Home > North Shore Bank > Securities
North Shore Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $345,332,000 | 607 |
| U.S. Government securities | $186,867,000 | 690 |
| U.S. Treasury securities | $24,750,000 | 800 |
| U.S. Government agency obligations | $162,117,000 | 675 |
| Securities issued by states & political subdivisions | $6,327,000 | 2,781 |
| Other domestic debt securities | $147,980,000 | 203 |
| Privately issued residential mortgage-backed securities | $1,000 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $147,979,000 | 88 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,468,000 | 1,805 |
| Mortgage-backed securities | $137,456,000 | 602 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $131,452,000 | 406 |
| Privately issued | $1,000 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $374,000 | 2,399 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,629,000 | 624 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $341,172,000 | 183 |
| Available-for-sale securities (fair market value) | $2,000 | 4,212 |
| Total debt securities | $341,174,000 | 601 |
| Structured notes | ||
| Amortized cost | $147,979,000 | 14 |
| Fair value | $147,043,000 | 14 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $353,288,000 | 591 |
| U.S. Government securities | $342,918,000 | 422 |
| U.S. Treasury securities | $24,698,000 | 830 |
| U.S. Government agency obligations | $318,220,000 | 397 |
| Securities issued by states & political subdivisions | $6,333,000 | 2,799 |
| Other domestic debt securities | $1,000 | 2,348 |
| Privately issued residential mortgage-backed securities | $1,000 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,489,000 | 1,717 |
| Mortgage-backed securities | $293,637,000 | 345 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $114,228,000 | 441 |
| Privately issued | $1,000 | 194 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $396,000 | 2,380 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $179,012,000 | 82 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $349,250,000 | 180 |
| Available-for-sale securities (fair market value) | $2,000 | 4,229 |
| Total debt securities | $349,254,000 | 589 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $365,780,000 | 584 |
| U.S. Government securities | $355,408,000 | 407 |
| U.S. Treasury securities | $24,648,000 | 832 |
| U.S. Government agency obligations | $330,760,000 | 388 |
| Securities issued by states & political subdivisions | $6,339,000 | 2,845 |
| Other domestic debt securities | $1,000 | 2,370 |
| Privately issued residential mortgage-backed securities | $1,000 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,475,000 | 1,569 |
| Mortgage-backed securities | $306,254,000 | 336 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $118,017,000 | 445 |
| Privately issued | $1,000 | 203 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $417,000 | 2,370 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $187,819,000 | 79 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $361,746,000 | 172 |
| Available-for-sale securities (fair market value) | $2,000 | 4,253 |
| Total debt securities | $361,750,000 | 579 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $389,409,000 | 578 |
| U.S. Government securities | $378,710,000 | 403 |
| U.S. Treasury securities | $24,597,000 | 888 |
| U.S. Government agency obligations | $354,113,000 | 361 |
| Securities issued by states & political subdivisions | $6,644,000 | 2,860 |
| Other domestic debt securities | $1,000 | 2,423 |
| Privately issued residential mortgage-backed securities | $1,000 | 704 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,990,000 | 1,378 |
| Mortgage-backed securities | $329,683,000 | 339 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $123,329,000 | 448 |
| Privately issued | $1,000 | 217 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $439,000 | 2,399 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $205,914,000 | 79 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $385,353,000 | 173 |
| Available-for-sale securities (fair market value) | $2,000 | 4,313 |
| Total debt securities | $385,356,000 | 576 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $370,552,000 | 617 |
| U.S. Government securities | $358,956,000 | 432 |
| U.S. Treasury securities | $24,548,000 | 932 |
| U.S. Government agency obligations | $334,408,000 | 373 |
| Securities issued by states & political subdivisions | $7,592,000 | 2,809 |
| Other domestic debt securities | $1,000 | 2,461 |
| Privately issued residential mortgage-backed securities | $1,000 | 720 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,843,000 | 1,269 |
| Mortgage-backed securities | $310,054,000 | 355 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $127,327,000 | 442 |
| Privately issued | $1,000 | 236 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $468,000 | 2,402 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $182,258,000 | 86 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $366,546,000 | 189 |
| Available-for-sale securities (fair market value) | $3,000 | 4,342 |
| Total debt securities | $366,551,000 | 610 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $400,842,000 | 577 |
| U.S. Government securities | $388,965,000 | 402 |
| U.S. Treasury securities | $24,498,000 | 955 |
| U.S. Government agency obligations | $364,467,000 | 355 |
| Securities issued by states & political subdivisions | $7,890,000 | 2,799 |
| Other domestic debt securities | $1,000 | 2,423 |
| Privately issued residential mortgage-backed securities | $1,000 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,899,000 | 1,089 |
| Mortgage-backed securities | $340,189,000 | 335 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $133,316,000 | 428 |
| Privately issued | $1,000 | 222 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $504,000 | 2,410 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $206,368,000 | 80 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $396,853,000 | 179 |
| Available-for-sale securities (fair market value) | $3,000 | 4,386 |
| Total debt securities | $396,857,000 | 571 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $437,597,000 | 548 |
| U.S. Government securities | $425,631,000 | 388 |
| U.S. Treasury securities | $24,448,000 | 939 |
| U.S. Government agency obligations | $401,183,000 | 343 |
| Securities issued by states & political subdivisions | $7,899,000 | 2,851 |
| Other domestic debt securities | $1,000 | 2,281 |
| Privately issued residential mortgage-backed securities | $1,000 | 726 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,648,000 | 943 |
| Mortgage-backed securities | $376,979,000 | 327 |
| Certificates of participation in pools of residential mortgages | $140,443,000 | 424 |
| Issued or guaranteed by U.S. | $140,442,000 | 420 |
| Privately issued | $1,000 | 230 |
| Collaterized mortgage obligations | $572,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $572,000 | 2,402 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $235,964,000 | 152 |
| Commercial mortgage pass-through securities | $235,964,000 | 75 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $433,528,000 | 160 |
| Available-for-sale securities (fair market value) | $3,000 | 4,417 |
| Total debt securities | $433,530,000 | 543 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $342,097,000 | 674 |
| U.S. Government securities | $329,791,000 | 488 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $329,791,000 | 413 |
| Securities issued by states & political subdivisions | $8,202,000 | 2,826 |
| Other domestic debt securities | $2,000 | 2,262 |
| Privately issued residential mortgage-backed securities | $2,000 | 712 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,112,000 | 867 |
| Mortgage-backed securities | $329,793,000 | 368 |
| Certificates of participation in pools of residential mortgages | $93,312,000 | 616 |
| Issued or guaranteed by U.S. | $93,310,000 | 610 |
| Privately issued | $2,000 | 236 |
| Collaterized mortgage obligations | $1,072,000 | 2,275 |
| CMOs issued by government agencies or sponsored agencies | $1,072,000 | 2,212 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $235,409,000 | 149 |
| Commercial mortgage pass-through securities | $235,409,000 | 77 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $337,992,000 | 170 |
| Available-for-sale securities (fair market value) | $3,000 | 4,431 |
| Total debt securities | $337,994,000 | 672 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $366,533,000 | 613 |
| U.S. Government securities | $353,527,000 | 435 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $353,527,000 | 391 |
| Securities issued by states & political subdivisions | $8,781,000 | 2,811 |
| Other domestic debt securities | $2,000 | 2,238 |
| Privately issued residential mortgage-backed securities | $2,000 | 684 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,403,000 | 973 |
| Mortgage-backed securities | $353,509,000 | 355 |
| Certificates of participation in pools of residential mortgages | $84,922,000 | 660 |
| Issued or guaranteed by U.S. | $84,920,000 | 649 |
| Privately issued | $2,000 | 244 |
| Collaterized mortgage obligations | $1,551,000 | 2,141 |
| CMOs issued by government agencies or sponsored agencies | $1,551,000 | 2,084 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $267,036,000 | 142 |
| Commercial mortgage pass-through securities | $267,036,000 | 71 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $362,307,000 | 130 |
| Available-for-sale securities (fair market value) | $3,000 | 4,473 |
| Total debt securities | $362,310,000 | 608 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $420,376,000 | 505 |
| U.S. Government securities | $407,005,000 | 360 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $407,005,000 | 339 |
| Securities issued by states & political subdivisions | $9,121,000 | 2,772 |
| Other domestic debt securities | $2,000 | 2,196 |
| Privately issued residential mortgage-backed securities | $2,000 | 664 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,142,000 | 803 |
| Mortgage-backed securities | $406,985,000 | 312 |
| Certificates of participation in pools of residential mortgages | $92,098,000 | 590 |
| Issued or guaranteed by U.S. | $92,096,000 | 581 |
| Privately issued | $2,000 | 233 |
| Collaterized mortgage obligations | $2,090,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $2,090,000 | 1,981 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $312,797,000 | 130 |
| Commercial mortgage pass-through securities | $312,797,000 | 61 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $416,125,000 | 110 |
| Available-for-sale securities (fair market value) | $3,000 | 4,531 |
| Total debt securities | $416,128,000 | 503 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $449,928,000 | 461 |
| U.S. Government securities | $436,549,000 | 325 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $436,549,000 | 309 |
| Securities issued by states & political subdivisions | $9,130,000 | 2,758 |
| Other domestic debt securities | $2,000 | 2,194 |
| Privately issued residential mortgage-backed securities | $2,000 | 666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,531,000 | 720 |
| Mortgage-backed securities | $436,528,000 | 276 |
| Certificates of participation in pools of residential mortgages | $104,804,000 | 512 |
| Issued or guaranteed by U.S. | $104,802,000 | 503 |
| Privately issued | $2,000 | 245 |
| Collaterized mortgage obligations | $2,620,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $2,620,000 | 1,847 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $329,104,000 | 121 |
| Commercial mortgage pass-through securities | $329,104,000 | 53 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $445,678,000 | 98 |
| Available-for-sale securities (fair market value) | $3,000 | 4,559 |
| Total debt securities | $445,681,000 | 456 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $448,006,000 | 426 |
| U.S. Government securities | $435,500,000 | 301 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $435,500,000 | 283 |
| Securities issued by states & political subdivisions | $8,269,000 | 2,806 |
| Other domestic debt securities | $1,000 | 2,188 |
| Privately issued residential mortgage-backed securities | $1,000 | 678 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,943,000 | 1,378 |
| Mortgage-backed securities | $435,475,000 | 258 |
| Certificates of participation in pools of residential mortgages | $122,443,000 | 424 |
| Issued or guaranteed by U.S. | $122,442,000 | 417 |
| Privately issued | $1,000 | 259 |
| Collaterized mortgage obligations | $3,249,000 | 1,745 |
| CMOs issued by government agencies or sponsored agencies | $3,249,000 | 1,703 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $309,783,000 | 122 |
| Commercial mortgage pass-through securities | $309,783,000 | 51 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $443,767,000 | 94 |
| Available-for-sale securities (fair market value) | $3,000 | 4,575 |
| Total debt securities | $443,769,000 | 422 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $481,982,000 | 379 |
| U.S. Government securities | $468,938,000 | 272 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $468,938,000 | 261 |
| Securities issued by states & political subdivisions | $8,798,000 | 2,733 |
| Other domestic debt securities | $2,000 | 2,130 |
| Privately issued residential mortgage-backed securities | $2,000 | 657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,608,000 | 1,273 |
| Mortgage-backed securities | $468,905,000 | 233 |
| Certificates of participation in pools of residential mortgages | $145,036,000 | 337 |
| Issued or guaranteed by U.S. | $145,034,000 | 335 |
| Privately issued | $2,000 | 243 |
| Collaterized mortgage obligations | $3,867,000 | 1,686 |
| CMOs issued by government agencies or sponsored agencies | $3,867,000 | 1,643 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $320,002,000 | 114 |
| Commercial mortgage pass-through securities | $320,002,000 | 47 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $477,735,000 | 80 |
| Available-for-sale securities (fair market value) | $3,000 | 4,589 |
| Total debt securities | $477,738,000 | 376 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $384,625,000 | 421 |
| U.S. Government securities | $371,591,000 | 294 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $371,591,000 | 281 |
| Securities issued by states & political subdivisions | $8,807,000 | 2,599 |
| Other domestic debt securities | $2,000 | 2,111 |
| Privately issued residential mortgage-backed securities | $2,000 | 659 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,668,000 | 1,156 |
| Mortgage-backed securities | $371,553,000 | 257 |
| Certificates of participation in pools of residential mortgages | $165,223,000 | 288 |
| Issued or guaranteed by U.S. | $165,221,000 | 286 |
| Privately issued | $2,000 | 248 |
| Collaterized mortgage obligations | $4,621,000 | 1,608 |
| CMOs issued by government agencies or sponsored agencies | $4,621,000 | 1,569 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $201,709,000 | 142 |
| Commercial mortgage pass-through securities | $201,709,000 | 62 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $380,396,000 | 83 |
| Available-for-sale securities (fair market value) | $4,000 | 4,614 |
| Total debt securities | $380,400,000 | 416 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $286,512,000 | 522 |
| U.S. Government securities | $273,486,000 | 370 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $273,486,000 | 352 |
| Securities issued by states & political subdivisions | $8,816,000 | 2,537 |
| Other domestic debt securities | $2,000 | 2,055 |
| Privately issued residential mortgage-backed securities | $2,000 | 648 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,552,000 | 1,149 |
| Mortgage-backed securities | $273,435,000 | 317 |
| Certificates of participation in pools of residential mortgages | $181,427,000 | 269 |
| Issued or guaranteed by U.S. | $181,425,000 | 267 |
| Privately issued | $2,000 | 248 |
| Collaterized mortgage obligations | $5,479,000 | 1,537 |
| CMOs issued by government agencies or sponsored agencies | $5,479,000 | 1,496 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $86,529,000 | 208 |
| Commercial mortgage pass-through securities | $86,529,000 | 102 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $282,300,000 | 105 |
| Available-for-sale securities (fair market value) | $4,000 | 4,647 |
| Total debt securities | $282,303,000 | 522 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $250,371,000 | 575 |
| U.S. Government securities | $241,787,000 | 411 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $241,787,000 | 392 |
| Securities issued by states & political subdivisions | $4,417,000 | 3,092 |
| Other domestic debt securities | $2,000 | 1,994 |
| Privately issued residential mortgage-backed securities | $2,000 | 666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,377,000 | 1,883 |
| Mortgage-backed securities | $241,717,000 | 350 |
| Certificates of participation in pools of residential mortgages | $158,335,000 | 301 |
| Issued or guaranteed by U.S. | $158,333,000 | 294 |
| Privately issued | $2,000 | 263 |
| Collaterized mortgage obligations | $6,112,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $6,112,000 | 1,451 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $77,270,000 | 224 |
| Commercial mortgage pass-through securities | $77,270,000 | 111 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $246,202,000 | 113 |
| Available-for-sale securities (fair market value) | $4,000 | 4,708 |
| Total debt securities | $246,203,000 | 578 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $161,010,000 | 846 |
| U.S. Government securities | $154,251,000 | 586 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $154,251,000 | 549 |
| Securities issued by states & political subdivisions | $2,694,000 | 3,406 |
| Other domestic debt securities | $2,000 | 1,967 |
| Privately issued residential mortgage-backed securities | $2,000 | 639 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,073,000 | 1,740 |
| Mortgage-backed securities | $147,022,000 | 486 |
| Certificates of participation in pools of residential mortgages | $61,780,000 | 578 |
| Issued or guaranteed by U.S. | $61,778,000 | 565 |
| Privately issued | $2,000 | 242 |
| Collaterized mortgage obligations | $6,780,000 | 1,413 |
| CMOs issued by government agencies or sponsored agencies | $6,780,000 | 1,376 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $78,462,000 | 227 |
| Commercial mortgage pass-through securities | $78,462,000 | 103 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $156,943,000 | 147 |
| Available-for-sale securities (fair market value) | $4,000 | 4,768 |
| Total debt securities | $156,947,000 | 849 |
| Structured notes | ||
| Amortized cost | $7,150,000 | 99 |
| Fair value | $7,159,000 | 98 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $144,019,000 | 913 |
| U.S. Government securities | $136,099,000 | 647 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $136,099,000 | 603 |
| Securities issued by states & political subdivisions | $3,873,000 | 3,220 |
| Other domestic debt securities | $2,000 | 2,020 |
| Privately issued residential mortgage-backed securities | $2,000 | 687 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $4,045,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,324,000 | 1,688 |
| Mortgage-backed securities | $128,860,000 | 524 |
| Certificates of participation in pools of residential mortgages | $66,762,000 | 540 |
| Issued or guaranteed by U.S. | $66,760,000 | 526 |
| Privately issued | $2,000 | 280 |
| Collaterized mortgage obligations | $7,439,000 | 1,368 |
| CMOs issued by government agencies or sponsored agencies | $7,439,000 | 1,329 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $54,659,000 | 263 |
| Commercial mortgage pass-through securities | $54,659,000 | 127 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $139,970,000 | 169 |
| Available-for-sale securities (fair market value) | $4,049,000 | 4,422 |
| Total debt securities | $139,973,000 | 926 |
| Structured notes | ||
| Amortized cost | $7,150,000 | 135 |
| Fair value | $7,180,000 | 134 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $114,421,000 | 1,137 |
| U.S. Government securities | $106,524,000 | 817 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $106,524,000 | 770 |
| Securities issued by states & political subdivisions | $3,883,000 | 3,259 |
| Other domestic debt securities | $2,000 | 2,006 |
| Privately issued residential mortgage-backed securities | $2,000 | 662 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $4,012,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,434,000 | 1,601 |
| Mortgage-backed securities | $99,246,000 | 639 |
| Certificates of participation in pools of residential mortgages | $73,554,000 | 505 |
| Issued or guaranteed by U.S. | $73,552,000 | 501 |
| Privately issued | $2,000 | 238 |
| Collaterized mortgage obligations | $8,241,000 | 1,292 |
| CMOs issued by government agencies or sponsored agencies | $8,241,000 | 1,253 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $17,451,000 | 497 |
| Commercial mortgage pass-through securities | $17,451,000 | 279 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $110,405,000 | 213 |
| Available-for-sale securities (fair market value) | $4,016,000 | 4,467 |
| Total debt securities | $110,409,000 | 1,149 |
| Structured notes | ||
| Amortized cost | $7,150,000 | 159 |
| Fair value | $7,174,000 | 156 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $126,987,000 | 1,049 |
| U.S. Government securities | $117,664,000 | 746 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $117,664,000 | 698 |
| Securities issued by states & political subdivisions | $5,368,000 | 3,074 |
| Other domestic debt securities | $3,000 | 2,015 |
| Privately issued residential mortgage-backed securities | $3,000 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $3,952,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,382,000 | 1,473 |
| Mortgage-backed securities | $110,377,000 | 579 |
| Certificates of participation in pools of residential mortgages | $78,415,000 | 491 |
| Issued or guaranteed by U.S. | $78,412,000 | 489 |
| Privately issued | $3,000 | 238 |
| Collaterized mortgage obligations | $8,929,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $8,929,000 | 1,198 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $23,033,000 | 426 |
| Commercial mortgage pass-through securities | $23,033,000 | 231 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $123,031,000 | 204 |
| Available-for-sale securities (fair market value) | $3,956,000 | 4,524 |
| Total debt securities | $123,036,000 | 1,057 |
| Structured notes | ||
| Amortized cost | $7,150,000 | 165 |
| Fair value | $7,138,000 | 162 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $136,314,000 | 982 |
| U.S. Government securities | $126,419,000 | 707 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $126,419,000 | 669 |
| Securities issued by states & political subdivisions | $5,993,000 | 3,017 |
| Other domestic debt securities | $3,000 | 2,018 |
| Privately issued residential mortgage-backed securities | $3,000 | 644 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,899,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,553,000 | 1,413 |
| Mortgage-backed securities | $119,118,000 | 552 |
| Certificates of participation in pools of residential mortgages | $83,060,000 | 471 |
| Issued or guaranteed by U.S. | $83,057,000 | 468 |
| Privately issued | $3,000 | 203 |
| Collaterized mortgage obligations | $9,627,000 | 1,192 |
| CMOs issued by government agencies or sponsored agencies | $9,627,000 | 1,151 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $26,431,000 | 372 |
| Commercial mortgage pass-through securities | $26,431,000 | 194 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $132,410,000 | 207 |
| Available-for-sale securities (fair market value) | $3,904,000 | 4,571 |
| Total debt securities | $132,414,000 | 994 |
| Structured notes | ||
| Amortized cost | $7,150,000 | 170 |
| Fair value | $7,123,000 | 165 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $109,067,000 | 1,192 |
| U.S. Government securities | $99,959,000 | 859 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $99,959,000 | 808 |
| Securities issued by states & political subdivisions | $5,263,000 | 3,177 |
| Other domestic debt securities | $4,000 | 1,991 |
| Privately issued residential mortgage-backed securities | $4,000 | 597 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,841,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,526,000 | 1,284 |
| Mortgage-backed securities | $92,616,000 | 662 |
| Certificates of participation in pools of residential mortgages | $45,843,000 | 719 |
| Issued or guaranteed by U.S. | $45,839,000 | 716 |
| Privately issued | $4,000 | 136 |
| Collaterized mortgage obligations | $10,416,000 | 1,132 |
| CMOs issued by government agencies or sponsored agencies | $10,416,000 | 1,099 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $36,357,000 | 296 |
| Commercial mortgage pass-through securities | $36,357,000 | 147 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $105,216,000 | 229 |
| Available-for-sale securities (fair market value) | $3,851,000 | 4,639 |
| Total debt securities | $105,226,000 | 1,203 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $117,741,000 | 1,135 |
| U.S. Government securities | $108,043,000 | 806 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $108,043,000 | 759 |
| Securities issued by states & political subdivisions | $5,857,000 | 3,135 |
| Other domestic debt securities | $5,000 | 2,201 |
| Privately issued residential mortgage-backed securities | $5,000 | 884 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,836,000 | 131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,674,000 | 1,241 |
| Mortgage-backed securities | $100,681,000 | 633 |
| Certificates of participation in pools of residential mortgages | $50,118,000 | 702 |
| Issued or guaranteed by U.S. | $50,113,000 | 690 |
| Privately issued | $5,000 | 434 |
| Collaterized mortgage obligations | $11,245,000 | 1,081 |
| CMOs issued by government agencies or sponsored agencies | $11,245,000 | 1,043 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $39,318,000 | 273 |
| Commercial mortgage pass-through securities | $39,318,000 | 136 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $113,812,000 | 216 |
| Available-for-sale securities (fair market value) | $3,929,000 | 4,683 |
| Total debt securities | $113,908,000 | 1,154 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $129,412,000 | 1,054 |
| U.S. Government securities | $118,662,000 | 750 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $118,662,000 | 712 |
| Securities issued by states & political subdivisions | $6,916,000 | 2,998 |
| Other domestic debt securities | $5,000 | 2,018 |
| Privately issued residential mortgage-backed securities | $5,000 | 572 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,829,000 | 145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,301,000 | 1,161 |
| Mortgage-backed securities | $111,267,000 | 588 |
| Certificates of participation in pools of residential mortgages | $53,227,000 | 691 |
| Issued or guaranteed by U.S. | $53,222,000 | 691 |
| Privately issued | $5,000 | 64 |
| Collaterized mortgage obligations | $12,231,000 | 1,025 |
| CMOs issued by government agencies or sponsored agencies | $12,231,000 | 981 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $45,809,000 | 237 |
| Commercial mortgage pass-through securities | $45,809,000 | 109 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $125,480,000 | 210 |
| Available-for-sale securities (fair market value) | $3,932,000 | 4,739 |
| Total debt securities | $125,584,000 | 1,063 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $138,619,000 | 1,006 |
| U.S. Government securities | $127,666,000 | 721 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $127,666,000 | 682 |
| Securities issued by states & political subdivisions | $7,111,000 | 3,049 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,842,000 | 254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,545,000 | 1,166 |
| Mortgage-backed securities | $120,253,000 | 553 |
| Certificates of participation in pools of residential mortgages | $56,602,000 | 670 |
| Issued or guaranteed by U.S. | $56,602,000 | 670 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $13,086,000 | 983 |
| CMOs issued by government agencies or sponsored agencies | $13,086,000 | 942 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $50,565,000 | 218 |
| Commercial mortgage pass-through securities | $50,565,000 | 99 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $134,659,000 | 210 |
| Available-for-sale securities (fair market value) | $3,960,000 | 4,791 |
| Total debt securities | $134,777,000 | 1,016 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $170,500,000 | 837 |
| U.S. Government securities | $159,182,000 | 584 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $159,182,000 | 554 |
| Securities issued by states & political subdivisions | $7,468,000 | 3,028 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $3,850,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,209,000 | 1,060 |
| Mortgage-backed securities | $151,704,000 | 455 |
| Certificates of participation in pools of residential mortgages | $58,436,000 | 663 |
| Issued or guaranteed by U.S. | $58,436,000 | 663 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $14,162,000 | 932 |
| CMOs issued by government agencies or sponsored agencies | $14,162,000 | 893 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $79,106,000 | 169 |
| Commercial mortgage pass-through securities | $79,106,000 | 76 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $166,513,000 | 182 |
| Available-for-sale securities (fair market value) | $3,987,000 | 4,839 |
| Total debt securities | $166,648,000 | 845 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $180,469,000 | 805 |
| U.S. Government securities | $169,074,000 | 561 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $169,074,000 | 532 |
| Securities issued by states & political subdivisions | $7,558,000 | 3,061 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $3,837,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,948,000 | 977 |
| Mortgage-backed securities | $161,559,000 | 438 |
| Certificates of participation in pools of residential mortgages | $62,657,000 | 632 |
| Issued or guaranteed by U.S. | $62,657,000 | 632 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,308,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $15,308,000 | 842 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $83,594,000 | 161 |
| Commercial mortgage pass-through securities | $83,594,000 | 71 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $176,405,000 | 183 |
| Available-for-sale securities (fair market value) | $4,064,000 | 4,872 |
| Total debt securities | $176,632,000 | 816 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $190,541,000 | 774 |
| U.S. Government securities | $177,750,000 | 552 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $177,750,000 | 519 |
| Securities issued by states & political subdivisions | $8,960,000 | 2,899 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $3,831,000 | 273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,032,000 | 1,215 |
| Mortgage-backed securities | $170,217,000 | 423 |
| Certificates of participation in pools of residential mortgages | $67,836,000 | 598 |
| Issued or guaranteed by U.S. | $67,836,000 | 598 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $16,385,000 | 844 |
| CMOs issued by government agencies or sponsored agencies | $16,385,000 | 809 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $85,996,000 | 151 |
| Commercial mortgage pass-through securities | $85,996,000 | 66 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $186,459,000 | 172 |
| Available-for-sale securities (fair market value) | $4,082,000 | 4,923 |
| Total debt securities | $186,709,000 | 794 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $204,972,000 | 700 |
| U.S. Government securities | $190,866,000 | 511 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $190,866,000 | 478 |
| Securities issued by states & political subdivisions | $10,013,000 | 2,793 |
| Other domestic debt securities | $277,000 | 1,979 |
| Privately issued residential mortgage-backed securities | $27,000 | 626 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $250,000 | 1,631 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $3,816,000 | 278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,547,000 | 1,219 |
| Mortgage-backed securities | $183,338,000 | 398 |
| Certificates of participation in pools of residential mortgages | $75,246,000 | 542 |
| Issued or guaranteed by U.S. | $75,246,000 | 542 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $17,710,000 | 807 |
| CMOs issued by government agencies or sponsored agencies | $17,683,000 | 770 |
| Privately issued | $27,000 | 591 |
| Commercial mortgage-backed securities | $90,382,000 | 148 |
| Commercial mortgage pass-through securities | $90,382,000 | 62 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $191,249,000 | 168 |
| Available-for-sale securities (fair market value) | $13,723,000 | 4,026 |
| Total debt securities | $201,155,000 | 706 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $204,193,000 | 706 |
| U.S. Government securities | $194,884,000 | 496 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $194,884,000 | 473 |
| Securities issued by states & political subdivisions | $4,976,000 | 3,533 |
| Other domestic debt securities | $251,000 | 2,003 |
| 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 | $251,000 | 1,642 |
| Foreign debt securities | $251,000 | 298 |
| Equity securities | $3,831,000 | 281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,828,000 | 1,178 |
| Mortgage-backed securities | $187,293,000 | 389 |
| Certificates of participation in pools of residential mortgages | $76,242,000 | 538 |
| Issued or guaranteed by U.S. | $76,242,000 | 538 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $19,081,000 | 780 |
| CMOs issued by government agencies or sponsored agencies | $19,081,000 | 745 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $91,970,000 | 133 |
| Commercial mortgage pass-through securities | $91,970,000 | 54 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $199,845,000 | 154 |
| Available-for-sale securities (fair market value) | $4,348,000 | 4,963 |
| Total debt securities | $200,360,000 | 710 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $210,693,000 | 691 |
| U.S. Government securities | $201,364,000 | 489 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $201,364,000 | 463 |
| Securities issued by states & political subdivisions | $5,058,000 | 3,542 |
| Other domestic debt securities | $254,000 | 2,030 |
| 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 | $254,000 | 1,646 |
| Foreign debt securities | $251,000 | 296 |
| Equity securities | $3,766,000 | 288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,034,000 | 1,164 |
| Mortgage-backed securities | $193,741,000 | 387 |
| Certificates of participation in pools of residential mortgages | $80,301,000 | 509 |
| Issued or guaranteed by U.S. | $80,301,000 | 508 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $20,668,000 | 749 |
| CMOs issued by government agencies or sponsored agencies | $20,668,000 | 711 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $92,772,000 | 121 |
| Commercial mortgage pass-through securities | $92,772,000 | 51 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $206,275,000 | 153 |
| Available-for-sale securities (fair market value) | $4,418,000 | 5,035 |
| Total debt securities | $206,926,000 | 696 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $167,235,000 | 885 |
| U.S. Government securities | $157,886,000 | 630 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $157,886,000 | 598 |
| Securities issued by states & political subdivisions | $5,075,000 | 3,527 |
| Other domestic debt securities | $256,000 | 2,044 |
| 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 | $256,000 | 1,657 |
| Foreign debt securities | $252,000 | 291 |
| Equity securities | $3,766,000 | 284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,745,000 | 1,139 |
| Mortgage-backed securities | $150,238,000 | 474 |
| Certificates of participation in pools of residential mortgages | $85,163,000 | 487 |
| Issued or guaranteed by U.S. | $85,163,000 | 487 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $22,328,000 | 725 |
| CMOs issued by government agencies or sponsored agencies | $22,328,000 | 685 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $42,747,000 | 184 |
| Commercial mortgage pass-through securities | $42,747,000 | 89 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $162,743,000 | 186 |
| Available-for-sale securities (fair market value) | $4,492,000 | 5,084 |
| Total debt securities | $163,463,000 | 890 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $105,227,000 | 1,328 |
| U.S. Government securities | $95,858,000 | 967 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $95,858,000 | 924 |
| Securities issued by states & political subdivisions | $5,092,000 | 3,544 |
| Other domestic debt securities | $258,000 | 2,021 |
| 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 | $258,000 | 1,638 |
| Foreign debt securities | $253,000 | 278 |
| Equity securities | $3,766,000 | 289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,487,000 | 1,091 |
| Mortgage-backed securities | $95,340,000 | 675 |
| Certificates of participation in pools of residential mortgages | $89,851,000 | 457 |
| Issued or guaranteed by U.S. | $89,851,000 | 457 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,489,000 | 1,585 |
| CMOs issued by government agencies or sponsored agencies | $5,489,000 | 1,523 |
| 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) | $100,673,000 | 282 |
| Available-for-sale securities (fair market value) | $4,554,000 | 5,132 |
| Total debt securities | $101,461,000 | 1,358 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $110,020,000 | 1,287 |
| U.S. Government securities | $100,630,000 | 937 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $100,630,000 | 898 |
| Securities issued by states & political subdivisions | $5,111,000 | 3,582 |
| Other domestic debt securities | $260,000 | 2,047 |
| 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 | $260,000 | 1,650 |
| Foreign debt securities | $253,000 | 282 |
| Equity securities | $3,766,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,616,000 | 1,070 |
| Mortgage-backed securities | $100,080,000 | 648 |
| Certificates of participation in pools of residential mortgages | $94,168,000 | 449 |
| Issued or guaranteed by U.S. | $94,168,000 | 449 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,912,000 | 1,543 |
| CMOs issued by government agencies or sponsored agencies | $5,912,000 | 1,479 |
| 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) | $105,388,000 | 277 |
| Available-for-sale securities (fair market value) | $4,632,000 | 5,194 |
| Total debt securities | $106,255,000 | 1,308 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $114,597,000 | 1,261 |
| U.S. Government securities | $105,163,000 | 927 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $105,163,000 | 887 |
| Securities issued by states & political subdivisions | $5,186,000 | 3,581 |
| Other domestic debt securities | $263,000 | 2,063 |
| 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 | $263,000 | 1,672 |
| Foreign debt securities | $254,000 | 287 |
| Equity securities | $3,731,000 | 291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,199,000 | 1,056 |
| Mortgage-backed securities | $104,585,000 | 629 |
| Certificates of participation in pools of residential mortgages | $98,190,000 | 436 |
| Issued or guaranteed by U.S. | $98,190,000 | 436 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,395,000 | 1,544 |
| CMOs issued by government agencies or sponsored agencies | $6,395,000 | 1,480 |
| 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) | $109,843,000 | 261 |
| Available-for-sale securities (fair market value) | $4,754,000 | 5,258 |
| Total debt securities | $110,863,000 | 1,280 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $119,742,000 | 1,221 |
| U.S. Government securities | $109,876,000 | 905 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $109,876,000 | 871 |
| Securities issued by states & political subdivisions | $5,616,000 | 3,500 |
| Other domestic debt securities | $265,000 | 2,122 |
| 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 | $265,000 | 1,704 |
| Foreign debt securities | $254,000 | 285 |
| Equity securities | $3,731,000 | 292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,852,000 | 1,042 |
| Mortgage-backed securities | $109,278,000 | 609 |
| Certificates of participation in pools of residential mortgages | $102,403,000 | 419 |
| Issued or guaranteed by U.S. | $102,403,000 | 418 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,875,000 | 1,537 |
| CMOs issued by government agencies or sponsored agencies | $6,875,000 | 1,474 |
| 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) | $114,473,000 | 252 |
| Available-for-sale securities (fair market value) | $5,269,000 | 5,256 |
| Total debt securities | $116,010,000 | 1,237 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $123,749,000 | 1,194 |
| U.S. Government securities | $113,610,000 | 884 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $113,610,000 | 846 |
| Securities issued by states & political subdivisions | $5,635,000 | 3,530 |
| Other domestic debt securities | $518,000 | 1,948 |
| 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 | $518,000 | 1,549 |
| Foreign debt securities | $255,000 | 269 |
| Equity securities | $3,731,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,462,000 | 1,009 |
| Mortgage-backed securities | $112,969,000 | 593 |
| Certificates of participation in pools of residential mortgages | $105,643,000 | 416 |
| Issued or guaranteed by U.S. | $105,643,000 | 415 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,326,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $7,326,000 | 1,452 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $118,387,000 | 239 |
| Available-for-sale securities (fair market value) | $5,362,000 | 5,336 |
| Total debt securities | $120,018,000 | 1,207 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $127,986,000 | 1,174 |
| U.S. Government securities | $117,620,000 | 868 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $117,620,000 | 830 |
| Securities issued by states & political subdivisions | $5,857,000 | 3,535 |
| Other domestic debt securities | $522,000 | 2,002 |
| 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 | $522,000 | 1,582 |
| Foreign debt securities | $256,000 | 263 |
| Equity securities | $3,731,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,789,000 | 1,034 |
| Mortgage-backed securities | $116,951,000 | 590 |
| Certificates of participation in pools of residential mortgages | $109,199,000 | 399 |
| Issued or guaranteed by U.S. | $109,199,000 | 399 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $7,752,000 | 1,513 |
| CMOs issued by government agencies or sponsored agencies | $7,752,000 | 1,441 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $122,313,000 | 235 |
| Available-for-sale securities (fair market value) | $5,673,000 | 5,385 |
| Total debt securities | $124,250,000 | 1,189 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $136,150,000 | 1,119 |
| U.S. Government securities | $125,711,000 | 820 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $125,711,000 | 786 |
| Securities issued by states & political subdivisions | $5,927,000 | 3,551 |
| Other domestic debt securities | $525,000 | 2,048 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $525,000 | 1,628 |
| Foreign debt securities | $256,000 | 265 |
| Equity securities | $3,731,000 | 307 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,713,000 | 908 |
| Mortgage-backed securities | $125,021,000 | 564 |
| Certificates of participation in pools of residential mortgages | $116,814,000 | 377 |
| Issued or guaranteed by U.S. | $116,814,000 | 377 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,207,000 | 1,485 |
| CMOs issued by government agencies or sponsored agencies | $8,207,000 | 1,416 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $130,325,000 | 225 |
| Available-for-sale securities (fair market value) | $5,825,000 | 5,410 |
| Total debt securities | $132,419,000 | 1,133 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $142,051,000 | 1,083 |
| U.S. Government securities | $131,185,000 | 796 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $131,185,000 | 764 |
| Securities issued by states & political subdivisions | $6,350,000 | 3,506 |
| Other domestic debt securities | $528,000 | 2,099 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $528,000 | 1,660 |
| Foreign debt securities | $257,000 | 263 |
| Equity securities | $3,731,000 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,121,000 | 900 |
| Mortgage-backed securities | $130,430,000 | 548 |
| Certificates of participation in pools of residential mortgages | $121,840,000 | 361 |
| Issued or guaranteed by U.S. | $121,840,000 | 361 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $8,590,000 | 1,463 |
| CMOs issued by government agencies or sponsored agencies | $8,590,000 | 1,398 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $135,752,000 | 211 |
| Available-for-sale securities (fair market value) | $6,299,000 | 5,413 |
| Total debt securities | $138,321,000 | 1,094 |
| 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 | $147,910,000 | 1,031 |
| U.S. Government securities | $136,550,000 | 758 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $136,550,000 | 730 |
| Securities issued by states & political subdivisions | $6,840,000 | 3,412 |
| Other domestic debt securities | $531,000 | 2,153 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $531,000 | 1,702 |
| Foreign debt securities | $258,000 | 264 |
| Equity securities | $3,731,000 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,796,000 | 875 |
| Mortgage-backed securities | $134,758,000 | 525 |
| Certificates of participation in pools of residential mortgages | $125,862,000 | 352 |
| Issued or guaranteed by U.S. | $125,862,000 | 352 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $8,896,000 | 1,435 |
| CMOs issued by government agencies or sponsored agencies | $8,896,000 | 1,369 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $141,089,000 | 205 |
| Available-for-sale securities (fair market value) | $6,821,000 | 5,391 |
| Total debt securities | $144,180,000 | 1,046 |
| 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 | $155,366,000 | 997 |
| U.S. Government securities | $143,774,000 | 717 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $143,774,000 | 690 |
| Securities issued by states & political subdivisions | $7,068,000 | 3,376 |
| Other domestic debt securities | $535,000 | 2,214 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $535,000 | 1,738 |
| Foreign debt securities | $258,000 | 271 |
| Equity securities | $3,731,000 | 328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,708,000 | 1,312 |
| Mortgage-backed securities | $141,940,000 | 506 |
| Certificates of participation in pools of residential mortgages | $132,530,000 | 338 |
| Issued or guaranteed by U.S. | $132,530,000 | 337 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,410,000 | 1,418 |
| CMOs issued by government agencies or sponsored agencies | $9,410,000 | 1,352 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $148,116,000 | 191 |
| Available-for-sale securities (fair market value) | $7,250,000 | 5,410 |
| Total debt securities | $151,634,000 | 1,013 |
| 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 | $163,642,000 | 945 |
| U.S. Government securities | $152,118,000 | 683 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $152,118,000 | 661 |
| Securities issued by states & political subdivisions | $7,002,000 | 3,389 |
| Other domestic debt securities | $536,000 | 2,277 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $536,000 | 1,784 |
| Foreign debt securities | $255,000 | 264 |
| Equity securities | $3,731,000 | 327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,817,000 | 1,098 |
| Mortgage-backed securities | $150,277,000 | 496 |
| Certificates of participation in pools of residential mortgages | $140,406,000 | 323 |
| Issued or guaranteed by U.S. | $140,406,000 | 322 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,871,000 | 1,413 |
| CMOs issued by government agencies or sponsored agencies | $9,871,000 | 1,340 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $133,758,000 | 189 |
| Available-for-sale securities (fair market value) | $29,884,000 | 3,417 |
| Total debt securities | $159,910,000 | 955 |
| 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 | $217,077,000 | 721 |
| U.S. Government securities | $210,587,000 | 521 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $210,587,000 | 504 |
| Securities issued by states & political subdivisions | $2,759,000 | 4,331 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $3,731,000 | 334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,261,000 | 1,113 |
| Mortgage-backed securities | $210,587,000 | 390 |
| Certificates of participation in pools of residential mortgages | $209,496,000 | 227 |
| Issued or guaranteed by U.S. | $209,496,000 | 226 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,091,000 | 2,961 |
| CMOs issued by government agencies or sponsored agencies | $1,091,000 | 2,837 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $140,467,000 | 170 |
| Available-for-sale securities (fair market value) | $76,610,000 | 1,747 |
| Total debt securities | $213,346,000 | 724 |
| 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 | $207,528,000 | 730 |
| U.S. Government securities | $200,312,000 | 534 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $200,312,000 | 514 |
| Securities issued by states & political subdivisions | $3,485,000 | 4,123 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $3,731,000 | 318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,191,000 | 786 |
| Mortgage-backed securities | $200,312,000 | 400 |
| Certificates of participation in pools of residential mortgages | $199,058,000 | 228 |
| Issued or guaranteed by U.S. | $199,058,000 | 226 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,254,000 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $1,254,000 | 2,817 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $145,706,000 | 159 |
| Available-for-sale securities (fair market value) | $61,822,000 | 2,059 |
| Total debt securities | $203,797,000 | 734 |
| 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 | $199,135,000 | 769 |
| U.S. Government securities | $191,893,000 | 568 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $191,893,000 | 550 |
| Securities issued by states & political subdivisions | $3,511,000 | 4,104 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,731,000 | 320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $175,364,000 | 374 |
| Mortgage-backed securities | $191,893,000 | 432 |
| Certificates of participation in pools of residential mortgages | $190,445,000 | 254 |
| Issued or guaranteed by U.S. | $190,445,000 | 253 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,448,000 | 2,954 |
| CMOs issued by government agencies or sponsored agencies | $1,448,000 | 2,832 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $150,794,000 | 155 |
| Available-for-sale securities (fair market value) | $48,341,000 | 2,527 |
| Total debt securities | $195,403,000 | 772 |
| 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 | $190,504,000 | 803 |
| U.S. Government securities | $182,886,000 | 595 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $182,886,000 | 573 |
| Securities issued by states & political subdivisions | $3,887,000 | 3,964 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $3,731,000 | 312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,443,000 | 354 |
| Mortgage-backed securities | $182,886,000 | 460 |
| Certificates of participation in pools of residential mortgages | $181,306,000 | 276 |
| Issued or guaranteed by U.S. | $181,306,000 | 274 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,580,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $1,580,000 | 2,782 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $158,041,000 | 151 |
| Available-for-sale securities (fair market value) | $32,463,000 | 3,302 |
| Total debt securities | $186,773,000 | 815 |
| 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 | $211,495,000 | 737 |
| U.S. Government securities | $203,577,000 | 555 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $203,577,000 | 537 |
| Securities issued by states & political subdivisions | $4,187,000 | 3,822 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $3,731,000 | 304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $191,274,000 | 352 |
| Mortgage-backed securities | $203,577,000 | 422 |
| Certificates of participation in pools of residential mortgages | $201,936,000 | 252 |
| Issued or guaranteed by U.S. | $201,936,000 | 250 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,641,000 | 2,919 |
| CMOs issued by government agencies or sponsored agencies | $1,641,000 | 2,789 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $163,469,000 | 140 |
| Available-for-sale securities (fair market value) | $48,026,000 | 2,520 |
| Total debt securities | $207,763,000 | 739 |
| 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 | $182,991,000 | 828 |
| U.S. Government securities | $172,924,000 | 617 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $172,924,000 | 598 |
| Securities issued by states & political subdivisions | $4,668,000 | 3,676 |
| Other domestic debt securities | $1,668,000 | 1,712 |
| Privately issued residential mortgage-backed securities | $1,668,000 | 652 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,731,000 | 286 |
| 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 | $174,592,000 | 469 |
| Certificates of participation in pools of residential mortgages | $172,924,000 | 282 |
| Issued or guaranteed by U.S. | $172,924,000 | 281 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,668,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $1,668,000 | 622 |
| 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) | $167,332,000 | 133 |
| Available-for-sale securities (fair market value) | $15,659,000 | 4,590 |
| Total debt securities | $179,260,000 | 830 |
| 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 | $184,521,000 | 795 |
| U.S. Government securities | $174,873,000 | 597 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $174,873,000 | 573 |
| Securities issued by states & political subdivisions | $4,178,000 | 3,737 |
| Other domestic debt securities | $1,739,000 | 1,688 |
| Privately issued residential mortgage-backed securities | $1,739,000 | 680 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,731,000 | 296 |
| 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 | $176,612,000 | 447 |
| Certificates of participation in pools of residential mortgages | $174,873,000 | 271 |
| Issued or guaranteed by U.S. | $174,873,000 | 268 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,739,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $1,739,000 | 642 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $173,514,000 | 125 |
| Available-for-sale securities (fair market value) | $11,007,000 | 5,162 |
| Total debt securities | $180,790,000 | 803 |
| 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 | $191,455,000 | 777 |
| U.S. Government securities | $181,719,000 | 581 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $181,719,000 | 562 |
| Securities issued by states & political subdivisions | $4,196,000 | 3,684 |
| Other domestic debt securities | $1,809,000 | 1,616 |
| Privately issued residential mortgage-backed securities | $1,809,000 | 681 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,731,000 | 301 |
| 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 | $183,528,000 | 416 |
| Certificates of participation in pools of residential mortgages | $181,719,000 | 254 |
| Issued or guaranteed by U.S. | $181,719,000 | 252 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,809,000 | 2,788 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $1,809,000 | 645 |
| 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) | $180,067,000 | 123 |
| Available-for-sale securities (fair market value) | $11,388,000 | 5,191 |
| Total debt securities | $187,724,000 | 777 |
| 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 | $200,931,000 | 732 |
| U.S. Government securities | $190,351,000 | 548 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $190,351,000 | 526 |
| Securities issued by states & political subdivisions | $4,992,000 | 3,477 |
| Other domestic debt securities | $1,874,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $1,874,000 | 706 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,714,000 | 309 |
| 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 | $192,225,000 | 390 |
| Certificates of participation in pools of residential mortgages | $190,351,000 | 245 |
| Issued or guaranteed by U.S. | $190,351,000 | 243 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,874,000 | 2,716 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $1,874,000 | 673 |
| 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) | $188,476,000 | 116 |
| Available-for-sale securities (fair market value) | $12,455,000 | 5,009 |
| Total debt securities | $197,217,000 | 733 |
| 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 | $217,493,000 | 652 |
| U.S. Government securities | $206,479,000 | 492 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $206,479,000 | 473 |
| Securities issued by states & political subdivisions | $5,334,000 | 3,362 |
| Other domestic debt securities | $1,949,000 | 1,714 |
| Privately issued residential mortgage-backed securities | $1,949,000 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,731,000 | 310 |
| 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 | $208,428,000 | 367 |
| Certificates of participation in pools of residential mortgages | $206,479,000 | 208 |
| Issued or guaranteed by U.S. | $206,479,000 | 207 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,949,000 | 2,643 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $1,949,000 | 693 |
| 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) | $208,542,000 | 102 |
| Available-for-sale securities (fair market value) | $8,951,000 | 5,413 |
| Total debt securities | $213,762,000 | 652 |
| 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 | $236,237,000 | 574 |
| U.S. Government securities | $219,760,000 | 436 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $219,760,000 | 416 |
| Securities issued by states & political subdivisions | $10,762,000 | 2,275 |
| Other domestic debt securities | $1,984,000 | 1,757 |
| Privately issued residential mortgage-backed securities | $1,984,000 | 795 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,731,000 | 325 |
| 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 | $221,332,000 | 323 |
| Certificates of participation in pools of residential mortgages | $219,348,000 | 196 |
| Issued or guaranteed by U.S. | $219,348,000 | 194 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,984,000 | 2,611 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $1,984,000 | 755 |
| 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) | $219,792,000 | 93 |
| Available-for-sale securities (fair market value) | $16,445,000 | 4,380 |
| Total debt securities | $232,506,000 | 575 |
| 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 | $239,549,000 | 556 |
| U.S. Government securities | $235,818,000 | 403 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $235,818,000 | 390 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,731,000 | 328 |
| 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 | $235,818,000 | 303 |
| Certificates of participation in pools of residential mortgages | $235,818,000 | 183 |
| Issued or guaranteed by U.S. | $235,818,000 | 182 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $235,818,000 | 94 |
| Available-for-sale securities (fair market value) | $3,731,000 | 6,365 |
| Total debt securities | $235,818,000 | 557 |
| 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 | $262,969,000 | 498 |
| U.S. Government securities | $259,238,000 | 372 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $259,238,000 | 359 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,731,000 | 333 |
| 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 | $259,238,000 | 282 |
| Certificates of participation in pools of residential mortgages | $259,238,000 | 169 |
| Issued or guaranteed by U.S. | $259,238,000 | 168 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $259,238,000 | 85 |
| Available-for-sale securities (fair market value) | $3,731,000 | 6,448 |
| Total debt securities | $259,238,000 | 501 |
| 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 | $320,679,000 | 404 |
| U.S. Government securities | $319,758,000 | 289 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $319,758,000 | 277 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $921,000 | 2,362 |
| Privately issued residential mortgage-backed securities | $921,000 | 1,124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $320,679,000 | 246 |
| Certificates of participation in pools of residential mortgages | $319,758,000 | 152 |
| Issued or guaranteed by U.S. | $319,758,000 | 151 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $921,000 | 2,925 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $921,000 | 1,081 |
| 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) | $320,679,000 | 70 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $320,679,000 | 400 |
| 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 | $344,202,000 | 386 |
| U.S. Government securities | $341,467,000 | 275 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $341,467,000 | 263 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $2,735,000 | 1,705 |
| Privately issued residential mortgage-backed securities | $2,735,000 | 866 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $344,202,000 | 237 |
| Certificates of participation in pools of residential mortgages | $341,467,000 | 149 |
| Issued or guaranteed by U.S. | $341,467,000 | 146 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,735,000 | 2,261 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $2,735,000 | 828 |
| 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) | $344,202,000 | 71 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $344,202,000 | 376 |
| 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 | $369,816,000 | 368 |
| U.S. Government securities | $365,234,000 | 259 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $365,234,000 | 248 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $4,582,000 | 1,394 |
| Privately issued residential mortgage-backed securities | $4,582,000 | 735 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $369,816,000 | 216 |
| Certificates of participation in pools of residential mortgages | $365,234,000 | 145 |
| Issued or guaranteed by U.S. | $365,234,000 | 142 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,582,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $4,582,000 | 707 |
| 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) | $369,816,000 | 64 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $369,816,000 | 358 |
| 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 | $345,583,000 | 386 |
| U.S. Government securities | $339,122,000 | 282 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $339,122,000 | 275 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $6,461,000 | 1,106 |
| Privately issued residential mortgage-backed securities | $6,461,000 | 638 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $345,583,000 | 239 |
| Certificates of participation in pools of residential mortgages | $339,122,000 | 159 |
| Issued or guaranteed by U.S. | $339,122,000 | 156 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,461,000 | 1,666 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $6,461,000 | 611 |
| 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) | $345,583,000 | 65 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $345,583,000 | 375 |
| 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 | $328,264,000 | 389 |
| U.S. Government securities | $319,686,000 | 283 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $319,686,000 | 278 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $8,578,000 | 913 |
| Privately issued residential mortgage-backed securities | $8,578,000 | 542 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $323,334,000 | 252 |
| Certificates of participation in pools of residential mortgages | $314,756,000 | 168 |
| Issued or guaranteed by U.S. | $314,756,000 | 162 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $8,578,000 | 1,418 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $8,578,000 | 514 |
| 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) | $328,264,000 | 67 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $328,264,000 | 379 |
| 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 | $237,137,000 | 512 |
| U.S. Government securities | $226,820,000 | 385 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $226,820,000 | 373 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $10,317,000 | 812 |
| Privately issued residential mortgage-backed securities | $10,317,000 | 494 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $227,207,000 | 308 |
| Certificates of participation in pools of residential mortgages | $216,890,000 | 209 |
| Issued or guaranteed by U.S. | $216,890,000 | 204 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $10,317,000 | 1,247 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $10,317,000 | 470 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $237,137,000 | 89 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $237,137,000 | 503 |
| 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 | $248,330,000 | 502 |
| U.S. Government securities | $236,034,000 | 362 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $236,034,000 | 350 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $12,296,000 | 778 |
| Privately issued residential mortgage-backed securities | $12,296,000 | 462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $238,400,000 | 302 |
| Certificates of participation in pools of residential mortgages | $226,104,000 | 201 |
| Issued or guaranteed by U.S. | $226,104,000 | 196 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $12,296,000 | 1,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $12,296,000 | 437 |
| 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) | $248,330,000 | 83 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $248,330,000 | 483 |
| 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 | $195,507,000 | 630 |
| U.S. Government securities | $181,015,000 | 469 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $181,015,000 | 459 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $14,492,000 | 676 |
| Privately issued residential mortgage-backed securities | $14,492,000 | 410 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $185,577,000 | 374 |
| Certificates of participation in pools of residential mortgages | $171,085,000 | 269 |
| Issued or guaranteed by U.S. | $171,085,000 | 263 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,492,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $14,492,000 | 384 |
| 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) | $195,507,000 | 93 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $195,507,000 | 608 |
| 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 | $167,267,000 | 709 |
| U.S. Government securities | $150,693,000 | 565 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $150,693,000 | 553 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $16,574,000 | 573 |
| Privately issued residential mortgage-backed securities | $16,574,000 | 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 | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $152,267,000 | 403 |
| Certificates of participation in pools of residential mortgages | $135,693,000 | 302 |
| Issued or guaranteed by U.S. | $135,693,000 | 296 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $16,574,000 | 825 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $16,574,000 | 326 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $167,267,000 | 116 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $167,267,000 | 690 |
| 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 | $216,700,000 | 581 |
| U.S. Government securities | $198,261,000 | 451 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $198,261,000 | 439 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $18,439,000 | 512 |
| Privately issued residential mortgage-backed securities | $18,439,000 | 318 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $172,205,000 | 366 |
| Certificates of participation in pools of residential mortgages | $153,766,000 | 257 |
| Issued or guaranteed by U.S. | $153,766,000 | 250 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $18,439,000 | 744 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $18,439,000 | 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) | $216,700,000 | 99 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $216,700,000 | 562 |
| 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 | $261,911,000 | 476 |
| U.S. Government securities | $241,290,000 | 384 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $241,290,000 | 374 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $20,621,000 | 469 |
| Privately issued residential mortgage-backed securities | $20,621,000 | 289 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $193,628,000 | 324 |
| Certificates of participation in pools of residential mortgages | $173,007,000 | 234 |
| Issued or guaranteed by U.S. | $173,007,000 | 226 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $20,621,000 | 686 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $20,621,000 | 273 |
| 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) | $261,911,000 | 85 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $261,911,000 | 469 |
| 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 | $324,806,000 | 400 |
| U.S. Government securities | $302,149,000 | 314 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $302,149,000 | 305 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $22,657,000 | 447 |
| Privately issued residential mortgage-backed securities | $22,657,000 | 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 | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $220,839,000 | 292 |
| Certificates of participation in pools of residential mortgages | $198,182,000 | 208 |
| Issued or guaranteed by U.S. | $198,182,000 | 200 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $22,657,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $22,657,000 | 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) | $324,806,000 | 75 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $324,806,000 | 387 |
| 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 | $377,698,000 | 359 |
| U.S. Government securities | $353,072,000 | 279 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $353,072,000 | 270 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $24,626,000 | 425 |
| Privately issued residential mortgage-backed securities | $24,626,000 | 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 | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $253,795,000 | 275 |
| Certificates of participation in pools of residential mortgages | $229,169,000 | 195 |
| Issued or guaranteed by U.S. | $229,169,000 | 189 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $24,626,000 | 619 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $24,626,000 | 244 |
| 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) | $377,698,000 | 64 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $377,698,000 | 346 |
| 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 | $431,456,000 | 315 |
| U.S. Government securities | $404,935,000 | 252 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $404,935,000 | 240 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $26,521,000 | 416 |
| Privately issued residential mortgage-backed securities | $26,521,000 | 251 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $288,087,000 | 254 |
| Certificates of participation in pools of residential mortgages | $261,566,000 | 183 |
| Issued or guaranteed by U.S. | $261,566,000 | 176 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $26,521,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $26,521,000 | 236 |
| 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) | $431,456,000 | 55 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $431,456,000 | 303 |
| 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 | $485,245,000 | 288 |
| U.S. Government securities | $458,710,000 | 232 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $458,710,000 | 225 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $26,535,000 | 411 |
| Privately issued residential mortgage-backed securities | $26,535,000 | 250 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $321,903,000 | 246 |
| Certificates of participation in pools of residential mortgages | $295,368,000 | 175 |
| Issued or guaranteed by U.S. | $295,368,000 | 168 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $26,535,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $26,535,000 | 237 |
| 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) | $485,245,000 | 53 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $485,245,000 | 279 |
| 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 | $452,359,000 | 318 |
| U.S. Government securities | $425,715,000 | 261 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $425,715,000 | 248 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $26,549,000 | 417 |
| Privately issued residential mortgage-backed securities | $26,549,000 | 243 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $95,000 | 1,763 |
| 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 | $279,288,000 | 272 |
| Certificates of participation in pools of residential mortgages | $252,739,000 | 200 |
| Issued or guaranteed by U.S. | $252,739,000 | 192 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $26,549,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $26,549,000 | 229 |
| 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) | $452,359,000 | 57 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $452,264,000 | 309 |
| 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 | $520,468,000 | 290 |
| U.S. Government securities | $493,478,000 | 233 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $493,478,000 | 224 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $26,567,000 | 427 |
| Privately issued residential mortgage-backed securities | $26,567,000 | 242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $423,000 | 1,431 |
| 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 | $302,766,000 | 262 |
| Certificates of participation in pools of residential mortgages | $276,199,000 | 189 |
| Issued or guaranteed by U.S. | $276,199,000 | 183 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $26,567,000 | 576 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $26,567,000 | 231 |
| 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) | $520,468,000 | 53 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $520,045,000 | 283 |
| 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 | $500,423,000 | 302 |
| U.S. Government securities | $473,240,000 | 242 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $473,240,000 | 235 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $26,575,000 | 431 |
| Privately issued residential mortgage-backed securities | $26,575,000 | 245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $608,000 | 1,308 |
| 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 | $335,113,000 | 247 |
| Certificates of participation in pools of residential mortgages | $308,538,000 | 183 |
| Issued or guaranteed by U.S. | $308,538,000 | 178 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $26,575,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $26,575,000 | 231 |
| 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) | $500,423,000 | 54 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $499,815,000 | 293 |
| 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 | $520,864,000 | 287 |
| U.S. Government securities | $493,143,000 | 234 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $493,143,000 | 227 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $26,589,000 | 440 |
| Privately issued residential mortgage-backed securities | $26,589,000 | 251 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,132,000 | 1,049 |
| 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 | $369,640,000 | 235 |
| Certificates of participation in pools of residential mortgages | $343,051,000 | 171 |
| Issued or guaranteed by U.S. | $343,051,000 | 169 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $26,589,000 | 595 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $26,589,000 | 237 |
| 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) | $520,864,000 | 55 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $519,732,000 | 281 |
| 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 | $519,073,000 | 295 |
| U.S. Government securities | $507,309,000 | 234 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $507,309,000 | 224 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $10,990,000 | 728 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,990,000 | 467 |
| Foreign debt securities | NA | NA |
| Equity securities | $774,000 | 1,290 |
| 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 | $372,205,000 | 237 |
| Certificates of participation in pools of residential mortgages | $372,205,000 | 167 |
| Issued or guaranteed by U.S. | $372,205,000 | 164 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| 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) | $519,073,000 | 56 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $518,299,000 | 287 |
| 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 | $534,995,000 | 291 |
| U.S. Government securities | $521,249,000 | 231 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $521,249,000 | 218 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $11,110,000 | 753 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,110,000 | 500 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,636,000 | 796 |
| 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 | $405,278,000 | 234 |
| Certificates of participation in pools of residential mortgages | $405,278,000 | 161 |
| Issued or guaranteed by U.S. | $405,278,000 | 157 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $534,995,000 | 54 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $532,359,000 | 285 |
| 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 | $567,529,000 | 278 |
| U.S. Government securities | $556,244,000 | 223 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $556,244,000 | 216 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $11,230,000 | 754 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,230,000 | 504 |
| Foreign debt securities | NA | NA |
| Equity securities | $55,000 | 1,984 |
| 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 | $443,278,000 | 217 |
| Certificates of participation in pools of residential mortgages | $442,313,000 | 147 |
| Issued or guaranteed by U.S. | $442,313,000 | 144 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $965,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $965,000 | 2,453 |
| 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) | $567,529,000 | 48 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $567,474,000 | 275 |
| 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 | $612,725,000 | 270 |
| U.S. Government securities | $600,344,000 | 216 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $600,344,000 | 207 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $11,349,000 | 759 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,349,000 | 521 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,032,000 | 1,203 |
| 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 | $496,273,000 | 207 |
| Certificates of participation in pools of residential mortgages | $490,895,000 | 140 |
| Issued or guaranteed by U.S. | $490,895,000 | 139 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,378,000 | 1,520 |
| CMOs issued by government agencies or sponsored agencies | $5,378,000 | 1,347 |
| 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) | $612,725,000 | 47 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $611,693,000 | 266 |
| 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 | $590,784,000 | 278 |
| U.S. Government securities | $579,180,000 | 217 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $579,180,000 | 212 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $11,468,000 | 802 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,468,000 | 551 |
| Foreign debt securities | NA | NA |
| Equity securities | $136,000 | 1,906 |
| 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 | $496,519,000 | 209 |
| Certificates of participation in pools of residential mortgages | $481,946,000 | 143 |
| Issued or guaranteed by U.S. | $481,946,000 | 137 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $14,573,000 | 923 |
| CMOs issued by government agencies or sponsored agencies | $14,573,000 | 794 |
| 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) | $590,784,000 | 48 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $590,648,000 | 275 |
| 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 | $507,761,000 | 318 |
| U.S. Government securities | $495,773,000 | 249 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $495,773,000 | 241 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $11,586,000 | 780 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,586,000 | 586 |
| Foreign debt securities | NA | NA |
| Equity securities | $402,000 | 1,655 |
| 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 | $428,720,000 | 228 |
| Certificates of participation in pools of residential mortgages | $406,251,000 | 164 |
| Issued or guaranteed by U.S. | $406,251,000 | 157 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $22,469,000 | 709 |
| CMOs issued by government agencies or sponsored agencies | $22,469,000 | 653 |
| 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) | $507,761,000 | 51 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $507,359,000 | 309 |
| 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 | $419,023,000 | 364 |
| U.S. Government securities | $405,893,000 | 297 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $405,893,000 | 284 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $11,704,000 | 792 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,704,000 | 607 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,426,000 | 1,215 |
| 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 | $363,923,000 | 246 |
| Certificates of participation in pools of residential mortgages | $323,244,000 | 189 |
| Issued or guaranteed by U.S. | $323,244,000 | 182 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $40,679,000 | 495 |
| CMOs issued by government agencies or sponsored agencies | $40,679,000 | 456 |
| 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) | $419,023,000 | 55 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $417,597,000 | 355 |
| 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 | $429,277,000 | 346 |
| U.S. Government securities | $411,729,000 | 295 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $411,729,000 | 282 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $12,629,000 | 795 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,629,000 | 592 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,919,000 | 713 |
| 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 | $383,553,000 | 253 |
| Certificates of participation in pools of residential mortgages | $298,585,000 | 190 |
| Issued or guaranteed by U.S. | $298,585,000 | 185 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $84,968,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $84,968,000 | 310 |
| 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) | $429,277,000 | 54 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $424,358,000 | 344 |
| 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 | $523,680,000 | 304 |
| U.S. Government securities | $515,991,000 | 251 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $515,991,000 | 237 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $5,730,000 | 1,290 |
| Privately issued residential mortgage-backed securities | $1,722,000 | 568 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,008,000 | 1,322 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,959,000 | 1,113 |
| 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 | $479,747,000 | 213 |
| Certificates of participation in pools of residential mortgages | $346,672,000 | 166 |
| Issued or guaranteed by U.S. | $344,950,000 | 162 |
| Privately issued | $1,722,000 | 105 |
| Collaterized mortgage obligations | $133,075,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $133,075,000 | 231 |
| 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) | $523,680,000 | 50 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $521,721,000 | 298 |
| 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 | $473,096,000 | 313 |
| U.S. Government securities | $461,865,000 | 256 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $461,865,000 | 244 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $10,702,000 | 894 |
| Privately issued residential mortgage-backed securities | $2,188,000 | 519 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,514,000 | 802 |
| Foreign debt securities | NA | NA |
| Equity securities | $529,000 | 1,608 |
| 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 | $435,588,000 | 209 |
| Certificates of participation in pools of residential mortgages | $299,502,000 | 175 |
| Issued or guaranteed by U.S. | $297,314,000 | 171 |
| Privately issued | $2,188,000 | 95 |
| Collaterized mortgage obligations | $136,086,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $136,086,000 | 211 |
| 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) | $473,066,000 | 55 |
| Available-for-sale securities (fair market value) | $30,000 | 8,419 |
| Total debt securities | $472,567,000 | 302 |
| 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 | $399,834,000 | 327 |
| U.S. Government securities | $380,879,000 | 267 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $380,879,000 | 251 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $17,666,000 | 651 |
| Privately issued residential mortgage-backed securities | $6,043,000 | 380 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,623,000 | 655 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,289,000 | 1,215 |
| 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 | $365,478,000 | 226 |
| Certificates of participation in pools of residential mortgages | $328,983,000 | 156 |
| Issued or guaranteed by U.S. | $322,940,000 | 155 |
| Privately issued | $6,043,000 | 71 |
| Collaterized mortgage obligations | $36,495,000 | 568 |
| CMOs issued by government agencies or sponsored agencies | $36,495,000 | 505 |
| 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) | $399,834,000 | 59 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $398,545,000 | 318 |
| 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 | $465,491,000 | 277 |
| U.S. Government securities | $451,298,000 | 223 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $451,298,000 | 206 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $12,424,000 | 710 |
| Privately issued residential mortgage-backed securities | $12,424,000 | 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 | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,769,000 | 1,724 |
| 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 | $412,401,000 | 181 |
| Certificates of participation in pools of residential mortgages | $386,794,000 | 125 |
| Issued or guaranteed by U.S. | $374,370,000 | 126 |
| Privately issued | $12,424,000 | 55 |
| Collaterized mortgage obligations | $25,607,000 | 571 |
| CMOs issued by government agencies or sponsored agencies | $25,607,000 | 504 |
| 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) | $433,867,000 | 74 |
| Available-for-sale securities (fair market value) | $31,624,000 | 2,652 |
| Total debt securities | $463,722,000 | 271 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $554,503,000 | 261 |
| U.S. Government securities | $535,413,000 | 206 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $535,413,000 | 189 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $17,486,000 | 602 |
| Privately issued residential mortgage-backed securities | $17,486,000 | 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 | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,604,000 | 1,758 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $518,083,000 | 172 |
| Certificates of participation in pools of residential mortgages | $482,281,000 | 118 |
| Issued or guaranteed by U.S. | $464,795,000 | 120 |
| Privately issued | $17,486,000 | 53 |
| Collaterized mortgage obligations | $35,802,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $35,802,000 | 444 |
| 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) | $539,232,000 | 72 |
| Available-for-sale securities (fair market value) | $15,271,000 | 4,706 |
| Total debt securities | $552,899,000 | 255 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $365,110,000 | 381 |
| U.S. Government securities | $337,828,000 | 326 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $337,828,000 | 281 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $23,466,000 | 450 |
| Privately issued residential mortgage-backed securities | $13,466,000 | 242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000,000 | 578 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,816,000 | 999 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $326,698,000 | 247 |
| Certificates of participation in pools of residential mortgages | $291,275,000 | 168 |
| Issued or guaranteed by U.S. | $277,809,000 | 168 |
| Privately issued | $13,466,000 | 62 |
| Collaterized mortgage obligations | $35,423,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $35,423,000 | 463 |
| 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) | $361,879,000 | 92 |
| Available-for-sale securities (fair market value) | $3,231,000 | 8,017 |
| Total debt securities | $361,294,000 | 374 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $198,586,000 | 616 |
| U.S. Government securities | $192,921,000 | 537 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $192,921,000 | 453 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $3,091,000 | 1,088 |
| Privately issued residential mortgage-backed securities | $3,091,000 | 372 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,574,000 | 1,245 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $178,614,000 | 381 |
| Certificates of participation in pools of residential mortgages | $98,203,000 | 394 |
| Issued or guaranteed by U.S. | $95,112,000 | 402 |
| Privately issued | $3,091,000 | 137 |
| Collaterized mortgage obligations | $80,411,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $80,411,000 | 263 |
| 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) | $189,516,000 | 202 |
| Available-for-sale securities (fair market value) | $9,070,000 | 6,022 |
| Total debt securities | $196,012,000 | 605 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $178,497,000 | 704 |
| U.S. Government securities | $171,910,000 | 614 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $171,910,000 | 509 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $4,589,000 | 947 |
| Privately issued residential mortgage-backed securities | $4,589,000 | 377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,256,000 | 1,360 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $258,000 | 62 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $166,821,000 | 425 |
| Certificates of participation in pools of residential mortgages | $57,520,000 | 612 |
| Issued or guaranteed by U.S. | $52,931,000 | 638 |
| Privately issued | $4,589,000 | 157 |
| Collaterized mortgage obligations | $109,301,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $109,301,000 | 204 |
| 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) | $178,187,000 | 227 |
| Available-for-sale securities (fair market value) | $310,000 | 9,961 |
| Total debt securities | $176,499,000 | 693 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $199,636,000 | 672 |
| U.S. Government securities | $186,829,000 | 601 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $186,829,000 | 470 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $12,936,000 | 573 |
| Privately issued residential mortgage-backed securities | $6,676,000 | 347 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,260,000 | 681 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $131,000 | 91 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $193,505,000 | 397 |
| Certificates of participation in pools of residential mortgages | $53,968,000 | 648 |
| Issued or guaranteed by U.S. | $47,292,000 | 708 |
| Privately issued | $6,676,000 | 147 |
| Collaterized mortgage obligations | $139,537,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $139,537,000 | 201 |
| 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) | $199,636,000 | 228 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $199,765,000 | 660 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $230,222,000 | 615 |
| U.S. Government securities | $222,012,000 | 535 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $222,012,000 | 407 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $8,313,000 | 842 |
| Privately issued residential mortgage-backed securities | $8,253,000 | 331 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $60,000 | 4,195 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $105,000 | 149 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $230,265,000 | 357 |
| Certificates of participation in pools of residential mortgages | $59,977,000 | 613 |
| Issued or guaranteed by U.S. | $51,724,000 | 664 |
| Privately issued | $8,253,000 | 133 |
| Collaterized mortgage obligations | $170,288,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $170,288,000 | 194 |
| 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) | $230,222,000 | 388 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $230,325,000 | 602 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $213,727,000 | 681 |
| U.S. Government securities | $203,046,000 | 600 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $203,046,000 | 425 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $10,587,000 | 828 |
| Privately issued residential mortgage-backed securities | $10,527,000 | 333 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $60,000 | 4,766 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-92,000 | 1,214 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $213,573,000 | 392 |
| Certificates of participation in pools of residential mortgages | $23,634,000 | 1,317 |
| Issued or guaranteed by U.S. | $13,107,000 | 2,032 |
| Privately issued | $10,527,000 | 166 |
| Collaterized mortgage obligations | $189,939,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $189,939,000 | 179 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $213,633,000 | 669 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $224,285,000 | 631 |
| U.S. Government securities | $212,156,000 | 553 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $212,156,000 | 395 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $11,961,000 | 914 |
| Privately issued residential mortgage-backed securities | $1,861,000 | 1,265 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,100,000 | 701 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-168,000 | 1,548 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $214,015,000 | 370 |
| Certificates of participation in pools of residential mortgages | $18,135,000 | 1,640 |
| Issued or guaranteed by U.S. | $16,274,000 | 1,737 |
| Privately issued | $1,861,000 | 358 |
| Collaterized mortgage obligations | $195,880,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $195,880,000 | 153 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $224,117,000 | 620 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |