 | 5,360 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,612,000 | 5,044 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $4,590,000 | 1,262 |
| Privately issued residential mortgage-backed securities | $1,819,000 | 601 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,771,000 | 1,402 |
| 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 | $12,717,000 | 2,010 |
| Certificates of participation in pools of residential mortgages | $4,808,000 | 2,682 |
| Issued or guaranteed by U.S. | $2,989,000 | 3,364 |
| Privately issued | $1,819,000 | 119 |
| Collaterized mortgage obligations | $7,909,000 | 1,171 |
| CMOs issued by government agencies or sponsored agencies | $7,909,000 | 1,055 |
| 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) | $1,528,000 | 4,126 |
| Available-for-sale securities (fair market value) | $14,674,000 | 4,667 |
| Total debt securities | $16,202,000 | 5,204 |
| 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 |