Home > WaterStone Bank, SSB > Securities
WaterStone Bank, SSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $205,168,000 | 949 |
| U.S. Government securities | $146,996,000 | 833 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $146,996,000 | 731 |
| Securities issued by states & political subdivisions | $39,488,000 | 1,093 |
| Other domestic debt securities | $18,423,000 | 742 |
| Privately issued residential mortgage-backed securities | $7,260,000 | 321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $11,163,000 | 610 |
| 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 | $128,344,000 | 730 |
| Mortgage-backed securities | $151,908,000 | 554 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,183,000 | 2,027 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $130,474,000 | 199 |
| Privately issued | $7,260,000 | 250 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $998,000 | 1,214 |
| Other commercial mortgage-backed securities | $2,993,000 | 849 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $204,907,000 | 797 |
| Total debt securities | $204,907,000 | 937 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $194,760,000 | 973 |
| U.S. Government securities | $140,553,000 | 869 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $140,553,000 | 755 |
| Securities issued by states & political subdivisions | $35,413,000 | 1,175 |
| Other domestic debt securities | $18,433,000 | 731 |
| Privately issued residential mortgage-backed securities | $7,300,000 | 301 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $11,133,000 | 604 |
| 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 | $94,862,000 | 917 |
| Mortgage-backed securities | $145,564,000 | 569 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,959,000 | 2,040 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $124,379,000 | 205 |
| Privately issued | $7,300,000 | 235 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $954,000 | 1,204 |
| Other commercial mortgage-backed securities | $2,972,000 | 834 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $194,399,000 | 819 |
| Total debt securities | $194,399,000 | 961 |
| 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 | $195,274,000 | 1,008 |
| U.S. Government securities | $141,101,000 | 887 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $141,101,000 | 772 |
| Securities issued by states & political subdivisions | $35,048,000 | 1,243 |
| Other domestic debt securities | $18,774,000 | 730 |
| Privately issued residential mortgage-backed securities | $7,689,000 | 306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $11,085,000 | 610 |
| 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 | $216,000 | 3,907 |
| Mortgage-backed securities | $146,511,000 | 581 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,830,000 | 2,011 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $123,956,000 | 207 |
| Privately issued | $7,689,000 | 238 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $982,000 | 1,189 |
| Other commercial mortgage-backed securities | $3,054,000 | 831 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $194,923,000 | 863 |
| Total debt securities | $194,923,000 | 998 |
| 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 | $200,700,000 | 1,042 |
| U.S. Government securities | $144,066,000 | 918 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $144,066,000 | 757 |
| Securities issued by states & political subdivisions | $37,219,000 | 1,227 |
| Other domestic debt securities | $19,080,000 | 756 |
| Privately issued residential mortgage-backed securities | $7,976,000 | 319 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $11,104,000 | 634 |
| 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 | $239,000 | 3,916 |
| Mortgage-backed securities | $149,742,000 | 593 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,788,000 | 1,993 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $125,858,000 | 219 |
| Privately issued | $7,976,000 | 243 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,000,000 | 1,207 |
| Other commercial mortgage-backed securities | $3,120,000 | 847 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $200,365,000 | 888 |
| Total debt securities | $200,365,000 | 1,027 |
| 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 | $198,847,000 | 1,060 |
| U.S. Government securities | $140,335,000 | 952 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $140,335,000 | 773 |
| Securities issued by states & political subdivisions | $36,934,000 | 1,266 |
| Other domestic debt securities | $21,268,000 | 725 |
| Privately issued residential mortgage-backed securities | $8,106,000 | 321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $13,162,000 | 583 |
| 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 | $259,000 | 3,871 |
| Mortgage-backed securities | $146,185,000 | 614 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,328,000 | 1,957 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $121,611,000 | 230 |
| Privately issued | $8,106,000 | 235 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $985,000 | 1,201 |
| Other commercial mortgage-backed securities | $3,155,000 | 845 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $198,537,000 | 912 |
| Total debt securities | $198,537,000 | 1,050 |
| 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 | $198,563,000 | 1,060 |
| U.S. Government securities | $144,207,000 | 939 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $144,207,000 | 757 |
| Securities issued by states & political subdivisions | $30,368,000 | 1,470 |
| Other domestic debt securities | $23,668,000 | 667 |
| Privately issued residential mortgage-backed securities | $11,522,000 | 250 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $12,146,000 | 599 |
| 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 | $282,000 | 3,891 |
| Mortgage-backed securities | $153,487,000 | 600 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,930,000 | 1,940 |
| Privately issued | $3,090,000 | 126 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $124,849,000 | 227 |
| Privately issued | $8,432,000 | 233 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $987,000 | 1,216 |
| Other commercial mortgage-backed securities | $3,199,000 | 869 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $198,243,000 | 916 |
| Total debt securities | $198,243,000 | 1,051 |
| 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 | $201,815,000 | 1,061 |
| U.S. Government securities | $150,050,000 | 915 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $150,050,000 | 749 |
| Securities issued by states & political subdivisions | $30,135,000 | 1,544 |
| Other domestic debt securities | $21,360,000 | 662 |
| Privately issued residential mortgage-backed securities | $9,181,000 | 284 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $12,179,000 | 609 |
| 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 | $317,000 | 3,915 |
| Mortgage-backed securities | $156,931,000 | 596 |
| Certificates of participation in pools of residential mortgages | $14,137,000 | 1,953 |
| Issued or guaranteed by U.S. | $14,137,000 | 1,910 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $141,332,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $132,151,000 | 220 |
| Privately issued | $9,181,000 | 218 |
| Commercial mortgage-backed securities | $1,462,000 | 1,618 |
| Commercial mortgage pass-through securities | $1,025,000 | 1,195 |
| Other commercial mortgage-backed securities | $437,000 | 1,366 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $201,545,000 | 941 |
| Total debt securities | $201,545,000 | 1,050 |
| 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 | $203,235,000 | 1,058 |
| U.S. Government securities | $144,855,000 | 936 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $144,855,000 | 778 |
| Securities issued by states & political subdivisions | $35,623,000 | 1,373 |
| Other domestic debt securities | $22,475,000 | 630 |
| Privately issued residential mortgage-backed securities | $10,236,000 | 246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $12,239,000 | 599 |
| 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 | $352,000 | 3,928 |
| Mortgage-backed securities | $152,747,000 | 630 |
| Certificates of participation in pools of residential mortgages | $15,833,000 | 1,883 |
| Issued or guaranteed by U.S. | $15,833,000 | 1,845 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $135,351,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $125,115,000 | 233 |
| Privately issued | $10,236,000 | 193 |
| Commercial mortgage-backed securities | $1,563,000 | 1,588 |
| Commercial mortgage pass-through securities | $1,078,000 | 1,183 |
| Other commercial mortgage-backed securities | $485,000 | 1,330 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $202,953,000 | 943 |
| Total debt securities | $202,953,000 | 1,047 |
| 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 | $180,304,000 | 1,138 |
| U.S. Government securities | $121,238,000 | 1,013 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $121,238,000 | 888 |
| Securities issued by states & political subdivisions | $43,494,000 | 1,221 |
| Other domestic debt securities | $15,284,000 | 755 |
| Privately issued residential mortgage-backed securities | $2,943,000 | 379 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $12,341,000 | 565 |
| 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 | $430,000 | 3,938 |
| Mortgage-backed securities | $121,733,000 | 759 |
| Certificates of participation in pools of residential mortgages | $18,327,000 | 1,765 |
| Issued or guaranteed by U.S. | $18,327,000 | 1,722 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $102,245,000 | 300 |
| CMOs issued by government agencies or sponsored agencies | $99,302,000 | 280 |
| Privately issued | $2,943,000 | 256 |
| Commercial mortgage-backed securities | $1,161,000 | 1,635 |
| Commercial mortgage pass-through securities | $1,161,000 | 1,158 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $180,016,000 | 1,041 |
| Total debt securities | $180,016,000 | 1,126 |
| 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 | $175,621,000 | 1,114 |
| U.S. Government securities | $114,158,000 | 1,002 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $114,158,000 | 908 |
| Securities issued by states & political subdivisions | $46,331,000 | 1,115 |
| Other domestic debt securities | $14,841,000 | 726 |
| Privately issued residential mortgage-backed securities | $2,993,000 | 335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $11,848,000 | 550 |
| 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 | $505,000 | 3,948 |
| Mortgage-backed securities | $114,673,000 | 749 |
| Certificates of participation in pools of residential mortgages | $20,278,000 | 1,666 |
| Issued or guaranteed by U.S. | $20,278,000 | 1,628 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $93,225,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $90,232,000 | 295 |
| Privately issued | $2,993,000 | 222 |
| Commercial mortgage-backed securities | $1,170,000 | 1,650 |
| Commercial mortgage pass-through securities | $1,170,000 | 1,157 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $175,330,000 | 1,019 |
| Total debt securities | $175,330,000 | 1,099 |
| 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 | $173,014,000 | 1,068 |
| U.S. Government securities | $109,008,000 | 988 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $109,008,000 | 901 |
| Securities issued by states & political subdivisions | $48,776,000 | 1,032 |
| Other domestic debt securities | $14,940,000 | 691 |
| Privately issued residential mortgage-backed securities | $2,987,000 | 333 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $11,953,000 | 511 |
| 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 | $590,000 | 3,962 |
| Mortgage-backed securities | $109,513,000 | 754 |
| Certificates of participation in pools of residential mortgages | $20,898,000 | 1,595 |
| Issued or guaranteed by U.S. | $20,898,000 | 1,557 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $87,437,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $84,450,000 | 306 |
| Privately issued | $2,987,000 | 208 |
| Commercial mortgage-backed securities | $1,178,000 | 1,641 |
| Commercial mortgage pass-through securities | $1,178,000 | 1,154 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $172,724,000 | 982 |
| Total debt securities | $172,723,000 | 1,057 |
| 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 | $163,053,000 | 1,056 |
| U.S. Government securities | $95,461,000 | 1,003 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $95,461,000 | 935 |
| Securities issued by states & political subdivisions | $52,242,000 | 928 |
| Other domestic debt securities | $15,060,000 | 677 |
| Privately issued residential mortgage-backed securities | $3,130,000 | 322 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $11,930,000 | 497 |
| 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 | $687,000 | 3,960 |
| Mortgage-backed securities | $96,123,000 | 782 |
| Certificates of participation in pools of residential mortgages | $23,421,000 | 1,431 |
| Issued or guaranteed by U.S. | $23,421,000 | 1,392 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $71,545,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $68,415,000 | 324 |
| Privately issued | $3,130,000 | 197 |
| Commercial mortgage-backed securities | $1,157,000 | 1,627 |
| Commercial mortgage pass-through securities | $1,157,000 | 1,142 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $162,763,000 | 970 |
| Total debt securities | $162,762,000 | 1,044 |
| 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 | $160,912,000 | 987 |
| U.S. Government securities | $90,887,000 | 943 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $90,887,000 | 894 |
| Securities issued by states & political subdivisions | $53,614,000 | 877 |
| Other domestic debt securities | $16,118,000 | 611 |
| Privately issued residential mortgage-backed securities | $3,665,000 | 286 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $12,453,000 | 452 |
| 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 | $8,026,000 | 2,807 |
| Mortgage-backed securities | $92,049,000 | 745 |
| Certificates of participation in pools of residential mortgages | $23,893,000 | 1,298 |
| Issued or guaranteed by U.S. | $23,893,000 | 1,272 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $66,949,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $63,284,000 | 330 |
| Privately issued | $3,665,000 | 182 |
| Commercial mortgage-backed securities | $1,207,000 | 1,588 |
| Commercial mortgage pass-through securities | $1,207,000 | 1,094 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $160,619,000 | 892 |
| Total debt securities | $160,619,000 | 975 |
| 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 | $154,493,000 | 944 |
| U.S. Government securities | $88,118,000 | 914 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $88,118,000 | 862 |
| Securities issued by states & political subdivisions | $50,162,000 | 847 |
| Other domestic debt securities | $15,921,000 | 587 |
| Privately issued residential mortgage-backed securities | $3,650,000 | 289 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $12,271,000 | 440 |
| 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 | $8,655,000 | 2,741 |
| Mortgage-backed securities | $89,269,000 | 729 |
| Certificates of participation in pools of residential mortgages | $24,882,000 | 1,220 |
| Issued or guaranteed by U.S. | $24,882,000 | 1,189 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $63,169,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $59,519,000 | 349 |
| Privately issued | $3,650,000 | 176 |
| Commercial mortgage-backed securities | $1,218,000 | 1,560 |
| Commercial mortgage pass-through securities | $1,218,000 | 1,077 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $154,201,000 | 858 |
| Total debt securities | $154,201,000 | 932 |
| 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 | $165,403,000 | 849 |
| U.S. Government securities | $98,700,000 | 829 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $98,700,000 | 779 |
| Securities issued by states & political subdivisions | $50,649,000 | 788 |
| Other domestic debt securities | $15,763,000 | 563 |
| Privately issued residential mortgage-backed securities | $3,804,000 | 263 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $11,959,000 | 422 |
| 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 | $7,952,000 | 2,822 |
| Mortgage-backed securities | $102,504,000 | 650 |
| Certificates of participation in pools of residential mortgages | $28,378,000 | 1,081 |
| Issued or guaranteed by U.S. | $28,378,000 | 1,050 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $72,916,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $69,112,000 | 317 |
| Privately issued | $3,804,000 | 163 |
| Commercial mortgage-backed securities | $1,210,000 | 1,546 |
| Commercial mortgage pass-through securities | $1,210,000 | 1,077 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $165,112,000 | 770 |
| Total debt securities | $165,112,000 | 837 |
| 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 | $179,277,000 | 766 |
| U.S. Government securities | $109,973,000 | 783 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $109,973,000 | 734 |
| Securities issued by states & political subdivisions | $51,962,000 | 690 |
| Other domestic debt securities | $17,054,000 | 515 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $17,054,000 | 316 |
| 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 | $1,147,000 | 3,935 |
| Mortgage-backed securities | $109,973,000 | 630 |
| Certificates of participation in pools of residential mortgages | $30,903,000 | 1,008 |
| Issued or guaranteed by U.S. | $30,903,000 | 980 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $77,874,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $77,874,000 | 299 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,196,000 | 1,533 |
| Commercial mortgage pass-through securities | $1,196,000 | 1,046 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $178,989,000 | 705 |
| Total debt securities | $178,990,000 | 757 |
| 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 | $187,258,000 | 724 |
| U.S. Government securities | $115,904,000 | 749 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $115,904,000 | 703 |
| Securities issued by states & political subdivisions | $53,692,000 | 622 |
| Other domestic debt securities | $17,380,000 | 485 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $17,380,000 | 300 |
| 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 | $1,248,000 | 3,974 |
| Mortgage-backed securities | $115,904,000 | 593 |
| Certificates of participation in pools of residential mortgages | $33,033,000 | 925 |
| Issued or guaranteed by U.S. | $33,033,000 | 903 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $81,754,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $81,754,000 | 291 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,117,000 | 1,516 |
| Commercial mortgage pass-through securities | $1,117,000 | 1,050 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $186,976,000 | 660 |
| Total debt securities | $186,975,000 | 716 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| 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 | $187,612,000 | 713 |
| U.S. Government securities | $109,685,000 | 785 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $109,685,000 | 741 |
| Securities issued by states & political subdivisions | $54,892,000 | 607 |
| Other domestic debt securities | $22,754,000 | 407 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $22,754,000 | 243 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,401,000 | 4,013 |
| Mortgage-backed securities | $109,685,000 | 601 |
| Certificates of participation in pools of residential mortgages | $34,103,000 | 888 |
| Issued or guaranteed by U.S. | $34,103,000 | 863 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $74,432,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $74,432,000 | 307 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,150,000 | 1,496 |
| Commercial mortgage pass-through securities | $1,150,000 | 1,045 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $187,331,000 | 640 |
| Total debt securities | $187,331,000 | 707 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| 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 | $192,415,000 | 710 |
| U.S. Government securities | $114,398,000 | 761 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $114,398,000 | 720 |
| Securities issued by states & political subdivisions | $54,894,000 | 611 |
| Other domestic debt securities | $22,845,000 | 384 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $22,845,000 | 237 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,554,000 | 4,017 |
| Mortgage-backed securities | $114,398,000 | 574 |
| Certificates of participation in pools of residential mortgages | $37,418,000 | 819 |
| Issued or guaranteed by U.S. | $37,418,000 | 813 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $75,864,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $75,864,000 | 304 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,116,000 | 1,499 |
| Commercial mortgage pass-through securities | $1,116,000 | 1,050 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $192,137,000 | 631 |
| Total debt securities | $192,139,000 | 703 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| 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 | $193,771,000 | 707 |
| U.S. Government securities | $114,528,000 | 764 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $114,528,000 | 712 |
| Securities issued by states & political subdivisions | $56,216,000 | 620 |
| Other domestic debt securities | $22,755,000 | 385 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $22,755,000 | 231 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,674,000 | 4,022 |
| Mortgage-backed securities | $114,528,000 | 559 |
| Certificates of participation in pools of residential mortgages | $38,944,000 | 804 |
| Issued or guaranteed by U.S. | $38,944,000 | 797 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $75,584,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $75,584,000 | 298 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $193,499,000 | 621 |
| Total debt securities | $193,499,000 | 698 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| 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 | $198,487,000 | 701 |
| U.S. Government securities | $116,586,000 | 752 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $116,586,000 | 707 |
| Securities issued by states & political subdivisions | $55,948,000 | 640 |
| Other domestic debt securities | $25,686,000 | 335 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $25,686,000 | 203 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $267,000 | 360 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,828,000 | 4,043 |
| Mortgage-backed securities | $116,586,000 | 561 |
| Certificates of participation in pools of residential mortgages | $41,630,000 | 765 |
| Issued or guaranteed by U.S. | $41,630,000 | 761 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $74,956,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $74,956,000 | 297 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $198,487,000 | 618 |
| Total debt securities | $198,220,000 | 694 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| 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 | $186,369,000 | 736 |
| U.S. Government securities | $108,689,000 | 796 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $108,689,000 | 752 |
| Securities issued by states & political subdivisions | $56,650,000 | 628 |
| Other domestic debt securities | $20,767,000 | 378 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $20,767,000 | 250 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $263,000 | 389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,939,000 | 4,078 |
| Mortgage-backed securities | $108,190,000 | 590 |
| Certificates of participation in pools of residential mortgages | $44,366,000 | 737 |
| Issued or guaranteed by U.S. | $44,366,000 | 734 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $63,824,000 | 338 |
| CMOs issued by government agencies or sponsored agencies | $63,824,000 | 319 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $186,369,000 | 643 |
| Total debt securities | $186,106,000 | 730 |
| 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 | $191,316,000 | 723 |
| U.S. Government securities | $108,857,000 | 801 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $108,857,000 | 756 |
| Securities issued by states & political subdivisions | $62,250,000 | 587 |
| Other domestic debt securities | $19,946,000 | 430 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $19,946,000 | 259 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $263,000 | 402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,119,000 | 4,066 |
| Mortgage-backed securities | $108,358,000 | 597 |
| Certificates of participation in pools of residential mortgages | $48,415,000 | 724 |
| Issued or guaranteed by U.S. | $48,415,000 | 711 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $59,943,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $59,943,000 | 325 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $191,316,000 | 626 |
| Total debt securities | $191,053,000 | 715 |
| 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 | $189,512,000 | 739 |
| U.S. Government securities | $109,751,000 | 812 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $109,751,000 | 770 |
| Securities issued by states & political subdivisions | $62,783,000 | 590 |
| Other domestic debt securities | $16,714,000 | 421 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $16,714,000 | 287 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $264,000 | 431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,311,000 | 4,083 |
| Mortgage-backed securities | $109,253,000 | 599 |
| Certificates of participation in pools of residential mortgages | $52,583,000 | 698 |
| Issued or guaranteed by U.S. | $52,583,000 | 698 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $56,670,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $56,670,000 | 341 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $189,512,000 | 639 |
| Total debt securities | $189,247,000 | 729 |
| 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 | $207,994,000 | 679 |
| U.S. Government securities | $120,394,000 | 755 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $120,394,000 | 714 |
| Securities issued by states & political subdivisions | $63,807,000 | 612 |
| Other domestic debt securities | $23,526,000 | 338 |
| 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 | $23,526,000 | 221 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $267,000 | 670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,535,000 | 4,079 |
| Mortgage-backed securities | $117,897,000 | 567 |
| Certificates of participation in pools of residential mortgages | $57,391,000 | 666 |
| Issued or guaranteed by U.S. | $57,391,000 | 666 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $60,506,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $60,506,000 | 329 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $207,994,000 | 597 |
| Total debt securities | $207,727,000 | 674 |
| 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 | $217,980,000 | 646 |
| U.S. Government securities | $119,376,000 | 770 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $119,376,000 | 730 |
| Securities issued by states & political subdivisions | $65,662,000 | 590 |
| Other domestic debt securities | $32,675,000 | 271 |
| 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 | $32,675,000 | 176 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $267,000 | 690 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,344,000 | 1,640 |
| Mortgage-backed securities | $116,877,000 | 572 |
| Certificates of participation in pools of residential mortgages | $62,218,000 | 622 |
| Issued or guaranteed by U.S. | $62,218,000 | 622 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $54,659,000 | 374 |
| CMOs issued by government agencies or sponsored agencies | $54,659,000 | 354 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $217,980,000 | 568 |
| Total debt securities | $217,713,000 | 641 |
| 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 | $221,603,000 | 651 |
| U.S. Government securities | $125,683,000 | 745 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $125,683,000 | 708 |
| Securities issued by states & political subdivisions | $65,329,000 | 598 |
| Other domestic debt securities | $30,326,000 | 298 |
| 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 | $30,326,000 | 196 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $265,000 | 699 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,832,000 | 860 |
| Mortgage-backed securities | $123,185,000 | 546 |
| Certificates of participation in pools of residential mortgages | $66,746,000 | 603 |
| Issued or guaranteed by U.S. | $66,746,000 | 603 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $56,439,000 | 373 |
| CMOs issued by government agencies or sponsored agencies | $56,439,000 | 347 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $221,603,000 | 574 |
| Total debt securities | $221,338,000 | 644 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 136 |
| Fair value | $9,388,000 | 143 |
| 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 | $229,438,000 | 649 |
| U.S. Government securities | $134,337,000 | 720 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $134,337,000 | 684 |
| Securities issued by states & political subdivisions | $69,639,000 | 556 |
| Other domestic debt securities | $25,200,000 | 359 |
| 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 | $25,200,000 | 234 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $262,000 | 711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,936,000 | 732 |
| Mortgage-backed securities | $131,835,000 | 526 |
| Certificates of participation in pools of residential mortgages | $71,718,000 | 571 |
| Issued or guaranteed by U.S. | $71,718,000 | 571 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $60,117,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $60,117,000 | 337 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $229,438,000 | 567 |
| Total debt securities | $229,176,000 | 642 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 144 |
| Fair value | $9,300,000 | 155 |
| 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 | $235,534,000 | 632 |
| U.S. Government securities | $137,917,000 | 685 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $137,917,000 | 645 |
| Securities issued by states & political subdivisions | $70,696,000 | 534 |
| Other domestic debt securities | $26,660,000 | 331 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $26,660,000 | 220 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $261,000 | 712 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,626,000 | 632 |
| Mortgage-backed securities | $135,414,000 | 502 |
| Certificates of participation in pools of residential mortgages | $73,412,000 | 550 |
| Issued or guaranteed by U.S. | $73,412,000 | 550 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $62,002,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $62,002,000 | 332 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $235,534,000 | 556 |
| Total debt securities | $235,273,000 | 622 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 135 |
| Fair value | $9,397,000 | 143 |
| 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 | $251,168,000 | 594 |
| U.S. Government securities | $148,310,000 | 633 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $148,310,000 | 604 |
| Securities issued by states & political subdivisions | $78,465,000 | 472 |
| Other domestic debt securities | $24,125,000 | 355 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $24,125,000 | 232 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $268,000 | 716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,631,000 | 642 |
| Mortgage-backed securities | $144,546,000 | 478 |
| Certificates of participation in pools of residential mortgages | $80,783,000 | 505 |
| Issued or guaranteed by U.S. | $80,783,000 | 504 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $63,763,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $63,763,000 | 333 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $251,168,000 | 520 |
| Total debt securities | $250,900,000 | 586 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 135 |
| Fair value | $9,277,000 | 148 |
| 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 | $259,796,000 | 582 |
| U.S. Government securities | $159,576,000 | 605 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $159,576,000 | 577 |
| Securities issued by states & political subdivisions | $75,520,000 | 491 |
| Other domestic debt securities | $14,432,000 | 493 |
| 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 | $14,432,000 | 346 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $10,268,000 | 147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,145,000 | 645 |
| Mortgage-backed securities | $155,798,000 | 457 |
| Certificates of participation in pools of residential mortgages | $86,830,000 | 468 |
| Issued or guaranteed by U.S. | $86,830,000 | 468 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $68,968,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $68,968,000 | 315 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $259,796,000 | 498 |
| Total debt securities | $249,528,000 | 597 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 152 |
| Fair value | $9,372,000 | 164 |
| 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 | $284,217,000 | 544 |
| U.S. Government securities | $169,210,000 | 594 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $169,210,000 | 564 |
| Securities issued by states & political subdivisions | $79,835,000 | 441 |
| Other domestic debt securities | $14,412,000 | 495 |
| 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 | $14,412,000 | 349 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $20,760,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,575,000 | 640 |
| Mortgage-backed securities | $165,445,000 | 440 |
| Certificates of participation in pools of residential mortgages | $92,418,000 | 454 |
| Issued or guaranteed by U.S. | $92,418,000 | 454 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $73,027,000 | 338 |
| CMOs issued by government agencies or sponsored agencies | $73,027,000 | 315 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $284,217,000 | 465 |
| Total debt securities | $263,457,000 | 575 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 170 |
| Fair value | $9,400,000 | 192 |
| 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 | $287,117,000 | 535 |
| U.S. Government securities | $170,841,000 | 588 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $170,841,000 | 559 |
| Securities issued by states & political subdivisions | $79,159,000 | 442 |
| Other domestic debt securities | $14,363,000 | 478 |
| 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 | $14,363,000 | 342 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $22,754,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,553,000 | 631 |
| Mortgage-backed securities | $167,094,000 | 430 |
| Certificates of participation in pools of residential mortgages | $96,666,000 | 441 |
| Issued or guaranteed by U.S. | $96,666,000 | 441 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $70,428,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $70,428,000 | 333 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $287,117,000 | 455 |
| Total debt securities | $264,363,000 | 571 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 205 |
| Fair value | $9,400,000 | 230 |
| 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 | $264,042,000 | 590 |
| U.S. Government securities | $163,895,000 | 619 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $163,895,000 | 585 |
| Securities issued by states & political subdivisions | $73,090,000 | 493 |
| Other domestic debt securities | $14,546,000 | 486 |
| 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 | $14,546,000 | 342 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $12,511,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,858,000 | 631 |
| Mortgage-backed securities | $160,130,000 | 452 |
| Certificates of participation in pools of residential mortgages | $103,575,000 | 418 |
| Issued or guaranteed by U.S. | $103,575,000 | 418 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $56,555,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $56,555,000 | 375 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $264,042,000 | 502 |
| Total debt securities | $251,531,000 | 595 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 254 |
| Fair value | $9,500,000 | 266 |
| 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 | $269,908,000 | 583 |
| U.S. Government securities | $175,114,000 | 587 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $175,114,000 | 564 |
| Securities issued by states & political subdivisions | $72,536,000 | 484 |
| Other domestic debt securities | $14,401,000 | 483 |
| 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 | $14,401,000 | 334 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $7,857,000 | 172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,558,000 | 643 |
| Mortgage-backed securities | $170,361,000 | 433 |
| Certificates of participation in pools of residential mortgages | $109,493,000 | 387 |
| Issued or guaranteed by U.S. | $109,493,000 | 386 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $60,868,000 | 394 |
| CMOs issued by government agencies or sponsored agencies | $60,868,000 | 368 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $269,908,000 | 494 |
| Total debt securities | $262,051,000 | 583 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 293 |
| Fair value | $9,411,000 | 320 |
| 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 | $277,180,000 | 564 |
| U.S. Government securities | $185,600,000 | 565 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $185,600,000 | 546 |
| Securities issued by states & political subdivisions | $76,708,000 | 434 |
| Other domestic debt securities | $5,063,000 | 853 |
| 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 | $5,063,000 | 631 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $9,809,000 | 163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,532,000 | 663 |
| Mortgage-backed securities | $178,841,000 | 420 |
| Certificates of participation in pools of residential mortgages | $112,006,000 | 380 |
| Issued or guaranteed by U.S. | $112,006,000 | 379 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $66,835,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $66,835,000 | 353 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $277,180,000 | 480 |
| Total debt securities | $267,371,000 | 571 |
| 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 | $270,701,000 | 573 |
| U.S. Government securities | $182,911,000 | 567 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $182,911,000 | 548 |
| Securities issued by states & political subdivisions | $77,108,000 | 426 |
| Other domestic debt securities | $4,977,000 | 881 |
| 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 | $4,977,000 | 658 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,705,000 | 212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,490,000 | 638 |
| Mortgage-backed securities | $176,200,000 | 425 |
| Certificates of participation in pools of residential mortgages | $117,128,000 | 373 |
| Issued or guaranteed by U.S. | $117,128,000 | 373 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $59,072,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $59,072,000 | 392 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $270,701,000 | 487 |
| Total debt securities | $264,996,000 | 574 |
| 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 | $272,133,000 | 561 |
| U.S. Government securities | $190,342,000 | 550 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $190,342,000 | 531 |
| Securities issued by states & political subdivisions | $77,089,000 | 419 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $4,702,000 | 261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,935,000 | 631 |
| Mortgage-backed securities | $183,641,000 | 415 |
| Certificates of participation in pools of residential mortgages | $121,549,000 | 364 |
| Issued or guaranteed by U.S. | $121,549,000 | 363 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $62,092,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $62,092,000 | 381 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $272,133,000 | 481 |
| Total debt securities | $267,431,000 | 558 |
| 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 | $269,391,000 | 569 |
| U.S. Government securities | $189,266,000 | 560 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $189,266,000 | 540 |
| Securities issued by states & political subdivisions | $76,749,000 | 413 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $3,376,000 | 322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,540,000 | 647 |
| Mortgage-backed securities | $180,043,000 | 430 |
| Certificates of participation in pools of residential mortgages | $114,223,000 | 388 |
| Issued or guaranteed by U.S. | $114,223,000 | 388 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $65,820,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $65,820,000 | 374 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $269,391,000 | 484 |
| Total debt securities | $266,015,000 | 563 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $202,651,000 | 766 |
| U.S. Government securities | $142,193,000 | 734 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $142,193,000 | 703 |
| Securities issued by states & political subdivisions | $60,212,000 | 582 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $246,000 | 840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,502,000 | 639 |
| Mortgage-backed securities | $127,553,000 | 555 |
| Certificates of participation in pools of residential mortgages | $109,558,000 | 406 |
| Issued or guaranteed by U.S. | $109,558,000 | 406 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $17,995,000 | 976 |
| CMOs issued by government agencies or sponsored agencies | $17,995,000 | 925 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $202,651,000 | 666 |
| Total debt securities | $202,405,000 | 753 |
| 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 | $201,136,000 | 755 |
| U.S. Government securities | $142,099,000 | 724 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $142,099,000 | 698 |
| Securities issued by states & political subdivisions | $58,793,000 | 606 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $244,000 | 852 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,830,000 | 633 |
| Mortgage-backed securities | $124,164,000 | 576 |
| Certificates of participation in pools of residential mortgages | $104,923,000 | 417 |
| Issued or guaranteed by U.S. | $104,923,000 | 417 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $19,241,000 | 939 |
| CMOs issued by government agencies or sponsored agencies | $19,241,000 | 880 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $201,136,000 | 662 |
| Total debt securities | $200,892,000 | 746 |
| 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 | $201,603,000 | 763 |
| U.S. Government securities | $142,039,000 | 725 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $142,039,000 | 699 |
| Securities issued by states & political subdivisions | $59,318,000 | 602 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $246,000 | 862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,860,000 | 615 |
| Mortgage-backed securities | $126,318,000 | 559 |
| Certificates of participation in pools of residential mortgages | $105,679,000 | 423 |
| Issued or guaranteed by U.S. | $105,679,000 | 422 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $20,639,000 | 917 |
| CMOs issued by government agencies or sponsored agencies | $20,639,000 | 867 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $201,603,000 | 671 |
| Total debt securities | $201,357,000 | 755 |
| 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 | $205,171,000 | 759 |
| U.S. Government securities | $145,358,000 | 712 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $145,358,000 | 692 |
| Securities issued by states & political subdivisions | $59,567,000 | 588 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $246,000 | 866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,482,000 | 610 |
| Mortgage-backed securities | $131,012,000 | 544 |
| Certificates of participation in pools of residential mortgages | $108,218,000 | 420 |
| Issued or guaranteed by U.S. | $108,218,000 | 419 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $22,794,000 | 871 |
| CMOs issued by government agencies or sponsored agencies | $22,794,000 | 822 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $205,171,000 | 673 |
| Total debt securities | $204,925,000 | 750 |
| 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 | $209,171,000 | 744 |
| U.S. Government securities | $150,190,000 | 703 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $150,190,000 | 674 |
| Securities issued by states & political subdivisions | $58,728,000 | 578 |
| 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 | $253,000 | 877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,002,000 | 609 |
| Mortgage-backed securities | $140,168,000 | 522 |
| Certificates of participation in pools of residential mortgages | $114,076,000 | 407 |
| Issued or guaranteed by U.S. | $114,076,000 | 405 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $26,092,000 | 847 |
| CMOs issued by government agencies or sponsored agencies | $26,092,000 | 792 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $209,171,000 | 675 |
| Total debt securities | $208,918,000 | 735 |
| 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 | $199,786,000 | 762 |
| U.S. Government securities | $156,651,000 | 661 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $156,651,000 | 638 |
| Securities issued by states & political subdivisions | $37,371,000 | 973 |
| 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 | $5,764,000 | 230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,311,000 | 568 |
| Mortgage-backed securities | $148,635,000 | 503 |
| Certificates of participation in pools of residential mortgages | $119,056,000 | 381 |
| Issued or guaranteed by U.S. | $119,056,000 | 380 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $29,579,000 | 765 |
| CMOs issued by government agencies or sponsored agencies | $29,579,000 | 711 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $199,786,000 | 680 |
| Total debt securities | $194,022,000 | 768 |
| 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 | $203,489,000 | 755 |
| U.S. Government securities | $152,755,000 | 697 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $152,755,000 | 675 |
| Securities issued by states & political subdivisions | $27,160,000 | 1,316 |
| Other domestic debt securities | $17,060,000 | 510 |
| Privately issued residential mortgage-backed securities | $17,060,000 | 152 |
| 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 | $6,514,000 | 208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,861,000 | 570 |
| Mortgage-backed securities | $152,298,000 | 529 |
| Certificates of participation in pools of residential mortgages | $101,332,000 | 472 |
| Issued or guaranteed by U.S. | $101,332,000 | 471 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $50,966,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $33,906,000 | 687 |
| Privately issued | $17,060,000 | 147 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $203,489,000 | 674 |
| Total debt securities | $194,698,000 | 774 |
| 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 | $202,582,000 | 749 |
| U.S. Government securities | $159,514,000 | 674 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $159,514,000 | 652 |
| Securities issued by states & political subdivisions | $25,017,000 | 1,379 |
| Other domestic debt securities | $18,051,000 | 494 |
| Privately issued residential mortgage-backed securities | $18,051,000 | 157 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,014,000 | 584 |
| Mortgage-backed securities | $148,514,000 | 542 |
| Certificates of participation in pools of residential mortgages | $91,799,000 | 530 |
| Issued or guaranteed by U.S. | $91,799,000 | 530 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $56,715,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $38,664,000 | 622 |
| Privately issued | $18,051,000 | 153 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $202,582,000 | 671 |
| Total debt securities | $202,582,000 | 737 |
| 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 | $204,742,000 | 761 |
| U.S. Government securities | $160,071,000 | 694 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $160,071,000 | 676 |
| Securities issued by states & political subdivisions | $26,530,000 | 1,255 |
| Other domestic debt securities | $18,141,000 | 494 |
| Privately issued residential mortgage-backed securities | $18,141,000 | 165 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,710,000 | 534 |
| Mortgage-backed securities | $130,874,000 | 617 |
| Certificates of participation in pools of residential mortgages | $69,546,000 | 685 |
| Issued or guaranteed by U.S. | $69,546,000 | 684 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $61,328,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $43,187,000 | 593 |
| Privately issued | $18,141,000 | 159 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $204,742,000 | 686 |
| Total debt securities | $204,742,000 | 754 |
| 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 | $200,130,000 | 750 |
| U.S. Government securities | $139,962,000 | 766 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $139,962,000 | 745 |
| Securities issued by states & political subdivisions | $39,069,000 | 810 |
| Other domestic debt securities | $21,099,000 | 467 |
| Privately issued residential mortgage-backed securities | $18,451,000 | 213 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $2,648,000 | 968 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,980,000 | 536 |
| Mortgage-backed securities | $87,064,000 | 841 |
| Certificates of participation in pools of residential mortgages | $35,417,000 | 1,150 |
| Issued or guaranteed by U.S. | $35,417,000 | 1,148 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $51,647,000 | 552 |
| CMOs issued by government agencies or sponsored agencies | $33,196,000 | 693 |
| Privately issued | $18,451,000 | 207 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $2,648,000 | 1,664 |
| Available-for-sale securities (fair market value) | $197,482,000 | 672 |
| Total debt securities | $200,130,000 | 739 |
| Structured notes | ||
| Amortized cost | $2,648,000 | 1,478 |
| Fair value | $2,542,000 | 1,506 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $200,895,000 | 736 |
| U.S. Government securities | $137,053,000 | 760 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $137,053,000 | 735 |
| Securities issued by states & political subdivisions | $39,339,000 | 755 |
| Other domestic debt securities | $24,503,000 | 409 |
| Privately issued residential mortgage-backed securities | $21,855,000 | 203 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,648,000 | 952 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,901,000 | 547 |
| Mortgage-backed securities | $88,981,000 | 807 |
| Certificates of participation in pools of residential mortgages | $39,032,000 | 1,029 |
| Issued or guaranteed by U.S. | $39,032,000 | 1,027 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $49,949,000 | 587 |
| CMOs issued by government agencies or sponsored agencies | $28,094,000 | 731 |
| Privately issued | $21,855,000 | 196 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $2,648,000 | 1,683 |
| Available-for-sale securities (fair market value) | $198,247,000 | 657 |
| Total debt securities | $200,895,000 | 724 |
| Structured notes | ||
| Amortized cost | $2,648,000 | 1,539 |
| Fair value | $2,502,000 | 1,592 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $204,433,000 | 720 |
| U.S. Government securities | $140,021,000 | 759 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $140,021,000 | 735 |
| Securities issued by states & political subdivisions | $38,607,000 | 717 |
| Other domestic debt securities | $25,805,000 | 385 |
| Privately issued residential mortgage-backed securities | $23,157,000 | 208 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,648,000 | 890 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,492,000 | 562 |
| Mortgage-backed securities | $95,620,000 | 747 |
| Certificates of participation in pools of residential mortgages | $41,210,000 | 951 |
| Issued or guaranteed by U.S. | $41,210,000 | 948 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $54,410,000 | 546 |
| CMOs issued by government agencies or sponsored agencies | $31,253,000 | 684 |
| Privately issued | $23,157,000 | 201 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $2,648,000 | 1,718 |
| Available-for-sale securities (fair market value) | $201,785,000 | 648 |
| Total debt securities | $204,433,000 | 708 |
| Structured notes | ||
| Amortized cost | $2,648,000 | 1,751 |
| Fair value | $2,595,000 | 1,765 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $203,663,000 | 719 |
| U.S. Government securities | $138,828,000 | 759 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $138,828,000 | 724 |
| Securities issued by states & political subdivisions | $38,218,000 | 707 |
| Other domestic debt securities | $26,617,000 | 389 |
| Privately issued residential mortgage-backed securities | $23,969,000 | 215 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,648,000 | 903 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,675,000 | 578 |
| Mortgage-backed securities | $98,878,000 | 706 |
| Certificates of participation in pools of residential mortgages | $40,585,000 | 939 |
| Issued or guaranteed by U.S. | $40,585,000 | 935 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $58,293,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $34,324,000 | 628 |
| Privately issued | $23,969,000 | 209 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,648,000 | 1,734 |
| Available-for-sale securities (fair market value) | $201,015,000 | 644 |
| Total debt securities | $203,663,000 | 707 |
| Structured notes | ||
| Amortized cost | $2,648,000 | 1,796 |
| Fair value | $2,575,000 | 1,806 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $200,525,000 | 703 |
| U.S. Government securities | $141,304,000 | 714 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $141,304,000 | 681 |
| Securities issued by states & political subdivisions | $31,121,000 | 883 |
| Other domestic debt securities | $28,100,000 | 404 |
| Privately issued residential mortgage-backed securities | $25,447,000 | 221 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,653,000 | 906 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,896,000 | 551 |
| Mortgage-backed securities | $109,053,000 | 624 |
| Certificates of participation in pools of residential mortgages | $44,330,000 | 832 |
| Issued or guaranteed by U.S. | $44,330,000 | 828 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $64,723,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $39,276,000 | 551 |
| Privately issued | $25,447,000 | 213 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,648,000 | 1,760 |
| Available-for-sale securities (fair market value) | $197,877,000 | 635 |
| Total debt securities | $200,525,000 | 692 |
| Structured notes | ||
| Amortized cost | $2,648,000 | 1,655 |
| Fair value | $2,501,000 | 1,697 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $215,831,000 | 631 |
| U.S. Government securities | $141,290,000 | 692 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $141,290,000 | 660 |
| Securities issued by states & political subdivisions | $28,859,000 | 942 |
| Other domestic debt securities | $45,682,000 | 278 |
| Privately issued residential mortgage-backed securities | $31,284,000 | 198 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $14,398,000 | 284 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,096,000 | 491 |
| Mortgage-backed securities | $117,256,000 | 579 |
| Certificates of participation in pools of residential mortgages | $45,457,000 | 780 |
| Issued or guaranteed by U.S. | $45,457,000 | 774 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $71,799,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $40,515,000 | 528 |
| Privately issued | $31,284,000 | 192 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $2,648,000 | 1,795 |
| Available-for-sale securities (fair market value) | $213,183,000 | 568 |
| Total debt securities | $215,831,000 | 621 |
| Structured notes | ||
| Amortized cost | $2,648,000 | 1,670 |
| Fair value | $2,570,000 | 1,692 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $204,142,000 | 659 |
| U.S. Government securities | $137,586,000 | 697 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $137,586,000 | 664 |
| Securities issued by states & political subdivisions | $30,921,000 | 807 |
| Other domestic debt securities | $35,635,000 | 333 |
| Privately issued residential mortgage-backed securities | $32,737,000 | 199 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,898,000 | 826 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,976,000 | 496 |
| Mortgage-backed securities | $102,451,000 | 624 |
| Certificates of participation in pools of residential mortgages | $35,817,000 | 972 |
| Issued or guaranteed by U.S. | $35,817,000 | 963 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $66,634,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $33,897,000 | 570 |
| Privately issued | $32,737,000 | 194 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $2,648,000 | 1,856 |
| Available-for-sale securities (fair market value) | $201,494,000 | 580 |
| Total debt securities | $204,142,000 | 645 |
| Structured notes | ||
| Amortized cost | $2,648,000 | 1,756 |
| Fair value | $2,251,000 | 1,899 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $194,301,000 | 688 |
| U.S. Government securities | $129,421,000 | 736 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $129,421,000 | 704 |
| Securities issued by states & political subdivisions | $31,970,000 | 751 |
| Other domestic debt securities | $32,910,000 | 367 |
| Privately issued residential mortgage-backed securities | $30,012,000 | 228 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,898,000 | 851 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,728,000 | 503 |
| Mortgage-backed securities | $106,325,000 | 630 |
| Certificates of participation in pools of residential mortgages | $38,760,000 | 969 |
| Issued or guaranteed by U.S. | $38,760,000 | 962 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $67,565,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $37,553,000 | 518 |
| Privately issued | $30,012,000 | 220 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,648,000 | 1,880 |
| Available-for-sale securities (fair market value) | $191,653,000 | 604 |
| Total debt securities | $194,301,000 | 679 |
| Structured notes | ||
| Amortized cost | $2,648,000 | 1,552 |
| Fair value | $2,221,000 | 1,686 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $207,818,000 | 619 |
| U.S. Government securities | $127,062,000 | 733 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $127,062,000 | 708 |
| Securities issued by states & political subdivisions | $43,242,000 | 516 |
| Other domestic debt securities | $37,514,000 | 347 |
| Privately issued residential mortgage-backed securities | $30,361,000 | 235 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $7,153,000 | 466 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,525,000 | 523 |
| Mortgage-backed securities | $116,833,000 | 579 |
| Certificates of participation in pools of residential mortgages | $41,512,000 | 936 |
| Issued or guaranteed by U.S. | $41,512,000 | 929 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $75,321,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $44,960,000 | 447 |
| Privately issued | $30,361,000 | 228 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $2,648,000 | 1,894 |
| Available-for-sale securities (fair market value) | $205,170,000 | 548 |
| Total debt securities | $207,818,000 | 608 |
| Structured notes | ||
| Amortized cost | $2,648,000 | 1,315 |
| Fair value | $1,930,000 | 1,645 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $205,118,000 | 633 |
| U.S. Government securities | $124,825,000 | 724 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $124,825,000 | 698 |
| Securities issued by states & political subdivisions | $42,539,000 | 520 |
| Other domestic debt securities | $37,754,000 | 374 |
| Privately issued residential mortgage-backed securities | $30,251,000 | 259 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $7,503,000 | 473 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,791,000 | 521 |
| Mortgage-backed securities | $118,771,000 | 576 |
| Certificates of participation in pools of residential mortgages | $44,621,000 | 903 |
| Issued or guaranteed by U.S. | $44,621,000 | 894 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $74,150,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $43,899,000 | 436 |
| Privately issued | $30,251,000 | 251 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,648,000 | 1,986 |
| Available-for-sale securities (fair market value) | $202,470,000 | 553 |
| Total debt securities | $205,118,000 | 617 |
| Structured notes | ||
| Amortized cost | $2,648,000 | 944 |
| Fair value | $1,301,000 | 1,426 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $199,320,000 | 631 |
| U.S. Government securities | $115,143,000 | 762 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $115,143,000 | 735 |
| Securities issued by states & political subdivisions | $37,490,000 | 577 |
| Other domestic debt securities | $46,687,000 | 331 |
| Privately issued residential mortgage-backed securities | $31,608,000 | 261 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $15,079,000 | 286 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,783,000 | 559 |
| Mortgage-backed securities | $128,548,000 | 548 |
| Certificates of participation in pools of residential mortgages | $47,488,000 | 874 |
| Issued or guaranteed by U.S. | $47,488,000 | 864 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $81,060,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $49,452,000 | 364 |
| Privately issued | $31,608,000 | 253 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $9,938,000 | 1,148 |
| Available-for-sale securities (fair market value) | $189,382,000 | 574 |
| Total debt securities | $199,320,000 | 615 |
| Structured notes | ||
| Amortized cost | $9,938,000 | 167 |
| Fair value | $8,049,000 | 193 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $186,754,000 | 666 |
| U.S. Government securities | $111,705,000 | 779 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $111,705,000 | 757 |
| Securities issued by states & political subdivisions | $30,959,000 | 689 |
| Other domestic debt securities | $44,090,000 | 336 |
| Privately issued residential mortgage-backed securities | $32,930,000 | 279 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,160,000 | 356 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,780,000 | 538 |
| Mortgage-backed securities | $136,887,000 | 520 |
| Certificates of participation in pools of residential mortgages | $48,052,000 | 889 |
| Issued or guaranteed by U.S. | $48,052,000 | 878 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $88,835,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $55,905,000 | 320 |
| Privately issued | $32,930,000 | 269 |
| 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) | $9,938,000 | 1,163 |
| Available-for-sale securities (fair market value) | $176,816,000 | 601 |
| Total debt securities | $186,754,000 | 651 |
| Structured notes | ||
| Amortized cost | $9,338,000 | 119 |
| Fair value | $8,016,000 | 137 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $185,375,000 | 661 |
| U.S. Government securities | $109,344,000 | 782 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $109,344,000 | 763 |
| Securities issued by states & political subdivisions | $31,361,000 | 661 |
| Other domestic debt securities | $44,670,000 | 325 |
| Privately issued residential mortgage-backed securities | $33,542,000 | 264 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,128,000 | 345 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,563,000 | 585 |
| Mortgage-backed securities | $131,543,000 | 526 |
| Certificates of participation in pools of residential mortgages | $40,086,000 | 1,008 |
| Issued or guaranteed by U.S. | $40,086,000 | 999 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $91,457,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $57,915,000 | 306 |
| Privately issued | $33,542,000 | 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) | $9,938,000 | 1,166 |
| Available-for-sale securities (fair market value) | $175,437,000 | 587 |
| Total debt securities | $185,375,000 | 650 |
| Structured notes | ||
| Amortized cost | $9,938,000 | 128 |
| Fair value | $8,165,000 | 149 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $189,531,000 | 637 |
| U.S. Government securities | $108,219,000 | 759 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $108,219,000 | 745 |
| Securities issued by states & political subdivisions | $29,942,000 | 677 |
| Other domestic debt securities | $51,370,000 | 308 |
| Privately issued residential mortgage-backed securities | $40,209,000 | 240 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,161,000 | 333 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,745,000 | 611 |
| Mortgage-backed securities | $135,215,000 | 479 |
| Certificates of participation in pools of residential mortgages | $40,370,000 | 968 |
| Issued or guaranteed by U.S. | $40,370,000 | 958 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $94,845,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $54,636,000 | 299 |
| Privately issued | $40,209,000 | 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) | $9,938,000 | 1,154 |
| Available-for-sale securities (fair market value) | $179,593,000 | 565 |
| Total debt securities | $189,531,000 | 624 |
| Structured notes | ||
| Amortized cost | $9,938,000 | 114 |
| Fair value | $8,606,000 | 133 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $191,718,000 | 632 |
| U.S. Government securities | $110,036,000 | 746 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $110,036,000 | 729 |
| Securities issued by states & political subdivisions | $26,091,000 | 821 |
| Other domestic debt securities | $55,591,000 | 306 |
| Privately issued residential mortgage-backed securities | $45,404,000 | 232 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,187,000 | 432 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,061,000 | 596 |
| Mortgage-backed securities | $142,209,000 | 464 |
| Certificates of participation in pools of residential mortgages | $41,293,000 | 940 |
| Issued or guaranteed by U.S. | $41,293,000 | 928 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $100,916,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $55,512,000 | 289 |
| Privately issued | $45,404,000 | 220 |
| 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) | $9,937,000 | 1,148 |
| Available-for-sale securities (fair market value) | $181,781,000 | 561 |
| Total debt securities | $191,718,000 | 616 |
| Structured notes | ||
| Amortized cost | $9,937,000 | 129 |
| Fair value | $9,336,000 | 137 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $191,581,000 | 636 |
| U.S. Government securities | $107,289,000 | 788 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $107,289,000 | 765 |
| Securities issued by states & political subdivisions | $26,616,000 | 793 |
| Other domestic debt securities | $57,108,000 | 298 |
| Privately issued residential mortgage-backed securities | $46,921,000 | 217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,187,000 | 427 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $568,000 | 1,227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,528,000 | 609 |
| Mortgage-backed securities | $140,813,000 | 454 |
| Certificates of participation in pools of residential mortgages | $34,774,000 | 1,027 |
| Issued or guaranteed by U.S. | $34,774,000 | 1,016 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $106,039,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $59,118,000 | 278 |
| Privately issued | $46,921,000 | 205 |
| 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) | $9,937,000 | 1,151 |
| Available-for-sale securities (fair market value) | $181,644,000 | 560 |
| Total debt securities | $191,013,000 | 619 |
| Structured notes | ||
| Amortized cost | $9,937,000 | 132 |
| Fair value | $9,617,000 | 137 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $180,342,000 | 665 |
| U.S. Government securities | $94,703,000 | 886 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $94,703,000 | 859 |
| Securities issued by states & political subdivisions | $27,096,000 | 753 |
| Other domestic debt securities | $55,986,000 | 292 |
| Privately issued residential mortgage-backed securities | $50,088,000 | 197 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,898,000 | 603 |
| Foreign debt securities | $1,998,000 | 56 |
| Equity securities | $559,000 | 1,190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,984,000 | 602 |
| Mortgage-backed securities | $130,609,000 | 449 |
| Certificates of participation in pools of residential mortgages | $20,214,000 | 1,386 |
| Issued or guaranteed by U.S. | $20,214,000 | 1,378 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $110,395,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $60,307,000 | 274 |
| Privately issued | $50,088,000 | 184 |
| 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) | $7,646,000 | 1,399 |
| Available-for-sale securities (fair market value) | $172,696,000 | 586 |
| Total debt securities | $179,783,000 | 651 |
| Structured notes | ||
| Amortized cost | $7,646,000 | 319 |
| Fair value | $7,192,000 | 342 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $179,683,000 | 677 |
| U.S. Government securities | $93,386,000 | 903 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $93,386,000 | 874 |
| Securities issued by states & political subdivisions | $26,923,000 | 736 |
| Other domestic debt securities | $56,664,000 | 282 |
| Privately issued residential mortgage-backed securities | $50,766,000 | 191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,898,000 | 590 |
| Foreign debt securities | $1,998,000 | 56 |
| Equity securities | $712,000 | 1,091 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,942,000 | 688 |
| Mortgage-backed securities | $130,123,000 | 440 |
| Certificates of participation in pools of residential mortgages | $20,561,000 | 1,301 |
| Issued or guaranteed by U.S. | $20,561,000 | 1,292 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $109,562,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $58,796,000 | 266 |
| Privately issued | $50,766,000 | 181 |
| 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) | $7,646,000 | 1,446 |
| Available-for-sale securities (fair market value) | $172,037,000 | 594 |
| Total debt securities | $178,971,000 | 659 |
| Structured notes | ||
| Amortized cost | $7,646,000 | 396 |
| Fair value | $7,090,000 | 434 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $153,663,000 | 768 |
| U.S. Government securities | $84,603,000 | 1,025 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $84,603,000 | 995 |
| Securities issued by states & political subdivisions | $26,160,000 | 755 |
| Other domestic debt securities | $40,204,000 | 335 |
| Privately issued residential mortgage-backed securities | $34,306,000 | 232 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,898,000 | 560 |
| Foreign debt securities | $1,998,000 | 54 |
| Equity securities | $698,000 | 1,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,692,000 | 1,626 |
| Mortgage-backed securities | $102,599,000 | 530 |
| Certificates of participation in pools of residential mortgages | $16,522,000 | 1,474 |
| Issued or guaranteed by U.S. | $16,522,000 | 1,467 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $86,077,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $51,771,000 | 296 |
| Privately issued | $34,306,000 | 222 |
| 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) | $7,646,000 | 1,454 |
| Available-for-sale securities (fair market value) | $146,017,000 | 678 |
| Total debt securities | $152,965,000 | 757 |
| Structured notes | ||
| Amortized cost | $7,646,000 | 428 |
| Fair value | $7,646,000 | 422 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $124,783,000 | 971 |
| U.S. Government securities | $74,429,000 | 1,166 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $74,429,000 | 1,135 |
| Securities issued by states & political subdivisions | $5,783,000 | 2,869 |
| Other domestic debt securities | $42,409,000 | 320 |
| Privately issued residential mortgage-backed securities | $36,511,000 | 217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,898,000 | 587 |
| Foreign debt securities | $1,998,000 | 54 |
| Equity securities | $164,000 | 1,529 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,384,000 | 1,746 |
| Mortgage-backed securities | $97,617,000 | 546 |
| Certificates of participation in pools of residential mortgages | $17,464,000 | 1,428 |
| Issued or guaranteed by U.S. | $17,464,000 | 1,421 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $80,153,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $43,642,000 | 338 |
| Privately issued | $36,511,000 | 206 |
| 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) | $7,646,000 | 1,469 |
| Available-for-sale securities (fair market value) | $117,137,000 | 884 |
| Total debt securities | $124,619,000 | 944 |
| Structured notes | ||
| Amortized cost | $7,646,000 | 470 |
| Fair value | $7,646,000 | 467 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $119,833,000 | 1,027 |
| U.S. Government securities | $74,357,000 | 1,195 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $74,357,000 | 1,162 |
| Securities issued by states & political subdivisions | $4,421,000 | 3,293 |
| Other domestic debt securities | $38,023,000 | 329 |
| Privately issued residential mortgage-backed securities | $37,773,000 | 203 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,008 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $3,032,000 | 643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $98,873,000 | 549 |
| Certificates of participation in pools of residential mortgages | $18,002,000 | 1,416 |
| Issued or guaranteed by U.S. | $18,002,000 | 1,409 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $80,871,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $43,098,000 | 343 |
| Privately issued | $37,773,000 | 193 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $119,833,000 | 874 |
| Total debt securities | $116,801,000 | 1,038 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $115,776,000 | 1,084 |
| U.S. Government securities | $74,475,000 | 1,225 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $74,475,000 | 1,190 |
| Securities issued by states & political subdivisions | $4,444,000 | 3,257 |
| Other domestic debt securities | $35,525,000 | 349 |
| Privately issued residential mortgage-backed securities | $35,275,000 | 214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,048 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,332,000 | 934 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $83,707,000 | 630 |
| Certificates of participation in pools of residential mortgages | $15,632,000 | 1,576 |
| Issued or guaranteed by U.S. | $15,632,000 | 1,565 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $68,075,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $32,800,000 | 408 |
| Privately issued | $35,275,000 | 203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $115,776,000 | 917 |
| Total debt securities | $114,444,000 | 1,069 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $116,633,000 | 1,059 |
| U.S. Government securities | $75,235,000 | 1,199 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $75,235,000 | 1,165 |
| Securities issued by states & political subdivisions | $4,337,000 | 3,284 |
| Other domestic debt securities | $32,351,000 | 366 |
| Privately issued residential mortgage-backed securities | $32,101,000 | 222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,110 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $4,710,000 | 492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $81,640,000 | 647 |
| Certificates of participation in pools of residential mortgages | $15,819,000 | 1,580 |
| Issued or guaranteed by U.S. | $15,819,000 | 1,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $65,821,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $33,720,000 | 395 |
| Privately issued | $32,101,000 | 211 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $116,633,000 | 892 |
| Total debt securities | $111,924,000 | 1,081 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $120,404,000 | 1,043 |
| U.S. Government securities | $79,370,000 | 1,146 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $79,370,000 | 1,111 |
| Securities issued by states & political subdivisions | $4,416,000 | 3,272 |
| Other domestic debt securities | $34,444,000 | 359 |
| Privately issued residential mortgage-backed securities | $34,194,000 | 215 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,215 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,174,000 | 774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $87,680,000 | 609 |
| Certificates of participation in pools of residential mortgages | $16,633,000 | 1,544 |
| Issued or guaranteed by U.S. | $16,633,000 | 1,535 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $71,047,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $36,853,000 | 381 |
| Privately issued | $34,194,000 | 204 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $120,404,000 | 869 |
| Total debt securities | $118,230,000 | 1,037 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $124,260,000 | 1,007 |
| U.S. Government securities | $81,822,000 | 1,107 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $81,822,000 | 1,068 |
| Securities issued by states & political subdivisions | $4,427,000 | 3,266 |
| Other domestic debt securities | $35,707,000 | 362 |
| Privately issued residential mortgage-backed securities | $35,707,000 | 213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,304,000 | 767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $91,579,000 | 599 |
| Certificates of participation in pools of residential mortgages | $17,141,000 | 1,528 |
| Issued or guaranteed by U.S. | $17,141,000 | 1,516 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $74,438,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $38,731,000 | 360 |
| Privately issued | $35,707,000 | 203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $124,260,000 | 841 |
| Total debt securities | $121,961,000 | 1,002 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $129,598,000 | 948 |
| U.S. Government securities | $125,747,000 | 736 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $125,747,000 | 710 |
| Securities issued by states & political subdivisions | $3,132,000 | 3,778 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $719,000 | 1,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $47,922,000 | 989 |
| Certificates of participation in pools of residential mortgages | $5,242,000 | 3,080 |
| Issued or guaranteed by U.S. | $5,242,000 | 3,066 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $42,680,000 | 433 |
| CMOs issued by government agencies or sponsored agencies | $42,680,000 | 343 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $129,598,000 | 798 |
| Total debt securities | $128,878,000 | 930 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $85,527,000 | 1,437 |
| U.S. Government securities | $79,831,000 | 1,127 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $79,831,000 | 1,084 |
| Securities issued by states & political subdivisions | $4,160,000 | 3,337 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,536,000 | 945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $53,445,000 | 923 |
| Certificates of participation in pools of residential mortgages | $5,641,000 | 3,041 |
| Issued or guaranteed by U.S. | $5,641,000 | 3,028 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $47,804,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $47,804,000 | 327 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $85,527,000 | 1,229 |
| Total debt securities | $83,991,000 | 1,427 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $88,011,000 | 1,428 |
| U.S. Government securities | $82,903,000 | 1,113 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $82,903,000 | 1,070 |
| Securities issued by states & political subdivisions | $4,375,000 | 3,244 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $733,000 | 1,309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $55,748,000 | 927 |
| Certificates of participation in pools of residential mortgages | $5,966,000 | 3,052 |
| Issued or guaranteed by U.S. | $5,966,000 | 3,040 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $49,782,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $49,782,000 | 326 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $88,011,000 | 1,216 |
| Total debt securities | $87,278,000 | 1,399 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $92,770,000 | 1,370 |
| U.S. Government securities | $87,314,000 | 1,084 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $87,314,000 | 1,041 |
| Securities issued by states & political subdivisions | $4,415,000 | 3,255 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,041,000 | 1,169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $59,753,000 | 896 |
| Certificates of participation in pools of residential mortgages | $6,254,000 | 3,000 |
| Issued or guaranteed by U.S. | $6,254,000 | 2,990 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $53,499,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $53,499,000 | 322 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $92,770,000 | 1,177 |
| Total debt securities | $91,729,000 | 1,347 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $103,405,000 | 1,238 |
| U.S. Government securities | $97,718,000 | 968 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $97,718,000 | 929 |
| Securities issued by states & political subdivisions | $5,400,000 | 2,956 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $287,000 | 1,648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $67,070,000 | 821 |
| Certificates of participation in pools of residential mortgages | $6,609,000 | 2,969 |
| Issued or guaranteed by U.S. | $6,609,000 | 2,964 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $60,461,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $60,461,000 | 302 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $103,405,000 | 1,048 |
| Total debt securities | $103,118,000 | 1,200 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $99,851,000 | 1,312 |
| U.S. Government securities | $95,282,000 | 1,018 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $95,282,000 | 973 |
| Securities issued by states & political subdivisions | $4,268,000 | 3,314 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $301,000 | 1,680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $77,819,000 | 755 |
| Certificates of participation in pools of residential mortgages | $12,212,000 | 2,127 |
| Issued or guaranteed by U.S. | $12,212,000 | 2,118 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $65,607,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $65,607,000 | 293 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $99,851,000 | 1,105 |
| Total debt securities | $99,550,000 | 1,282 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $108,986,000 | 1,203 |
| U.S. Government securities | $100,092,000 | 956 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $100,092,000 | 918 |
| Securities issued by states & political subdivisions | $3,452,000 | 3,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $5,442,000 | 608 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $93,093,000 | 678 |
| Certificates of participation in pools of residential mortgages | $13,570,000 | 2,018 |
| Issued or guaranteed by U.S. | $13,570,000 | 2,009 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $79,523,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $79,523,000 | 274 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $108,986,000 | 1,027 |
| Total debt securities | $103,544,000 | 1,231 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $105,273,000 | 1,296 |
| U.S. Government securities | $96,721,000 | 1,029 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $96,721,000 | 989 |
| Securities issued by states & political subdivisions | $3,369,000 | 3,716 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $5,183,000 | 614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $92,813,000 | 688 |
| Certificates of participation in pools of residential mortgages | $13,929,000 | 1,991 |
| Issued or guaranteed by U.S. | $13,929,000 | 1,977 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $78,884,000 | 340 |
| CMOs issued by government agencies or sponsored agencies | $78,884,000 | 300 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $105,273,000 | 1,104 |
| Total debt securities | $100,090,000 | 1,317 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $106,773,000 | 1,245 |
| U.S. Government securities | $89,417,000 | 1,097 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $89,417,000 | 1,047 |
| Securities issued by states & political subdivisions | $3,311,000 | 3,713 |
| Other domestic debt securities | $5,062,000 | 1,333 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,062,000 | 1,097 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $8,983,000 | 464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $86,377,000 | 722 |
| Certificates of participation in pools of residential mortgages | $15,849,000 | 1,817 |
| Issued or guaranteed by U.S. | $15,849,000 | 1,809 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $70,528,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $70,528,000 | 322 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $106,773,000 | 1,066 |
| Total debt securities | $97,790,000 | 1,312 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $108,397,000 | 1,215 |
| U.S. Government securities | $80,842,000 | 1,160 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $80,842,000 | 1,115 |
| Securities issued by states & political subdivisions | $4,515,000 | 3,204 |
| Other domestic debt securities | $5,096,000 | 1,377 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,096,000 | 1,118 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $17,944,000 | 266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $75,757,000 | 781 |
| Certificates of participation in pools of residential mortgages | $14,059,000 | 1,938 |
| Issued or guaranteed by U.S. | $14,059,000 | 1,929 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $61,698,000 | 418 |
| CMOs issued by government agencies or sponsored agencies | $61,698,000 | 373 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $108,397,000 | 1,036 |
| Total debt securities | $90,453,000 | 1,365 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $69,387,000 | 1,765 |
| U.S. Government securities | $51,868,000 | 1,708 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $51,868,000 | 1,637 |
| Securities issued by states & political subdivisions | $4,892,000 | 2,994 |
| Other domestic debt securities | $4,998,000 | 1,396 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,998,000 | 1,140 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $7,629,000 | 530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $37,842,000 | 1,290 |
| Certificates of participation in pools of residential mortgages | $10,697,000 | 2,276 |
| Issued or guaranteed by U.S. | $10,697,000 | 2,264 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $27,145,000 | 698 |
| CMOs issued by government agencies or sponsored agencies | $27,145,000 | 643 |
| Privately issued | $0 | 1,231 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $69,387,000 | 1,512 |
| Total debt securities | $61,758,000 | 1,899 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $65,137,000 | 1,848 |
| U.S. Government securities | $47,859,000 | 1,818 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $47,859,000 | 1,741 |
| Securities issued by states & political subdivisions | $4,863,000 | 2,970 |
| Other domestic debt securities | $6,308,000 | 1,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,308,000 | 987 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $6,107,000 | 606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $29,776,000 | 1,504 |
| Certificates of participation in pools of residential mortgages | $10,901,000 | 2,232 |
| Issued or guaranteed by U.S. | $10,901,000 | 2,218 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $18,875,000 | 861 |
| CMOs issued by government agencies or sponsored agencies | $18,875,000 | 799 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $65,137,000 | 1,558 |
| Total debt securities | $59,030,000 | 1,955 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $57,801,000 | 1,936 |
| U.S. Government securities | $34,989,000 | 2,234 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $34,989,000 | 2,101 |
| Securities issued by states & political subdivisions | $4,072,000 | 3,220 |
| Other domestic debt securities | $4,997,000 | 1,433 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,997,000 | 1,149 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $13,743,000 | 313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $27,796,000 | 1,465 |
| Certificates of participation in pools of residential mortgages | $765,000 | 5,431 |
| Issued or guaranteed by U.S. | $765,000 | 5,410 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $27,031,000 | 683 |
| CMOs issued by government agencies or sponsored agencies | $27,031,000 | 616 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $57,801,000 | 1,605 |
| Total debt securities | $44,058,000 | 2,393 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $48,067,000 | 2,261 |
| U.S. Government securities | $38,690,000 | 2,073 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $38,690,000 | 1,925 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $4,000,000 | 1,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,000,000 | 1,133 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $5,377,000 | 813 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $32,704,000 | 1,058 |
| Certificates of participation in pools of residential mortgages | $972,000 | 4,829 |
| Issued or guaranteed by U.S. | $972,000 | 4,815 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $31,732,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $31,732,000 | 445 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $48,067,000 | 1,794 |
| Total debt securities | $42,690,000 | 2,431 |
| Structured notes | ||
| Amortized cost | $1,585,000 | 238 |
| Fair value | $1,578,000 | 232 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $42,076,000 | 2,667 |
| U.S. Government securities | $38,595,000 | 2,171 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $38,595,000 | 1,938 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $3,298,000 | 1,479 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,298,000 | 1,202 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $183,000 | 5,849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $33,306,000 | 1,138 |
| Certificates of participation in pools of residential mortgages | $1,191,000 | 4,846 |
| Issued or guaranteed by U.S. | $1,191,000 | 4,831 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $32,115,000 | 540 |
| CMOs issued by government agencies or sponsored agencies | $32,115,000 | 479 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $42,076,000 | 2,071 |
| Total debt securities | $41,893,000 | 2,604 |
| Structured notes | ||
| Amortized cost | $2,449,000 | 237 |
| Fair value | $2,392,000 | 231 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $57,483,000 | 2,014 |
| U.S. Government securities | $29,702,000 | 2,837 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $29,702,000 | 2,386 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $6,493,000 | 978 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,493,000 | 773 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $21,288,000 | 256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $22,600,000 | 1,573 |
| Certificates of participation in pools of residential mortgages | $2,275,000 | 4,200 |
| Issued or guaranteed by U.S. | $2,275,000 | 4,182 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $20,325,000 | 750 |
| CMOs issued by government agencies or sponsored agencies | $20,325,000 | 682 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $57,483,000 | 1,518 |
| Total debt securities | $36,195,000 | 2,998 |
| Structured notes | ||
| Amortized cost | $5,050,000 | 133 |
| Fair value | $5,072,000 | 132 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $49,349,000 | 2,317 |
| U.S. Government securities | $26,072,000 | 3,318 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $26,072,000 | 2,594 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $10,001,000 | 572 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,001,000 | 419 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $13,276,000 | 350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $7,017,000 | 3,231 |
| Certificates of participation in pools of residential mortgages | $3,272,000 | 3,618 |
| Issued or guaranteed by U.S. | $3,272,000 | 3,602 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,745,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $3,745,000 | 1,929 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $49,349,000 | 1,630 |
| Total debt securities | $36,073,000 | 3,028 |
| Structured notes | ||
| Amortized cost | $11,045,000 | 112 |
| Fair value | $11,049,000 | 114 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $33,055,000 | 3,627 |
| U.S. Government securities | $16,619,000 | 5,078 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $16,619,000 | 3,860 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $9,209,000 | 606 |
| Privately issued residential mortgage-backed securities | $147,000 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,062,000 | 419 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $7,227,000 | 555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $10,799,000 | 2,792 |
| Certificates of participation in pools of residential mortgages | $3,950,000 | 3,623 |
| Issued or guaranteed by U.S. | $3,950,000 | 3,603 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $6,849,000 | 1,593 |
| CMOs issued by government agencies or sponsored agencies | $6,702,000 | 1,523 |
| Privately issued | $147,000 | 1,174 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $33,055,000 | 2,515 |
| Total debt securities | $25,706,000 | 4,320 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $40,072,000 | 3,146 |
| U.S. Government securities | $14,472,000 | 5,836 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $14,472,000 | 4,299 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $18,533,000 | 459 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,533,000 | 308 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $7,067,000 | 540 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $14,472,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $4,664,000 | 3,411 |
| Issued or guaranteed by U.S. | $4,664,000 | 3,383 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $9,808,000 | 1,416 |
| CMOs issued by government agencies or sponsored agencies | $9,808,000 | 1,351 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $40,072,000 | 2,128 |
| Total debt securities | $32,720,000 | 3,719 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $39,045,000 | 3,361 |
| U.S. Government securities | $23,134,000 | 4,397 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $23,134,000 | 2,834 |
| Securities issued by states & political subdivisions | $100,000 | 9,046 |
| Other domestic debt securities | $10,773,000 | 714 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,773,000 | 505 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $5,038,000 | 641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $23,134,000 | 1,832 |
| Certificates of participation in pools of residential mortgages | $10,865,000 | 2,120 |
| Issued or guaranteed by U.S. | $10,865,000 | 2,102 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $12,269,000 | 1,283 |
| CMOs issued by government agencies or sponsored agencies | $12,269,000 | 1,212 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $39,045,000 | 1,465 |
| Total debt securities | $35,389,000 | 3,600 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $47,757,000 | 2,922 |
| U.S. Government securities | $21,360,000 | 4,847 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $21,360,000 | 3,121 |
| Securities issued by states & political subdivisions | $102,000 | 9,270 |
| Other domestic debt securities | $26,295,000 | 463 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,295,000 | 293 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $0 | 401 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,360,000 | 2,167 |
| Certificates of participation in pools of residential mortgages | $21,360,000 | 1,410 |
| Issued or guaranteed by U.S. | $21,360,000 | 1,389 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $47,757,000 | 2,835 |
| 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 | $44,143,000 | 3,081 |
| U.S. Government securities | $22,990,000 | 4,522 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $22,990,000 | 2,877 |
| Securities issued by states & political subdivisions | $102,000 | 9,239 |
| Other domestic debt securities | $21,051,000 | 608 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,051,000 | 402 |
| 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 | $0 | 574 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,990,000 | 2,074 |
| Certificates of participation in pools of residential mortgages | $22,990,000 | 1,353 |
| Issued or guaranteed by U.S. | $22,990,000 | 1,320 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $44,143,000 | 3,006 |
| 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 |