Home > Cenlar FSB > Securities
Cenlar FSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $521,409,000 | 421 |
| U.S. Government securities | $516,039,000 | 304 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $516,039,000 | 274 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $5,510,000 | 1,302 |
| Privately issued residential mortgage-backed securities | $5,468,000 | 362 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $42,000 | 701 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $516,507,000 | 232 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $176,025,000 | 333 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $335,014,000 | 119 |
| Privately issued | $5,468,000 | 280 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $519,954,000 | 136 |
| Available-for-sale securities (fair market value) | $1,595,000 | 4,112 |
| Total debt securities | $521,557,000 | 412 |
| 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 | $572,779,000 | 390 |
| U.S. Government securities | $567,244,000 | 282 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $567,244,000 | 254 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $5,675,000 | 1,278 |
| Privately issued residential mortgage-backed securities | $5,633,000 | 331 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $42,000 | 692 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $567,877,000 | 216 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $191,085,000 | 300 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $371,159,000 | 112 |
| Privately issued | $5,633,000 | 258 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $571,303,000 | 129 |
| Available-for-sale securities (fair market value) | $1,616,000 | 4,127 |
| Total debt securities | $572,927,000 | 383 |
| 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 | $595,192,000 | 379 |
| U.S. Government securities | $589,525,000 | 273 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $589,525,000 | 247 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $5,776,000 | 1,283 |
| Privately issued residential mortgage-backed securities | $5,733,000 | 343 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $43,000 | 677 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $590,258,000 | 209 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $199,267,000 | 302 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $385,258,000 | 111 |
| Privately issued | $5,733,000 | 263 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $593,645,000 | 122 |
| Available-for-sale securities (fair market value) | $1,656,000 | 4,156 |
| Total debt securities | $595,301,000 | 371 |
| 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 | $618,119,000 | 385 |
| U.S. Government securities | $612,146,000 | 278 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $612,146,000 | 236 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $5,973,000 | 1,314 |
| Privately issued residential mortgage-backed securities | $5,930,000 | 356 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $43,000 | 676 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,000 | 3,982 |
| Mortgage-backed securities | $613,076,000 | 217 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $207,671,000 | 303 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $399,475,000 | 112 |
| Privately issued | $5,930,000 | 271 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $616,418,000 | 126 |
| Available-for-sale securities (fair market value) | $1,701,000 | 4,218 |
| Total debt securities | $618,127,000 | 378 |
| 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 | $637,764,000 | 384 |
| U.S. Government securities | $631,590,000 | 276 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $631,590,000 | 239 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $6,174,000 | 1,321 |
| Privately issued residential mortgage-backed securities | $6,131,000 | 355 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $43,000 | 694 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $221,000 | 3,891 |
| Mortgage-backed securities | $632,721,000 | 218 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $215,029,000 | 302 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $411,561,000 | 112 |
| Privately issued | $6,131,000 | 260 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $636,021,000 | 130 |
| Available-for-sale securities (fair market value) | $1,743,000 | 4,245 |
| Total debt securities | $637,763,000 | 375 |
| 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 | $662,210,000 | 367 |
| U.S. Government securities | $655,736,000 | 270 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $655,736,000 | 238 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $6,474,000 | 1,269 |
| Privately issued residential mortgage-backed securities | $6,431,000 | 331 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $43,000 | 511 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,000 | 3,913 |
| Mortgage-backed securities | $657,167,000 | 220 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $223,504,000 | 293 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $427,232,000 | 109 |
| Privately issued | $6,431,000 | 255 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $660,358,000 | 127 |
| Available-for-sale securities (fair market value) | $1,852,000 | 4,275 |
| Total debt securities | $662,212,000 | 362 |
| 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 | $600,441,000 | 407 |
| U.S. Government securities | $593,456,000 | 297 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $593,456,000 | 259 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $6,985,000 | 1,166 |
| Privately issued residential mortgage-backed securities | $6,943,000 | 317 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $42,000 | 163 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 3,761 |
| Mortgage-backed securities | $595,399,000 | 243 |
| Certificates of participation in pools of residential mortgages | $151,192,000 | 397 |
| Issued or guaranteed by U.S. | $151,192,000 | 394 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $444,207,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $437,264,000 | 110 |
| Privately issued | $6,943,000 | 243 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $598,500,000 | 125 |
| Available-for-sale securities (fair market value) | $1,941,000 | 4,304 |
| Total debt securities | $600,441,000 | 401 |
| 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 | $633,500,000 | 391 |
| U.S. Government securities | $626,176,000 | 284 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $626,176,000 | 252 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $7,324,000 | 1,127 |
| Privately issued residential mortgage-backed securities | $7,282,000 | 298 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $42,000 | 165 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,099,000 | 3,751 |
| Mortgage-backed securities | $628,458,000 | 233 |
| Certificates of participation in pools of residential mortgages | $158,275,000 | 394 |
| Issued or guaranteed by U.S. | $158,275,000 | 392 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $470,183,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $462,901,000 | 108 |
| Privately issued | $7,282,000 | 228 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $631,375,000 | 110 |
| Available-for-sale securities (fair market value) | $2,125,000 | 4,296 |
| Total debt securities | $633,499,000 | 383 |
| 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 | $660,625,000 | 374 |
| U.S. Government securities | $652,948,000 | 269 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $652,948,000 | 247 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $7,677,000 | 1,071 |
| Privately issued residential mortgage-backed securities | $7,636,000 | 262 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $41,000 | 169 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,087,000 | 3,783 |
| Mortgage-backed securities | $655,584,000 | 225 |
| Certificates of participation in pools of residential mortgages | $178,240,000 | 356 |
| Issued or guaranteed by U.S. | $178,240,000 | 355 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $477,344,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $469,708,000 | 111 |
| Privately issued | $7,636,000 | 182 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $656,448,000 | 89 |
| Available-for-sale securities (fair market value) | $4,177,000 | 4,208 |
| Total debt securities | $660,623,000 | 367 |
| 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 | $686,220,000 | 350 |
| U.S. Government securities | $678,165,000 | 259 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $678,165,000 | 238 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $8,055,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $8,015,000 | 230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $40,000 | 169 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,247,000 | 3,781 |
| Mortgage-backed securities | $681,180,000 | 218 |
| Certificates of participation in pools of residential mortgages | $176,542,000 | 361 |
| Issued or guaranteed by U.S. | $176,542,000 | 360 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $504,638,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $496,623,000 | 106 |
| Privately issued | $8,015,000 | 154 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $681,752,000 | 84 |
| Available-for-sale securities (fair market value) | $4,468,000 | 4,220 |
| Total debt securities | $686,219,000 | 346 |
| 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 | $545,147,000 | 398 |
| U.S. Government securities | $536,615,000 | 286 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $536,615,000 | 271 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $8,532,000 | 947 |
| Privately issued residential mortgage-backed securities | $8,492,000 | 222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $40,000 | 162 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,228,000 | 3,809 |
| Mortgage-backed securities | $540,107,000 | 243 |
| Certificates of participation in pools of residential mortgages | $110,510,000 | 496 |
| Issued or guaranteed by U.S. | $110,510,000 | 489 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $429,597,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $421,105,000 | 118 |
| Privately issued | $8,492,000 | 145 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $540,319,000 | 86 |
| Available-for-sale securities (fair market value) | $4,828,000 | 4,208 |
| Total debt securities | $545,147,000 | 393 |
| 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 | $503,633,000 | 394 |
| U.S. Government securities | $494,312,000 | 284 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $494,312,000 | 272 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $9,321,000 | 866 |
| Privately issued residential mortgage-backed securities | $9,282,000 | 213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $39,000 | 154 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,707,000 | 3,696 |
| Mortgage-backed securities | $498,594,000 | 243 |
| Certificates of participation in pools of residential mortgages | $67,141,000 | 682 |
| Issued or guaranteed by U.S. | $67,141,000 | 665 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $431,453,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $422,171,000 | 113 |
| Privately issued | $9,282,000 | 128 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $498,345,000 | 85 |
| Available-for-sale securities (fair market value) | $5,288,000 | 4,143 |
| Total debt securities | $503,642,000 | 389 |
| 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 | $539,719,000 | 342 |
| U.S. Government securities | $529,761,000 | 250 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $529,761,000 | 241 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $9,958,000 | 797 |
| Privately issued residential mortgage-backed securities | $9,919,000 | 185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $39,000 | 152 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,133,000 | 3,603 |
| Mortgage-backed securities | $534,680,000 | 216 |
| Certificates of participation in pools of residential mortgages | $63,228,000 | 656 |
| Issued or guaranteed by U.S. | $63,228,000 | 645 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $471,452,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $461,533,000 | 103 |
| Privately issued | $9,919,000 | 123 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $533,847,000 | 75 |
| Available-for-sale securities (fair market value) | $5,872,000 | 4,089 |
| Total debt securities | $539,720,000 | 338 |
| 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 | $559,129,000 | 314 |
| U.S. Government securities | $548,372,000 | 237 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $548,372,000 | 229 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $10,757,000 | 722 |
| Privately issued residential mortgage-backed securities | $10,719,000 | 180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $38,000 | 148 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,908,000 | 3,493 |
| Mortgage-backed securities | $554,091,000 | 204 |
| Certificates of participation in pools of residential mortgages | $70,832,000 | 553 |
| Issued or guaranteed by U.S. | $70,832,000 | 541 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $483,259,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $472,540,000 | 101 |
| Privately issued | $10,719,000 | 118 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $552,774,000 | 69 |
| Available-for-sale securities (fair market value) | $6,355,000 | 4,031 |
| Total debt securities | $559,129,000 | 311 |
| 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 | $509,514,000 | 330 |
| U.S. Government securities | $498,042,000 | 252 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $498,042,000 | 236 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $11,472,000 | 658 |
| Privately issued residential mortgage-backed securities | $11,435,000 | 157 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $37,000 | 151 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,156,000 | 3,474 |
| Mortgage-backed securities | $504,477,000 | 211 |
| Certificates of participation in pools of residential mortgages | $67,071,000 | 569 |
| Issued or guaranteed by U.S. | $67,071,000 | 557 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $437,406,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $425,971,000 | 110 |
| Privately issued | $11,435,000 | 106 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $502,818,000 | 71 |
| Available-for-sale securities (fair market value) | $6,696,000 | 4,018 |
| Total debt securities | $509,514,000 | 327 |
| 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 | $542,569,000 | 312 |
| U.S. Government securities | $530,430,000 | 239 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $530,430,000 | 227 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $12,139,000 | 618 |
| Privately issued residential mortgage-backed securities | $12,071,000 | 158 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $68,000 | 150 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,304,000 | 3,457 |
| Mortgage-backed securities | $537,501,000 | 207 |
| Certificates of participation in pools of residential mortgages | $72,653,000 | 540 |
| Issued or guaranteed by U.S. | $72,653,000 | 524 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $464,848,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $452,777,000 | 105 |
| Privately issued | $12,071,000 | 103 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $535,574,000 | 74 |
| Available-for-sale securities (fair market value) | $6,995,000 | 4,026 |
| Total debt securities | $542,569,000 | 308 |
| 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 | $519,803,000 | 315 |
| U.S. Government securities | $506,988,000 | 248 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $506,988,000 | 237 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $12,815,000 | 570 |
| Privately issued residential mortgage-backed securities | $12,747,000 | 147 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $68,000 | 154 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,566,000 | 3,673 |
| Mortgage-backed securities | $514,735,000 | 213 |
| Certificates of participation in pools of residential mortgages | $78,477,000 | 487 |
| Issued or guaranteed by U.S. | $78,477,000 | 475 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $436,258,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $423,511,000 | 113 |
| Privately issued | $12,747,000 | 100 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $512,197,000 | 76 |
| Available-for-sale securities (fair market value) | $7,606,000 | 4,029 |
| Total debt securities | $519,803,000 | 309 |
| 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 | $549,577,000 | 302 |
| U.S. Government securities | $536,094,000 | 241 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $536,094,000 | 226 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $13,483,000 | 545 |
| Privately issued residential mortgage-backed securities | $13,414,000 | 138 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $69,000 | 149 |
| Other domestic debt securities - All other | $0 | 1,498 |
| 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 | $2,599,000 | 3,732 |
| Mortgage-backed securities | $544,508,000 | 201 |
| Certificates of participation in pools of residential mortgages | $85,867,000 | 449 |
| Issued or guaranteed by U.S. | $85,867,000 | 436 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $458,641,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $445,227,000 | 108 |
| Privately issued | $13,414,000 | 91 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $541,468,000 | 81 |
| Available-for-sale securities (fair market value) | $8,109,000 | 4,056 |
| Total debt securities | $549,577,000 | 298 |
| 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 | $559,132,000 | 301 |
| U.S. Government securities | $544,741,000 | 245 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $544,741,000 | 229 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $14,391,000 | 509 |
| Privately issued residential mortgage-backed securities | $14,322,000 | 115 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $69,000 | 147 |
| Other domestic debt securities - All other | $0 | 1,516 |
| 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 | $1,596,000 | 4,000 |
| Mortgage-backed securities | $554,063,000 | 199 |
| Certificates of participation in pools of residential mortgages | $91,803,000 | 433 |
| Issued or guaranteed by U.S. | $91,803,000 | 431 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $462,260,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $447,938,000 | 108 |
| Privately issued | $14,322,000 | 91 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $550,529,000 | 82 |
| Available-for-sale securities (fair market value) | $8,603,000 | 4,062 |
| Total debt securities | $559,131,000 | 296 |
| 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 | $580,341,000 | 292 |
| U.S. Government securities | $565,299,000 | 235 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $565,299,000 | 220 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $15,042,000 | 495 |
| Privately issued residential mortgage-backed securities | $14,971,000 | 113 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $71,000 | 149 |
| Other domestic debt securities - All other | $0 | 1,527 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $575,270,000 | 192 |
| Certificates of participation in pools of residential mortgages | $98,381,000 | 416 |
| Issued or guaranteed by U.S. | $98,381,000 | 415 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $476,889,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $461,918,000 | 103 |
| Privately issued | $14,971,000 | 87 |
| 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) | $571,228,000 | 81 |
| Available-for-sale securities (fair market value) | $9,113,000 | 4,053 |
| Total debt securities | $580,339,000 | 286 |
| 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 | $568,997,000 | 294 |
| U.S. Government securities | $553,177,000 | 240 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $553,177,000 | 224 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $15,820,000 | 465 |
| Privately issued residential mortgage-backed securities | $15,750,000 | 101 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $70,000 | 149 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $563,927,000 | 192 |
| Certificates of participation in pools of residential mortgages | $103,810,000 | 401 |
| Issued or guaranteed by U.S. | $103,810,000 | 398 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $460,117,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $444,367,000 | 103 |
| Privately issued | $15,750,000 | 86 |
| 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) | $559,261,000 | 82 |
| Available-for-sale securities (fair market value) | $9,736,000 | 4,043 |
| Total debt securities | $568,996,000 | 290 |
| 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 | $595,171,000 | 281 |
| U.S. Government securities | $578,226,000 | 227 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $578,226,000 | 211 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $16,945,000 | 430 |
| Privately issued residential mortgage-backed securities | $16,650,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $295,000 | 151 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $589,876,000 | 187 |
| Certificates of participation in pools of residential mortgages | $109,221,000 | 379 |
| Issued or guaranteed by U.S. | $109,221,000 | 378 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $480,655,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $464,005,000 | 98 |
| Privately issued | $16,650,000 | 82 |
| 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) | $584,803,000 | 81 |
| Available-for-sale securities (fair market value) | $10,368,000 | 4,038 |
| Total debt securities | $595,171,000 | 276 |
| 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 | $589,028,000 | 281 |
| U.S. Government securities | $571,002,000 | 233 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $571,002,000 | 219 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $18,026,000 | 456 |
| Privately issued residential mortgage-backed securities | $17,734,000 | 136 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $292,000 | 163 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $583,736,000 | 188 |
| Certificates of participation in pools of residential mortgages | $116,848,000 | 361 |
| Issued or guaranteed by U.S. | $116,848,000 | 358 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $466,888,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $449,154,000 | 100 |
| Privately issued | $17,734,000 | 80 |
| 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) | $578,084,000 | 78 |
| Available-for-sale securities (fair market value) | $10,944,000 | 4,050 |
| Total debt securities | $589,028,000 | 275 |
| 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 | $605,923,000 | 272 |
| U.S. Government securities | $587,205,000 | 223 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $587,205,000 | 214 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $18,718,000 | 391 |
| Privately issued residential mortgage-backed securities | $18,424,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $294,000 | 171 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $600,629,000 | 184 |
| Certificates of participation in pools of residential mortgages | $123,880,000 | 358 |
| Issued or guaranteed by U.S. | $123,880,000 | 357 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $476,749,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $458,325,000 | 96 |
| Privately issued | $18,424,000 | 80 |
| 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) | $594,456,000 | 76 |
| Available-for-sale securities (fair market value) | $11,467,000 | 4,053 |
| Total debt securities | $605,924,000 | 266 |
| 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 | $582,401,000 | 280 |
| U.S. Government securities | $562,877,000 | 222 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $562,877,000 | 214 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $19,524,000 | 385 |
| Privately issued residential mortgage-backed securities | $19,233,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $291,000 | 182 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $545,000 | 4,640 |
| Mortgage-backed securities | $577,110,000 | 182 |
| Certificates of participation in pools of residential mortgages | $130,417,000 | 335 |
| Issued or guaranteed by U.S. | $130,417,000 | 334 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $446,693,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $427,460,000 | 98 |
| Privately issued | $19,233,000 | 87 |
| 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) | $570,384,000 | 78 |
| Available-for-sale securities (fair market value) | $12,017,000 | 4,045 |
| Total debt securities | $582,402,000 | 274 |
| 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 | $597,709,000 | 273 |
| U.S. Government securities | $577,326,000 | 221 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $577,326,000 | 212 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $20,383,000 | 380 |
| Privately issued residential mortgage-backed securities | $20,094,000 | 86 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $289,000 | 194 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,834,000 | 4,076 |
| Mortgage-backed securities | $592,420,000 | 180 |
| Certificates of participation in pools of residential mortgages | $127,601,000 | 342 |
| Issued or guaranteed by U.S. | $127,601,000 | 341 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $464,819,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $444,725,000 | 90 |
| Privately issued | $20,094,000 | 81 |
| 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) | $584,851,000 | 78 |
| Available-for-sale securities (fair market value) | $12,858,000 | 4,023 |
| Total debt securities | $597,709,000 | 267 |
| 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 | $575,545,000 | 285 |
| U.S. Government securities | $554,104,000 | 228 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $554,104,000 | 222 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $21,441,000 | 385 |
| Privately issued residential mortgage-backed securities | $21,155,000 | 87 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $286,000 | 200 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,349,000 | 3,975 |
| Mortgage-backed securities | $570,259,000 | 188 |
| Certificates of participation in pools of residential mortgages | $137,869,000 | 324 |
| Issued or guaranteed by U.S. | $137,869,000 | 323 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $432,390,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $411,235,000 | 97 |
| Privately issued | $21,155,000 | 84 |
| 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) | $561,866,000 | 82 |
| Available-for-sale securities (fair market value) | $13,679,000 | 3,993 |
| Total debt securities | $575,545,000 | 277 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $555,008,000 | 293 |
| U.S. Government securities | $532,208,000 | 238 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $532,208,000 | 230 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $22,800,000 | 383 |
| Privately issued residential mortgage-backed securities | $22,514,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $286,000 | 203 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,528,000 | 4,213 |
| Mortgage-backed securities | $554,722,000 | 190 |
| Certificates of participation in pools of residential mortgages | $142,584,000 | 316 |
| Issued or guaranteed by U.S. | $142,584,000 | 315 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $412,138,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $389,624,000 | 103 |
| Privately issued | $22,514,000 | 82 |
| 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) | $540,350,000 | 90 |
| Available-for-sale securities (fair market value) | $14,658,000 | 3,949 |
| Total debt securities | $555,008,000 | 288 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $601,695,000 | 269 |
| U.S. Government securities | $577,179,000 | 219 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $577,179,000 | 211 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $24,516,000 | 352 |
| Privately issued residential mortgage-backed securities | $24,234,000 | 84 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $282,000 | 208 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,228,000 | 4,334 |
| Mortgage-backed securities | $601,413,000 | 179 |
| Certificates of participation in pools of residential mortgages | $155,008,000 | 290 |
| Issued or guaranteed by U.S. | $155,008,000 | 289 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $446,405,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $422,171,000 | 96 |
| Privately issued | $24,234,000 | 81 |
| 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) | $585,902,000 | 88 |
| Available-for-sale securities (fair market value) | $15,793,000 | 3,860 |
| Total debt securities | $601,695,000 | 262 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $644,806,000 | 255 |
| U.S. Government securities | $618,992,000 | 200 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $618,992,000 | 192 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $25,814,000 | 335 |
| Privately issued residential mortgage-backed securities | $25,533,000 | 87 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $281,000 | 210 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,811,000 | 4,005 |
| Mortgage-backed securities | $644,525,000 | 168 |
| Certificates of participation in pools of residential mortgages | $166,255,000 | 269 |
| Issued or guaranteed by U.S. | $166,255,000 | 267 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $478,270,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $452,737,000 | 92 |
| Privately issued | $25,533,000 | 84 |
| 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) | $628,000,000 | 82 |
| Available-for-sale securities (fair market value) | $16,806,000 | 3,783 |
| Total debt securities | $644,807,000 | 248 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $663,227,000 | 249 |
| U.S. Government securities | $636,132,000 | 199 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $636,132,000 | 190 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $27,095,000 | 332 |
| Privately issued residential mortgage-backed securities | $26,819,000 | 87 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $276,000 | 219 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,901,000 | 436 |
| Mortgage-backed securities | $662,951,000 | 163 |
| Certificates of participation in pools of residential mortgages | $177,160,000 | 263 |
| Issued or guaranteed by U.S. | $177,160,000 | 262 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $485,791,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $458,972,000 | 95 |
| Privately issued | $26,819,000 | 82 |
| 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) | $645,453,000 | 82 |
| Available-for-sale securities (fair market value) | $17,774,000 | 3,764 |
| Total debt securities | $663,227,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $617,103,000 | 263 |
| U.S. Government securities | $588,002,000 | 208 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $588,002,000 | 203 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $29,101,000 | 315 |
| Privately issued residential mortgage-backed securities | $28,827,000 | 82 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $274,000 | 216 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,262,000 | 428 |
| Mortgage-backed securities | $616,829,000 | 173 |
| Certificates of participation in pools of residential mortgages | $176,170,000 | 260 |
| Issued or guaranteed by U.S. | $176,170,000 | 259 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $440,659,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $411,832,000 | 106 |
| Privately issued | $28,827,000 | 80 |
| 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) | $598,474,000 | 89 |
| Available-for-sale securities (fair market value) | $18,629,000 | 3,755 |
| Total debt securities | $617,103,000 | 256 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $605,541,000 | 265 |
| U.S. Government securities | $574,587,000 | 211 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $574,587,000 | 204 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $30,954,000 | 300 |
| Privately issued residential mortgage-backed securities | $30,685,000 | 75 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $269,000 | 215 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $170,094,000 | 400 |
| Mortgage-backed securities | $605,272,000 | 172 |
| Certificates of participation in pools of residential mortgages | $162,768,000 | 277 |
| Issued or guaranteed by U.S. | $162,768,000 | 276 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $442,504,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $411,819,000 | 103 |
| Privately issued | $30,685,000 | 72 |
| 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) | $585,888,000 | 90 |
| Available-for-sale securities (fair market value) | $19,653,000 | 3,721 |
| Total debt securities | $605,541,000 | 259 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $573,919,000 | 282 |
| U.S. Government securities | $541,163,000 | 220 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $541,163,000 | 213 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $32,756,000 | 286 |
| Privately issued residential mortgage-backed securities | $32,447,000 | 75 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $309,000 | 209 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,371,000 | 554 |
| Mortgage-backed securities | $573,610,000 | 178 |
| Certificates of participation in pools of residential mortgages | $127,848,000 | 337 |
| Issued or guaranteed by U.S. | $127,848,000 | 336 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $445,762,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $413,315,000 | 101 |
| Privately issued | $32,447,000 | 73 |
| 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) | $552,966,000 | 91 |
| Available-for-sale securities (fair market value) | $20,953,000 | 3,691 |
| Total debt securities | $573,917,000 | 274 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $612,445,000 | 269 |
| U.S. Government securities | $577,649,000 | 210 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $577,649,000 | 205 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $34,796,000 | 272 |
| Privately issued residential mortgage-backed securities | $34,426,000 | 75 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $370,000 | 212 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $121,016,000 | 542 |
| Mortgage-backed securities | $612,075,000 | 165 |
| Certificates of participation in pools of residential mortgages | $136,349,000 | 326 |
| Issued or guaranteed by U.S. | $136,349,000 | 325 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $475,726,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $441,300,000 | 101 |
| Privately issued | $34,426,000 | 73 |
| 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) | $590,163,000 | 82 |
| Available-for-sale securities (fair market value) | $22,282,000 | 3,684 |
| Total debt securities | $612,445,000 | 264 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $601,066,000 | 268 |
| U.S. Government securities | $564,262,000 | 212 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $564,262,000 | 208 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $36,804,000 | 263 |
| Privately issued residential mortgage-backed securities | $36,429,000 | 70 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $375,000 | 204 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,225,000 | 522 |
| Mortgage-backed securities | $600,691,000 | 168 |
| Certificates of participation in pools of residential mortgages | $114,152,000 | 369 |
| Issued or guaranteed by U.S. | $114,152,000 | 368 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $486,539,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $450,110,000 | 100 |
| Privately issued | $36,429,000 | 67 |
| 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) | $577,582,000 | 83 |
| Available-for-sale securities (fair market value) | $23,484,000 | 3,621 |
| Total debt securities | $601,065,000 | 261 |
| 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 | $591,850,000 | 263 |
| U.S. Government securities | $553,658,000 | 217 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $553,658,000 | 214 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $38,192,000 | 254 |
| Privately issued residential mortgage-backed securities | $37,637,000 | 69 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $555,000 | 187 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,421,000 | 505 |
| Mortgage-backed securities | $591,295,000 | 170 |
| Certificates of participation in pools of residential mortgages | $105,993,000 | 411 |
| Issued or guaranteed by U.S. | $105,993,000 | 410 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $485,302,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $447,665,000 | 99 |
| Privately issued | $37,637,000 | 65 |
| 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) | $567,263,000 | 85 |
| Available-for-sale securities (fair market value) | $24,587,000 | 3,572 |
| Total debt securities | $591,849,000 | 257 |
| 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 | $600,196,000 | 258 |
| U.S. Government securities | $560,426,000 | 210 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $560,426,000 | 207 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $39,770,000 | 249 |
| Privately issued residential mortgage-backed securities | $39,218,000 | 64 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $552,000 | 198 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,880,000 | 475 |
| Mortgage-backed securities | $599,644,000 | 165 |
| Certificates of participation in pools of residential mortgages | $119,113,000 | 373 |
| Issued or guaranteed by U.S. | $119,113,000 | 373 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $480,531,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $441,313,000 | 98 |
| Privately issued | $39,218,000 | 62 |
| 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) | $574,592,000 | 81 |
| Available-for-sale securities (fair market value) | $25,604,000 | 3,592 |
| Total debt securities | $600,197,000 | 252 |
| 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 | $583,507,000 | 263 |
| U.S. Government securities | $541,642,000 | 215 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $541,642,000 | 212 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $41,865,000 | 248 |
| Privately issued residential mortgage-backed securities | $41,119,000 | 63 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $746,000 | 184 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,001,000 | 450 |
| Mortgage-backed securities | $582,761,000 | 170 |
| Certificates of participation in pools of residential mortgages | $125,795,000 | 352 |
| Issued or guaranteed by U.S. | $125,795,000 | 352 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $456,966,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $415,847,000 | 103 |
| Privately issued | $41,119,000 | 61 |
| 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) | $556,592,000 | 84 |
| Available-for-sale securities (fair market value) | $26,915,000 | 3,544 |
| Total debt securities | $583,507,000 | 258 |
| 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 | $591,173,000 | 258 |
| U.S. Government securities | $547,276,000 | 207 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $547,276,000 | 204 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $43,897,000 | 246 |
| Privately issued residential mortgage-backed securities | $43,155,000 | 61 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $742,000 | 187 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,916,000 | 434 |
| Mortgage-backed securities | $590,431,000 | 170 |
| Certificates of participation in pools of residential mortgages | $123,712,000 | 353 |
| Issued or guaranteed by U.S. | $123,712,000 | 353 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $466,719,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $423,564,000 | 103 |
| Privately issued | $43,155,000 | 59 |
| 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) | $563,077,000 | 78 |
| Available-for-sale securities (fair market value) | $28,096,000 | 3,505 |
| Total debt securities | $591,172,000 | 253 |
| 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 | $582,896,000 | 260 |
| U.S. Government securities | $536,826,000 | 212 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $536,826,000 | 207 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $46,070,000 | 249 |
| Privately issued residential mortgage-backed securities | $45,082,000 | 61 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $988,000 | 180 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,881,000 | 418 |
| Mortgage-backed securities | $581,908,000 | 173 |
| Certificates of participation in pools of residential mortgages | $122,777,000 | 360 |
| Issued or guaranteed by U.S. | $122,777,000 | 360 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $459,131,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $414,049,000 | 105 |
| Privately issued | $45,082,000 | 59 |
| 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) | $553,663,000 | 77 |
| Available-for-sale securities (fair market value) | $29,233,000 | 3,433 |
| Total debt securities | $582,895,000 | 254 |
| 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 | $558,203,000 | 276 |
| U.S. Government securities | $509,781,000 | 222 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $509,781,000 | 215 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $48,422,000 | 252 |
| Privately issued residential mortgage-backed securities | $47,428,000 | 59 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $994,000 | 192 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,503,000 | 400 |
| Mortgage-backed securities | $557,209,000 | 170 |
| Certificates of participation in pools of residential mortgages | $117,010,000 | 377 |
| Issued or guaranteed by U.S. | $117,010,000 | 376 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $440,199,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $392,771,000 | 102 |
| Privately issued | $47,428,000 | 56 |
| 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) | $536,443,000 | 69 |
| Available-for-sale securities (fair market value) | $21,760,000 | 3,987 |
| Total debt securities | $558,204,000 | 269 |
| 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 | $543,637,000 | 278 |
| U.S. Government securities | $491,133,000 | 233 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $491,133,000 | 229 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $52,504,000 | 233 |
| Privately issued residential mortgage-backed securities | $51,468,000 | 61 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $1,036,000 | 182 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,373,000 | 381 |
| Mortgage-backed securities | $542,601,000 | 178 |
| Certificates of participation in pools of residential mortgages | $86,345,000 | 527 |
| Issued or guaranteed by U.S. | $86,345,000 | 524 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $456,256,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $404,788,000 | 102 |
| Privately issued | $51,468,000 | 58 |
| 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) | $520,728,000 | 63 |
| Available-for-sale securities (fair market value) | $22,909,000 | 3,903 |
| Total debt securities | $543,637,000 | 273 |
| 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 | $542,346,000 | 287 |
| U.S. Government securities | $484,361,000 | 237 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $484,361,000 | 232 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $57,985,000 | 211 |
| Privately issued residential mortgage-backed securities | $56,949,000 | 57 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $1,036,000 | 179 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,668,000 | 374 |
| Mortgage-backed securities | $541,310,000 | 178 |
| Certificates of participation in pools of residential mortgages | $69,208,000 | 657 |
| Issued or guaranteed by U.S. | $69,208,000 | 656 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $472,102,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $415,153,000 | 102 |
| Privately issued | $56,949,000 | 54 |
| 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) | $542,346,000 | 58 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $542,347,000 | 280 |
| 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 | $551,915,000 | 279 |
| U.S. Government securities | $490,334,000 | 231 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $490,334,000 | 228 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $61,581,000 | 200 |
| Privately issued residential mortgage-backed securities | $60,334,000 | 62 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $1,247,000 | 162 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $356,477,000 | 205 |
| Mortgage-backed securities | $550,668,000 | 176 |
| Certificates of participation in pools of residential mortgages | $66,013,000 | 665 |
| Issued or guaranteed by U.S. | $66,013,000 | 663 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $484,655,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $424,321,000 | 105 |
| Privately issued | $60,334,000 | 58 |
| 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) | $551,915,000 | 57 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $551,915,000 | 274 |
| 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 | $521,392,000 | 297 |
| U.S. Government securities | $456,126,000 | 253 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $456,126,000 | 249 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $65,266,000 | 195 |
| Privately issued residential mortgage-backed securities | $64,009,000 | 64 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $1,257,000 | 164 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $280,479,000 | 251 |
| Mortgage-backed securities | $520,135,000 | 187 |
| Certificates of participation in pools of residential mortgages | $65,639,000 | 699 |
| Issued or guaranteed by U.S. | $65,639,000 | 699 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $454,496,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $390,487,000 | 111 |
| Privately issued | $64,009,000 | 61 |
| 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) | $521,392,000 | 59 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $521,392,000 | 291 |
| 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 | $519,887,000 | 301 |
| U.S. Government securities | $450,858,000 | 260 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $450,858,000 | 251 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $69,029,000 | 188 |
| Privately issued residential mortgage-backed securities | $67,548,000 | 63 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $1,481,000 | 148 |
| 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 | $301,702,000 | 229 |
| Mortgage-backed securities | $518,406,000 | 187 |
| Certificates of participation in pools of residential mortgages | $74,476,000 | 636 |
| Issued or guaranteed by U.S. | $74,476,000 | 636 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $443,930,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $376,382,000 | 120 |
| Privately issued | $67,548,000 | 61 |
| 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) | $519,887,000 | 57 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $519,887,000 | 292 |
| 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 | $508,868,000 | 313 |
| U.S. Government securities | $434,097,000 | 277 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $434,097,000 | 272 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $74,771,000 | 178 |
| Privately issued residential mortgage-backed securities | $73,292,000 | 62 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $1,479,000 | 146 |
| 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 | $274,755,000 | 251 |
| Mortgage-backed securities | $507,389,000 | 197 |
| Certificates of participation in pools of residential mortgages | $81,425,000 | 590 |
| Issued or guaranteed by U.S. | $81,425,000 | 589 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $425,964,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $352,672,000 | 128 |
| Privately issued | $73,292,000 | 60 |
| 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) | $508,868,000 | 58 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $508,867,000 | 307 |
| 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 | $495,808,000 | 312 |
| U.S. Government securities | $88,677,000 | 1,138 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $88,677,000 | 1,100 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $407,131,000 | 68 |
| Privately issued residential mortgage-backed securities | $405,326,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,805,000 | 1,191 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $494,003,000 | 186 |
| Certificates of participation in pools of residential mortgages | $88,677,000 | 514 |
| Issued or guaranteed by U.S. | $88,677,000 | 513 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $405,326,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $405,326,000 | 33 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $495,808,000 | 59 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $495,808,000 | 305 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $528,451,000 | 281 |
| U.S. Government securities | $97,351,000 | 1,013 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $97,351,000 | 979 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $431,100,000 | 65 |
| Privately issued residential mortgage-backed securities | $429,039,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,061,000 | 1,067 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $526,388,000 | 177 |
| Certificates of participation in pools of residential mortgages | $97,349,000 | 460 |
| Issued or guaranteed by U.S. | $97,349,000 | 457 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $429,039,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $429,039,000 | 34 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $517,776,000 | 53 |
| Available-for-sale securities (fair market value) | $10,675,000 | 5,210 |
| Total debt securities | $528,451,000 | 277 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $534,506,000 | 282 |
| U.S. Government securities | $103,589,000 | 981 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $103,589,000 | 948 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $430,917,000 | 68 |
| Privately issued residential mortgage-backed securities | $428,025,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,892,000 | 853 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $531,612,000 | 174 |
| Certificates of participation in pools of residential mortgages | $103,587,000 | 432 |
| Issued or guaranteed by U.S. | $103,587,000 | 427 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $428,025,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $428,025,000 | 33 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $522,526,000 | 54 |
| Available-for-sale securities (fair market value) | $11,980,000 | 5,100 |
| Total debt securities | $534,506,000 | 276 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $500,792,000 | 299 |
| U.S. Government securities | $109,934,000 | 921 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $109,934,000 | 887 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $390,858,000 | 75 |
| Privately issued residential mortgage-backed securities | $387,967,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,891,000 | 868 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $497,899,000 | 183 |
| Certificates of participation in pools of residential mortgages | $109,932,000 | 404 |
| Issued or guaranteed by U.S. | $109,932,000 | 401 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $387,967,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $387,967,000 | 35 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $487,331,000 | 57 |
| Available-for-sale securities (fair market value) | $13,461,000 | 4,886 |
| Total debt securities | $500,792,000 | 294 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $455,639,000 | 316 |
| U.S. Government securities | $102,512,000 | 932 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $102,512,000 | 898 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $353,127,000 | 78 |
| Privately issued residential mortgage-backed securities | $350,063,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,064,000 | 831 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $452,573,000 | 194 |
| Certificates of participation in pools of residential mortgages | $102,510,000 | 403 |
| Issued or guaranteed by U.S. | $102,510,000 | 399 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $350,063,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $350,063,000 | 38 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $424,787,000 | 61 |
| Available-for-sale securities (fair market value) | $30,852,000 | 3,154 |
| Total debt securities | $455,639,000 | 305 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $479,001,000 | 284 |
| U.S. Government securities | $116,077,000 | 825 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $116,077,000 | 785 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $362,924,000 | 76 |
| Privately issued residential mortgage-backed securities | $359,820,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,104,000 | 821 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $464,865,000 | 173 |
| Certificates of participation in pools of residential mortgages | $105,045,000 | 391 |
| Issued or guaranteed by U.S. | $105,045,000 | 389 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $359,820,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $359,820,000 | 37 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $429,496,000 | 56 |
| Available-for-sale securities (fair market value) | $49,505,000 | 2,153 |
| Total debt securities | $479,001,000 | 278 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $465,577,000 | 288 |
| U.S. Government securities | $119,541,000 | 808 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $119,541,000 | 778 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $346,036,000 | 75 |
| Privately issued residential mortgage-backed securities | $342,836,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,200,000 | 769 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $462,375,000 | 173 |
| Certificates of participation in pools of residential mortgages | $119,539,000 | 339 |
| Issued or guaranteed by U.S. | $119,539,000 | 335 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $342,836,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $342,836,000 | 40 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $423,783,000 | 56 |
| Available-for-sale securities (fair market value) | $41,794,000 | 2,464 |
| Total debt securities | $465,577,000 | 281 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $444,497,000 | 303 |
| U.S. Government securities | $127,874,000 | 744 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $127,874,000 | 710 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $316,623,000 | 81 |
| Privately issued residential mortgage-backed securities | $312,572,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,051,000 | 689 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $430,248,000 | 186 |
| Certificates of participation in pools of residential mortgages | $117,676,000 | 363 |
| Issued or guaranteed by U.S. | $117,676,000 | 361 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $312,572,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $312,572,000 | 43 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $391,188,000 | 59 |
| Available-for-sale securities (fair market value) | $53,309,000 | 2,029 |
| Total debt securities | $444,497,000 | 293 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $393,535,000 | 333 |
| U.S. Government securities | $128,588,000 | 722 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $128,588,000 | 696 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $264,947,000 | 96 |
| Privately issued residential mortgage-backed securities | $260,856,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,091,000 | 704 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $379,345,000 | 209 |
| Certificates of participation in pools of residential mortgages | $118,489,000 | 369 |
| Issued or guaranteed by U.S. | $118,489,000 | 367 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $260,856,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $260,856,000 | 50 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $337,193,000 | 62 |
| Available-for-sale securities (fair market value) | $56,342,000 | 1,919 |
| Total debt securities | $393,535,000 | 327 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $384,837,000 | 345 |
| U.S. Government securities | $118,575,000 | 751 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $118,575,000 | 728 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $266,262,000 | 104 |
| Privately issued residential mortgage-backed securities | $262,157,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,105,000 | 737 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $370,680,000 | 217 |
| Certificates of participation in pools of residential mortgages | $108,523,000 | 415 |
| Issued or guaranteed by U.S. | $108,523,000 | 412 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $262,157,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $262,157,000 | 54 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $326,198,000 | 74 |
| Available-for-sale securities (fair market value) | $58,639,000 | 1,851 |
| Total debt securities | $384,837,000 | 333 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $384,486,000 | 350 |
| U.S. Government securities | $117,992,000 | 742 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $117,992,000 | 717 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $266,494,000 | 107 |
| Privately issued residential mortgage-backed securities | $262,335,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,159,000 | 751 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $370,300,000 | 215 |
| Certificates of participation in pools of residential mortgages | $107,965,000 | 426 |
| Issued or guaranteed by U.S. | $107,965,000 | 422 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $262,335,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $262,335,000 | 55 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $319,160,000 | 71 |
| Available-for-sale securities (fair market value) | $65,326,000 | 1,642 |
| Total debt securities | $384,486,000 | 341 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $382,508,000 | 351 |
| U.S. Government securities | $97,451,000 | 888 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $97,451,000 | 865 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $285,057,000 | 105 |
| Privately issued residential mortgage-backed securities | $280,876,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,181,000 | 741 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $378,325,000 | 223 |
| Certificates of participation in pools of residential mortgages | $97,449,000 | 471 |
| Issued or guaranteed by U.S. | $97,449,000 | 466 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $280,876,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $280,876,000 | 61 |
| 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) | $329,997,000 | 70 |
| Available-for-sale securities (fair market value) | $52,511,000 | 1,961 |
| Total debt securities | $382,508,000 | 343 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $381,237,000 | 342 |
| U.S. Government securities | $102,448,000 | 827 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $102,448,000 | 808 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $278,789,000 | 101 |
| Privately issued residential mortgage-backed securities | $274,547,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,242,000 | 726 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $376,993,000 | 220 |
| Certificates of participation in pools of residential mortgages | $102,446,000 | 445 |
| Issued or guaranteed by U.S. | $102,446,000 | 441 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $274,547,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $274,547,000 | 63 |
| 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) | $351,154,000 | 62 |
| Available-for-sale securities (fair market value) | $30,083,000 | 3,076 |
| Total debt securities | $381,237,000 | 330 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $401,733,000 | 320 |
| U.S. Government securities | $91,627,000 | 899 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $91,627,000 | 879 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $310,106,000 | 91 |
| Privately issued residential mortgage-backed securities | $305,836,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,270,000 | 704 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $397,461,000 | 208 |
| Certificates of participation in pools of residential mortgages | $91,625,000 | 468 |
| Issued or guaranteed by U.S. | $91,625,000 | 464 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $305,836,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $305,836,000 | 59 |
| 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) | $353,039,000 | 61 |
| Available-for-sale securities (fair market value) | $48,694,000 | 2,021 |
| Total debt securities | $401,733,000 | 312 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $383,270,000 | 336 |
| U.S. Government securities | $76,303,000 | 1,083 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $76,303,000 | 1,058 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $306,967,000 | 99 |
| Privately issued residential mortgage-backed securities | $302,668,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,299,000 | 767 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $378,969,000 | 215 |
| Certificates of participation in pools of residential mortgages | $76,301,000 | 527 |
| Issued or guaranteed by U.S. | $76,301,000 | 522 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $302,668,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $302,668,000 | 64 |
| 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) | $337,649,000 | 58 |
| Available-for-sale securities (fair market value) | $45,621,000 | 2,211 |
| Total debt securities | $383,270,000 | 330 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $406,967,000 | 328 |
| U.S. Government securities | $80,061,000 | 1,044 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $80,061,000 | 1,016 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $326,906,000 | 99 |
| Privately issued residential mortgage-backed securities | $322,582,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,324,000 | 770 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $402,641,000 | 203 |
| Certificates of participation in pools of residential mortgages | $80,059,000 | 493 |
| Issued or guaranteed by U.S. | $80,059,000 | 487 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $322,582,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $322,582,000 | 64 |
| 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) | $357,614,000 | 48 |
| Available-for-sale securities (fair market value) | $49,353,000 | 2,052 |
| Total debt securities | $406,967,000 | 313 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $415,265,000 | 316 |
| U.S. Government securities | $76,264,000 | 1,095 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $76,264,000 | 1,072 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $339,001,000 | 92 |
| Privately issued residential mortgage-backed securities | $334,636,000 | 67 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,365,000 | 725 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $410,898,000 | 195 |
| Certificates of participation in pools of residential mortgages | $76,262,000 | 476 |
| Issued or guaranteed by U.S. | $76,262,000 | 471 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $334,636,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $334,636,000 | 62 |
| 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) | $369,602,000 | 55 |
| Available-for-sale securities (fair market value) | $45,663,000 | 2,177 |
| Total debt securities | $415,265,000 | 305 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $402,393,000 | 334 |
| U.S. Government securities | $68,245,000 | 1,262 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $68,245,000 | 1,234 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $334,148,000 | 102 |
| Privately issued residential mortgage-backed securities | $329,529,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,619,000 | 679 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $397,772,000 | 191 |
| Certificates of participation in pools of residential mortgages | $68,243,000 | 495 |
| Issued or guaranteed by U.S. | $68,243,000 | 490 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $329,529,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $329,529,000 | 61 |
| 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) | $357,024,000 | 61 |
| Available-for-sale securities (fair market value) | $45,369,000 | 2,175 |
| Total debt securities | $402,393,000 | 321 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $377,325,000 | 358 |
| U.S. Government securities | $52,657,000 | 1,620 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,657,000 | 1,573 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $324,668,000 | 103 |
| Privately issued residential mortgage-backed securities | $319,779,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,889,000 | 634 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $367,688,000 | 201 |
| Certificates of participation in pools of residential mortgages | $47,909,000 | 679 |
| Issued or guaranteed by U.S. | $47,909,000 | 670 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $319,779,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $319,779,000 | 67 |
| 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) | $342,112,000 | 68 |
| Available-for-sale securities (fair market value) | $35,213,000 | 2,676 |
| Total debt securities | $377,325,000 | 347 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $376,327,000 | 364 |
| U.S. Government securities | $55,781,000 | 1,525 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,781,000 | 1,492 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $320,546,000 | 105 |
| Privately issued residential mortgage-backed securities | $314,400,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,146,000 | 559 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $365,311,000 | 201 |
| Certificates of participation in pools of residential mortgages | $50,911,000 | 646 |
| Issued or guaranteed by U.S. | $50,911,000 | 638 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $314,400,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $314,400,000 | 67 |
| 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) | $353,125,000 | 71 |
| Available-for-sale securities (fair market value) | $23,202,000 | 3,580 |
| Total debt securities | $376,327,000 | 350 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $336,232,000 | 387 |
| U.S. Government securities | $57,946,000 | 1,509 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,946,000 | 1,475 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $278,286,000 | 109 |
| Privately issued residential mortgage-backed securities | $272,004,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,282,000 | 558 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $325,109,000 | 221 |
| Certificates of participation in pools of residential mortgages | $53,105,000 | 629 |
| Issued or guaranteed by U.S. | $53,105,000 | 621 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $272,004,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $272,004,000 | 74 |
| 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) | $312,647,000 | 77 |
| Available-for-sale securities (fair market value) | $23,585,000 | 3,574 |
| Total debt securities | $336,232,000 | 374 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $321,355,000 | 416 |
| U.S. Government securities | $52,112,000 | 1,707 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,112,000 | 1,668 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $269,243,000 | 114 |
| Privately issued residential mortgage-backed securities | $262,952,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,291,000 | 573 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $310,198,000 | 237 |
| Certificates of participation in pools of residential mortgages | $47,246,000 | 705 |
| Issued or guaranteed by U.S. | $47,246,000 | 696 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $262,952,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $262,952,000 | 76 |
| 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) | $299,703,000 | 82 |
| Available-for-sale securities (fair market value) | $21,652,000 | 3,809 |
| Total debt securities | $321,355,000 | 403 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $323,583,000 | 423 |
| U.S. Government securities | $54,002,000 | 1,649 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,002,000 | 1,600 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $269,581,000 | 111 |
| Privately issued residential mortgage-backed securities | $266,312,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,269,000 | 823 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $315,634,000 | 250 |
| Certificates of participation in pools of residential mortgages | $49,322,000 | 693 |
| Issued or guaranteed by U.S. | $49,322,000 | 685 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $266,312,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $266,312,000 | 76 |
| 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) | $302,688,000 | 80 |
| Available-for-sale securities (fair market value) | $20,895,000 | 3,877 |
| Total debt securities | $323,583,000 | 412 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $338,977,000 | 415 |
| U.S. Government securities | $56,545,000 | 1,609 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,545,000 | 1,554 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $281,572,000 | 109 |
| Privately issued residential mortgage-backed securities | $278,303,000 | 79 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,269,000 | 856 |
| Foreign debt securities | NA | NA |
| Equity securities | $860,000 | 1,151 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $330,082,000 | 240 |
| Certificates of participation in pools of residential mortgages | $51,779,000 | 677 |
| Issued or guaranteed by U.S. | $51,779,000 | 667 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $278,303,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $278,303,000 | 73 |
| 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) | $315,949,000 | 81 |
| Available-for-sale securities (fair market value) | $23,028,000 | 3,675 |
| Total debt securities | $338,117,000 | 404 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $300,148,000 | 464 |
| U.S. Government securities | $54,830,000 | 1,664 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,830,000 | 1,605 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $243,293,000 | 119 |
| Privately issued residential mortgage-backed securities | $240,006,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,287,000 | 895 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,025,000 | 820 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $289,897,000 | 269 |
| Certificates of participation in pools of residential mortgages | $49,891,000 | 698 |
| Issued or guaranteed by U.S. | $49,891,000 | 690 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $240,006,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $240,006,000 | 78 |
| 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) | $274,455,000 | 94 |
| Available-for-sale securities (fair market value) | $25,693,000 | 3,449 |
| Total debt securities | $298,123,000 | 452 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $260,446,000 | 516 |
| U.S. Government securities | $43,524,000 | 2,016 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $43,524,000 | 1,944 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $215,009,000 | 133 |
| Privately issued residential mortgage-backed securities | $211,722,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,287,000 | 928 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,913,000 | 876 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $250,276,000 | 295 |
| Certificates of participation in pools of residential mortgages | $38,554,000 | 861 |
| Issued or guaranteed by U.S. | $38,554,000 | 856 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $211,722,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $211,722,000 | 82 |
| 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) | $233,585,000 | 108 |
| Available-for-sale securities (fair market value) | $26,861,000 | 3,308 |
| Total debt securities | $258,533,000 | 506 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $271,439,000 | 500 |
| U.S. Government securities | $51,133,000 | 1,773 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,133,000 | 1,704 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $218,469,000 | 134 |
| Privately issued residential mortgage-backed securities | $215,128,000 | 90 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,341,000 | 952 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,837,000 | 892 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $256,678,000 | 290 |
| Certificates of participation in pools of residential mortgages | $41,550,000 | 828 |
| Issued or guaranteed by U.S. | $41,550,000 | 819 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $215,128,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $215,128,000 | 80 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $237,689,000 | 104 |
| Available-for-sale securities (fair market value) | $33,750,000 | 2,817 |
| Total debt securities | $269,602,000 | 493 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $270,843,000 | 504 |
| U.S. Government securities | $67,964,000 | 1,383 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $67,964,000 | 1,323 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $201,029,000 | 142 |
| Privately issued residential mortgage-backed securities | $197,688,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,341,000 | 1,013 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,850,000 | 930 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $242,135,000 | 309 |
| Certificates of participation in pools of residential mortgages | $44,447,000 | 803 |
| Issued or guaranteed by U.S. | $44,447,000 | 798 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $197,688,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $197,688,000 | 82 |
| 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) | $239,283,000 | 105 |
| Available-for-sale securities (fair market value) | $31,560,000 | 3,007 |
| Total debt securities | $268,993,000 | 493 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $277,239,000 | 508 |
| U.S. Government securities | $70,789,000 | 1,319 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $70,789,000 | 1,264 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $204,650,000 | 139 |
| Privately issued residential mortgage-backed securities | $201,278,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,372,000 | 1,040 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,800,000 | 978 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $248,072,000 | 318 |
| Certificates of participation in pools of residential mortgages | $46,794,000 | 788 |
| Issued or guaranteed by U.S. | $46,794,000 | 783 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $201,278,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $201,278,000 | 82 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $236,373,000 | 106 |
| Available-for-sale securities (fair market value) | $40,866,000 | 2,446 |
| Total debt securities | $275,439,000 | 490 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $288,298,000 | 488 |
| U.S. Government securities | $76,157,000 | 1,225 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $76,157,000 | 1,178 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $210,243,000 | 135 |
| Privately issued residential mortgage-backed securities | $206,870,000 | 90 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,373,000 | 1,081 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,898,000 | 971 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $258,876,000 | 308 |
| Certificates of participation in pools of residential mortgages | $52,006,000 | 720 |
| Issued or guaranteed by U.S. | $52,006,000 | 716 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $206,870,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $206,870,000 | 77 |
| 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) | $246,735,000 | 101 |
| Available-for-sale securities (fair market value) | $41,563,000 | 2,396 |
| Total debt securities | $286,400,000 | 472 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $300,344,000 | 480 |
| U.S. Government securities | $82,576,000 | 1,153 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $82,576,000 | 1,104 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $215,730,000 | 132 |
| Privately issued residential mortgage-backed securities | $212,317,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,413,000 | 1,129 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,038,000 | 948 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $271,643,000 | 293 |
| Certificates of participation in pools of residential mortgages | $59,326,000 | 663 |
| Issued or guaranteed by U.S. | $59,326,000 | 657 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $212,317,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $212,317,000 | 78 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $261,435,000 | 95 |
| Available-for-sale securities (fair market value) | $38,909,000 | 2,572 |
| Total debt securities | $298,306,000 | 469 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $296,482,000 | 498 |
| U.S. Government securities | $90,814,000 | 1,045 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $90,814,000 | 1,001 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $203,662,000 | 138 |
| Privately issued residential mortgage-backed securities | $200,249,000 | 99 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,413,000 | 1,214 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,006,000 | 1,040 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $266,426,000 | 310 |
| Certificates of participation in pools of residential mortgages | $66,177,000 | 623 |
| Issued or guaranteed by U.S. | $66,177,000 | 616 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $200,249,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $200,249,000 | 88 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $255,014,000 | 94 |
| Available-for-sale securities (fair market value) | $41,468,000 | 2,451 |
| Total debt securities | $294,476,000 | 481 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $287,350,000 | 511 |
| U.S. Government securities | $281,767,000 | 407 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $281,767,000 | 391 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $3,458,000 | 1,564 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,458,000 | 1,296 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,125,000 | 983 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $272,136,000 | 311 |
| Certificates of participation in pools of residential mortgages | $75,271,000 | 586 |
| Issued or guaranteed by U.S. | $75,271,000 | 578 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $196,865,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $196,865,000 | 156 |
| 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) | $259,428,000 | 87 |
| Available-for-sale securities (fair market value) | $27,922,000 | 3,376 |
| Total debt securities | $285,225,000 | 494 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $286,039,000 | 515 |
| U.S. Government securities | $280,406,000 | 412 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $280,406,000 | 397 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $3,458,000 | 1,645 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,458,000 | 1,374 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,175,000 | 1,024 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $270,587,000 | 314 |
| Certificates of participation in pools of residential mortgages | $76,824,000 | 568 |
| Issued or guaranteed by U.S. | $76,824,000 | 562 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $193,763,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $193,763,000 | 164 |
| 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) | $272,769,000 | 88 |
| Available-for-sale securities (fair market value) | $13,270,000 | 5,132 |
| Total debt securities | $283,864,000 | 499 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $232,938,000 | 594 |
| U.S. Government securities | $227,080,000 | 491 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $227,080,000 | 474 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $3,500,000 | 1,720 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,500,000 | 1,437 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,358,000 | 1,023 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $216,988,000 | 370 |
| Certificates of participation in pools of residential mortgages | $82,036,000 | 527 |
| Issued or guaranteed by U.S. | $82,036,000 | 521 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $134,952,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $134,952,000 | 224 |
| 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) | $223,918,000 | 105 |
| Available-for-sale securities (fair market value) | $9,020,000 | 5,958 |
| Total debt securities | $230,580,000 | 580 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $267,592,000 | 527 |
| U.S. Government securities | $261,692,000 | 432 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $261,692,000 | 418 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $3,500,000 | 1,723 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,500,000 | 1,442 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,400,000 | 1,003 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $261,692,000 | 337 |
| Certificates of participation in pools of residential mortgages | $108,834,000 | 427 |
| Issued or guaranteed by U.S. | $108,834,000 | 421 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $152,858,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $152,858,000 | 213 |
| 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) | $248,627,000 | 101 |
| Available-for-sale securities (fair market value) | $18,965,000 | 4,178 |
| Total debt securities | $265,192,000 | 512 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $217,548,000 | 603 |
| U.S. Government securities | $211,673,000 | 487 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $211,673,000 | 468 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $3,500,000 | 1,696 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,500,000 | 1,445 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,375,000 | 1,018 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $211,673,000 | 355 |
| Certificates of participation in pools of residential mortgages | $97,006,000 | 431 |
| Issued or guaranteed by U.S. | $97,006,000 | 424 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $114,667,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $114,667,000 | 227 |
| 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) | $194,737,000 | 121 |
| Available-for-sale securities (fair market value) | $22,811,000 | 3,663 |
| Total debt securities | $215,173,000 | 589 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $217,268,000 | 556 |
| U.S. Government securities | $211,306,000 | 424 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $211,306,000 | 405 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $3,500,000 | 1,730 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,500,000 | 1,423 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,462,000 | 951 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $211,306,000 | 326 |
| Certificates of participation in pools of residential mortgages | $108,560,000 | 348 |
| Issued or guaranteed by U.S. | $108,560,000 | 342 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $102,746,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $102,746,000 | 242 |
| 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) | $162,864,000 | 130 |
| Available-for-sale securities (fair market value) | $54,404,000 | 1,698 |
| Total debt securities | $214,806,000 | 546 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $167,353,000 | 675 |
| U.S. Government securities | $162,365,000 | 529 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $162,365,000 | 496 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,988,000 | 854 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $156,888,000 | 362 |
| Certificates of participation in pools of residential mortgages | $99,540,000 | 329 |
| Issued or guaranteed by U.S. | $99,540,000 | 325 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $57,348,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $57,348,000 | 311 |
| 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) | $35,762,000 | 701 |
| Available-for-sale securities (fair market value) | $131,591,000 | 654 |
| Total debt securities | $162,365,000 | 650 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $165,441,000 | 718 |
| U.S. Government securities | $162,941,000 | 565 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $162,941,000 | 514 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,500,000 | 1,329 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $156,536,000 | 389 |
| Certificates of participation in pools of residential mortgages | $91,393,000 | 370 |
| Issued or guaranteed by U.S. | $91,393,000 | 360 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $65,143,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $65,143,000 | 311 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,132,000 | 643 |
| Available-for-sale securities (fair market value) | $122,309,000 | 734 |
| Total debt securities | $162,941,000 | 695 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $92,362,000 | 1,261 |
| U.S. Government securities | $92,362,000 | 970 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $92,362,000 | 847 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $81,887,000 | 627 |
| Certificates of participation in pools of residential mortgages | $54,062,000 | 600 |
| Issued or guaranteed by U.S. | $54,062,000 | 593 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $27,825,000 | 613 |
| CMOs issued by government agencies or sponsored agencies | $27,825,000 | 549 |
| 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) | $11,700,000 | 2,104 |
| Available-for-sale securities (fair market value) | $80,662,000 | 1,087 |
| Total debt securities | $92,362,000 | 1,210 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $121,325,000 | 955 |
| U.S. Government securities | $121,303,000 | 790 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $121,303,000 | 654 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,000 | 7,616 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $72,567,000 | 669 |
| Certificates of participation in pools of residential mortgages | $56,713,000 | 589 |
| Issued or guaranteed by U.S. | $56,713,000 | 578 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $15,854,000 | 805 |
| CMOs issued by government agencies or sponsored agencies | $15,854,000 | 770 |
| 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) | $21,467,000 | 1,567 |
| Available-for-sale securities (fair market value) | $99,858,000 | 837 |
| Total debt securities | $121,303,000 | 924 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $76,604,000 | 1,587 |
| U.S. Government securities | $75,479,000 | 1,279 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $75,479,000 | 1,007 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $25,000 | 4,223 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-1,100,000 | 1,268 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $45,436,000 | 1,006 |
| Certificates of participation in pools of residential mortgages | $41,731,000 | 790 |
| Issued or guaranteed by U.S. | $41,731,000 | 768 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,705,000 | 2,289 |
| CMOs issued by government agencies or sponsored agencies | $3,705,000 | 2,185 |
| 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) | $22,190,000 | 1,751 |
| Available-for-sale securities (fair market value) | $54,414,000 | 1,491 |
| Total debt securities | $75,504,000 | 1,555 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $49,103,000 | 2,565 |
| U.S. Government securities | $48,205,000 | 2,085 |
| U.S. Treasury securities | $28,199,000 | 997 |
| U.S. Government agency obligations | $20,006,000 | 3,315 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $25,000 | 4,935 |
| 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 | $25,000 | 3,785 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-873,000 | 1,339 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,006,000 | 1,951 |
| Certificates of participation in pools of residential mortgages | $14,977,000 | 1,639 |
| Issued or guaranteed by U.S. | $14,977,000 | 1,618 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,029,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $5,029,000 | 2,054 |
| 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) | $20,519,000 | 1,972 |
| Available-for-sale securities (fair market value) | $28,584,000 | 2,936 |
| Total debt securities | $48,230,000 | 2,532 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $37,815,000 | 3,487 |
| U.S. Government securities | $36,779,000 | 2,827 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $36,779,000 | 1,847 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $25,000 | 5,558 |
| 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 | $25,000 | 4,333 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-1,011,000 | 1,442 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,810,000 | 1,391 |
| Certificates of participation in pools of residential mortgages | $27,766,000 | 1,083 |
| Issued or guaranteed by U.S. | $27,766,000 | 1,064 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $5,044,000 | 2,290 |
| CMOs issued by government agencies or sponsored agencies | $5,044,000 | 2,177 |
| 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) | $37,815,000 | 1,961 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $36,804,000 | 3,491 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $65,187,000 | 2,103 |
| U.S. Government securities | $62,206,000 | 1,768 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $62,206,000 | 1,189 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $25,000 | 6,324 |
| 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 | $25,000 | 4,923 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 5,653 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-2,856,000 | 1,658 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $62,206,000 | 949 |
| Certificates of participation in pools of residential mortgages | $62,206,000 | 621 |
| Issued or guaranteed by U.S. | $62,206,000 | 593 |
| 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 | $62,231,000 | 2,134 |
| 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 | $328,075,000 | 473 |
| U.S. Government securities | $243,581,000 | 497 |
| U.S. Treasury securities | $57,844,000 | 639 |
| U.S. Government agency obligations | $185,737,000 | 435 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $45,198,000 | 343 |
| Privately issued residential mortgage-backed securities | $45,173,000 | 177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 5,598 |
| Foreign debt securities | NA | NA |
| Equity securities | $38,000,000 | 67 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-1,296,000 | 1,849 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $230,910,000 | 349 |
| Certificates of participation in pools of residential mortgages | $181,056,000 | 260 |
| Issued or guaranteed by U.S. | $135,883,000 | 316 |
| Privately issued | $45,173,000 | 98 |
| Collaterized mortgage obligations | $49,854,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $49,854,000 | 453 |
| 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 | $288,779,000 | 509 |
| 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 |