Home > Lincoln Savings Bank > Securities
Lincoln Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $272,890,000 | 742 |
| U.S. Government securities | $84,247,000 | 1,325 |
| U.S. Treasury securities | $13,380,000 | 1,174 |
| U.S. Government agency obligations | $70,867,000 | 1,271 |
| Securities issued by states & political subdivisions | $177,684,000 | 236 |
| Other domestic debt securities | $10,655,000 | 991 |
| Privately issued residential mortgage-backed securities | $10,655,000 | 267 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $52,102,000 | 1,231 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,786,000 | 1,065 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,661,000 | 1,281 |
| Privately issued | $10,655,000 | 213 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $272,586,000 | 626 |
| Total debt securities | $272,586,000 | 734 |
| 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 | $299,245,000 | 686 |
| U.S. Government securities | $81,643,000 | 1,353 |
| U.S. Treasury securities | $12,862,000 | 1,243 |
| U.S. Government agency obligations | $68,781,000 | 1,287 |
| Securities issued by states & political subdivisions | $206,562,000 | 187 |
| Other domestic debt securities | $10,788,000 | 971 |
| Privately issued residential mortgage-backed securities | $10,788,000 | 252 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $50,837,000 | 1,224 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,662,000 | 1,079 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,387,000 | 1,281 |
| Privately issued | $10,788,000 | 203 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $298,993,000 | 573 |
| Total debt securities | $298,992,000 | 675 |
| 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 | $317,372,000 | 660 |
| U.S. Government securities | $84,659,000 | 1,358 |
| U.S. Treasury securities | $13,100,000 | 1,250 |
| U.S. Government agency obligations | $71,559,000 | 1,282 |
| Securities issued by states & political subdivisions | $220,958,000 | 187 |
| Other domestic debt securities | $11,523,000 | 950 |
| Privately issued residential mortgage-backed securities | $11,523,000 | 248 |
| 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 | $54,164,000 | 1,215 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $35,875,000 | 1,063 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,766,000 | 1,258 |
| Privately issued | $11,523,000 | 198 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $317,140,000 | 556 |
| Total debt securities | $317,141,000 | 651 |
| 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 | $322,263,000 | 683 |
| U.S. Government securities | $87,566,000 | 1,389 |
| U.S. Treasury securities | $13,375,000 | 1,304 |
| U.S. Government agency obligations | $74,191,000 | 1,264 |
| Securities issued by states & political subdivisions | $222,393,000 | 197 |
| Other domestic debt securities | $12,094,000 | 962 |
| Privately issued residential mortgage-backed securities | $12,094,000 | 259 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $56,766,000 | 1,226 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $37,687,000 | 1,072 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,985,000 | 1,288 |
| Privately issued | $12,094,000 | 198 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $322,053,000 | 580 |
| Total debt securities | $322,053,000 | 672 |
| 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 |
| 2022-09-30 | Rank | |
| Total securities | $307,780,000 | 724 |
| U.S. Government securities | $90,560,000 | 1,369 |
| U.S. Treasury securities | $12,870,000 | 1,403 |
| U.S. Government agency obligations | $77,690,000 | 1,225 |
| Securities issued by states & political subdivisions | $204,308,000 | 219 |
| Other domestic debt securities | $12,748,000 | 926 |
| Privately issued residential mortgage-backed securities | $12,748,000 | 231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $61,527,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $37,769,000 | 1,095 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,010,000 | 1,060 |
| Privately issued | $12,748,000 | 187 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $307,616,000 | 614 |
| Total debt securities | $307,616,000 | 714 |
| 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 | $279,787,000 | 795 |
| U.S. Government securities | $96,728,000 | 1,323 |
| U.S. Treasury securities | $13,364,000 | 1,360 |
| U.S. Government agency obligations | $83,364,000 | 1,195 |
| Securities issued by states & political subdivisions | $169,209,000 | 282 |
| Other domestic debt securities | $13,689,000 | 851 |
| Privately issued residential mortgage-backed securities | $13,689,000 | 232 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $67,242,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $41,066,000 | 1,076 |
| Issued or guaranteed by U.S. | $41,066,000 | 1,059 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $26,176,000 | 747 |
| CMOs issued by government agencies or sponsored agencies | $12,487,000 | 1,020 |
| Privately issued | $13,689,000 | 180 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $279,626,000 | 696 |
| Total debt securities | $279,626,000 | 785 |
| 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 | $194,642,000 | 1,105 |
| U.S. Government securities | $72,798,000 | 1,570 |
| U.S. Treasury securities | $13,895,000 | 1,186 |
| U.S. Government agency obligations | $58,903,000 | 1,527 |
| Securities issued by states & political subdivisions | $106,651,000 | 505 |
| Other domestic debt securities | $15,004,000 | 791 |
| Privately issued residential mortgage-backed securities | $15,004,000 | 207 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $73,907,000 | 1,089 |
| Certificates of participation in pools of residential mortgages | $45,168,000 | 1,031 |
| Issued or guaranteed by U.S. | $45,168,000 | 1,017 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $28,739,000 | 695 |
| CMOs issued by government agencies or sponsored agencies | $13,735,000 | 969 |
| Privately issued | $15,004,000 | 162 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $194,453,000 | 987 |
| Total debt securities | $194,454,000 | 1,092 |
| 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 | $212,260,000 | 987 |
| U.S. Government securities | $84,351,000 | 1,332 |
| U.S. Treasury securities | $14,737,000 | 845 |
| U.S. Government agency obligations | $69,614,000 | 1,360 |
| Securities issued by states & political subdivisions | $110,911,000 | 513 |
| Other domestic debt securities | $16,789,000 | 720 |
| Privately issued residential mortgage-backed securities | $16,789,000 | 182 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $86,403,000 | 965 |
| Certificates of participation in pools of residential mortgages | $50,875,000 | 946 |
| Issued or guaranteed by U.S. | $50,875,000 | 932 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $35,528,000 | 575 |
| CMOs issued by government agencies or sponsored agencies | $18,739,000 | 804 |
| Privately issued | $16,789,000 | 131 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $212,051,000 | 899 |
| Total debt securities | $212,051,000 | 976 |
| 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 | $205,964,000 | 956 |
| U.S. Government securities | $98,804,000 | 1,137 |
| U.S. Treasury securities | $14,929,000 | 692 |
| U.S. Government agency obligations | $83,875,000 | 1,144 |
| Securities issued by states & political subdivisions | $88,936,000 | 623 |
| Other domestic debt securities | $18,039,000 | 654 |
| Privately issued residential mortgage-backed securities | $18,039,000 | 157 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $101,914,000 | 826 |
| Certificates of participation in pools of residential mortgages | $59,581,000 | 830 |
| Issued or guaranteed by U.S. | $59,581,000 | 816 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $42,333,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $24,294,000 | 680 |
| Privately issued | $18,039,000 | 111 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $205,779,000 | 872 |
| Total debt securities | $205,779,000 | 942 |
| 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 | $198,998,000 | 951 |
| U.S. Government securities | $98,028,000 | 1,077 |
| U.S. Treasury securities | $14,880,000 | 606 |
| U.S. Government agency obligations | $83,148,000 | 1,124 |
| Securities issued by states & political subdivisions | $81,751,000 | 659 |
| Other domestic debt securities | $19,056,000 | 606 |
| Privately issued residential mortgage-backed securities | $19,056,000 | 141 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $102,204,000 | 791 |
| Certificates of participation in pools of residential mortgages | $58,365,000 | 804 |
| Issued or guaranteed by U.S. | $58,365,000 | 788 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $43,839,000 | 474 |
| CMOs issued by government agencies or sponsored agencies | $24,783,000 | 627 |
| Privately issued | $19,056,000 | 97 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $198,835,000 | 870 |
| Total debt securities | $198,836,000 | 937 |
| 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 | $156,257,000 | 1,089 |
| U.S. Government securities | $70,129,000 | 1,278 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $70,129,000 | 1,190 |
| Securities issued by states & political subdivisions | $76,173,000 | 665 |
| Other domestic debt securities | $9,792,000 | 843 |
| Privately issued residential mortgage-backed securities | $9,792,000 | 198 |
| 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 | $6,540,000 | 2,962 |
| Mortgage-backed securities | $77,841,000 | 931 |
| Certificates of participation in pools of residential mortgages | $42,998,000 | 953 |
| Issued or guaranteed by U.S. | $42,998,000 | 930 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $34,843,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $25,051,000 | 607 |
| Privately issued | $9,792,000 | 121 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $156,094,000 | 1,005 |
| Total debt securities | $156,095,000 | 1,075 |
| 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 | $151,383,000 | 1,029 |
| U.S. Government securities | $70,675,000 | 1,145 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $70,675,000 | 1,075 |
| Securities issued by states & political subdivisions | $75,492,000 | 636 |
| Other domestic debt securities | $5,094,000 | 1,076 |
| Privately issued residential mortgage-backed securities | $5,094,000 | 255 |
| 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 | $7,413,000 | 2,870 |
| Mortgage-backed securities | $72,709,000 | 902 |
| Certificates of participation in pools of residential mortgages | $47,246,000 | 805 |
| Issued or guaranteed by U.S. | $47,246,000 | 793 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $25,463,000 | 636 |
| CMOs issued by government agencies or sponsored agencies | $20,369,000 | 718 |
| Privately issued | $5,094,000 | 160 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $151,261,000 | 938 |
| Total debt securities | $151,262,000 | 1,014 |
| 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 | $103,592,000 | 1,321 |
| U.S. Government securities | $41,047,000 | 1,665 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $41,047,000 | 1,591 |
| Securities issued by states & political subdivisions | $62,442,000 | 701 |
| 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 | $30,016,000 | 1,471 |
| Mortgage-backed securities | $34,933,000 | 1,480 |
| Certificates of participation in pools of residential mortgages | $24,578,000 | 1,234 |
| Issued or guaranteed by U.S. | $24,578,000 | 1,203 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $10,355,000 | 1,103 |
| CMOs issued by government agencies or sponsored agencies | $10,355,000 | 1,068 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $103,489,000 | 1,232 |
| Total debt securities | $103,489,000 | 1,309 |
| 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 | $108,798,000 | 1,225 |
| U.S. Government securities | $47,782,000 | 1,494 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $47,782,000 | 1,398 |
| Securities issued by states & political subdivisions | $60,915,000 | 656 |
| 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 | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,649,000 | 1,310 |
| Mortgage-backed securities | $38,590,000 | 1,376 |
| Certificates of participation in pools of residential mortgages | $27,410,000 | 1,108 |
| Issued or guaranteed by U.S. | $27,410,000 | 1,076 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $11,180,000 | 1,101 |
| CMOs issued by government agencies or sponsored agencies | $11,180,000 | 1,062 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $108,697,000 | 1,130 |
| Total debt securities | $108,695,000 | 1,210 |
| 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 | $109,738,000 | 1,191 |
| U.S. Government securities | $51,007,000 | 1,414 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $51,007,000 | 1,330 |
| Securities issued by states & political subdivisions | $58,639,000 | 605 |
| 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 | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,726,000 | 1,050 |
| Mortgage-backed securities | $41,749,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | $29,941,000 | 1,026 |
| Issued or guaranteed by U.S. | $29,941,000 | 997 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $11,808,000 | 1,078 |
| CMOs issued by government agencies or sponsored agencies | $11,808,000 | 1,045 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $109,646,000 | 1,081 |
| Total debt securities | $109,646,000 | 1,174 |
| 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 | $126,374,000 | 1,041 |
| U.S. Government securities | $67,296,000 | 1,161 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $67,296,000 | 1,087 |
| Securities issued by states & political subdivisions | $58,940,000 | 562 |
| 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 | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,848,000 | 1,105 |
| Mortgage-backed securities | $43,094,000 | 1,239 |
| Certificates of participation in pools of residential mortgages | $31,173,000 | 974 |
| Issued or guaranteed by U.S. | $31,173,000 | 951 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $11,921,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $11,921,000 | 1,043 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $126,236,000 | 937 |
| Total debt securities | $126,238,000 | 1,027 |
| 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 | $130,724,000 | 1,007 |
| U.S. Government securities | $69,822,000 | 1,117 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $69,822,000 | 1,047 |
| Securities issued by states & political subdivisions | $60,902,000 | 542 |
| 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 | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,371,000 | 1,167 |
| Mortgage-backed securities | $45,608,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | $33,532,000 | 898 |
| Issued or guaranteed by U.S. | $33,532,000 | 873 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $12,076,000 | 1,071 |
| CMOs issued by government agencies or sponsored agencies | $12,076,000 | 1,042 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $130,724,000 | 901 |
| Total debt securities | $130,724,000 | 995 |
| 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 | $142,237,000 | 931 |
| U.S. Government securities | $81,678,000 | 1,012 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $81,678,000 | 959 |
| Securities issued by states & political subdivisions | $60,559,000 | 544 |
| 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 | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,303,000 | 1,195 |
| Mortgage-backed securities | $47,511,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $35,290,000 | 856 |
| Issued or guaranteed by U.S. | $35,290,000 | 849 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $12,221,000 | 1,051 |
| CMOs issued by government agencies or sponsored agencies | $12,221,000 | 1,014 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $142,237,000 | 834 |
| Total debt securities | $142,237,000 | 919 |
| 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 | $146,715,000 | 916 |
| U.S. Government securities | $82,224,000 | 1,024 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $82,224,000 | 968 |
| Securities issued by states & political subdivisions | $64,491,000 | 524 |
| 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 | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,785,000 | 1,127 |
| Mortgage-backed securities | $48,664,000 | 1,091 |
| Certificates of participation in pools of residential mortgages | $36,460,000 | 843 |
| Issued or guaranteed by U.S. | $36,460,000 | 835 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $12,204,000 | 1,049 |
| CMOs issued by government agencies or sponsored agencies | $12,204,000 | 1,008 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $146,715,000 | 815 |
| Total debt securities | $146,716,000 | 905 |
| 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 | $138,056,000 | 963 |
| U.S. Government securities | $77,062,000 | 1,068 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $77,062,000 | 1,014 |
| Securities issued by states & political subdivisions | $60,994,000 | 588 |
| 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 | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,150,000 | 1,127 |
| Mortgage-backed securities | $43,910,000 | 1,168 |
| Certificates of participation in pools of residential mortgages | $31,677,000 | 950 |
| Issued or guaranteed by U.S. | $31,677,000 | 943 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $12,233,000 | 1,045 |
| CMOs issued by government agencies or sponsored agencies | $12,233,000 | 1,005 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $138,056,000 | 856 |
| Total debt securities | $138,056,000 | 952 |
| 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 | $127,129,000 | 1,037 |
| U.S. Government securities | $66,834,000 | 1,196 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $66,834,000 | 1,120 |
| Securities issued by states & political subdivisions | $60,295,000 | 586 |
| 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 | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,825,000 | 1,176 |
| Mortgage-backed securities | $34,311,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $22,062,000 | 1,239 |
| Issued or guaranteed by U.S. | $22,062,000 | 1,233 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,249,000 | 1,025 |
| CMOs issued by government agencies or sponsored agencies | $12,249,000 | 986 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $127,129,000 | 923 |
| Total debt securities | $127,130,000 | 1,021 |
| 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 | $130,128,000 | 1,042 |
| U.S. Government securities | $68,589,000 | 1,172 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $68,589,000 | 1,108 |
| Securities issued by states & political subdivisions | $61,539,000 | 596 |
| 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 | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,170,000 | 1,159 |
| Mortgage-backed securities | $35,776,000 | 1,360 |
| Certificates of participation in pools of residential mortgages | $23,319,000 | 1,231 |
| Issued or guaranteed by U.S. | $23,319,000 | 1,192 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $12,457,000 | 1,005 |
| CMOs issued by government agencies or sponsored agencies | $12,457,000 | 963 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $130,128,000 | 924 |
| Total debt securities | $130,129,000 | 1,028 |
| 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 | $134,207,000 | 1,026 |
| U.S. Government securities | $70,189,000 | 1,174 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $70,189,000 | 1,121 |
| Securities issued by states & political subdivisions | $64,018,000 | 576 |
| 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 | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,796,000 | 806 |
| Mortgage-backed securities | $37,226,000 | 1,319 |
| Certificates of participation in pools of residential mortgages | $24,591,000 | 1,211 |
| Issued or guaranteed by U.S. | $24,591,000 | 1,208 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,635,000 | 995 |
| CMOs issued by government agencies or sponsored agencies | $12,635,000 | 950 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $134,207,000 | 909 |
| Total debt securities | $134,207,000 | 1,012 |
| 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 | $134,948,000 | 1,033 |
| U.S. Government securities | $72,866,000 | 1,141 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $72,866,000 | 1,085 |
| Securities issued by states & political subdivisions | $62,082,000 | 627 |
| 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 | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,332,000 | 756 |
| Mortgage-backed securities | $39,210,000 | 1,278 |
| Certificates of participation in pools of residential mortgages | $26,229,000 | 1,172 |
| Issued or guaranteed by U.S. | $26,229,000 | 1,171 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $12,981,000 | 990 |
| CMOs issued by government agencies or sponsored agencies | $12,981,000 | 950 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $134,948,000 | 913 |
| Total debt securities | $134,948,000 | 1,014 |
| 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 | $133,646,000 | 1,045 |
| U.S. Government securities | $75,030,000 | 1,134 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $75,030,000 | 1,080 |
| Securities issued by states & political subdivisions | $58,616,000 | 678 |
| 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 | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,613,000 | 843 |
| Mortgage-backed securities | $40,990,000 | 1,246 |
| Certificates of participation in pools of residential mortgages | $27,634,000 | 1,149 |
| Issued or guaranteed by U.S. | $27,634,000 | 1,147 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $13,356,000 | 968 |
| CMOs issued by government agencies or sponsored agencies | $13,356,000 | 929 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $133,646,000 | 917 |
| Total debt securities | $133,646,000 | 1,033 |
| 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 | $132,393,000 | 1,070 |
| U.S. Government securities | $77,065,000 | 1,134 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $77,065,000 | 1,085 |
| Securities issued by states & political subdivisions | $55,328,000 | 736 |
| 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 | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,376,000 | 829 |
| Mortgage-backed securities | $42,926,000 | 1,224 |
| Certificates of participation in pools of residential mortgages | $28,994,000 | 1,134 |
| Issued or guaranteed by U.S. | $28,994,000 | 1,133 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,932,000 | 935 |
| CMOs issued by government agencies or sponsored agencies | $13,932,000 | 894 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $132,393,000 | 939 |
| Total debt securities | $132,393,000 | 1,057 |
| 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 | $123,971,000 | 1,130 |
| U.S. Government securities | $67,968,000 | 1,268 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $67,968,000 | 1,212 |
| Securities issued by states & political subdivisions | $56,003,000 | 708 |
| 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 | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,750,000 | 774 |
| Mortgage-backed securities | $34,176,000 | 1,449 |
| Certificates of participation in pools of residential mortgages | $29,963,000 | 1,143 |
| Issued or guaranteed by U.S. | $29,963,000 | 1,142 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,213,000 | 1,721 |
| CMOs issued by government agencies or sponsored agencies | $4,213,000 | 1,662 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $123,971,000 | 996 |
| Total debt securities | $123,971,000 | 1,114 |
| 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 | $124,823,000 | 1,114 |
| U.S. Government securities | $69,446,000 | 1,230 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $69,446,000 | 1,177 |
| Securities issued by states & political subdivisions | $55,377,000 | 716 |
| 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 | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,507,000 | 763 |
| Mortgage-backed securities | $35,860,000 | 1,379 |
| Certificates of participation in pools of residential mortgages | $30,926,000 | 1,107 |
| Issued or guaranteed by U.S. | $30,926,000 | 1,106 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,934,000 | 1,576 |
| CMOs issued by government agencies or sponsored agencies | $4,934,000 | 1,516 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $124,823,000 | 979 |
| Total debt securities | $124,822,000 | 1,098 |
| 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 | $128,475,000 | 1,087 |
| U.S. Government securities | $69,788,000 | 1,211 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $69,788,000 | 1,158 |
| Securities issued by states & political subdivisions | $58,687,000 | 674 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,114,000 | 666 |
| Mortgage-backed securities | $34,855,000 | 1,427 |
| Certificates of participation in pools of residential mortgages | $28,710,000 | 1,188 |
| Issued or guaranteed by U.S. | $28,710,000 | 1,187 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,145,000 | 1,443 |
| CMOs issued by government agencies or sponsored agencies | $6,145,000 | 1,384 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $128,475,000 | 957 |
| Total debt securities | $128,476,000 | 1,071 |
| 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 | $132,054,000 | 1,080 |
| U.S. Government securities | $72,414,000 | 1,192 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $72,414,000 | 1,135 |
| Securities issued by states & political subdivisions | $59,640,000 | 669 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,543,000 | 652 |
| Mortgage-backed securities | $37,242,000 | 1,379 |
| Certificates of participation in pools of residential mortgages | $30,163,000 | 1,159 |
| Issued or guaranteed by U.S. | $30,163,000 | 1,155 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,079,000 | 1,394 |
| CMOs issued by government agencies or sponsored agencies | $7,079,000 | 1,325 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $132,054,000 | 951 |
| Total debt securities | $132,053,000 | 1,067 |
| 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 | $112,681,000 | 1,244 |
| U.S. Government securities | $52,954,000 | 1,600 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $52,954,000 | 1,530 |
| Securities issued by states & political subdivisions | $59,727,000 | 655 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,502,000 | 649 |
| Mortgage-backed securities | $27,926,000 | 1,689 |
| Certificates of participation in pools of residential mortgages | $20,542,000 | 1,540 |
| Issued or guaranteed by U.S. | $20,542,000 | 1,539 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,384,000 | 1,384 |
| CMOs issued by government agencies or sponsored agencies | $7,384,000 | 1,321 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $112,681,000 | 1,096 |
| Total debt securities | $112,680,000 | 1,223 |
| 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 | $114,879,000 | 1,236 |
| U.S. Government securities | $53,620,000 | 1,605 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $53,620,000 | 1,527 |
| Securities issued by states & political subdivisions | $61,259,000 | 628 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,393,000 | 626 |
| Mortgage-backed securities | $28,885,000 | 1,660 |
| Certificates of participation in pools of residential mortgages | $21,319,000 | 1,505 |
| Issued or guaranteed by U.S. | $21,319,000 | 1,504 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,566,000 | 1,371 |
| CMOs issued by government agencies or sponsored agencies | $7,566,000 | 1,315 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $114,879,000 | 1,086 |
| Total debt securities | $114,879,000 | 1,217 |
| 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 | $118,218,000 | 1,219 |
| U.S. Government securities | $55,331,000 | 1,567 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $55,331,000 | 1,503 |
| Securities issued by states & political subdivisions | $62,887,000 | 607 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,660,000 | 651 |
| Mortgage-backed securities | $30,358,000 | 1,627 |
| Certificates of participation in pools of residential mortgages | $22,528,000 | 1,457 |
| Issued or guaranteed by U.S. | $22,528,000 | 1,457 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,830,000 | 1,359 |
| CMOs issued by government agencies or sponsored agencies | $7,830,000 | 1,298 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $118,218,000 | 1,064 |
| Total debt securities | $118,218,000 | 1,203 |
| 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 | $119,172,000 | 1,225 |
| U.S. Government securities | $56,229,000 | 1,593 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $56,229,000 | 1,520 |
| Securities issued by states & political subdivisions | $62,943,000 | 594 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,810,000 | 635 |
| Mortgage-backed securities | $31,627,000 | 1,617 |
| Certificates of participation in pools of residential mortgages | $23,531,000 | 1,453 |
| Issued or guaranteed by U.S. | $23,531,000 | 1,453 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,096,000 | 1,400 |
| CMOs issued by government agencies or sponsored agencies | $8,096,000 | 1,336 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $119,172,000 | 1,077 |
| Total debt securities | $119,172,000 | 1,207 |
| 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 | $127,140,000 | 1,154 |
| U.S. Government securities | $58,618,000 | 1,565 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $58,618,000 | 1,494 |
| Securities issued by states & political subdivisions | $68,522,000 | 512 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,462,000 | 560 |
| Mortgage-backed securities | $33,521,000 | 1,590 |
| Certificates of participation in pools of residential mortgages | $25,172,000 | 1,404 |
| Issued or guaranteed by U.S. | $25,172,000 | 1,404 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $8,349,000 | 1,429 |
| CMOs issued by government agencies or sponsored agencies | $8,349,000 | 1,357 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $127,140,000 | 1,014 |
| Total debt securities | $127,139,000 | 1,140 |
| 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 | $132,297,000 | 1,118 |
| U.S. Government securities | $59,113,000 | 1,565 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $59,113,000 | 1,498 |
| Securities issued by states & political subdivisions | $73,184,000 | 460 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,701,000 | 542 |
| Mortgage-backed securities | $34,534,000 | 1,597 |
| Certificates of participation in pools of residential mortgages | $26,022,000 | 1,389 |
| Issued or guaranteed by U.S. | $26,022,000 | 1,387 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,512,000 | 1,423 |
| CMOs issued by government agencies or sponsored agencies | $8,512,000 | 1,355 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $132,297,000 | 976 |
| Total debt securities | $132,297,000 | 1,107 |
| 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 | $135,434,000 | 1,112 |
| U.S. Government securities | $62,010,000 | 1,540 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $62,010,000 | 1,476 |
| Securities issued by states & political subdivisions | $73,424,000 | 450 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,303,000 | 528 |
| Mortgage-backed securities | $35,699,000 | 1,604 |
| Certificates of participation in pools of residential mortgages | $26,925,000 | 1,377 |
| Issued or guaranteed by U.S. | $26,925,000 | 1,377 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,774,000 | 1,440 |
| CMOs issued by government agencies or sponsored agencies | $8,774,000 | 1,361 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $135,434,000 | 977 |
| Total debt securities | $135,434,000 | 1,100 |
| 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 | $147,259,000 | 1,028 |
| U.S. Government securities | $73,643,000 | 1,332 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $73,643,000 | 1,273 |
| Securities issued by states & political subdivisions | $73,616,000 | 446 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,861,000 | 530 |
| Mortgage-backed securities | $47,237,000 | 1,317 |
| Certificates of participation in pools of residential mortgages | $38,199,000 | 1,089 |
| Issued or guaranteed by U.S. | $38,199,000 | 1,089 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,038,000 | 1,426 |
| CMOs issued by government agencies or sponsored agencies | $9,038,000 | 1,356 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $147,259,000 | 900 |
| Total debt securities | $147,259,000 | 1,013 |
| 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 | $150,634,000 | 1,031 |
| U.S. Government securities | $74,879,000 | 1,325 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $74,879,000 | 1,279 |
| Securities issued by states & political subdivisions | $75,755,000 | 422 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,969,000 | 728 |
| Mortgage-backed securities | $48,747,000 | 1,270 |
| Certificates of participation in pools of residential mortgages | $39,534,000 | 1,050 |
| Issued or guaranteed by U.S. | $39,534,000 | 1,049 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $9,213,000 | 1,415 |
| CMOs issued by government agencies or sponsored agencies | $9,213,000 | 1,349 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $150,634,000 | 899 |
| Total debt securities | $150,634,000 | 1,019 |
| 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 | $153,798,000 | 1,001 |
| U.S. Government securities | $75,807,000 | 1,290 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $75,807,000 | 1,247 |
| Securities issued by states & political subdivisions | $77,991,000 | 404 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,386,000 | 1,315 |
| Mortgage-backed securities | $50,002,000 | 1,248 |
| Certificates of participation in pools of residential mortgages | $40,583,000 | 1,026 |
| Issued or guaranteed by U.S. | $40,583,000 | 1,025 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $9,419,000 | 1,406 |
| CMOs issued by government agencies or sponsored agencies | $9,419,000 | 1,339 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $153,798,000 | 868 |
| Total debt securities | $153,798,000 | 993 |
| 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 | $156,827,000 | 988 |
| U.S. Government securities | $77,945,000 | 1,271 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $77,945,000 | 1,234 |
| Securities issued by states & political subdivisions | $78,860,000 | 398 |
| Other domestic debt securities | $22,000 | 2,683 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $22,000 | 2,094 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,759,000 | 1,515 |
| Mortgage-backed securities | $52,039,000 | 1,217 |
| Certificates of participation in pools of residential mortgages | $42,316,000 | 988 |
| Issued or guaranteed by U.S. | $42,316,000 | 985 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,723,000 | 1,391 |
| CMOs issued by government agencies or sponsored agencies | $9,723,000 | 1,325 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $156,827,000 | 861 |
| Total debt securities | $156,827,000 | 978 |
| 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 | $159,205,000 | 965 |
| U.S. Government securities | $80,548,000 | 1,241 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $80,548,000 | 1,206 |
| Securities issued by states & political subdivisions | $78,636,000 | 399 |
| Other domestic debt securities | $21,000 | 2,744 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $21,000 | 2,138 |
| 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 | $35,373,000 | 1,473 |
| Mortgage-backed securities | $54,463,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $44,478,000 | 947 |
| Issued or guaranteed by U.S. | $44,478,000 | 944 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,985,000 | 1,394 |
| CMOs issued by government agencies or sponsored agencies | $9,985,000 | 1,323 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $159,205,000 | 856 |
| Total debt securities | $159,205,000 | 957 |
| 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 | $152,503,000 | 1,016 |
| U.S. Government securities | $69,019,000 | 1,450 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $69,019,000 | 1,408 |
| Securities issued by states & political subdivisions | $83,464,000 | 359 |
| Other domestic debt securities | $20,000 | 2,744 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $20,000 | 2,109 |
| 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 | $36,150,000 | 1,477 |
| Mortgage-backed securities | $42,257,000 | 1,493 |
| Certificates of participation in pools of residential mortgages | $31,879,000 | 1,284 |
| Issued or guaranteed by U.S. | $31,879,000 | 1,281 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,378,000 | 1,416 |
| CMOs issued by government agencies or sponsored agencies | $10,378,000 | 1,342 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $152,503,000 | 911 |
| Total debt securities | $152,503,000 | 1,007 |
| 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 | $153,238,000 | 994 |
| U.S. Government securities | $77,348,000 | 1,291 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $77,348,000 | 1,258 |
| Securities issued by states & political subdivisions | $75,870,000 | 406 |
| Other domestic debt securities | $20,000 | 2,736 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $20,000 | 2,078 |
| 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 | $36,820,000 | 1,442 |
| Mortgage-backed securities | $45,516,000 | 1,389 |
| Certificates of participation in pools of residential mortgages | $34,784,000 | 1,170 |
| Issued or guaranteed by U.S. | $34,784,000 | 1,169 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $10,732,000 | 1,442 |
| CMOs issued by government agencies or sponsored agencies | $10,732,000 | 1,352 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $153,238,000 | 886 |
| Total debt securities | $153,238,000 | 979 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 764 |
| Fair value | $5,022,000 | 729 |
| 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 | $151,579,000 | 1,015 |
| U.S. Government securities | $81,314,000 | 1,250 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $81,314,000 | 1,214 |
| Securities issued by states & political subdivisions | $70,245,000 | 427 |
| Other domestic debt securities | $20,000 | 2,823 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $20,000 | 2,159 |
| 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 | $33,645,000 | 1,531 |
| Mortgage-backed securities | $49,438,000 | 1,365 |
| Certificates of participation in pools of residential mortgages | $37,850,000 | 1,152 |
| Issued or guaranteed by U.S. | $37,850,000 | 1,152 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $11,588,000 | 1,453 |
| CMOs issued by government agencies or sponsored agencies | $11,588,000 | 1,357 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $151,579,000 | 906 |
| Total debt securities | $151,579,000 | 1,006 |
| 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 | $166,122,000 | 930 |
| U.S. Government securities | $94,841,000 | 1,091 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $94,841,000 | 1,060 |
| Securities issued by states & political subdivisions | $71,270,000 | 397 |
| Other domestic debt securities | $11,000 | 2,834 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $11,000 | 2,165 |
| 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 | $37,705,000 | 1,418 |
| Mortgage-backed securities | $52,170,000 | 1,349 |
| Certificates of participation in pools of residential mortgages | $39,818,000 | 1,126 |
| Issued or guaranteed by U.S. | $39,818,000 | 1,125 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,352,000 | 1,442 |
| CMOs issued by government agencies or sponsored agencies | $12,352,000 | 1,334 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $166,122,000 | 822 |
| Total debt securities | $166,122,000 | 919 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 913 |
| Fair value | $5,045,000 | 875 |
| 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 | $153,487,000 | 1,009 |
| U.S. Government securities | $82,672,000 | 1,291 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $82,672,000 | 1,249 |
| Securities issued by states & political subdivisions | $70,805,000 | 380 |
| Other domestic debt securities | $10,000 | 2,836 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $10,000 | 2,168 |
| 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 | $34,245,000 | 1,531 |
| Mortgage-backed securities | $49,233,000 | 1,399 |
| Certificates of participation in pools of residential mortgages | $35,844,000 | 1,204 |
| Issued or guaranteed by U.S. | $35,844,000 | 1,204 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,389,000 | 1,422 |
| CMOs issued by government agencies or sponsored agencies | $13,389,000 | 1,312 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $153,487,000 | 896 |
| Total debt securities | $153,487,000 | 995 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 1,061 |
| Fair value | $5,059,000 | 1,008 |
| 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 | $131,153,000 | 1,141 |
| U.S. Government securities | $62,176,000 | 1,587 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $62,176,000 | 1,540 |
| Securities issued by states & political subdivisions | $68,967,000 | 378 |
| Other domestic debt securities | $10,000 | 2,838 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $10,000 | 2,115 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,386,000 | 1,427 |
| Mortgage-backed securities | $18,648,000 | 2,568 |
| Certificates of participation in pools of residential mortgages | $16,141,000 | 2,089 |
| Issued or guaranteed by U.S. | $16,141,000 | 2,086 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,507,000 | 2,620 |
| CMOs issued by government agencies or sponsored agencies | $2,507,000 | 2,422 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $131,153,000 | 1,008 |
| Total debt securities | $131,153,000 | 1,129 |
| Structured notes | ||
| Amortized cost | $4,994,000 | 1,036 |
| Fair value | $5,073,000 | 983 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $134,017,000 | 1,090 |
| U.S. Government securities | $56,643,000 | 1,658 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $56,643,000 | 1,612 |
| Securities issued by states & political subdivisions | $77,362,000 | 314 |
| Other domestic debt securities | $12,000 | 2,818 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $12,000 | 2,084 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,100,000 | 1,249 |
| Mortgage-backed securities | $9,125,000 | 3,494 |
| Certificates of participation in pools of residential mortgages | $6,461,000 | 3,235 |
| Issued or guaranteed by U.S. | $6,461,000 | 3,232 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,664,000 | 2,562 |
| CMOs issued by government agencies or sponsored agencies | $2,664,000 | 2,359 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $134,017,000 | 965 |
| Total debt securities | $134,017,000 | 1,076 |
| Structured notes | ||
| Amortized cost | $4,994,000 | 1,066 |
| Fair value | $5,088,000 | 1,004 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $135,078,000 | 1,074 |
| U.S. Government securities | $49,119,000 | 1,885 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $49,119,000 | 1,831 |
| Securities issued by states & political subdivisions | $85,951,000 | 253 |
| Other domestic debt securities | $8,000 | 2,782 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $8,000 | 2,017 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,884,000 | 1,227 |
| Mortgage-backed securities | $9,686,000 | 3,377 |
| Certificates of participation in pools of residential mortgages | $6,846,000 | 3,133 |
| Issued or guaranteed by U.S. | $6,846,000 | 3,128 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,840,000 | 2,498 |
| CMOs issued by government agencies or sponsored agencies | $2,840,000 | 2,282 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $135,078,000 | 953 |
| Total debt securities | $135,078,000 | 1,062 |
| Structured notes | ||
| Amortized cost | $8,994,000 | 761 |
| Fair value | $9,105,000 | 743 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $138,087,000 | 1,043 |
| U.S. Government securities | $53,547,000 | 1,760 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $53,547,000 | 1,706 |
| Securities issued by states & political subdivisions | $84,538,000 | 257 |
| Other domestic debt securities | $2,000 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,000 | 2,069 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,501,000 | 1,238 |
| Mortgage-backed securities | $9,903,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $7,135,000 | 3,012 |
| Issued or guaranteed by U.S. | $7,135,000 | 3,006 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,768,000 | 2,452 |
| CMOs issued by government agencies or sponsored agencies | $2,768,000 | 2,225 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $138,087,000 | 921 |
| Total debt securities | $138,087,000 | 1,030 |
| Structured notes | ||
| Amortized cost | $8,994,000 | 799 |
| Fair value | $9,014,000 | 773 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $129,723,000 | 1,065 |
| U.S. Government securities | $45,396,000 | 1,920 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $45,396,000 | 1,849 |
| Securities issued by states & political subdivisions | $84,325,000 | 240 |
| Other domestic debt securities | $2,000 | 3,037 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,000 | 2,082 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,742,000 | 1,222 |
| Mortgage-backed securities | $10,927,000 | 3,047 |
| Certificates of participation in pools of residential mortgages | $7,879,000 | 2,773 |
| Issued or guaranteed by U.S. | $7,879,000 | 2,763 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,048,000 | 2,328 |
| CMOs issued by government agencies or sponsored agencies | $3,048,000 | 2,090 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $129,723,000 | 936 |
| Total debt securities | $129,723,000 | 1,054 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $111,748,000 | 1,187 |
| U.S. Government securities | $43,951,000 | 1,929 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $43,951,000 | 1,863 |
| Securities issued by states & political subdivisions | $67,790,000 | 315 |
| Other domestic debt securities | $7,000 | 3,104 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $7,000 | 2,134 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,345,000 | 1,077 |
| Mortgage-backed securities | $11,609,000 | 2,966 |
| Certificates of participation in pools of residential mortgages | $8,550,000 | 2,629 |
| Issued or guaranteed by U.S. | $8,550,000 | 2,621 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,059,000 | 2,310 |
| CMOs issued by government agencies or sponsored agencies | $3,059,000 | 2,064 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $111,748,000 | 1,062 |
| Total debt securities | $111,748,000 | 1,172 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 502 |
| Fair value | $12,044,000 | 513 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $129,557,000 | 1,032 |
| U.S. Government securities | $67,611,000 | 1,358 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $67,611,000 | 1,302 |
| Securities issued by states & political subdivisions | $61,939,000 | 336 |
| Other domestic debt securities | $7,000 | 3,101 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $7,000 | 2,099 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,823,000 | 875 |
| Mortgage-backed securities | $6,194,000 | 3,767 |
| Certificates of participation in pools of residential mortgages | $6,194,000 | 3,079 |
| Issued or guaranteed by U.S. | $6,194,000 | 3,071 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $129,557,000 | 905 |
| Total debt securities | $129,557,000 | 1,018 |
| Structured notes | ||
| Amortized cost | $21,985,000 | 294 |
| Fair value | $22,126,000 | 291 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $128,486,000 | 1,026 |
| U.S. Government securities | $73,509,000 | 1,270 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $73,509,000 | 1,224 |
| Securities issued by states & political subdivisions | $54,970,000 | 370 |
| Other domestic debt securities | $7,000 | 3,155 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $7,000 | 2,120 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,720,000 | 1,037 |
| Mortgage-backed securities | $6,741,000 | 3,725 |
| Certificates of participation in pools of residential mortgages | $6,741,000 | 3,061 |
| Issued or guaranteed by U.S. | $6,741,000 | 3,053 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $128,486,000 | 898 |
| Total debt securities | $128,486,000 | 1,010 |
| Structured notes | ||
| Amortized cost | $17,364,000 | 316 |
| Fair value | $17,384,000 | 314 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $127,839,000 | 1,009 |
| U.S. Government securities | $82,165,000 | 1,115 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $82,165,000 | 1,077 |
| Securities issued by states & political subdivisions | $45,666,000 | 480 |
| Other domestic debt securities | $8,000 | 3,212 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $8,000 | 361 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,138,000 | 1,020 |
| Mortgage-backed securities | $7,497,000 | 3,638 |
| Certificates of participation in pools of residential mortgages | $7,497,000 | 2,971 |
| Issued or guaranteed by U.S. | $7,497,000 | 2,963 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $127,839,000 | 871 |
| Total debt securities | $127,839,000 | 1,001 |
| Structured notes | ||
| Amortized cost | $13,218,000 | 309 |
| Fair value | $13,184,000 | 308 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $123,904,000 | 1,033 |
| U.S. Government securities | $80,998,000 | 1,089 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $80,998,000 | 1,052 |
| Securities issued by states & political subdivisions | $42,838,000 | 512 |
| Other domestic debt securities | $68,000 | 3,211 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $68,000 | 352 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,248,000 | 907 |
| Mortgage-backed securities | $8,090,000 | 3,610 |
| Certificates of participation in pools of residential mortgages | $8,090,000 | 2,956 |
| Issued or guaranteed by U.S. | $8,090,000 | 2,946 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $123,904,000 | 889 |
| Total debt securities | $123,904,000 | 1,015 |
| Structured notes | ||
| Amortized cost | $4,838,000 | 602 |
| Fair value | $4,838,000 | 599 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $127,366,000 | 1,004 |
| U.S. Government securities | $86,927,000 | 995 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $86,927,000 | 955 |
| Securities issued by states & political subdivisions | $40,391,000 | 519 |
| Other domestic debt securities | $48,000 | 3,320 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $48,000 | 2,343 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,646,000 | 825 |
| Mortgage-backed securities | $8,473,000 | 3,598 |
| Certificates of participation in pools of residential mortgages | $8,473,000 | 2,966 |
| Issued or guaranteed by U.S. | $8,473,000 | 2,952 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $127,366,000 | 861 |
| Total debt securities | $127,366,000 | 982 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $112,129,000 | 1,119 |
| U.S. Government securities | $77,747,000 | 1,126 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $77,747,000 | 1,093 |
| Securities issued by states & political subdivisions | $34,014,000 | 621 |
| Other domestic debt securities | $368,000 | 2,894 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $368,000 | 2,099 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,209,000 | 1,034 |
| Mortgage-backed securities | $9,153,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $9,153,000 | 2,905 |
| Issued or guaranteed by U.S. | $9,153,000 | 2,890 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $112,129,000 | 967 |
| Total debt securities | $112,129,000 | 1,095 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $70,722,000 | 1,715 |
| U.S. Government securities | $39,485,000 | 2,109 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $39,485,000 | 2,063 |
| Securities issued by states & political subdivisions | $30,868,000 | 679 |
| Other domestic debt securities | $369,000 | 2,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $369,000 | 2,053 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,541,000 | 1,338 |
| Mortgage-backed securities | $7,420,000 | 3,792 |
| Certificates of participation in pools of residential mortgages | $7,420,000 | 3,163 |
| Issued or guaranteed by U.S. | $7,420,000 | 3,152 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $70,722,000 | 1,498 |
| Total debt securities | $70,722,000 | 1,689 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $70,791,000 | 1,669 |
| U.S. Government securities | $42,380,000 | 1,927 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $42,380,000 | 1,887 |
| Securities issued by states & political subdivisions | $28,011,000 | 739 |
| Other domestic debt securities | $400,000 | 2,776 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,000 | 2,006 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,784,000 | 1,462 |
| Mortgage-backed securities | $4,754,000 | 4,275 |
| Certificates of participation in pools of residential mortgages | $4,754,000 | 3,718 |
| Issued or guaranteed by U.S. | $4,754,000 | 3,706 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $70,791,000 | 1,447 |
| Total debt securities | $70,791,000 | 1,646 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $80,460,000 | 1,490 |
| U.S. Government securities | $51,677,000 | 1,617 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $51,677,000 | 1,590 |
| Securities issued by states & political subdivisions | $28,358,000 | 743 |
| Other domestic debt securities | $425,000 | 2,734 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $425,000 | 2,011 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,736,000 | 1,387 |
| Mortgage-backed securities | $4,861,000 | 4,243 |
| Certificates of participation in pools of residential mortgages | $4,861,000 | 3,688 |
| Issued or guaranteed by U.S. | $4,861,000 | 3,673 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $80,460,000 | 1,292 |
| Total debt securities | $80,460,000 | 1,464 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $84,184,000 | 1,430 |
| U.S. Government securities | $55,789,000 | 1,483 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $55,789,000 | 1,447 |
| Securities issued by states & political subdivisions | $27,940,000 | 750 |
| Other domestic debt securities | $455,000 | 2,656 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $455,000 | 1,950 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,301,000 | 1,333 |
| Mortgage-backed securities | $5,197,000 | 4,050 |
| Certificates of participation in pools of residential mortgages | $5,197,000 | 3,475 |
| Issued or guaranteed by U.S. | $5,197,000 | 3,460 |
| 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) | $84,184,000 | 1,245 |
| Total debt securities | $84,184,000 | 1,389 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $67,343,000 | 1,735 |
| U.S. Government securities | $40,068,000 | 2,055 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $40,068,000 | 2,010 |
| Securities issued by states & political subdivisions | $26,692,000 | 764 |
| Other domestic debt securities | $583,000 | 2,311 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $583,000 | 1,646 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,384,000 | 1,580 |
| Mortgage-backed securities | $5,637,000 | 3,695 |
| Certificates of participation in pools of residential mortgages | $5,637,000 | 3,083 |
| Issued or guaranteed by U.S. | $5,637,000 | 3,068 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $67,343,000 | 1,508 |
| Total debt securities | $67,343,000 | 1,694 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $69,510,000 | 1,701 |
| U.S. Government securities | $45,247,000 | 1,854 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $45,247,000 | 1,814 |
| Securities issued by states & political subdivisions | $23,432,000 | 874 |
| Other domestic debt securities | $831,000 | 2,103 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $831,000 | 1,489 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,741,000 | 1,448 |
| Mortgage-backed securities | $6,007,000 | 3,448 |
| Certificates of participation in pools of residential mortgages | $6,007,000 | 2,841 |
| Issued or guaranteed by U.S. | $6,007,000 | 2,827 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $69,510,000 | 1,472 |
| Total debt securities | $69,510,000 | 1,668 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $63,069,000 | 1,833 |
| U.S. Government securities | $38,891,000 | 2,126 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $38,891,000 | 2,068 |
| Securities issued by states & political subdivisions | $22,649,000 | 897 |
| Other domestic debt securities | $1,529,000 | 1,647 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,529,000 | 1,129 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,246,000 | 1,409 |
| Mortgage-backed securities | $6,136,000 | 3,357 |
| Certificates of participation in pools of residential mortgages | $6,136,000 | 2,728 |
| Issued or guaranteed by U.S. | $6,136,000 | 2,714 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $63,069,000 | 1,583 |
| Total debt securities | $63,069,000 | 1,793 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $67,302,000 | 1,744 |
| U.S. Government securities | $41,045,000 | 2,054 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $41,045,000 | 1,995 |
| Securities issued by states & political subdivisions | $24,011,000 | 839 |
| Other domestic debt securities | $2,246,000 | 1,453 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,246,000 | 958 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,085,000 | 1,563 |
| Mortgage-backed securities | $6,516,000 | 3,260 |
| Certificates of participation in pools of residential mortgages | $6,516,000 | 2,642 |
| Issued or guaranteed by U.S. | $6,516,000 | 2,633 |
| 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) | $67,302,000 | 1,500 |
| Total debt securities | $67,302,000 | 1,710 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $67,977,000 | 1,751 |
| U.S. Government securities | $42,208,000 | 2,030 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $42,208,000 | 1,971 |
| Securities issued by states & political subdivisions | $23,340,000 | 856 |
| Other domestic debt securities | $2,429,000 | 1,422 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,429,000 | 961 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,317,000 | 1,511 |
| Mortgage-backed securities | $6,686,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | $6,686,000 | 2,608 |
| Issued or guaranteed by U.S. | $6,686,000 | 2,594 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $67,977,000 | 1,507 |
| Total debt securities | $67,977,000 | 1,716 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $63,396,000 | 1,879 |
| U.S. Government securities | $37,461,000 | 2,295 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $37,461,000 | 2,229 |
| Securities issued by states & political subdivisions | $22,925,000 | 873 |
| Other domestic debt securities | $3,010,000 | 1,282 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,010,000 | 850 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,125,000 | 1,619 |
| Mortgage-backed securities | $7,143,000 | 3,101 |
| Certificates of participation in pools of residential mortgages | $7,143,000 | 2,527 |
| Issued or guaranteed by U.S. | $7,143,000 | 2,514 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $63,396,000 | 1,608 |
| Total debt securities | $63,396,000 | 1,837 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $59,804,000 | 2,006 |
| U.S. Government securities | $34,433,000 | 2,477 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $34,433,000 | 2,402 |
| Securities issued by states & political subdivisions | $22,361,000 | 874 |
| Other domestic debt securities | $3,010,000 | 1,278 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,010,000 | 854 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,403,000 | 2,513 |
| Mortgage-backed securities | $7,498,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | $7,498,000 | 2,472 |
| Issued or guaranteed by U.S. | $7,498,000 | 2,463 |
| 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) | $59,804,000 | 1,714 |
| Total debt securities | $59,805,000 | 1,963 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $59,266,000 | 2,030 |
| U.S. Government securities | $38,048,000 | 2,296 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $38,048,000 | 2,226 |
| Securities issued by states & political subdivisions | $18,208,000 | 1,082 |
| Other domestic debt securities | $3,010,000 | 1,318 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,010,000 | 891 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,779,000 | 2,827 |
| Mortgage-backed securities | $7,886,000 | 3,005 |
| Certificates of participation in pools of residential mortgages | $7,886,000 | 2,449 |
| Issued or guaranteed by U.S. | $7,886,000 | 2,438 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $59,266,000 | 1,729 |
| Total debt securities | $59,268,000 | 1,989 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $57,034,000 | 2,116 |
| U.S. Government securities | $36,465,000 | 2,365 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $36,465,000 | 2,296 |
| Securities issued by states & political subdivisions | $17,559,000 | 1,134 |
| Other domestic debt securities | $3,010,000 | 1,345 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,010,000 | 934 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,795,000 | 2,563 |
| Mortgage-backed securities | $6,170,000 | 3,418 |
| Certificates of participation in pools of residential mortgages | $6,170,000 | 2,821 |
| Issued or guaranteed by U.S. | $6,170,000 | 2,812 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $57,034,000 | 1,790 |
| Total debt securities | $57,034,000 | 2,069 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $44,009,000 | 2,616 |
| U.S. Government securities | $24,821,000 | 3,207 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $24,821,000 | 3,095 |
| Securities issued by states & political subdivisions | $16,178,000 | 1,233 |
| Other domestic debt securities | $3,010,000 | 1,372 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,010,000 | 978 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,180,000 | 2,598 |
| Mortgage-backed securities | $1,414,000 | 5,181 |
| Certificates of participation in pools of residential mortgages | $1,414,000 | 4,666 |
| Issued or guaranteed by U.S. | $1,414,000 | 4,647 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $44,009,000 | 2,230 |
| Total debt securities | $44,009,000 | 2,570 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $43,254,000 | 2,670 |
| U.S. Government securities | $26,097,000 | 3,117 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $26,097,000 | 3,004 |
| Securities issued by states & political subdivisions | $14,147,000 | 1,413 |
| Other domestic debt securities | $3,010,000 | 1,396 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,010,000 | 1,020 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,645,000 | 2,520 |
| Mortgage-backed securities | $1,635,000 | 5,134 |
| Certificates of participation in pools of residential mortgages | $1,635,000 | 4,598 |
| Issued or guaranteed by U.S. | $1,635,000 | 4,575 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $43,254,000 | 2,269 |
| Total debt securities | $43,254,000 | 2,624 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $40,294,000 | 2,866 |
| U.S. Government securities | $27,261,000 | 3,061 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $27,261,000 | 2,942 |
| Securities issued by states & political subdivisions | $10,023,000 | 1,913 |
| Other domestic debt securities | $3,010,000 | 1,452 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,010,000 | 1,083 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,047,000 | 2,268 |
| Mortgage-backed securities | $1,884,000 | 5,068 |
| Certificates of participation in pools of residential mortgages | $1,884,000 | 4,507 |
| Issued or guaranteed by U.S. | $1,884,000 | 4,493 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $40,294,000 | 2,447 |
| Total debt securities | $40,294,000 | 2,806 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $33,526,000 | 3,333 |
| U.S. Government securities | $20,672,000 | 3,794 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,672,000 | 3,659 |
| Securities issued by states & political subdivisions | $9,844,000 | 1,965 |
| Other domestic debt securities | $3,010,000 | 1,498 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,010,000 | 1,136 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,955,000 | 2,242 |
| Mortgage-backed securities | $2,100,000 | 4,997 |
| Certificates of participation in pools of residential mortgages | $2,100,000 | 4,421 |
| Issued or guaranteed by U.S. | $2,100,000 | 4,406 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $33,526,000 | 2,876 |
| Total debt securities | $33,526,000 | 3,276 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $26,854,000 | 3,914 |
| U.S. Government securities | $13,046,000 | 5,029 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,046,000 | 4,875 |
| Securities issued by states & political subdivisions | $10,798,000 | 1,810 |
| Other domestic debt securities | $3,010,000 | 1,505 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,010,000 | 1,182 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,659,000 | 2,072 |
| Mortgage-backed securities | $2,423,000 | 4,891 |
| Certificates of participation in pools of residential mortgages | $2,423,000 | 4,295 |
| Issued or guaranteed by U.S. | $2,423,000 | 4,284 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $26,854,000 | 3,398 |
| Total debt securities | $26,854,000 | 3,846 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $24,080,000 | 4,274 |
| U.S. Government securities | $11,395,000 | 5,464 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,395,000 | 5,303 |
| Securities issued by states & political subdivisions | $9,675,000 | 1,978 |
| Other domestic debt securities | $3,010,000 | 1,564 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,010,000 | 1,234 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,075,000 | 2,115 |
| Mortgage-backed securities | $2,820,000 | 4,763 |
| Certificates of participation in pools of residential mortgages | $2,820,000 | 4,152 |
| Issued or guaranteed by U.S. | $2,820,000 | 4,143 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $24,080,000 | 3,708 |
| Total debt securities | $24,080,000 | 4,200 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $20,835,000 | 4,659 |
| U.S. Government securities | $7,242,000 | 6,448 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,242,000 | 6,290 |
| Securities issued by states & political subdivisions | $10,583,000 | 1,856 |
| Other domestic debt securities | $3,010,000 | 1,658 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,010,000 | 1,317 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,337,000 | 2,334 |
| Mortgage-backed securities | $3,530,000 | 4,548 |
| Certificates of participation in pools of residential mortgages | $3,530,000 | 3,915 |
| Issued or guaranteed by U.S. | $3,530,000 | 3,907 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $20,835,000 | 4,065 |
| Total debt securities | $20,835,000 | 4,574 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $21,378,000 | 4,631 |
| U.S. Government securities | $7,722,000 | 6,385 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,722,000 | 6,209 |
| Securities issued by states & political subdivisions | $10,646,000 | 1,857 |
| Other domestic debt securities | $3,010,000 | 1,686 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,010,000 | 1,410 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,648,000 | 2,879 |
| Mortgage-backed securities | $4,007,000 | 4,373 |
| Certificates of participation in pools of residential mortgages | $4,007,000 | 3,726 |
| Issued or guaranteed by U.S. | $4,007,000 | 3,713 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $21,378,000 | 4,024 |
| Total debt securities | $21,378,000 | 4,552 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $23,860,000 | 4,273 |
| U.S. Government securities | $9,704,000 | 5,694 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,704,000 | 5,530 |
| Securities issued by states & political subdivisions | $11,142,000 | 1,788 |
| Other domestic debt securities | $3,014,000 | 1,774 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,014,000 | 1,498 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,115,000 | 2,562 |
| Mortgage-backed securities | $4,936,000 | 4,073 |
| Certificates of participation in pools of residential mortgages | $4,936,000 | 3,438 |
| Issued or guaranteed by U.S. | $4,936,000 | 3,424 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $23,860,000 | 3,688 |
| Total debt securities | $23,860,000 | 4,182 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $26,418,000 | 3,899 |
| U.S. Government securities | $11,998,000 | 5,079 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,998,000 | 4,917 |
| Securities issued by states & political subdivisions | $11,411,000 | 1,687 |
| Other domestic debt securities | $3,009,000 | 1,849 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,009,000 | 1,567 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,843,000 | 2,443 |
| Mortgage-backed securities | $7,151,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $7,151,000 | 2,895 |
| Issued or guaranteed by U.S. | $7,151,000 | 2,883 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $26,418,000 | 3,371 |
| Total debt securities | $26,418,000 | 3,821 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $31,723,000 | 3,374 |
| U.S. Government securities | $16,544,000 | 4,244 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $16,544,000 | 4,061 |
| Securities issued by states & political subdivisions | $12,045,000 | 1,539 |
| Other domestic debt securities | $3,134,000 | 1,820 |
| Privately issued residential mortgage-backed securities | $131,000 | 1,070 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,003,000 | 1,582 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,174,000 | 2,184 |
| Mortgage-backed securities | $10,509,000 | 2,984 |
| Certificates of participation in pools of residential mortgages | $9,499,000 | 2,448 |
| Issued or guaranteed by U.S. | $9,499,000 | 2,434 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,010,000 | 3,133 |
| CMOs issued by government agencies or sponsored agencies | $879,000 | 3,074 |
| Privately issued | $131,000 | 947 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $31,723,000 | 2,915 |
| Total debt securities | $31,723,000 | 3,296 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $36,198,000 | 3,036 |
| U.S. Government securities | $20,449,000 | 3,632 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $20,449,000 | 3,469 |
| Securities issued by states & political subdivisions | $11,737,000 | 1,550 |
| Other domestic debt securities | $4,012,000 | 1,576 |
| Privately issued residential mortgage-backed securities | $1,019,000 | 709 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,993,000 | 1,585 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,961,000 | 1,925 |
| Mortgage-backed securities | $14,250,000 | 2,489 |
| Certificates of participation in pools of residential mortgages | $11,603,000 | 2,142 |
| Issued or guaranteed by U.S. | $11,603,000 | 2,131 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,647,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $1,628,000 | 2,669 |
| Privately issued | $1,019,000 | 632 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $36,198,000 | 2,595 |
| Total debt securities | $36,198,000 | 2,955 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $40,537,000 | 2,616 |
| U.S. Government securities | $25,383,000 | 2,915 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $25,383,000 | 2,764 |
| Securities issued by states & political subdivisions | $13,137,000 | 1,297 |
| Other domestic debt securities | $2,017,000 | 2,246 |
| Privately issued residential mortgage-backed securities | $1,017,000 | 795 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,520 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,496,000 | 2,559 |
| Mortgage-backed securities | $20,340,000 | 1,819 |
| Certificates of participation in pools of residential mortgages | $12,593,000 | 1,805 |
| Issued or guaranteed by U.S. | $12,593,000 | 1,794 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $7,747,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $6,730,000 | 1,492 |
| Privately issued | $1,017,000 | 716 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $40,537,000 | 2,183 |
| Total debt securities | $40,537,000 | 2,548 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $57,760,000 | 1,900 |
| U.S. Government securities | $32,439,000 | 2,467 |
| U.S. Treasury securities | $2,002,000 | 1,985 |
| U.S. Government agency obligations | $30,437,000 | 2,407 |
| Securities issued by states & political subdivisions | $23,018,000 | 649 |
| Other domestic debt securities | $993,000 | 2,497 |
| Privately issued residential mortgage-backed securities | $993,000 | 735 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,310,000 | 2,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,433,000 | 2,082 |
| Mortgage-backed securities | $10,856,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | $4,807,000 | 2,683 |
| Issued or guaranteed by U.S. | $4,807,000 | 2,663 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $6,049,000 | 1,362 |
| CMOs issued by government agencies or sponsored agencies | $5,056,000 | 1,367 |
| Privately issued | $993,000 | 646 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $57,760,000 | 1,475 |
| Total debt securities | $56,450,000 | 1,872 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| 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 | $58,025,000 | 1,992 |
| U.S. Government securities | $35,420,000 | 2,352 |
| U.S. Treasury securities | $3,700,000 | 1,934 |
| U.S. Government agency obligations | $31,720,000 | 2,330 |
| Securities issued by states & political subdivisions | $20,755,000 | 761 |
| Other domestic debt securities | $990,000 | 2,373 |
| Privately issued residential mortgage-backed securities | $990,000 | 759 |
| 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 | $0 | 343 |
| Equity securities | $860,000 | 2,692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,495,000 | 4,860 |
| Mortgage-backed securities | $12,143,000 | 2,240 |
| Certificates of participation in pools of residential mortgages | $4,709,000 | 2,890 |
| Issued or guaranteed by U.S. | $4,709,000 | 2,879 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $7,434,000 | 1,307 |
| CMOs issued by government agencies or sponsored agencies | $6,444,000 | 1,285 |
| Privately issued | $990,000 | 669 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $58,025,000 | 1,495 |
| Total debt securities | $57,165,000 | 1,936 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| 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 | $33,185,000 | 3,331 |
| U.S. Government securities | $12,540,000 | 5,373 |
| U.S. Treasury securities | $915,000 | 5,330 |
| U.S. Government agency obligations | $11,625,000 | 4,849 |
| Securities issued by states & political subdivisions | $16,731,000 | 968 |
| Other domestic debt securities | $38,000 | 3,712 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,417 |
| 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 | $3,016,000 | 74 |
| Equity securities | $860,000 | 2,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,271,000 | 4,672 |
| Mortgage-backed securities | $1,633,000 | 5,570 |
| Certificates of participation in pools of residential mortgages | $1,465,000 | 4,804 |
| Issued or guaranteed by U.S. | $1,465,000 | 4,785 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $168,000 | 4,348 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 4,231 |
| Privately issued | $38,000 | 1,212 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $33,185,000 | 2,529 |
| Total debt securities | $32,325,000 | 3,315 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| 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 | $29,134,000 | 3,729 |
| U.S. Government securities | $14,509,000 | 5,165 |
| U.S. Treasury securities | $3,606,000 | 3,868 |
| U.S. Government agency obligations | $10,903,000 | 4,954 |
| Securities issued by states & political subdivisions | $14,099,000 | 998 |
| Other domestic debt securities | $89,000 | 3,375 |
| Privately issued residential mortgage-backed securities | $89,000 | 1,275 |
| 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 | $0 | 390 |
| Equity securities | $437,000 | 3,908 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,904,000 | 5,729 |
| Mortgage-backed securities | $10,992,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $10,282,000 | 1,906 |
| Issued or guaranteed by U.S. | $10,282,000 | 1,893 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $710,000 | 3,728 |
| CMOs issued by government agencies or sponsored agencies | $621,000 | 3,684 |
| Privately issued | $89,000 | 1,052 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $29,134,000 | 2,693 |
| Total debt securities | $28,697,000 | 3,674 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $36,645,000 | 3,302 |
| U.S. Government securities | $23,696,000 | 3,897 |
| U.S. Treasury securities | $7,294,000 | 2,880 |
| U.S. Government agency obligations | $16,402,000 | 3,897 |
| Securities issued by states & political subdivisions | $12,614,000 | 1,113 |
| Other domestic debt securities | $327,000 | 3,030 |
| Privately issued residential mortgage-backed securities | $126,000 | 1,467 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,000 | 2,606 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $8,000 | 8,125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,001,000 | 5,864 |
| Mortgage-backed securities | $16,528,000 | 2,114 |
| Certificates of participation in pools of residential mortgages | $14,577,000 | 1,677 |
| Issued or guaranteed by U.S. | $14,577,000 | 1,662 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,951,000 | 3,119 |
| CMOs issued by government agencies or sponsored agencies | $1,825,000 | 3,072 |
| Privately issued | $126,000 | 1,212 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $36,645,000 | 2,260 |
| Total debt securities | $36,637,000 | 3,202 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $23,757,000 | 4,895 |
| U.S. Government securities | $15,432,000 | 5,607 |
| U.S. Treasury securities | $4,724,000 | 4,777 |
| U.S. Government agency obligations | $10,708,000 | 5,261 |
| Securities issued by states & political subdivisions | $8,140,000 | 1,805 |
| Other domestic debt securities | $179,000 | 4,113 |
| Privately issued residential mortgage-backed securities | $179,000 | 1,639 |
| 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 | $0 | 553 |
| Equity securities | $6,000 | 8,312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,015,000 | 5,236 |
| Mortgage-backed securities | $10,887,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $7,929,000 | 2,516 |
| Issued or guaranteed by U.S. | $7,929,000 | 2,490 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,958,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $2,779,000 | 2,824 |
| Privately issued | $179,000 | 1,343 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $23,757,000 | 3,434 |
| Total debt securities | $23,751,000 | 4,790 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $22,539,000 | 5,392 |
| U.S. Government securities | $14,117,000 | 6,289 |
| U.S. Treasury securities | $7,579,000 | 4,197 |
| U.S. Government agency obligations | $6,538,000 | 6,877 |
| Securities issued by states & political subdivisions | $8,192,000 | 1,876 |
| Other domestic debt securities | $224,000 | 4,477 |
| Privately issued residential mortgage-backed securities | $224,000 | 1,764 |
| 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 | $6,000 | 8,475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,266,000 | 4,601 |
| Mortgage-backed securities | $6,762,000 | 4,072 |
| Certificates of participation in pools of residential mortgages | $1,815,000 | 5,384 |
| Issued or guaranteed by U.S. | $1,815,000 | 5,360 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,947,000 | 2,331 |
| CMOs issued by government agencies or sponsored agencies | $4,723,000 | 2,268 |
| Privately issued | $224,000 | 1,479 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $22,539,000 | 2,531 |
| Total debt securities | $22,533,000 | 5,292 |
| 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 | $26,475,000 | 4,977 |
| U.S. Government securities | $16,463,000 | 5,897 |
| U.S. Treasury securities | $7,138,000 | 4,501 |
| U.S. Government agency obligations | $9,325,000 | 5,815 |
| Securities issued by states & political subdivisions | $9,681,000 | 1,581 |
| Other domestic debt securities | $325,000 | 4,752 |
| Privately issued residential mortgage-backed securities | $325,000 | 2,001 |
| 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 | $6,000 | 8,508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,061,000 | 6,906 |
| Mortgage-backed securities | $9,650,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | $2,488,000 | 5,290 |
| Issued or guaranteed by U.S. | $2,488,000 | 5,250 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $7,162,000 | 2,109 |
| CMOs issued by government agencies or sponsored agencies | $6,837,000 | 2,043 |
| Privately issued | $325,000 | 1,648 |
| 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 | $26,469,000 | 4,862 |
| 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 | $29,605,000 | 4,517 |
| U.S. Government securities | $20,053,000 | 5,044 |
| U.S. Treasury securities | $6,184,000 | 5,028 |
| U.S. Government agency obligations | $13,869,000 | 4,359 |
| Securities issued by states & political subdivisions | $8,134,000 | 1,687 |
| Other domestic debt securities | $1,412,000 | 3,530 |
| Privately issued residential mortgage-backed securities | $484,000 | 2,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $928,000 | 3,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $6,000 | 8,440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,008,000 | 8,642 |
| Mortgage-backed securities | $11,712,000 | 3,358 |
| Certificates of participation in pools of residential mortgages | $2,308,000 | 5,801 |
| Issued or guaranteed by U.S. | $2,308,000 | 5,734 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $9,404,000 | 1,777 |
| CMOs issued by government agencies or sponsored agencies | $8,920,000 | 1,641 |
| Privately issued | $484,000 | 2,017 |
| 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 | $29,599,000 | 4,408 |
| 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 |