Home > Colonial Savings, F.A. > Securities
Colonial Savings, F.A., Securities
| 2023-12-31 | Rank | |
| Total securities | $35,908,000 | 2,991 |
| U.S. Government securities | $30,391,000 | 2,476 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $30,391,000 | 2,155 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $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 | $30,391,000 | 1,940 |
| Mortgage-backed securities | $30,391,000 | 1,682 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,429,000 | 2,953 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,922,000 | 1,190 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,006,000 | 605 |
| Other commercial mortgage-backed securities | $14,034,000 | 421 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $30,391,000 | 2,935 |
| Total debt securities | $30,391,000 | 3,154 |
| 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 | $37,240,000 | 2,951 |
| U.S. Government securities | $31,969,000 | 2,393 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $31,969,000 | 2,077 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $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 | $31,969,000 | 1,848 |
| Mortgage-backed securities | $31,969,000 | 1,622 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,483,000 | 2,943 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,532,000 | 1,128 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,968,000 | 602 |
| Other commercial mortgage-backed securities | $14,986,000 | 405 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $31,969,000 | 2,883 |
| Total debt securities | $31,969,000 | 3,107 |
| 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 | $38,504,000 | 2,970 |
| U.S. Government securities | $33,063,000 | 2,396 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $33,063,000 | 2,078 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $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 | $33,063,000 | 1,624 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,599,000 | 2,952 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,502,000 | 1,067 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,934,000 | 601 |
| Other commercial mortgage-backed securities | $15,028,000 | 413 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $33,063,000 | 2,889 |
| Total debt securities | $33,063,000 | 3,111 |
| 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 | $40,509,000 | 2,995 |
| U.S. Government securities | $34,981,000 | 2,404 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $34,981,000 | 2,026 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $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 | $2,000 | 3,987 |
| Mortgage-backed securities | $34,981,000 | 1,625 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,787,000 | 2,964 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,500,000 | 1,053 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,005,000 | 629 |
| Other commercial mortgage-backed securities | $15,689,000 | 420 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $34,981,000 | 2,904 |
| Total debt securities | $34,981,000 | 3,141 |
| 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 | $41,760,000 | 2,985 |
| U.S. Government securities | $36,319,000 | 2,376 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $36,319,000 | 2,004 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $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 | $2,000 | 3,969 |
| Mortgage-backed securities | $36,319,000 | 1,607 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,058,000 | 2,937 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,419,000 | 1,029 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,967,000 | 631 |
| Other commercial mortgage-backed securities | $15,875,000 | 408 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $36,319,000 | 2,905 |
| Total debt securities | $36,319,000 | 3,135 |
| 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 | $47,822,000 | 2,828 |
| U.S. Government securities | $39,130,000 | 2,333 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $39,130,000 | 1,938 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $3,263,000 | 1,576 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $3,263,000 | 302 |
| 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 | $2,000 | 3,995 |
| Mortgage-backed securities | $39,130,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,380,000 | 2,920 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,670,000 | 985 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,189,000 | 631 |
| Other commercial mortgage-backed securities | $16,891,000 | 417 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $42,393,000 | 2,730 |
| Total debt securities | $42,393,000 | 2,962 |
| 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 | $44,503,000 | 2,956 |
| U.S. Government securities | $38,834,000 | 2,355 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $38,834,000 | 1,968 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $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 | $2,000 | 4,017 |
| Mortgage-backed securities | $38,834,000 | 1,601 |
| Certificates of participation in pools of residential mortgages | $3,730,000 | 2,988 |
| Issued or guaranteed by U.S. | $3,730,000 | 2,899 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $14,956,000 | 1,006 |
| CMOs issued by government agencies or sponsored agencies | $14,956,000 | 928 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $20,148,000 | 627 |
| Commercial mortgage pass-through securities | $6,234,000 | 633 |
| Other commercial mortgage-backed securities | $13,914,000 | 510 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $38,834,000 | 2,894 |
| Total debt securities | $38,834,000 | 3,109 |
| 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 | $50,858,000 | 2,748 |
| U.S. Government securities | $44,991,000 | 2,119 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $44,991,000 | 1,822 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $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 | $3,000 | 4,041 |
| Mortgage-backed securities | $44,991,000 | 1,493 |
| Certificates of participation in pools of residential mortgages | $4,222,000 | 2,923 |
| Issued or guaranteed by U.S. | $4,222,000 | 2,841 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $18,562,000 | 900 |
| CMOs issued by government agencies or sponsored agencies | $18,562,000 | 829 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $22,207,000 | 581 |
| Commercial mortgage pass-through securities | $6,306,000 | 640 |
| Other commercial mortgage-backed securities | $15,901,000 | 472 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $44,991,000 | 2,704 |
| Total debt securities | $44,991,000 | 2,891 |
| 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 | $61,802,000 | 2,410 |
| U.S. Government securities | $55,649,000 | 1,746 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $55,649,000 | 1,548 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $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 | $3,000 | 4,064 |
| Mortgage-backed securities | $55,649,000 | 1,311 |
| Certificates of participation in pools of residential mortgages | $4,493,000 | 2,874 |
| Issued or guaranteed by U.S. | $4,493,000 | 2,783 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $23,689,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $23,689,000 | 699 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $27,467,000 | 509 |
| Commercial mortgage pass-through securities | $6,425,000 | 622 |
| Other commercial mortgage-backed securities | $21,042,000 | 400 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $55,649,000 | 2,392 |
| Total debt securities | $55,649,000 | 2,532 |
| 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 | $70,376,000 | 2,160 |
| U.S. Government securities | $64,165,000 | 1,540 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $64,165,000 | 1,398 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $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 | $3,000 | 4,102 |
| Mortgage-backed securities | $64,165,000 | 1,186 |
| Certificates of participation in pools of residential mortgages | $4,832,000 | 2,839 |
| Issued or guaranteed by U.S. | $4,832,000 | 2,762 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $29,385,000 | 629 |
| CMOs issued by government agencies or sponsored agencies | $29,385,000 | 597 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $29,948,000 | 475 |
| Commercial mortgage pass-through securities | $6,453,000 | 625 |
| Other commercial mortgage-backed securities | $23,495,000 | 366 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $64,165,000 | 2,146 |
| Total debt securities | $64,165,000 | 2,278 |
| 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 | $82,738,000 | 1,886 |
| U.S. Government securities | $76,504,000 | 1,311 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $76,504,000 | 1,194 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $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 | $3,000 | 4,146 |
| Mortgage-backed securities | $76,504,000 | 996 |
| Certificates of participation in pools of residential mortgages | $5,071,000 | 2,796 |
| Issued or guaranteed by U.S. | $5,071,000 | 2,711 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $37,073,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $37,073,000 | 487 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $34,360,000 | 417 |
| Commercial mortgage pass-through securities | $6,484,000 | 620 |
| Other commercial mortgage-backed securities | $27,876,000 | 329 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $76,504,000 | 1,878 |
| Total debt securities | $76,504,000 | 1,984 |
| 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 | $100,363,000 | 1,538 |
| U.S. Government securities | $94,140,000 | 1,012 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $94,140,000 | 943 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $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 | $4,000 | 4,167 |
| Mortgage-backed securities | $94,140,000 | 803 |
| Certificates of participation in pools of residential mortgages | $5,648,000 | 2,668 |
| Issued or guaranteed by U.S. | $5,648,000 | 2,592 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $47,361,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $47,361,000 | 396 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $41,131,000 | 357 |
| Commercial mortgage pass-through securities | $6,516,000 | 597 |
| Other commercial mortgage-backed securities | $34,615,000 | 277 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $94,140,000 | 1,484 |
| Total debt securities | $94,140,000 | 1,585 |
| 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 | $120,196,000 | 1,227 |
| U.S. Government securities | $113,862,000 | 797 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $113,862,000 | 759 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $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 | $4,000 | 4,191 |
| Mortgage-backed securities | $113,862,000 | 636 |
| Certificates of participation in pools of residential mortgages | $6,090,000 | 2,542 |
| Issued or guaranteed by U.S. | $6,090,000 | 2,472 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $60,227,000 | 373 |
| CMOs issued by government agencies or sponsored agencies | $60,227,000 | 342 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $47,545,000 | 317 |
| Commercial mortgage pass-through securities | $5,504,000 | 611 |
| Other commercial mortgage-backed securities | $42,041,000 | 234 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $113,862,000 | 1,201 |
| Total debt securities | $113,862,000 | 1,267 |
| 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 | $145,459,000 | 1,001 |
| U.S. Government securities | $139,108,000 | 638 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $139,108,000 | 599 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $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 | $4,000 | 4,205 |
| Mortgage-backed securities | $139,108,000 | 516 |
| Certificates of participation in pools of residential mortgages | $6,768,000 | 2,437 |
| Issued or guaranteed by U.S. | $6,768,000 | 2,360 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $77,696,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $77,696,000 | 285 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $54,644,000 | 275 |
| Commercial mortgage pass-through securities | $5,528,000 | 600 |
| Other commercial mortgage-backed securities | $49,116,000 | 205 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $139,108,000 | 949 |
| Total debt securities | $139,108,000 | 1,022 |
| 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 | $171,548,000 | 813 |
| U.S. Government securities | $165,196,000 | 541 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $165,196,000 | 513 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $6,352,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000 | 4,249 |
| Mortgage-backed securities | $165,196,000 | 453 |
| Certificates of participation in pools of residential mortgages | $22,165,000 | 1,277 |
| Issued or guaranteed by U.S. | $22,165,000 | 1,241 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $88,727,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $88,727,000 | 268 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $54,304,000 | 270 |
| Commercial mortgage pass-through securities | $54,304,000 | 126 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $171,548,000 | 745 |
| Total debt securities | $165,196,000 | 836 |
| 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 | $207,174,000 | 681 |
| U.S. Government securities | $200,875,000 | 475 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $200,875,000 | 448 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $6,299,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000 | 4,277 |
| Mortgage-backed securities | $200,875,000 | 401 |
| Certificates of participation in pools of residential mortgages | $37,305,000 | 881 |
| Issued or guaranteed by U.S. | $37,305,000 | 859 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $105,505,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $105,505,000 | 244 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $58,065,000 | 259 |
| Commercial mortgage pass-through securities | $58,065,000 | 124 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $207,174,000 | 615 |
| Total debt securities | $200,875,000 | 687 |
| 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 | $217,931,000 | 633 |
| U.S. Government securities | $211,731,000 | 457 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $211,731,000 | 428 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $6,200,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000 | 4,342 |
| Mortgage-backed securities | $211,731,000 | 375 |
| Certificates of participation in pools of residential mortgages | $38,723,000 | 831 |
| Issued or guaranteed by U.S. | $38,723,000 | 813 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $113,751,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $113,751,000 | 236 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $59,257,000 | 251 |
| Commercial mortgage pass-through securities | $59,257,000 | 118 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $217,931,000 | 567 |
| Total debt securities | $211,731,000 | 641 |
| 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 | $234,645,000 | 589 |
| U.S. Government securities | $228,416,000 | 425 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $228,416,000 | 405 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $6,229,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000 | 4,423 |
| Mortgage-backed securities | $228,416,000 | 346 |
| Certificates of participation in pools of residential mortgages | $40,515,000 | 772 |
| Issued or guaranteed by U.S. | $40,515,000 | 749 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $126,609,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $126,609,000 | 213 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $61,292,000 | 249 |
| Commercial mortgage pass-through securities | $61,292,000 | 114 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $234,645,000 | 526 |
| Total debt securities | $228,416,000 | 594 |
| 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 | $246,850,000 | 570 |
| U.S. Government securities | $240,668,000 | 414 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $240,668,000 | 400 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $6,182,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000 | 4,466 |
| Mortgage-backed securities | $240,668,000 | 329 |
| Certificates of participation in pools of residential mortgages | $42,518,000 | 741 |
| Issued or guaranteed by U.S. | $42,518,000 | 736 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $136,584,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $136,584,000 | 204 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $61,566,000 | 247 |
| Commercial mortgage pass-through securities | $61,566,000 | 114 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $246,850,000 | 507 |
| Total debt securities | $240,668,000 | 575 |
| 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 | $254,860,000 | 551 |
| U.S. Government securities | $248,765,000 | 408 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $248,765,000 | 390 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $6,095,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000 | 4,513 |
| Mortgage-backed securities | $248,765,000 | 315 |
| Certificates of participation in pools of residential mortgages | $43,965,000 | 730 |
| Issued or guaranteed by U.S. | $43,965,000 | 724 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $143,842,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $143,842,000 | 199 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $60,958,000 | 233 |
| Commercial mortgage pass-through securities | $60,958,000 | 112 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $254,860,000 | 483 |
| Total debt securities | $248,765,000 | 551 |
| 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 | $250,742,000 | 563 |
| U.S. Government securities | $244,723,000 | 411 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $244,723,000 | 390 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $6,019,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000 | 4,562 |
| Mortgage-backed securities | $244,723,000 | 317 |
| Certificates of participation in pools of residential mortgages | $45,834,000 | 711 |
| Issued or guaranteed by U.S. | $45,834,000 | 707 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $142,870,000 | 208 |
| CMOs issued by government agencies or sponsored agencies | $142,870,000 | 202 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $56,019,000 | 235 |
| Commercial mortgage pass-through securities | $56,019,000 | 116 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $250,742,000 | 495 |
| Total debt securities | $244,723,000 | 565 |
| 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 | $239,424,000 | 587 |
| U.S. Government securities | $233,464,000 | 423 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $233,464,000 | 402 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $5,960,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000 | 4,622 |
| Mortgage-backed securities | $233,464,000 | 328 |
| Certificates of participation in pools of residential mortgages | $46,959,000 | 703 |
| Issued or guaranteed by U.S. | $46,959,000 | 700 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $130,510,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $130,510,000 | 212 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $55,995,000 | 237 |
| Commercial mortgage pass-through securities | $55,995,000 | 116 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $239,424,000 | 516 |
| Total debt securities | $233,464,000 | 592 |
| 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 | $214,691,000 | 649 |
| U.S. Government securities | $208,684,000 | 463 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $208,684,000 | 435 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $6,007,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,000 | 4,658 |
| Mortgage-backed securities | $208,684,000 | 356 |
| Certificates of participation in pools of residential mortgages | $49,530,000 | 708 |
| Issued or guaranteed by U.S. | $49,530,000 | 696 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $112,044,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $112,044,000 | 234 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $47,110,000 | 246 |
| Commercial mortgage pass-through securities | $47,110,000 | 123 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $214,691,000 | 569 |
| Total debt securities | $208,684,000 | 656 |
| 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 | $198,027,000 | 707 |
| U.S. Government securities | $191,973,000 | 501 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $191,973,000 | 472 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $6,054,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,000 | 4,687 |
| Mortgage-backed securities | $191,973,000 | 386 |
| Certificates of participation in pools of residential mortgages | $51,918,000 | 703 |
| Issued or guaranteed by U.S. | $51,918,000 | 703 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $92,069,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $92,069,000 | 257 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $47,986,000 | 229 |
| Commercial mortgage pass-through securities | $47,986,000 | 108 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $198,027,000 | 613 |
| Total debt securities | $191,974,000 | 718 |
| 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 | $181,163,000 | 772 |
| U.S. Government securities | $175,010,000 | 545 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $175,010,000 | 512 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $6,153,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,000 | 4,740 |
| Mortgage-backed securities | $175,010,000 | 407 |
| Certificates of participation in pools of residential mortgages | $54,864,000 | 696 |
| Issued or guaranteed by U.S. | $54,864,000 | 696 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $70,649,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $70,649,000 | 297 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $49,497,000 | 221 |
| Commercial mortgage pass-through securities | $49,497,000 | 101 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $181,163,000 | 674 |
| Total debt securities | $175,010,000 | 798 |
| 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 | $164,088,000 | 873 |
| U.S. Government securities | $157,894,000 | 589 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $157,894,000 | 558 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $6,194,000 | 193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $327,000 | 4,763 |
| Mortgage-backed securities | $157,894,000 | 441 |
| Certificates of participation in pools of residential mortgages | $52,257,000 | 723 |
| Issued or guaranteed by U.S. | $52,257,000 | 723 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $64,738,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $64,738,000 | 319 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $40,899,000 | 234 |
| Commercial mortgage pass-through securities | $40,899,000 | 116 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $164,088,000 | 756 |
| Total debt securities | $157,894,000 | 887 |
| 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 | $155,776,000 | 920 |
| U.S. Government securities | $149,588,000 | 634 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $149,588,000 | 593 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $6,188,000 | 189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $453,000 | 4,769 |
| Mortgage-backed securities | $149,588,000 | 460 |
| Certificates of participation in pools of residential mortgages | $55,078,000 | 710 |
| Issued or guaranteed by U.S. | $55,078,000 | 710 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $53,125,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $53,125,000 | 365 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $41,385,000 | 237 |
| Commercial mortgage pass-through securities | $41,385,000 | 116 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $155,776,000 | 799 |
| Total debt securities | $149,587,000 | 946 |
| 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 | $141,958,000 | 1,022 |
| U.S. Government securities | $135,805,000 | 711 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $135,805,000 | 673 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $6,153,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $589,000 | 4,771 |
| Mortgage-backed securities | $135,805,000 | 505 |
| Certificates of participation in pools of residential mortgages | $52,555,000 | 751 |
| Issued or guaranteed by U.S. | $52,555,000 | 751 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $45,676,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $45,676,000 | 411 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $37,574,000 | 244 |
| Commercial mortgage pass-through securities | $37,574,000 | 120 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $141,958,000 | 896 |
| Total debt securities | $135,805,000 | 1,043 |
| 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 | $132,511,000 | 1,067 |
| U.S. Government securities | $126,358,000 | 745 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $126,358,000 | 713 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $6,153,000 | 196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $736,000 | 4,779 |
| Mortgage-backed securities | $126,358,000 | 529 |
| Certificates of participation in pools of residential mortgages | $44,767,000 | 846 |
| Issued or guaranteed by U.S. | $44,767,000 | 846 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $42,703,000 | 471 |
| CMOs issued by government agencies or sponsored agencies | $42,703,000 | 434 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $38,888,000 | 231 |
| Commercial mortgage pass-through securities | $38,888,000 | 117 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $132,511,000 | 931 |
| Total debt securities | $126,360,000 | 1,092 |
| 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 | $130,155,000 | 1,074 |
| U.S. Government securities | $88,569,000 | 996 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $88,569,000 | 947 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $35,235,000 | 276 |
| Privately issued residential mortgage-backed securities | $35,235,000 | 71 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $6,351,000 | 187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $902,000 | 4,802 |
| Mortgage-backed securities | $123,804,000 | 553 |
| Certificates of participation in pools of residential mortgages | $47,882,000 | 808 |
| Issued or guaranteed by U.S. | $47,882,000 | 808 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $35,235,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $35,235,000 | 69 |
| Commercial mortgage-backed securities | $40,687,000 | 215 |
| Commercial mortgage pass-through securities | $40,687,000 | 103 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $130,155,000 | 945 |
| Total debt securities | $123,804,000 | 1,117 |
| 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 | $116,447,000 | 1,199 |
| U.S. Government securities | $76,074,000 | 1,145 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $76,074,000 | 1,094 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $33,992,000 | 294 |
| Privately issued residential mortgage-backed securities | $33,992,000 | 76 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $6,381,000 | 191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,097,000 | 4,792 |
| Mortgage-backed securities | $110,066,000 | 604 |
| Certificates of participation in pools of residential mortgages | $50,172,000 | 789 |
| Issued or guaranteed by U.S. | $50,172,000 | 786 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $33,992,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $33,992,000 | 71 |
| Commercial mortgage-backed securities | $25,902,000 | 255 |
| Commercial mortgage pass-through securities | $25,902,000 | 136 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $116,447,000 | 1,057 |
| Total debt securities | $110,066,000 | 1,229 |
| 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 | $114,235,000 | 1,230 |
| U.S. Government securities | $78,952,000 | 1,146 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $78,952,000 | 1,092 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $28,943,000 | 316 |
| Privately issued residential mortgage-backed securities | $28,943,000 | 79 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $6,340,000 | 189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,307,000 | 4,784 |
| Mortgage-backed securities | $107,895,000 | 615 |
| Certificates of participation in pools of residential mortgages | $52,048,000 | 768 |
| Issued or guaranteed by U.S. | $52,048,000 | 768 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $28,943,000 | 619 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $28,943,000 | 77 |
| Commercial mortgage-backed securities | $26,904,000 | 233 |
| Commercial mortgage pass-through securities | $26,904,000 | 129 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $114,235,000 | 1,082 |
| Total debt securities | $107,895,000 | 1,276 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $105,368,000 | 1,326 |
| U.S. Government securities | $75,720,000 | 1,202 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $75,720,000 | 1,137 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $24,683,000 | 340 |
| Privately issued residential mortgage-backed securities | $24,683,000 | 81 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,965,000 | 237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,515,000 | 4,765 |
| Mortgage-backed securities | $100,403,000 | 651 |
| Certificates of participation in pools of residential mortgages | $48,776,000 | 815 |
| Issued or guaranteed by U.S. | $48,776,000 | 814 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $24,683,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $24,683,000 | 77 |
| Commercial mortgage-backed securities | $26,944,000 | 220 |
| Commercial mortgage pass-through securities | $26,944,000 | 119 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $105,368,000 | 1,163 |
| Total debt securities | $100,403,000 | 1,374 |
| 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 | $87,137,000 | 1,593 |
| U.S. Government securities | $63,669,000 | 1,387 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $63,669,000 | 1,327 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $20,973,000 | 375 |
| Privately issued residential mortgage-backed securities | $20,973,000 | 88 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $2,495,000 | 367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,741,000 | 4,778 |
| Mortgage-backed securities | $84,642,000 | 734 |
| Certificates of participation in pools of residential mortgages | $51,684,000 | 765 |
| Issued or guaranteed by U.S. | $51,684,000 | 765 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $20,973,000 | 765 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $20,973,000 | 85 |
| Commercial mortgage-backed securities | $11,985,000 | 335 |
| Commercial mortgage pass-through securities | $11,985,000 | 186 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $87,137,000 | 1,421 |
| Total debt securities | $84,642,000 | 1,606 |
| 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 | $80,362,000 | 1,751 |
| U.S. Government securities | $61,046,000 | 1,481 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $61,046,000 | 1,423 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $16,844,000 | 441 |
| Privately issued residential mortgage-backed securities | $16,844,000 | 98 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,472,000 | 368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,977,000 | 4,754 |
| Mortgage-backed securities | $77,890,000 | 816 |
| Certificates of participation in pools of residential mortgages | $54,049,000 | 763 |
| Issued or guaranteed by U.S. | $54,049,000 | 763 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,844,000 | 932 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $16,844,000 | 94 |
| Commercial mortgage-backed securities | $6,997,000 | 420 |
| Commercial mortgage pass-through securities | $6,997,000 | 240 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $80,362,000 | 1,567 |
| Total debt securities | $77,889,000 | 1,773 |
| 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 | $68,663,000 | 2,032 |
| U.S. Government securities | $63,855,000 | 1,456 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $63,855,000 | 1,401 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $2,303,000 | 1,265 |
| Privately issued residential mortgage-backed securities | $2,303,000 | 286 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,505,000 | 372 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,273,000 | 4,728 |
| Mortgage-backed securities | $66,158,000 | 924 |
| Certificates of participation in pools of residential mortgages | $56,794,000 | 738 |
| Issued or guaranteed by U.S. | $56,794,000 | 737 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,303,000 | 2,266 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $2,303,000 | 272 |
| Commercial mortgage-backed securities | $7,061,000 | 397 |
| Commercial mortgage pass-through securities | $7,061,000 | 227 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $68,663,000 | 1,838 |
| Total debt securities | $66,158,000 | 2,066 |
| 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 | $59,321,000 | 2,295 |
| U.S. Government securities | $54,013,000 | 1,689 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $54,013,000 | 1,614 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $2,827,000 | 1,155 |
| Privately issued residential mortgage-backed securities | $2,827,000 | 262 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,481,000 | 366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,787,000 | 4,668 |
| Mortgage-backed securities | $56,840,000 | 1,079 |
| Certificates of participation in pools of residential mortgages | $54,013,000 | 784 |
| Issued or guaranteed by U.S. | $54,013,000 | 781 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,827,000 | 2,180 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $2,827,000 | 247 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $59,321,000 | 2,076 |
| Total debt securities | $56,838,000 | 2,340 |
| 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 | $51,449,000 | 2,585 |
| U.S. Government securities | $45,506,000 | 1,998 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $45,506,000 | 1,920 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $3,482,000 | 1,088 |
| Privately issued residential mortgage-backed securities | $3,482,000 | 246 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,461,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,429,000 | 4,546 |
| Mortgage-backed securities | $48,988,000 | 1,256 |
| Certificates of participation in pools of residential mortgages | $45,506,000 | 916 |
| Issued or guaranteed by U.S. | $45,506,000 | 916 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,482,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $3,482,000 | 236 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $51,449,000 | 2,344 |
| Total debt securities | $48,989,000 | 2,650 |
| 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 | $53,795,000 | 2,529 |
| U.S. Government securities | $47,189,000 | 1,964 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $47,189,000 | 1,900 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $4,138,000 | 1,022 |
| Privately issued residential mortgage-backed securities | $4,138,000 | 229 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,468,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,105,000 | 4,422 |
| Mortgage-backed securities | $51,327,000 | 1,223 |
| Certificates of participation in pools of residential mortgages | $47,189,000 | 898 |
| Issued or guaranteed by U.S. | $47,189,000 | 898 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,138,000 | 1,993 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $4,138,000 | 221 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $53,795,000 | 2,293 |
| Total debt securities | $51,328,000 | 2,593 |
| 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 | $45,619,000 | 2,867 |
| U.S. Government securities | $38,307,000 | 2,355 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $38,307,000 | 2,288 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $4,876,000 | 970 |
| Privately issued residential mortgage-backed securities | $4,876,000 | 218 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,436,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,825,000 | 4,265 |
| Mortgage-backed securities | $43,183,000 | 1,416 |
| Certificates of participation in pools of residential mortgages | $38,307,000 | 1,081 |
| Issued or guaranteed by U.S. | $38,307,000 | 1,080 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,876,000 | 1,871 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $4,876,000 | 209 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $45,619,000 | 2,611 |
| Total debt securities | $43,183,000 | 2,947 |
| 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 | $47,483,000 | 2,791 |
| U.S. Government securities | $39,531,000 | 2,270 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $39,531,000 | 2,203 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $5,530,000 | 930 |
| Privately issued residential mortgage-backed securities | $5,530,000 | 222 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,422,000 | 395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,484,000 | 4,129 |
| Mortgage-backed securities | $45,061,000 | 1,363 |
| Certificates of participation in pools of residential mortgages | $39,531,000 | 1,047 |
| Issued or guaranteed by U.S. | $39,531,000 | 1,046 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,530,000 | 1,788 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $5,530,000 | 211 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $47,483,000 | 2,543 |
| Total debt securities | $45,061,000 | 2,863 |
| 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 | $50,317,000 | 2,688 |
| U.S. Government securities | $41,513,000 | 2,206 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $41,513,000 | 2,146 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $6,346,000 | 884 |
| Privately issued residential mortgage-backed securities | $6,346,000 | 217 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,458,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,305,000 | 3,965 |
| Mortgage-backed securities | $47,859,000 | 1,329 |
| Certificates of participation in pools of residential mortgages | $41,513,000 | 1,002 |
| Issued or guaranteed by U.S. | $41,513,000 | 999 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,346,000 | 1,708 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $6,346,000 | 204 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $50,317,000 | 2,445 |
| Total debt securities | $47,859,000 | 2,767 |
| 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 | $52,103,000 | 2,596 |
| U.S. Government securities | $44,458,000 | 2,050 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $44,458,000 | 1,993 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $7,645,000 | 813 |
| Privately issued residential mortgage-backed securities | $7,645,000 | 205 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,586,000 | 3,694 |
| Mortgage-backed securities | $52,103,000 | 1,226 |
| Certificates of participation in pools of residential mortgages | $44,458,000 | 948 |
| Issued or guaranteed by U.S. | $44,458,000 | 945 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,645,000 | 1,595 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $7,645,000 | 195 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $52,103,000 | 2,362 |
| Total debt securities | $52,102,000 | 2,570 |
| 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 | $58,285,000 | 2,394 |
| U.S. Government securities | $48,985,000 | 1,943 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $48,985,000 | 1,885 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $9,300,000 | 738 |
| Privately issued residential mortgage-backed securities | $9,300,000 | 196 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $58,285,000 | 1,154 |
| Certificates of participation in pools of residential mortgages | $48,985,000 | 887 |
| Issued or guaranteed by U.S. | $48,985,000 | 885 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,300,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $9,300,000 | 189 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $58,285,000 | 2,206 |
| Total debt securities | $58,284,000 | 2,370 |
| 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 | $63,425,000 | 2,193 |
| U.S. Government securities | $52,140,000 | 1,795 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $52,140,000 | 1,746 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $11,285,000 | 644 |
| Privately issued residential mortgage-backed securities | $11,285,000 | 187 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $63,425,000 | 1,053 |
| Certificates of participation in pools of residential mortgages | $52,140,000 | 825 |
| Issued or guaranteed by U.S. | $52,140,000 | 824 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $11,285,000 | 1,406 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $11,285,000 | 181 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $63,425,000 | 2,013 |
| Total debt securities | $63,425,000 | 2,171 |
| 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 | $69,692,000 | 2,053 |
| U.S. Government securities | $55,941,000 | 1,741 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $55,941,000 | 1,701 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $13,751,000 | 600 |
| Privately issued residential mortgage-backed securities | $13,751,000 | 179 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $69,692,000 | 1,022 |
| Certificates of participation in pools of residential mortgages | $55,941,000 | 812 |
| Issued or guaranteed by U.S. | $55,941,000 | 812 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $13,751,000 | 1,335 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $13,751,000 | 175 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $69,692,000 | 1,861 |
| Total debt securities | $69,692,000 | 2,027 |
| 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 | $75,613,000 | 1,908 |
| U.S. Government securities | $58,516,000 | 1,701 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $58,516,000 | 1,659 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $17,097,000 | 515 |
| Privately issued residential mortgage-backed securities | $17,097,000 | 165 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $75,613,000 | 967 |
| Certificates of participation in pools of residential mortgages | $58,516,000 | 800 |
| Issued or guaranteed by U.S. | $58,516,000 | 798 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $17,097,000 | 1,185 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $17,097,000 | 161 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $75,613,000 | 1,741 |
| Total debt securities | $75,612,000 | 1,889 |
| 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 | $82,547,000 | 1,777 |
| U.S. Government securities | $61,612,000 | 1,673 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $61,612,000 | 1,630 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $20,935,000 | 441 |
| Privately issued residential mortgage-backed securities | $20,935,000 | 150 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $82,547,000 | 909 |
| Certificates of participation in pools of residential mortgages | $61,612,000 | 768 |
| Issued or guaranteed by U.S. | $61,612,000 | 768 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $20,935,000 | 1,054 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $20,935,000 | 145 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $82,547,000 | 1,626 |
| Total debt securities | $82,549,000 | 1,755 |
| 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 | $90,037,000 | 1,581 |
| U.S. Government securities | $24,330,000 | 3,228 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,330,000 | 3,160 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $65,707,000 | 202 |
| Privately issued residential mortgage-backed securities | $65,707,000 | 92 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $90,037,000 | 815 |
| Certificates of participation in pools of residential mortgages | $24,330,000 | 1,526 |
| Issued or guaranteed by U.S. | $24,330,000 | 1,524 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $65,707,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $65,707,000 | 90 |
| 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) | $65,707,000 | 277 |
| Available-for-sale securities (fair market value) | $24,330,000 | 3,808 |
| Total debt securities | $90,037,000 | 1,563 |
| 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 | $98,121,000 | 1,445 |
| U.S. Government securities | $24,526,000 | 3,141 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,526,000 | 3,063 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $73,595,000 | 194 |
| Privately issued residential mortgage-backed securities | $73,595,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $98,121,000 | 742 |
| Certificates of participation in pools of residential mortgages | $24,526,000 | 1,455 |
| Issued or guaranteed by U.S. | $24,526,000 | 1,450 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $73,595,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $73,595,000 | 91 |
| 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) | $73,595,000 | 248 |
| Available-for-sale securities (fair market value) | $24,526,000 | 3,726 |
| Total debt securities | $98,121,000 | 1,427 |
| 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 | $103,288,000 | 1,383 |
| U.S. Government securities | $27,620,000 | 2,974 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $27,620,000 | 2,887 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $75,668,000 | 192 |
| Privately issued residential mortgage-backed securities | $75,668,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $103,288,000 | 703 |
| Certificates of participation in pools of residential mortgages | $27,620,000 | 1,316 |
| Issued or guaranteed by U.S. | $27,620,000 | 1,310 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $75,668,000 | 426 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $75,668,000 | 91 |
| 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) | $75,668,000 | 238 |
| Available-for-sale securities (fair market value) | $27,620,000 | 3,505 |
| Total debt securities | $103,288,000 | 1,362 |
| 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 | $82,005,000 | 1,668 |
| U.S. Government securities | $26,813,000 | 3,022 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $26,813,000 | 2,927 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $55,192,000 | 237 |
| Privately issued residential mortgage-backed securities | $55,192,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $82,005,000 | 815 |
| Certificates of participation in pools of residential mortgages | $26,813,000 | 1,303 |
| Issued or guaranteed by U.S. | $26,813,000 | 1,296 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $55,192,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $55,192,000 | 115 |
| 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) | $55,192,000 | 312 |
| Available-for-sale securities (fair market value) | $26,813,000 | 3,570 |
| Total debt securities | $82,005,000 | 1,653 |
| 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 | $68,597,000 | 1,873 |
| U.S. Government securities | $28,921,000 | 2,730 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $28,921,000 | 2,648 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $39,676,000 | 304 |
| Privately issued residential mortgage-backed securities | $39,676,000 | 161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $68,597,000 | 890 |
| Certificates of participation in pools of residential mortgages | $28,921,000 | 1,191 |
| Issued or guaranteed by U.S. | $28,921,000 | 1,180 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $39,676,000 | 654 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $39,676,000 | 157 |
| 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) | $39,676,000 | 394 |
| Available-for-sale securities (fair market value) | $28,921,000 | 3,294 |
| Total debt securities | $68,597,000 | 1,853 |
| 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 | $76,289,000 | 1,661 |
| U.S. Government securities | $30,449,000 | 2,602 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $30,449,000 | 2,518 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $45,840,000 | 277 |
| Privately issued residential mortgage-backed securities | $45,840,000 | 150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $76,289,000 | 801 |
| Certificates of participation in pools of residential mortgages | $30,449,000 | 1,122 |
| Issued or guaranteed by U.S. | $30,449,000 | 1,110 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $45,840,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $45,840,000 | 146 |
| 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) | $45,840,000 | 350 |
| Available-for-sale securities (fair market value) | $30,449,000 | 3,138 |
| Total debt securities | $76,289,000 | 1,643 |
| 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 | $82,434,000 | 1,566 |
| U.S. Government securities | $32,283,000 | 2,537 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,283,000 | 2,454 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $50,151,000 | 261 |
| Privately issued residential mortgage-backed securities | $50,151,000 | 144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $82,434,000 | 755 |
| Certificates of participation in pools of residential mortgages | $32,283,000 | 1,059 |
| Issued or guaranteed by U.S. | $32,283,000 | 1,051 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $50,151,000 | 529 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $50,151,000 | 140 |
| 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) | $50,151,000 | 345 |
| Available-for-sale securities (fair market value) | $32,283,000 | 3,008 |
| Total debt securities | $82,434,000 | 1,550 |
| 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 | $87,469,000 | 1,489 |
| U.S. Government securities | $33,629,000 | 2,481 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $33,629,000 | 2,414 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $53,840,000 | 261 |
| Privately issued residential mortgage-backed securities | $53,840,000 | 148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $87,469,000 | 730 |
| Certificates of participation in pools of residential mortgages | $33,629,000 | 1,089 |
| Issued or guaranteed by U.S. | $33,629,000 | 1,082 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $53,840,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $53,840,000 | 145 |
| 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) | $47,876,000 | 362 |
| Available-for-sale securities (fair market value) | $39,593,000 | 2,587 |
| Total debt securities | $87,469,000 | 1,464 |
| 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 | $77,328,000 | 1,646 |
| U.S. Government securities | $36,252,000 | 2,302 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $36,252,000 | 2,235 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $41,076,000 | 323 |
| Privately issued residential mortgage-backed securities | $41,076,000 | 190 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $77,328,000 | 807 |
| Certificates of participation in pools of residential mortgages | $36,252,000 | 1,050 |
| Issued or guaranteed by U.S. | $36,252,000 | 1,041 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $41,076,000 | 611 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $41,076,000 | 187 |
| 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) | $41,076,000 | 419 |
| Available-for-sale securities (fair market value) | $36,252,000 | 2,740 |
| Total debt securities | $77,328,000 | 1,622 |
| 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 | $81,708,000 | 1,550 |
| U.S. Government securities | $38,503,000 | 2,165 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,503,000 | 2,107 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $43,205,000 | 339 |
| Privately issued residential mortgage-backed securities | $43,205,000 | 200 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $81,708,000 | 777 |
| Certificates of participation in pools of residential mortgages | $38,503,000 | 1,027 |
| Issued or guaranteed by U.S. | $38,503,000 | 1,020 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $43,205,000 | 577 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $43,205,000 | 198 |
| 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) | $43,205,000 | 423 |
| Available-for-sale securities (fair market value) | $38,503,000 | 2,615 |
| Total debt securities | $81,708,000 | 1,527 |
| 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 | $77,124,000 | 1,613 |
| U.S. Government securities | $40,729,000 | 2,026 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,729,000 | 1,977 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $36,395,000 | 403 |
| Privately issued residential mortgage-backed securities | $36,395,000 | 236 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $77,124,000 | 825 |
| Certificates of participation in pools of residential mortgages | $40,729,000 | 996 |
| Issued or guaranteed by U.S. | $40,729,000 | 985 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $36,395,000 | 616 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $36,395,000 | 225 |
| 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) | $36,395,000 | 465 |
| Available-for-sale securities (fair market value) | $40,729,000 | 2,447 |
| Total debt securities | $77,124,000 | 1,588 |
| 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 | $82,618,000 | 1,493 |
| U.S. Government securities | $45,435,000 | 1,839 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,435,000 | 1,796 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $37,183,000 | 378 |
| Privately issued residential mortgage-backed securities | $37,183,000 | 253 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $82,618,000 | 791 |
| Certificates of participation in pools of residential mortgages | $45,435,000 | 937 |
| Issued or guaranteed by U.S. | $45,435,000 | 927 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $37,183,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $37,183,000 | 241 |
| 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) | $37,183,000 | 463 |
| Available-for-sale securities (fair market value) | $45,435,000 | 2,237 |
| Total debt securities | $82,618,000 | 1,468 |
| 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 | $86,819,000 | 1,397 |
| U.S. Government securities | $52,130,000 | 1,632 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,130,000 | 1,611 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $34,689,000 | 377 |
| Privately issued residential mortgage-backed securities | $34,689,000 | 255 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $86,819,000 | 742 |
| Certificates of participation in pools of residential mortgages | $52,130,000 | 795 |
| Issued or guaranteed by U.S. | $52,130,000 | 787 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $34,689,000 | 614 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $34,689,000 | 246 |
| 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) | $34,689,000 | 480 |
| Available-for-sale securities (fair market value) | $52,130,000 | 1,960 |
| Total debt securities | $86,819,000 | 1,372 |
| 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 | $74,420,000 | 1,594 |
| U.S. Government securities | $54,805,000 | 1,516 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,805,000 | 1,491 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $19,615,000 | 535 |
| Privately issued residential mortgage-backed securities | $19,615,000 | 355 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $74,420,000 | 802 |
| Certificates of participation in pools of residential mortgages | $54,805,000 | 734 |
| Issued or guaranteed by U.S. | $54,805,000 | 725 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $19,615,000 | 843 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $19,615,000 | 341 |
| 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) | $19,615,000 | 760 |
| Available-for-sale securities (fair market value) | $54,805,000 | 1,835 |
| Total debt securities | $74,420,000 | 1,570 |
| 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 | $69,789,000 | 1,712 |
| U.S. Government securities | $49,245,000 | 1,700 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $49,245,000 | 1,673 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $20,543,000 | 540 |
| Privately issued residential mortgage-backed securities | $20,543,000 | 348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,964 |
| 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 | $69,788,000 | 840 |
| Certificates of participation in pools of residential mortgages | $49,245,000 | 805 |
| Issued or guaranteed by U.S. | $49,245,000 | 795 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $20,543,000 | 805 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $20,543,000 | 328 |
| 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) | $2,000 | 3,553 |
| Available-for-sale securities (fair market value) | $69,787,000 | 1,490 |
| Total debt securities | $69,788,000 | 1,685 |
| 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 | $55,048,000 | 2,122 |
| U.S. Government securities | $55,047,000 | 1,502 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $55,047,000 | 1,467 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,939 |
| 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 | $55,047,000 | 1,004 |
| Certificates of participation in pools of residential mortgages | $55,047,000 | 684 |
| Issued or guaranteed by U.S. | $55,047,000 | 675 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $55,048,000 | 1,863 |
| Total debt securities | $55,047,000 | 2,073 |
| 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 | $62,507,000 | 1,875 |
| U.S. Government securities | $62,506,000 | 1,358 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $62,506,000 | 1,327 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,889 |
| 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 | $62,506,000 | 814 |
| Certificates of participation in pools of residential mortgages | $62,506,000 | 554 |
| Issued or guaranteed by U.S. | $62,506,000 | 547 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,658 |
| Available-for-sale securities (fair market value) | $62,506,000 | 1,632 |
| Total debt securities | $62,506,000 | 1,834 |
| 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 | $69,306,000 | 1,709 |
| U.S. Government securities | $69,305,000 | 1,241 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $69,305,000 | 1,213 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,828 |
| 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 | $69,305,000 | 712 |
| Certificates of participation in pools of residential mortgages | $69,305,000 | 487 |
| Issued or guaranteed by U.S. | $69,305,000 | 483 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,717 |
| Available-for-sale securities (fair market value) | $69,305,000 | 1,479 |
| Total debt securities | $69,305,000 | 1,672 |
| 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 | $78,154,000 | 1,512 |
| U.S. Government securities | $78,153,000 | 1,121 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $78,153,000 | 1,091 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,865 |
| 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 | $78,153,000 | 644 |
| Certificates of participation in pools of residential mortgages | $78,153,000 | 448 |
| Issued or guaranteed by U.S. | $78,153,000 | 443 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,757 |
| Available-for-sale securities (fair market value) | $78,153,000 | 1,314 |
| Total debt securities | $78,153,000 | 1,481 |
| 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 | $88,256,000 | 1,357 |
| U.S. Government securities | $88,255,000 | 995 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $88,255,000 | 957 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,886 |
| 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 | $88,255,000 | 587 |
| Certificates of participation in pools of residential mortgages | $88,255,000 | 414 |
| Issued or guaranteed by U.S. | $88,255,000 | 409 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $88,256,000 | 1,174 |
| Total debt securities | $88,255,000 | 1,327 |
| 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 | $95,963,000 | 1,284 |
| U.S. Government securities | $95,962,000 | 926 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $95,962,000 | 897 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,932 |
| 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 | $95,962,000 | 562 |
| Certificates of participation in pools of residential mortgages | $95,962,000 | 391 |
| Issued or guaranteed by U.S. | $95,962,000 | 386 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,920 |
| Available-for-sale securities (fair market value) | $95,962,000 | 1,110 |
| Total debt securities | $95,962,000 | 1,252 |
| 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 | $104,576,000 | 1,205 |
| U.S. Government securities | $104,575,000 | 868 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $104,575,000 | 837 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 1,968 |
| 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 | $104,575,000 | 539 |
| Certificates of participation in pools of residential mortgages | $104,575,000 | 378 |
| Issued or guaranteed by U.S. | $104,575,000 | 372 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,017 |
| Available-for-sale securities (fair market value) | $104,575,000 | 1,027 |
| Total debt securities | $104,575,000 | 1,171 |
| 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 | $112,407,000 | 1,107 |
| U.S. Government securities | $112,334,000 | 801 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $112,334,000 | 773 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 1,759 |
| 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 | $112,334,000 | 508 |
| Certificates of participation in pools of residential mortgages | $112,334,000 | 363 |
| Issued or guaranteed by U.S. | $112,334,000 | 360 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $112,407,000 | 936 |
| Total debt securities | $112,334,000 | 1,077 |
| 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 | $122,725,000 | 1,021 |
| U.S. Government securities | $122,652,000 | 757 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $122,652,000 | 734 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 1,792 |
| 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 | $122,652,000 | 483 |
| Certificates of participation in pools of residential mortgages | $122,652,000 | 345 |
| Issued or guaranteed by U.S. | $122,652,000 | 340 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,000 | 3,914 |
| Available-for-sale securities (fair market value) | $122,652,000 | 846 |
| Total debt securities | $122,652,000 | 997 |
| 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 | $132,780,000 | 935 |
| U.S. Government securities | $132,707,000 | 708 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $132,707,000 | 686 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 1,808 |
| 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 | $132,707,000 | 465 |
| Certificates of participation in pools of residential mortgages | $132,707,000 | 340 |
| Issued or guaranteed by U.S. | $132,707,000 | 334 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,000 | 3,988 |
| Available-for-sale securities (fair market value) | $132,707,000 | 792 |
| Total debt securities | $132,707,000 | 921 |
| 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 | $146,542,000 | 851 |
| U.S. Government securities | $146,469,000 | 644 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $146,469,000 | 623 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 1,818 |
| 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 | $146,469,000 | 443 |
| Certificates of participation in pools of residential mortgages | $146,469,000 | 312 |
| Issued or guaranteed by U.S. | $146,469,000 | 308 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,000 | 4,050 |
| Available-for-sale securities (fair market value) | $146,469,000 | 725 |
| Total debt securities | $146,469,000 | 829 |
| 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 | $166,575,000 | 756 |
| U.S. Government securities | $166,502,000 | 587 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $166,502,000 | 566 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 1,842 |
| 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 | $166,502,000 | 411 |
| Certificates of participation in pools of residential mortgages | $166,502,000 | 291 |
| Issued or guaranteed by U.S. | $166,502,000 | 282 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $72,000 | 4,101 |
| Available-for-sale securities (fair market value) | $166,503,000 | 627 |
| Total debt securities | $166,502,000 | 738 |
| 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 | $173,189,000 | 742 |
| U.S. Government securities | $173,116,000 | 586 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $173,116,000 | 557 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 1,876 |
| 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 | $173,116,000 | 411 |
| Certificates of participation in pools of residential mortgages | $173,116,000 | 286 |
| Issued or guaranteed by U.S. | $173,116,000 | 281 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,000 | 4,177 |
| Available-for-sale securities (fair market value) | $173,116,000 | 625 |
| Total debt securities | $173,116,000 | 725 |
| 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 | $165,774,000 | 784 |
| U.S. Government securities | $165,701,000 | 621 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $165,701,000 | 595 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 1,923 |
| 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 | $165,701,000 | 426 |
| Certificates of participation in pools of residential mortgages | $165,701,000 | 300 |
| Issued or guaranteed by U.S. | $165,701,000 | 293 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,000 | 4,244 |
| Available-for-sale securities (fair market value) | $165,701,000 | 660 |
| Total debt securities | $165,701,000 | 766 |
| 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 | $148,073,000 | 868 |
| U.S. Government securities | $148,000,000 | 668 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $148,000,000 | 634 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 1,949 |
| 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 | $148,000,000 | 461 |
| Certificates of participation in pools of residential mortgages | $148,000,000 | 331 |
| Issued or guaranteed by U.S. | $148,000,000 | 326 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,000 | 4,294 |
| Available-for-sale securities (fair market value) | $148,000,000 | 742 |
| Total debt securities | $148,000,000 | 844 |
| 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 | $144,680,000 | 901 |
| U.S. Government securities | $144,607,000 | 701 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $144,607,000 | 669 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 1,996 |
| 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 | $144,607,000 | 481 |
| Certificates of participation in pools of residential mortgages | $144,607,000 | 345 |
| Issued or guaranteed by U.S. | $144,607,000 | 342 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,000 | 4,342 |
| Available-for-sale securities (fair market value) | $144,607,000 | 775 |
| Total debt securities | $144,607,000 | 871 |
| 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 | $145,527,000 | 901 |
| U.S. Government securities | $145,454,000 | 694 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $145,454,000 | 673 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 2,020 |
| 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 | $145,454,000 | 495 |
| Certificates of participation in pools of residential mortgages | $145,454,000 | 344 |
| Issued or guaranteed by U.S. | $145,454,000 | 341 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,000 | 4,395 |
| Available-for-sale securities (fair market value) | $145,454,000 | 772 |
| Total debt securities | $145,454,000 | 873 |
| 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 | $166,343,000 | 817 |
| U.S. Government securities | $166,270,000 | 647 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $166,270,000 | 624 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 2,064 |
| 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 | $141,301,000 | 508 |
| Certificates of participation in pools of residential mortgages | $141,301,000 | 361 |
| Issued or guaranteed by U.S. | $141,301,000 | 357 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,042,000 | 801 |
| Available-for-sale securities (fair market value) | $141,301,000 | 819 |
| Total debt securities | $166,270,000 | 795 |
| 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 | $142,256,000 | 946 |
| U.S. Government securities | $142,183,000 | 723 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $142,183,000 | 692 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 2,114 |
| 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 | $142,183,000 | 496 |
| Certificates of participation in pools of residential mortgages | $142,101,000 | 345 |
| Issued or guaranteed by U.S. | $142,101,000 | 340 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $82,000 | 3,831 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,634 |
| 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) | $155,000 | 4,287 |
| Available-for-sale securities (fair market value) | $142,101,000 | 807 |
| Total debt securities | $142,183,000 | 914 |
| 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 | $190,201,000 | 702 |
| U.S. Government securities | $190,128,000 | 561 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $190,128,000 | 543 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 2,126 |
| 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 | $176,561,000 | 444 |
| Certificates of participation in pools of residential mortgages | $176,309,000 | 294 |
| Issued or guaranteed by U.S. | $176,309,000 | 286 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $252,000 | 3,737 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 3,563 |
| 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) | $13,892,000 | 1,182 |
| Available-for-sale securities (fair market value) | $176,309,000 | 649 |
| Total debt securities | $190,128,000 | 678 |
| 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 | $176,659,000 | 736 |
| U.S. Government securities | $176,586,000 | 597 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $176,586,000 | 577 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 2,110 |
| 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 | $162,748,000 | 460 |
| Certificates of participation in pools of residential mortgages | $161,035,000 | 312 |
| Issued or guaranteed by U.S. | $161,035,000 | 307 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,713,000 | 2,740 |
| CMOs issued by government agencies or sponsored agencies | $1,713,000 | 2,609 |
| 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) | $15,624,000 | 1,109 |
| Available-for-sale securities (fair market value) | $161,035,000 | 684 |
| Total debt securities | $176,586,000 | 712 |
| 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 | $215,816,000 | 607 |
| U.S. Government securities | $210,503,000 | 491 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $210,503,000 | 471 |
| Securities issued by states & political subdivisions | $5,312,000 | 2,821 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 2,406 |
| 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 | $196,411,000 | 373 |
| Certificates of participation in pools of residential mortgages | $186,068,000 | 257 |
| Issued or guaranteed by U.S. | $186,068,000 | 253 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $10,343,000 | 1,244 |
| CMOs issued by government agencies or sponsored agencies | $10,343,000 | 1,152 |
| 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) | $29,747,000 | 669 |
| Available-for-sale securities (fair market value) | $186,069,000 | 589 |
| Total debt securities | $215,815,000 | 586 |
| 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 | $259,450,000 | 468 |
| U.S. Government securities | $254,691,000 | 361 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $254,691,000 | 343 |
| Securities issued by states & political subdivisions | $4,731,000 | 2,963 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,000 | 2,172 |
| 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 | $241,633,000 | 299 |
| Certificates of participation in pools of residential mortgages | $225,582,000 | 209 |
| Issued or guaranteed by U.S. | $225,582,000 | 204 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $16,051,000 | 957 |
| CMOs issued by government agencies or sponsored agencies | $16,051,000 | 872 |
| 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) | $33,868,000 | 611 |
| Available-for-sale securities (fair market value) | $225,582,000 | 458 |
| Total debt securities | $259,422,000 | 448 |
| 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 | $269,521,000 | 448 |
| U.S. Government securities | $269,493,000 | 348 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $269,493,000 | 323 |
| 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 | $28,000 | 7,628 |
| 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 | $223,545,000 | 284 |
| Certificates of participation in pools of residential mortgages | $222,011,000 | 182 |
| Issued or guaranteed by U.S. | $222,011,000 | 181 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,534,000 | 2,515 |
| CMOs issued by government agencies or sponsored agencies | $1,534,000 | 2,370 |
| 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) | $47,510,000 | 537 |
| Available-for-sale securities (fair market value) | $222,011,000 | 427 |
| Total debt securities | $269,493,000 | 428 |
| 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 | $222,044,000 | 550 |
| U.S. Government securities | $222,016,000 | 457 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $222,016,000 | 415 |
| 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 | $28,000 | 7,614 |
| 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 | $191,497,000 | 349 |
| Certificates of participation in pools of residential mortgages | $181,183,000 | 237 |
| Issued or guaranteed by U.S. | $181,183,000 | 231 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $10,314,000 | 1,075 |
| CMOs issued by government agencies or sponsored agencies | $10,314,000 | 960 |
| 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) | $40,861,000 | 667 |
| Available-for-sale securities (fair market value) | $181,183,000 | 539 |
| Total debt securities | $222,016,000 | 537 |
| 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 | $201,091,000 | 614 |
| U.S. Government securities | $201,063,000 | 491 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $201,063,000 | 445 |
| 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 | $28,000 | 7,462 |
| 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 | $201,063,000 | 352 |
| Certificates of participation in pools of residential mortgages | $180,852,000 | 251 |
| Issued or guaranteed by U.S. | $180,852,000 | 244 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $20,211,000 | 754 |
| CMOs issued by government agencies or sponsored agencies | $20,211,000 | 687 |
| 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) | $20,239,000 | 1,355 |
| Available-for-sale securities (fair market value) | $180,852,000 | 533 |
| Total debt securities | $201,063,000 | 593 |
| 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 | $303,860,000 | 438 |
| U.S. Government securities | $303,832,000 | 381 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $303,832,000 | 324 |
| 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 | $28,000 | 7,439 |
| 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 | $303,832,000 | 258 |
| Certificates of participation in pools of residential mortgages | $273,160,000 | 191 |
| Issued or guaranteed by U.S. | $273,160,000 | 187 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $30,672,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $30,672,000 | 484 |
| 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) | $30,700,000 | 1,140 |
| Available-for-sale securities (fair market value) | $273,160,000 | 359 |
| Total debt securities | $303,832,000 | 428 |
| 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 | $388,683,000 | 376 |
| U.S. Government securities | $387,725,000 | 315 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $387,725,000 | 255 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,000 | 7,510 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-930,000 | 1,262 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $387,725,000 | 222 |
| Certificates of participation in pools of residential mortgages | $345,638,000 | 168 |
| Issued or guaranteed by U.S. | $345,638,000 | 161 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $42,087,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $42,087,000 | 411 |
| 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) | $43,045,000 | 957 |
| Available-for-sale securities (fair market value) | $345,638,000 | 303 |
| Total debt securities | $387,725,000 | 370 |
| 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 | $384,750,000 | 404 |
| U.S. Government securities | $383,785,000 | 339 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $383,785,000 | 261 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,559 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-938,000 | 1,344 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $383,785,000 | 247 |
| Certificates of participation in pools of residential mortgages | $329,301,000 | 181 |
| Issued or guaranteed by U.S. | $329,301,000 | 174 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $54,484,000 | 424 |
| CMOs issued by government agencies or sponsored agencies | $54,484,000 | 388 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,449,000 | 746 |
| Available-for-sale securities (fair market value) | $329,301,000 | 338 |
| Total debt securities | $383,785,000 | 389 |
| 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 | $315,187,000 | 476 |
| U.S. Government securities | $314,881,000 | 413 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $314,881,000 | 312 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,585 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-279,000 | 1,308 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $314,881,000 | 289 |
| Certificates of participation in pools of residential mortgages | $251,718,000 | 210 |
| Issued or guaranteed by U.S. | $251,718,000 | 203 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $63,163,000 | 398 |
| CMOs issued by government agencies or sponsored agencies | $63,163,000 | 363 |
| 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) | $268,806,000 | 345 |
| Available-for-sale securities (fair market value) | $46,381,000 | 1,229 |
| Total debt securities | $314,881,000 | 467 |
| 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 | $113,847,000 | 1,215 |
| U.S. Government securities | $113,069,000 | 984 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $113,069,000 | 693 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,467 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-751,000 | 1,546 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $113,069,000 | 608 |
| Certificates of participation in pools of residential mortgages | $113,069,000 | 406 |
| Issued or guaranteed by U.S. | $113,069,000 | 383 |
| 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 | $113,069,000 | 1,195 |
| 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 | $163,256,000 | 839 |
| U.S. Government securities | $162,170,000 | 688 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $162,170,000 | 485 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000 | 9,084 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-1,085,000 | 1,837 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $162,170,000 | 457 |
| Certificates of participation in pools of residential mortgages | $162,170,000 | 288 |
| Issued or guaranteed by U.S. | $162,170,000 | 267 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $162,170,000 | 825 |
| 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 |