Home > Comenity Bank > Securities
Comenity Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $94,022,000 | 1,772 |
| U.S. Government securities | $78,435,000 | 1,405 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $78,435,000 | 1,185 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $1,315,000 | 1,912 |
| Privately issued residential mortgage-backed securities | $1,315,000 | 493 |
| 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 | $78,435,000 | 1,082 |
| Mortgage-backed securities | $79,750,000 | 927 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $78,435,000 | 602 |
| Privately issued | $1,315,000 | 145 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| 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) | $79,750,000 | 1,784 |
| Total debt securities | $79,750,000 | 1,976 |
| 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 | $97,217,000 | 1,722 |
| U.S. Government securities | $74,802,000 | 1,446 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $74,802,000 | 1,222 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $14,889,000 | 817 |
| Privately issued residential mortgage-backed securities | $1,344,000 | 468 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $13,545,000 | 526 |
| 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 | $74,802,000 | 1,079 |
| Mortgage-backed securities | $76,146,000 | 951 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $74,802,000 | 617 |
| Privately issued | $1,344,000 | 139 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| 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) | $89,691,000 | 1,609 |
| Total debt securities | $89,691,000 | 1,801 |
| 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 | $100,723,000 | 1,721 |
| U.S. Government securities | $79,638,000 | 1,423 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $79,638,000 | 1,199 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $15,298,000 | 812 |
| Privately issued residential mortgage-backed securities | $1,409,000 | 470 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $13,889,000 | 515 |
| 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 | $79,638,000 | 1,024 |
| Mortgage-backed securities | $81,047,000 | 936 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $79,638,000 | 609 |
| Privately issued | $1,409,000 | 144 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| 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) | $94,936,000 | 1,585 |
| Total debt securities | $94,936,000 | 1,785 |
| 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 | $103,778,000 | 1,759 |
| U.S. Government securities | $82,628,000 | 1,455 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $82,628,000 | 1,182 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $15,505,000 | 847 |
| Privately issued residential mortgage-backed securities | $1,478,000 | 487 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $14,027,000 | 542 |
| 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 | $82,628,000 | 939 |
| Mortgage-backed securities | $84,106,000 | 952 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $82,628,000 | 617 |
| Privately issued | $1,478,000 | 152 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| 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) | $98,133,000 | 1,613 |
| Total debt securities | $98,132,000 | 1,820 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $103,311,000 | 1,795 |
| U.S. Government securities | $83,197,000 | 1,447 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $83,197,000 | 1,166 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $15,208,000 | 876 |
| Privately issued residential mortgage-backed securities | $1,485,000 | 498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $13,723,000 | 566 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,197,000 | 858 |
| Mortgage-backed securities | $84,682,000 | 948 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $83,197,000 | 621 |
| Privately issued | $1,485,000 | 166 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $98,405,000 | 1,639 |
| Total debt securities | $98,404,000 | 1,842 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $100,332,000 | 1,833 |
| U.S. Government securities | $80,738,000 | 1,495 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $80,738,000 | 1,193 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $15,196,000 | 835 |
| Privately issued residential mortgage-backed securities | $1,571,000 | 484 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $13,625,000 | 568 |
| 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 | $80,738,000 | 836 |
| Mortgage-backed securities | $82,309,000 | 965 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $80,738,000 | 640 |
| Privately issued | $1,571,000 | 151 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| 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) | $95,934,000 | 1,666 |
| Total debt securities | $95,934,000 | 1,866 |
| 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 | $104,272,000 | 1,802 |
| U.S. Government securities | $84,596,000 | 1,453 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $84,596,000 | 1,179 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $15,804,000 | 780 |
| Privately issued residential mortgage-backed securities | $1,638,000 | 489 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $14,166,000 | 561 |
| 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 | $84,596,000 | 793 |
| Mortgage-backed securities | $86,234,000 | 956 |
| Certificates of participation in pools of residential mortgages | $86,234,000 | 634 |
| Issued or guaranteed by U.S. | $84,596,000 | 641 |
| Privately issued | $1,638,000 | 156 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| 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) | $100,400,000 | 1,671 |
| Total debt securities | $100,400,000 | 1,843 |
| 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 | $108,789,000 | 1,722 |
| U.S. Government securities | $89,073,000 | 1,376 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $89,073,000 | 1,146 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $1,778,000 | 1,733 |
| Privately issued residential mortgage-backed securities | $1,778,000 | 454 |
| 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 | $89,072,000 | 716 |
| Mortgage-backed securities | $90,851,000 | 936 |
| Certificates of participation in pools of residential mortgages | $90,851,000 | 627 |
| Issued or guaranteed by U.S. | $89,073,000 | 628 |
| Privately issued | $1,778,000 | 152 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| 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) | $90,851,000 | 1,808 |
| Total debt securities | $90,851,000 | 1,946 |
| 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 | $105,200,000 | 1,719 |
| U.S. Government securities | $85,204,000 | 1,318 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $85,204,000 | 1,162 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $1,924,000 | 1,670 |
| Privately issued residential mortgage-backed securities | $1,924,000 | 422 |
| 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 | $85,203,000 | 751 |
| Mortgage-backed securities | $87,128,000 | 961 |
| Certificates of participation in pools of residential mortgages | $87,128,000 | 649 |
| Issued or guaranteed by U.S. | $85,204,000 | 647 |
| Privately issued | $1,924,000 | 161 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| 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) | $87,128,000 | 1,822 |
| Total debt securities | $87,128,000 | 1,936 |
| 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 | $103,495,000 | 1,667 |
| U.S. Government securities | $83,649,000 | 1,287 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $83,649,000 | 1,150 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $2,086,000 | 1,542 |
| Privately issued residential mortgage-backed securities | $2,086,000 | 369 |
| 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 | $83,649,000 | 754 |
| Mortgage-backed securities | $85,735,000 | 936 |
| Certificates of participation in pools of residential mortgages | $85,735,000 | 629 |
| Issued or guaranteed by U.S. | $83,649,000 | 624 |
| Privately issued | $2,086,000 | 141 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| 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) | $85,735,000 | 1,783 |
| Total debt securities | $85,735,000 | 1,887 |
| 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 | $107,959,000 | 1,555 |
| U.S. Government securities | $87,035,000 | 1,195 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $87,035,000 | 1,078 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $2,979,000 | 1,394 |
| Privately issued residential mortgage-backed securities | $2,979,000 | 334 |
| 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 | $87,034,000 | 716 |
| Mortgage-backed securities | $90,014,000 | 872 |
| Certificates of participation in pools of residential mortgages | $90,014,000 | 573 |
| Issued or guaranteed by U.S. | $87,035,000 | 584 |
| Privately issued | $2,979,000 | 137 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| 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) | $90,014,000 | 1,653 |
| Total debt securities | $90,014,000 | 1,757 |
| 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 | $105,376,000 | 1,475 |
| U.S. Government securities | $91,084,000 | 1,041 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $91,084,000 | 972 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $3,126,000 | 1,330 |
| Privately issued residential mortgage-backed securities | $3,126,000 | 323 |
| 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 | $91,084,000 | 664 |
| Mortgage-backed securities | $94,210,000 | 800 |
| Certificates of participation in pools of residential mortgages | $94,210,000 | 522 |
| Issued or guaranteed by U.S. | $91,084,000 | 526 |
| Privately issued | $3,126,000 | 137 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| 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) | $94,210,000 | 1,483 |
| Total debt securities | $94,210,000 | 1,584 |
| 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 | $113,409,000 | 1,290 |
| U.S. Government securities | $98,343,000 | 888 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $98,343,000 | 840 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $3,680,000 | 1,221 |
| Privately issued residential mortgage-backed securities | $3,680,000 | 285 |
| 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 | $98,343,000 | 607 |
| Mortgage-backed securities | $102,023,000 | 692 |
| Certificates of participation in pools of residential mortgages | $102,023,000 | 445 |
| Issued or guaranteed by U.S. | $98,343,000 | 448 |
| Privately issued | $3,680,000 | 112 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| 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) | $102,023,000 | 1,315 |
| Total debt securities | $102,023,000 | 1,393 |
| 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 | $123,348,000 | 1,153 |
| U.S. Government securities | $108,057,000 | 792 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $108,057,000 | 744 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $3,879,000 | 1,160 |
| Privately issued residential mortgage-backed securities | $3,879,000 | 279 |
| 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 | $108,057,000 | 551 |
| Mortgage-backed securities | $111,936,000 | 618 |
| Certificates of participation in pools of residential mortgages | $111,936,000 | 401 |
| Issued or guaranteed by U.S. | $108,057,000 | 402 |
| Privately issued | $3,879,000 | 116 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| 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) | $111,936,000 | 1,154 |
| Total debt securities | $111,937,000 | 1,228 |
| 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 | $132,668,000 | 1,047 |
| U.S. Government securities | $117,657,000 | 709 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $117,657,000 | 673 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $4,427,000 | 1,034 |
| Privately issued residential mortgage-backed securities | $4,427,000 | 242 |
| 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 | $117,657,000 | 523 |
| Mortgage-backed securities | $122,084,000 | 575 |
| Certificates of participation in pools of residential mortgages | $122,084,000 | 369 |
| Issued or guaranteed by U.S. | $117,657,000 | 374 |
| Privately issued | $4,427,000 | 98 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| 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) | $122,084,000 | 1,013 |
| Total debt securities | $122,084,000 | 1,105 |
| 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 | $139,350,000 | 965 |
| U.S. Government securities | $124,363,000 | 690 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $124,363,000 | 652 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $4,491,000 | 985 |
| Privately issued residential mortgage-backed securities | $4,491,000 | 250 |
| 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 | $124,363,000 | 476 |
| Mortgage-backed securities | $128,854,000 | 560 |
| Certificates of participation in pools of residential mortgages | $128,854,000 | 356 |
| Issued or guaranteed by U.S. | $124,363,000 | 354 |
| Privately issued | $4,491,000 | 109 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| 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) | $128,854,000 | 942 |
| Total debt securities | $128,854,000 | 1,030 |
| 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 | $141,220,000 | 934 |
| U.S. Government securities | $126,029,000 | 688 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $126,029,000 | 641 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $4,860,000 | 900 |
| Privately issued residential mortgage-backed securities | $4,860,000 | 222 |
| 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 | $126,030,000 | 466 |
| Mortgage-backed securities | $130,889,000 | 528 |
| Certificates of participation in pools of residential mortgages | $130,889,000 | 336 |
| Issued or guaranteed by U.S. | $126,029,000 | 334 |
| Privately issued | $4,860,000 | 84 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| 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) | $130,889,000 | 908 |
| Total debt securities | $130,889,000 | 996 |
| 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 | $147,897,000 | 894 |
| U.S. Government securities | $132,603,000 | 665 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $132,603,000 | 618 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $4,915,000 | 898 |
| Privately issued residential mortgage-backed securities | $4,915,000 | 221 |
| 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 | $132,603,000 | 439 |
| Mortgage-backed securities | $137,518,000 | 497 |
| Certificates of participation in pools of residential mortgages | $137,518,000 | 306 |
| Issued or guaranteed by U.S. | $132,603,000 | 308 |
| Privately issued | $4,915,000 | 90 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| 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) | $137,518,000 | 859 |
| Total debt securities | $137,518,000 | 949 |
| 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 | $176,604,000 | 758 |
| U.S. Government securities | $160,943,000 | 581 |
| U.S. Treasury securities | $25,000,000 | 240 |
| U.S. Government agency obligations | $135,943,000 | 629 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $5,359,000 | 851 |
| Privately issued residential mortgage-backed securities | $5,359,000 | 201 |
| 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 | $135,943,000 | 440 |
| Mortgage-backed securities | $141,302,000 | 486 |
| Certificates of participation in pools of residential mortgages | $141,302,000 | 304 |
| Issued or guaranteed by U.S. | $135,943,000 | 315 |
| Privately issued | $5,359,000 | 65 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| 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) | $166,302,000 | 714 |
| Total debt securities | $166,302,000 | 797 |
| 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 | $169,232,000 | 791 |
| U.S. Government securities | $153,714,000 | 603 |
| U.S. Treasury securities | $24,944,000 | 245 |
| U.S. Government agency obligations | $128,770,000 | 657 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $5,362,000 | 848 |
| Privately issued residential mortgage-backed securities | $5,362,000 | 201 |
| 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 | $128,769,000 | 457 |
| Mortgage-backed securities | $134,132,000 | 504 |
| Certificates of participation in pools of residential mortgages | $134,132,000 | 322 |
| Issued or guaranteed by U.S. | $128,770,000 | 339 |
| Privately issued | $5,362,000 | 65 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| 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) | $159,076,000 | 748 |
| Total debt securities | $159,076,000 | 834 |
| 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 | $169,083,000 | 796 |
| U.S. Government securities | $153,459,000 | 602 |
| U.S. Treasury securities | $24,887,000 | 241 |
| U.S. Government agency obligations | $128,572,000 | 662 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $5,595,000 | 803 |
| Privately issued residential mortgage-backed securities | $5,595,000 | 181 |
| 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 | $128,572,000 | 462 |
| Mortgage-backed securities | $134,167,000 | 506 |
| Certificates of participation in pools of residential mortgages | $134,167,000 | 319 |
| Issued or guaranteed by U.S. | $128,572,000 | 328 |
| Privately issued | $5,595,000 | 50 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| 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) | $159,054,000 | 753 |
| Total debt securities | $159,054,000 | 845 |
| 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 | $165,995,000 | 813 |
| U.S. Government securities | $150,232,000 | 613 |
| U.S. Treasury securities | $24,832,000 | 241 |
| U.S. Government agency obligations | $125,400,000 | 671 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $5,831,000 | 763 |
| Privately issued residential mortgage-backed securities | $5,831,000 | 150 |
| 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 | $125,400,000 | 470 |
| Mortgage-backed securities | $131,231,000 | 512 |
| Certificates of participation in pools of residential mortgages | $131,231,000 | 322 |
| Issued or guaranteed by U.S. | $125,400,000 | 335 |
| Privately issued | $5,831,000 | 24 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| 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) | $156,063,000 | 758 |
| Total debt securities | $156,063,000 | 851 |
| 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 | $179,759,000 | 778 |
| U.S. Government securities | $164,958,000 | 574 |
| U.S. Treasury securities | $49,817,000 | 150 |
| U.S. Government agency obligations | $115,141,000 | 719 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $4,791,000 | 957 |
| Privately issued residential mortgage-backed securities | $4,791,000 | 291 |
| 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 | $115,141,000 | 517 |
| Mortgage-backed securities | $119,932,000 | 549 |
| Certificates of participation in pools of residential mortgages | $119,932,000 | 354 |
| Issued or guaranteed by U.S. | $115,141,000 | 366 |
| Privately issued | $4,791,000 | 148 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| 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) | $169,749,000 | 722 |
| Total debt securities | $169,749,000 | 817 |
| 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 | $162,739,000 | 859 |
| U.S. Government securities | $157,854,000 | 598 |
| U.S. Treasury securities | $49,802,000 | 149 |
| U.S. Government agency obligations | $108,052,000 | 781 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $4,885,000 | 832 |
| Privately issued residential mortgage-backed securities | $4,885,000 | 157 |
| 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 | $108,052,000 | 557 |
| Mortgage-backed securities | $112,937,000 | 582 |
| Certificates of participation in pools of residential mortgages | $112,937,000 | 386 |
| Issued or guaranteed by U.S. | $108,052,000 | 400 |
| Privately issued | $4,885,000 | 16 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| 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) | $162,739,000 | 753 |
| Total debt securities | $162,739,000 | 851 |
| 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 | $155,317,000 | 904 |
| U.S. Government securities | $149,995,000 | 622 |
| U.S. Treasury securities | $49,898,000 | 140 |
| U.S. Government agency obligations | $100,097,000 | 840 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $5,322,000 | 792 |
| Privately issued residential mortgage-backed securities | $5,322,000 | 156 |
| 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 | $100,097,000 | 604 |
| Mortgage-backed securities | $105,419,000 | 620 |
| Certificates of participation in pools of residential mortgages | $105,419,000 | 411 |
| Issued or guaranteed by U.S. | $100,097,000 | 428 |
| Privately issued | $5,322,000 | 15 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| 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) | $155,317,000 | 789 |
| Total debt securities | $155,317,000 | 890 |
| 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 | $150,006,000 | 949 |
| U.S. Government securities | $144,402,000 | 641 |
| U.S. Treasury securities | $50,086,000 | 134 |
| U.S. Government agency obligations | $94,316,000 | 892 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $5,604,000 | 785 |
| Privately issued residential mortgage-backed securities | $5,604,000 | 151 |
| 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 | $94,316,000 | 637 |
| Mortgage-backed securities | $99,920,000 | 637 |
| Certificates of participation in pools of residential mortgages | $99,920,000 | 421 |
| Issued or guaranteed by U.S. | $94,316,000 | 432 |
| Privately issued | $5,604,000 | 15 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| 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) | $150,006,000 | 823 |
| Total debt securities | $150,006,000 | 932 |
| 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 | $133,273,000 | 1,061 |
| U.S. Government securities | $127,290,000 | 740 |
| U.S. Treasury securities | $50,133,000 | 139 |
| U.S. Government agency obligations | $77,157,000 | 1,084 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $5,983,000 | 778 |
| Privately issued residential mortgage-backed securities | $5,983,000 | 154 |
| 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 | $77,157,000 | 756 |
| Mortgage-backed securities | $83,140,000 | 750 |
| Certificates of participation in pools of residential mortgages | $83,140,000 | 502 |
| Issued or guaranteed by U.S. | $77,157,000 | 526 |
| Privately issued | $5,983,000 | 16 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| 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) | $133,273,000 | 931 |
| Total debt securities | $133,273,000 | 1,047 |
| 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 | $154,807,000 | 935 |
| U.S. Government securities | $148,617,000 | 641 |
| U.S. Treasury securities | $75,239,000 | 115 |
| U.S. Government agency obligations | $73,378,000 | 1,135 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $6,190,000 | 772 |
| Privately issued residential mortgage-backed securities | $6,190,000 | 156 |
| 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 | $73,378,000 | 806 |
| Mortgage-backed securities | $79,568,000 | 788 |
| Certificates of participation in pools of residential mortgages | $79,568,000 | 525 |
| Issued or guaranteed by U.S. | $73,378,000 | 559 |
| Privately issued | $6,190,000 | 13 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| 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) | $154,807,000 | 824 |
| Total debt securities | $154,807,000 | 921 |
| 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 | $158,405,000 | 901 |
| U.S. Government securities | $152,122,000 | 619 |
| U.S. Treasury securities | $75,333,000 | 114 |
| U.S. Government agency obligations | $76,789,000 | 1,075 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $6,283,000 | 768 |
| Privately issued residential mortgage-backed securities | $6,283,000 | 161 |
| 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 | $76,788,000 | 769 |
| Mortgage-backed securities | $83,072,000 | 760 |
| Certificates of participation in pools of residential mortgages | $83,072,000 | 495 |
| Issued or guaranteed by U.S. | $76,789,000 | 531 |
| Privately issued | $6,283,000 | 14 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| 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) | $158,405,000 | 791 |
| Total debt securities | $158,405,000 | 890 |
| 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 | $159,245,000 | 900 |
| U.S. Government securities | $152,655,000 | 618 |
| U.S. Treasury securities | $75,818,000 | 104 |
| U.S. Government agency obligations | $76,837,000 | 1,078 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $6,590,000 | 746 |
| Privately issued residential mortgage-backed securities | $6,590,000 | 162 |
| 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 | $76,837,000 | 772 |
| Mortgage-backed securities | $83,427,000 | 759 |
| Certificates of participation in pools of residential mortgages | $83,427,000 | 494 |
| Issued or guaranteed by U.S. | $76,837,000 | 530 |
| Privately issued | $6,590,000 | 12 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $159,245,000 | 789 |
| Total debt securities | $159,245,000 | 890 |
| 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 | $158,965,000 | 900 |
| U.S. Government securities | $152,270,000 | 623 |
| U.S. Treasury securities | $76,133,000 | 97 |
| U.S. Government agency obligations | $76,137,000 | 1,091 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $6,695,000 | 765 |
| Privately issued residential mortgage-backed securities | $6,695,000 | 167 |
| 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 | $76,137,000 | 788 |
| Mortgage-backed securities | $82,832,000 | 756 |
| Certificates of participation in pools of residential mortgages | $82,832,000 | 491 |
| Issued or guaranteed by U.S. | $76,137,000 | 531 |
| Privately issued | $6,695,000 | 16 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $158,965,000 | 793 |
| Total debt securities | $158,965,000 | 892 |
| 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 | $180,162,000 | 827 |
| U.S. Government securities | $173,335,000 | 580 |
| U.S. Treasury securities | $100,963,000 | 84 |
| U.S. Government agency obligations | $72,372,000 | 1,171 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $6,827,000 | 746 |
| Privately issued residential mortgage-backed securities | $6,827,000 | 162 |
| 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 | $173,335,000 | 390 |
| Mortgage-backed securities | $79,199,000 | 787 |
| Certificates of participation in pools of residential mortgages | $79,199,000 | 526 |
| Issued or guaranteed by U.S. | $72,372,000 | 562 |
| Privately issued | $6,827,000 | 12 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $180,162,000 | 721 |
| Total debt securities | $180,162,000 | 816 |
| 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 | $176,627,000 | 846 |
| U.S. Government securities | $169,846,000 | 595 |
| U.S. Treasury securities | $100,178,000 | 87 |
| U.S. Government agency obligations | $69,668,000 | 1,235 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $6,781,000 | 738 |
| Privately issued residential mortgage-backed securities | $6,781,000 | 154 |
| 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 | $169,846,000 | 401 |
| Mortgage-backed securities | $76,449,000 | 804 |
| Certificates of participation in pools of residential mortgages | $76,449,000 | 544 |
| Issued or guaranteed by U.S. | $69,668,000 | 594 |
| Privately issued | $6,781,000 | 13 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $176,627,000 | 728 |
| Total debt securities | $176,627,000 | 834 |
| 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 | $180,775,000 | 830 |
| U.S. Government securities | $173,575,000 | 585 |
| U.S. Treasury securities | $100,943,000 | 82 |
| U.S. Government agency obligations | $72,632,000 | 1,181 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $7,200,000 | 711 |
| Privately issued residential mortgage-backed securities | $7,200,000 | 149 |
| 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 | $173,575,000 | 394 |
| Mortgage-backed securities | $79,832,000 | 775 |
| Certificates of participation in pools of residential mortgages | $79,832,000 | 517 |
| Issued or guaranteed by U.S. | $72,632,000 | 571 |
| Privately issued | $7,200,000 | 12 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $180,775,000 | 722 |
| Total debt securities | $180,775,000 | 817 |
| 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 | $175,585,000 | 861 |
| U.S. Government securities | $168,372,000 | 615 |
| U.S. Treasury securities | $100,662,000 | 80 |
| U.S. Government agency obligations | $67,710,000 | 1,304 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $7,213,000 | 715 |
| Privately issued residential mortgage-backed securities | $7,213,000 | 156 |
| 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 | $168,372,000 | 413 |
| Mortgage-backed securities | $74,923,000 | 829 |
| Certificates of participation in pools of residential mortgages | $74,923,000 | 569 |
| Issued or guaranteed by U.S. | $67,710,000 | 621 |
| Privately issued | $7,213,000 | 14 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $175,585,000 | 745 |
| Total debt securities | $175,585,000 | 849 |
| 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 | $173,182,000 | 878 |
| U.S. Government securities | $165,712,000 | 642 |
| U.S. Treasury securities | $100,869,000 | 74 |
| U.S. Government agency obligations | $64,843,000 | 1,382 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $7,470,000 | 701 |
| Privately issued residential mortgage-backed securities | $7,470,000 | 151 |
| 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 | $165,712,000 | 421 |
| Mortgage-backed securities | $72,313,000 | 861 |
| Certificates of participation in pools of residential mortgages | $72,313,000 | 588 |
| Issued or guaranteed by U.S. | $64,843,000 | 657 |
| Privately issued | $7,470,000 | 13 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $173,182,000 | 759 |
| Total debt securities | $173,182,000 | 867 |
| 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 | $166,959,000 | 902 |
| U.S. Government securities | $159,359,000 | 651 |
| U.S. Treasury securities | $100,105,000 | 75 |
| U.S. Government agency obligations | $59,254,000 | 1,493 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $7,600,000 | 690 |
| Privately issued residential mortgage-backed securities | $7,600,000 | 153 |
| 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 | $159,359,000 | 430 |
| Mortgage-backed securities | $66,854,000 | 939 |
| Certificates of participation in pools of residential mortgages | $66,854,000 | 666 |
| Issued or guaranteed by U.S. | $59,254,000 | 719 |
| Privately issued | $7,600,000 | 14 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $166,959,000 | 781 |
| Total debt securities | $166,959,000 | 891 |
| 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 | $156,822,000 | 973 |
| U.S. Government securities | $148,957,000 | 706 |
| U.S. Treasury securities | $99,820,000 | 73 |
| U.S. Government agency obligations | $49,137,000 | 1,816 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $7,680,000 | 708 |
| Privately issued residential mortgage-backed securities | $7,680,000 | 168 |
| 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 | $185,000 | 837 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,086,000 | 2,302 |
| Mortgage-backed securities | $56,817,000 | 1,112 |
| Certificates of participation in pools of residential mortgages | $56,817,000 | 770 |
| Issued or guaranteed by U.S. | $49,137,000 | 862 |
| Privately issued | $7,680,000 | 14 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $156,822,000 | 850 |
| Total debt securities | $156,637,000 | 962 |
| 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 | $209,542,000 | 733 |
| U.S. Government securities | $201,442,000 | 535 |
| U.S. Treasury securities | $154,084,000 | 50 |
| U.S. Government agency obligations | $47,358,000 | 1,889 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $8,100,000 | 705 |
| Privately issued residential mortgage-backed securities | $8,100,000 | 168 |
| 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 | $19,412,000 | 2,297 |
| Mortgage-backed securities | $55,458,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $55,458,000 | 791 |
| Issued or guaranteed by U.S. | $47,358,000 | 896 |
| Privately issued | $8,100,000 | 12 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $209,542,000 | 629 |
| Total debt securities | $209,542,000 | 723 |
| 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 | $186,818,000 | 821 |
| U.S. Government securities | $178,707,000 | 593 |
| U.S. Treasury securities | $130,993,000 | 49 |
| U.S. Government agency obligations | $47,714,000 | 1,910 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $8,111,000 | 727 |
| Privately issued residential mortgage-backed securities | $8,111,000 | 169 |
| 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 | $19,564,000 | 2,298 |
| Mortgage-backed securities | $55,825,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $55,825,000 | 792 |
| Issued or guaranteed by U.S. | $47,714,000 | 905 |
| Privately issued | $8,111,000 | 14 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $186,818,000 | 710 |
| Total debt securities | $186,817,000 | 811 |
| 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 | $206,430,000 | 736 |
| U.S. Government securities | $198,468,000 | 538 |
| U.S. Treasury securities | $149,991,000 | 41 |
| U.S. Government agency obligations | $48,477,000 | 1,867 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $7,962,000 | 764 |
| Privately issued residential mortgage-backed securities | $7,962,000 | 185 |
| 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 | $19,756,000 | 2,260 |
| Mortgage-backed securities | $56,439,000 | 1,125 |
| Certificates of participation in pools of residential mortgages | $56,439,000 | 768 |
| Issued or guaranteed by U.S. | $48,477,000 | 882 |
| Privately issued | $7,962,000 | 14 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $206,430,000 | 638 |
| Total debt securities | $206,431,000 | 726 |
| 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 | $289,734,000 | 534 |
| U.S. Government securities | $206,392,000 | 528 |
| U.S. Treasury securities | $164,995,000 | 41 |
| U.S. Government agency obligations | $41,397,000 | 2,150 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $8,342,000 | 770 |
| Privately issued residential mortgage-backed securities | $8,342,000 | 191 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $75,000,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $49,739,000 | 1,272 |
| Certificates of participation in pools of residential mortgages | $49,739,000 | 866 |
| Issued or guaranteed by U.S. | $41,397,000 | 1,004 |
| Privately issued | $8,342,000 | 16 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $289,734,000 | 461 |
| Total debt securities | $214,734,000 | 705 |
| 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 | $378,480,000 | 395 |
| U.S. Government securities | $370,373,000 | 291 |
| U.S. Treasury securities | $333,976,000 | 28 |
| U.S. Government agency obligations | $36,397,000 | 2,360 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $8,107,000 | 785 |
| Privately issued residential mortgage-backed securities | $8,107,000 | 200 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $44,504,000 | 1,392 |
| Certificates of participation in pools of residential mortgages | $44,504,000 | 946 |
| Issued or guaranteed by U.S. | $36,397,000 | 1,114 |
| Privately issued | $8,107,000 | 15 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $378,480,000 | 346 |
| Total debt securities | $378,480,000 | 386 |
| 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 | $396,382,000 | 386 |
| U.S. Government securities | $391,699,000 | 282 |
| U.S. Treasury securities | $360,463,000 | 31 |
| U.S. Government agency obligations | $31,236,000 | 2,677 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $4,683,000 | 1,093 |
| Privately issued residential mortgage-backed securities | $4,683,000 | 283 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $35,919,000 | 1,675 |
| Certificates of participation in pools of residential mortgages | $35,919,000 | 1,143 |
| Issued or guaranteed by U.S. | $31,236,000 | 1,310 |
| Privately issued | $4,683,000 | 16 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $396,382,000 | 335 |
| Total debt securities | $396,382,000 | 381 |
| 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 | $372,850,000 | 407 |
| U.S. Government securities | $368,151,000 | 299 |
| U.S. Treasury securities | $339,988,000 | 31 |
| U.S. Government agency obligations | $28,163,000 | 2,788 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $4,699,000 | 1,054 |
| Privately issued residential mortgage-backed securities | $4,699,000 | 289 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $32,862,000 | 1,771 |
| Certificates of participation in pools of residential mortgages | $32,862,000 | 1,235 |
| Issued or guaranteed by U.S. | $28,163,000 | 1,399 |
| Privately issued | $4,699,000 | 16 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $372,850,000 | 357 |
| Total debt securities | $372,850,000 | 398 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $192,849,000 | 792 |
| U.S. Government securities | $188,040,000 | 582 |
| U.S. Treasury securities | $174,982,000 | 41 |
| U.S. Government agency obligations | $13,058,000 | 4,268 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $4,809,000 | 1,082 |
| Privately issued residential mortgage-backed securities | $4,809,000 | 318 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $17,867,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $17,867,000 | 2,007 |
| Issued or guaranteed by U.S. | $13,058,000 | 2,440 |
| Privately issued | $4,809,000 | 17 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $192,849,000 | 710 |
| Total debt securities | $192,849,000 | 781 |
| 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 | $173,045,000 | 891 |
| U.S. Government securities | $168,448,000 | 648 |
| U.S. Treasury securities | $154,995,000 | 44 |
| U.S. Government agency obligations | $13,453,000 | 4,271 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $4,597,000 | 1,124 |
| Privately issued residential mortgage-backed securities | $4,597,000 | 353 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $18,050,000 | 2,684 |
| Certificates of participation in pools of residential mortgages | $18,050,000 | 2,029 |
| Issued or guaranteed by U.S. | $13,453,000 | 2,422 |
| Privately issued | $4,597,000 | 17 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $173,045,000 | 792 |
| Total debt securities | $173,045,000 | 880 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $27,328,000 | 3,940 |
| U.S. Government securities | $22,369,000 | 3,482 |
| U.S. Treasury securities | $10,000,000 | 282 |
| U.S. Government agency obligations | $12,369,000 | 4,527 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $4,959,000 | 1,076 |
| Privately issued residential mortgage-backed securities | $4,959,000 | 355 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $17,328,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | $17,328,000 | 2,079 |
| Issued or guaranteed by U.S. | $12,369,000 | 2,549 |
| Privately issued | $4,959,000 | 19 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $27,328,000 | 3,634 |
| Total debt securities | $27,328,000 | 3,911 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $39,073,000 | 3,117 |
| U.S. Government securities | $34,073,000 | 2,537 |
| U.S. Treasury securities | $21,500,000 | 152 |
| U.S. Government agency obligations | $12,573,000 | 4,456 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $5,000,000 | 1,038 |
| Privately issued residential mortgage-backed securities | $5,000,000 | 418 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $17,573,000 | 2,670 |
| Certificates of participation in pools of residential mortgages | $17,573,000 | 1,969 |
| Issued or guaranteed by U.S. | $12,573,000 | 2,409 |
| Privately issued | $5,000,000 | 29 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $39,073,000 | 2,857 |
| Total debt securities | $39,074,000 | 3,097 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| 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 | $125,354,000 | 1,168 |
| U.S. Government securities | $125,130,000 | 820 |
| U.S. Treasury securities | $110,691,000 | 53 |
| U.S. Government agency obligations | $14,439,000 | 4,134 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| 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 | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $224,000 | 881 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $14,439,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | $14,439,000 | 2,156 |
| Issued or guaranteed by U.S. | $14,439,000 | 2,150 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $125,354,000 | 1,041 |
| Total debt securities | $125,131,000 | 1,157 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $91,562,000 | 1,535 |
| U.S. Government securities | $91,540,000 | 1,100 |
| U.S. Treasury securities | $76,883,000 | 72 |
| U.S. Government agency obligations | $14,657,000 | 4,217 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| 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 | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $22,000 | 1,174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,540,000 | 682 |
| Mortgage-backed securities | $14,657,000 | 2,806 |
| Certificates of participation in pools of residential mortgages | $14,657,000 | 2,101 |
| Issued or guaranteed by U.S. | $14,657,000 | 2,099 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $91,562,000 | 1,380 |
| Total debt securities | $91,540,000 | 1,512 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $188,209,000 | 777 |
| U.S. Government securities | $188,149,000 | 553 |
| U.S. Treasury securities | $173,326,000 | 49 |
| U.S. Government agency obligations | $14,823,000 | 4,141 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| 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 | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $60,000 | 1,095 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,221,000 | 719 |
| Mortgage-backed securities | $14,823,000 | 2,707 |
| Certificates of participation in pools of residential mortgages | $14,823,000 | 2,017 |
| Issued or guaranteed by U.S. | $14,823,000 | 2,014 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $14,823,000 | 837 |
| Available-for-sale securities (fair market value) | $173,386,000 | 744 |
| Total debt securities | $188,149,000 | 766 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $98,392,000 | 1,363 |
| U.S. Government securities | $98,262,000 | 966 |
| U.S. Treasury securities | $83,062,000 | 81 |
| U.S. Government agency obligations | $15,200,000 | 3,916 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| 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 | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $130,000 | 966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,392,000 | 578 |
| Mortgage-backed securities | $15,200,000 | 2,597 |
| Certificates of participation in pools of residential mortgages | $15,200,000 | 1,903 |
| Issued or guaranteed by U.S. | $15,200,000 | 1,897 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $15,200,000 | 815 |
| Available-for-sale securities (fair market value) | $83,192,000 | 1,418 |
| Total debt securities | $98,262,000 | 1,344 |
| 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 | $257,200,000 | 518 |
| U.S. Government securities | $257,073,000 | 378 |
| U.S. Treasury securities | $240,873,000 | 37 |
| U.S. Government agency obligations | $16,200,000 | 3,770 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| 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 | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $127,000 | 1,010 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,199,000 | 708 |
| Mortgage-backed securities | $16,200,000 | 2,479 |
| Certificates of participation in pools of residential mortgages | $16,200,000 | 1,785 |
| Issued or guaranteed by U.S. | $16,200,000 | 1,779 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $16,200,000 | 803 |
| Available-for-sale securities (fair market value) | $241,000,000 | 499 |
| Total debt securities | $257,073,000 | 512 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $79,257,000 | 1,623 |
| U.S. Government securities | $79,007,000 | 1,188 |
| U.S. Treasury securities | $72,273,000 | 82 |
| U.S. Government agency obligations | $6,734,000 | 5,521 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $250,000 | 958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,257,000 | 693 |
| Mortgage-backed securities | $6,734,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | $6,734,000 | 2,966 |
| Issued or guaranteed by U.S. | $6,734,000 | 2,957 |
| 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) | $6,734,000 | 1,323 |
| Available-for-sale securities (fair market value) | $72,523,000 | 1,537 |
| Total debt securities | $79,007,000 | 1,612 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $82,983,000 | 1,563 |
| U.S. Government securities | $82,733,000 | 1,140 |
| U.S. Treasury securities | $75,142,000 | 81 |
| U.S. Government agency obligations | $7,591,000 | 5,396 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $250,000 | 986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,983,000 | 777 |
| Mortgage-backed securities | $7,591,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $7,591,000 | 2,887 |
| Issued or guaranteed by U.S. | $7,591,000 | 2,879 |
| 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) | $7,591,000 | 1,252 |
| Available-for-sale securities (fair market value) | $75,392,000 | 1,502 |
| Total debt securities | $82,733,000 | 1,550 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $757,950,000 | 185 |
| U.S. Government securities | $100,879,000 | 900 |
| U.S. Treasury securities | $92,855,000 | 61 |
| U.S. Government agency obligations | $8,024,000 | 5,275 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $537,351,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $537,351,000 | 23 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $119,720,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,024,000 | 3,696 |
| Mortgage-backed securities | $8,024,000 | 3,557 |
| Certificates of participation in pools of residential mortgages | $8,024,000 | 2,882 |
| Issued or guaranteed by U.S. | $8,024,000 | 2,874 |
| 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) | $8,024,000 | 1,208 |
| Available-for-sale securities (fair market value) | $749,926,000 | 170 |
| Total debt securities | $638,230,000 | 207 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $719,439,000 | 192 |
| U.S. Government securities | $64,579,000 | 1,368 |
| U.S. Treasury securities | $56,411,000 | 75 |
| U.S. Government agency obligations | $8,168,000 | 5,267 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $348,719,000 | 90 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $348,719,000 | 28 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $306,141,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,168,000 | 3,689 |
| Mortgage-backed securities | $8,168,000 | 3,592 |
| Certificates of participation in pools of residential mortgages | $8,168,000 | 2,937 |
| Issued or guaranteed by U.S. | $8,168,000 | 2,927 |
| 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) | $8,168,000 | 1,266 |
| Available-for-sale securities (fair market value) | $711,271,000 | 168 |
| Total debt securities | $413,298,000 | 315 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $460,682,000 | 291 |
| U.S. Government securities | $71,662,000 | 1,212 |
| U.S. Treasury securities | $62,940,000 | 67 |
| U.S. Government agency obligations | $8,722,000 | 5,148 |
| Securities issued by states & political subdivisions | $155,000 | 5,755 |
| Other domestic debt securities | $365,115,000 | 93 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $365,115,000 | 28 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $23,750,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,722,000 | 3,583 |
| Mortgage-backed securities | $8,722,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $8,722,000 | 2,917 |
| Issued or guaranteed by U.S. | $8,722,000 | 2,903 |
| 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) | $71,817,000 | 272 |
| Available-for-sale securities (fair market value) | $388,865,000 | 298 |
| Total debt securities | $436,932,000 | 295 |
| 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 | $501,419,000 | 275 |
| U.S. Government securities | $9,371,000 | 5,210 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,371,000 | 5,132 |
| Securities issued by states & political subdivisions | $155,000 | 5,699 |
| Other domestic debt securities | $317,395,000 | 97 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $317,395,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $174,498,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $9,371,000 | 3,515 |
| Certificates of participation in pools of residential mortgages | $9,371,000 | 2,867 |
| Issued or guaranteed by U.S. | $9,371,000 | 2,851 |
| 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) | $9,526,000 | 1,192 |
| Available-for-sale securities (fair market value) | $491,893,000 | 238 |
| Total debt securities | $326,921,000 | 402 |
| 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 | $267,656,000 | 466 |
| U.S. Government securities | $9,550,000 | 5,243 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,550,000 | 5,161 |
| Securities issued by states & political subdivisions | $310,000 | 5,430 |
| Other domestic debt securities | $257,796,000 | 104 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $247,816,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,980,000 | 384 |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | $9,550,000 | 3,412 |
| Certificates of participation in pools of residential mortgages | $9,550,000 | 2,789 |
| Issued or guaranteed by U.S. | $9,550,000 | 2,773 |
| 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) | $9,860,000 | 1,172 |
| Available-for-sale securities (fair market value) | $257,796,000 | 411 |
| Total debt securities | $267,656,000 | 456 |
| 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 | $223,107,000 | 544 |
| U.S. Government securities | $9,581,000 | 5,182 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,581,000 | 5,097 |
| Securities issued by states & political subdivisions | $310,000 | 5,450 |
| Other domestic debt securities | $211,716,000 | 122 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $141,424,000 | 37 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $70,292,000 | 92 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,500,000 | 650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $9,581,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | $9,581,000 | 2,725 |
| Issued or guaranteed by U.S. | $9,581,000 | 2,709 |
| 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) | $9,891,000 | 1,160 |
| Available-for-sale securities (fair market value) | $213,216,000 | 479 |
| Total debt securities | $221,607,000 | 533 |
| 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 | $182,850,000 | 656 |
| U.S. Government securities | $9,820,000 | 5,174 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,820,000 | 5,083 |
| Securities issued by states & political subdivisions | $460,000 | 5,331 |
| Other domestic debt securities | $127,214,000 | 177 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $127,214,000 | 40 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $45,356,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $9,820,000 | 3,285 |
| Certificates of participation in pools of residential mortgages | $9,820,000 | 2,671 |
| Issued or guaranteed by U.S. | $9,820,000 | 2,653 |
| 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) | $10,280,000 | 1,117 |
| Available-for-sale securities (fair market value) | $172,570,000 | 584 |
| Total debt securities | $137,494,000 | 856 |
| 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 | $106,220,000 | 1,146 |
| U.S. Government securities | $10,207,000 | 5,087 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,207,000 | 4,989 |
| Securities issued by states & political subdivisions | $460,000 | 5,346 |
| Other domestic debt securities | $69,994,000 | 267 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $69,994,000 | 48 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $25,559,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $10,207,000 | 3,157 |
| Certificates of participation in pools of residential mortgages | $10,207,000 | 2,520 |
| Issued or guaranteed by U.S. | $10,207,000 | 2,507 |
| 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) | $10,667,000 | 1,111 |
| Available-for-sale securities (fair market value) | $95,553,000 | 1,104 |
| Total debt securities | $80,661,000 | 1,450 |
| 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 | $80,039,000 | 1,492 |
| U.S. Government securities | $10,245,000 | 5,205 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,245,000 | 5,103 |
| Securities issued by states & political subdivisions | $605,000 | 5,209 |
| Other domestic debt securities | $69,189,000 | 255 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $69,189,000 | 49 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $10,245,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $10,245,000 | 2,251 |
| Issued or guaranteed by U.S. | $10,245,000 | 2,237 |
| 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) | $10,850,000 | 1,149 |
| Available-for-sale securities (fair market value) | $69,189,000 | 1,482 |
| Total debt securities | $80,039,000 | 1,455 |
| 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 | $67,660,000 | 1,748 |
| U.S. Government securities | $6,917,000 | 6,117 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,917,000 | 6,009 |
| Securities issued by states & political subdivisions | $605,000 | 5,219 |
| Other domestic debt securities | $60,138,000 | 269 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $60,138,000 | 48 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | $6,917,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $6,917,000 | 2,621 |
| Issued or guaranteed by U.S. | $6,917,000 | 2,608 |
| 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) | $7,522,000 | 1,455 |
| Available-for-sale securities (fair market value) | $60,138,000 | 1,665 |
| Total debt securities | $67,660,000 | 1,708 |
| 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 | $85,599,000 | 1,387 |
| U.S. Government securities | $7,148,000 | 6,060 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,148,000 | 5,954 |
| Securities issued by states & political subdivisions | $735,000 | 5,141 |
| Other domestic debt securities | $63,716,000 | 260 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $63,716,000 | 43 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $14,000,000 | 214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $7,148,000 | 3,147 |
| Certificates of participation in pools of residential mortgages | $7,148,000 | 2,516 |
| Issued or guaranteed by U.S. | $7,148,000 | 2,504 |
| 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) | $7,883,000 | 1,427 |
| Available-for-sale securities (fair market value) | $77,716,000 | 1,318 |
| Total debt securities | $71,599,000 | 1,612 |
| 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 | $107,851,000 | 1,133 |
| U.S. Government securities | $7,170,000 | 6,123 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,170,000 | 6,004 |
| Securities issued by states & political subdivisions | $735,000 | 5,194 |
| Other domestic debt securities | $50,460,000 | 289 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,460,000 | 45 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $49,486,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $7,170,000 | 3,136 |
| Certificates of participation in pools of residential mortgages | $7,170,000 | 2,507 |
| Issued or guaranteed by U.S. | $7,170,000 | 2,497 |
| 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) | $7,905,000 | 1,445 |
| Available-for-sale securities (fair market value) | $99,946,000 | 1,050 |
| Total debt securities | $58,365,000 | 1,951 |
| 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 | $95,274,000 | 1,290 |
| U.S. Government securities | $7,289,000 | 6,130 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,289,000 | 6,003 |
| Securities issued by states & political subdivisions | $875,000 | 5,090 |
| Other domestic debt securities | $82,110,000 | 221 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $82,110,000 | 38 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $5,000,000 | 477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $7,289,000 | 3,092 |
| Certificates of participation in pools of residential mortgages | $7,289,000 | 2,496 |
| Issued or guaranteed by U.S. | $7,289,000 | 2,483 |
| 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) | $8,164,000 | 1,458 |
| Available-for-sale securities (fair market value) | $87,110,000 | 1,211 |
| Total debt securities | $90,274,000 | 1,313 |
| 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 | $65,176,000 | 1,825 |
| U.S. Government securities | $7,451,000 | 6,141 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,451,000 | 6,015 |
| Securities issued by states & political subdivisions | $875,000 | 5,122 |
| Other domestic debt securities | $34,811,000 | 353 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $34,811,000 | 49 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $22,039,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $7,451,000 | 3,042 |
| Certificates of participation in pools of residential mortgages | $7,451,000 | 2,480 |
| Issued or guaranteed by U.S. | $7,451,000 | 2,467 |
| 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) | $8,326,000 | 1,497 |
| Available-for-sale securities (fair market value) | $56,850,000 | 1,791 |
| Total debt securities | $43,138,000 | 2,621 |
| 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 | $43,949,000 | 2,611 |
| U.S. Government securities | $8,077,000 | 5,998 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,077,000 | 5,860 |
| Securities issued by states & political subdivisions | $1,010,000 | 5,030 |
| Other domestic debt securities | $34,862,000 | 348 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $34,862,000 | 50 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| 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 | $0 | 6,970 |
| Mortgage-backed securities | $8,077,000 | 2,927 |
| Certificates of participation in pools of residential mortgages | $8,077,000 | 2,390 |
| Issued or guaranteed by U.S. | $8,077,000 | 2,380 |
| 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) | $9,087,000 | 1,444 |
| Available-for-sale securities (fair market value) | $34,862,000 | 2,714 |
| Total debt securities | $43,949,000 | 2,569 |
| 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 | $148,069,000 | 848 |
| U.S. Government securities | $6,020,000 | 6,622 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,020,000 | 6,475 |
| Securities issued by states & political subdivisions | $1,010,000 | 5,047 |
| Other domestic debt securities | $22,853,000 | 462 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,853,000 | 61 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $118,186,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $6,020,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $6,020,000 | 2,816 |
| Issued or guaranteed by U.S. | $6,020,000 | 2,802 |
| 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) | $7,030,000 | 1,675 |
| Available-for-sale securities (fair market value) | $141,039,000 | 743 |
| Total debt securities | $29,883,000 | 3,506 |
| 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 | $64,482,000 | 1,877 |
| U.S. Government securities | $6,133,000 | 6,609 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,133,000 | 6,469 |
| Securities issued by states & political subdivisions | $1,135,000 | 4,964 |
| Other domestic debt securities | $53,514,000 | 288 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $53,514,000 | 42 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,700,000 | 594 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $6,133,000 | 3,423 |
| Certificates of participation in pools of residential mortgages | $6,133,000 | 2,826 |
| Issued or guaranteed by U.S. | $6,133,000 | 2,817 |
| 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) | $7,268,000 | 1,667 |
| Available-for-sale securities (fair market value) | $57,214,000 | 1,784 |
| Total debt securities | $60,782,000 | 1,941 |
| 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 | $20,732,000 | 4,520 |
| U.S. Government securities | $3,456,000 | 7,486 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,456,000 | 7,338 |
| Securities issued by states & political subdivisions | $1,135,000 | 4,982 |
| Other domestic debt securities | $14,891,000 | 594 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,891,000 | 75 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,250,000 | 1,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $3,456,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $3,456,000 | 3,618 |
| Issued or guaranteed by U.S. | $3,456,000 | 3,604 |
| 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) | $4,591,000 | 2,038 |
| Available-for-sale securities (fair market value) | $16,141,000 | 4,518 |
| Total debt securities | $19,482,000 | 4,632 |
| 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 | $30,694,000 | 3,523 |
| U.S. Government securities | $2,360,000 | 7,861 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,360,000 | 7,718 |
| Securities issued by states & political subdivisions | $1,260,000 | 4,860 |
| Other domestic debt securities | $22,074,000 | 489 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,074,000 | 69 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $5,000,000 | 503 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $2,360,000 | 4,750 |
| Certificates of participation in pools of residential mortgages | $2,360,000 | 4,168 |
| Issued or guaranteed by U.S. | $2,360,000 | 4,152 |
| 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) | $3,620,000 | 2,254 |
| Available-for-sale securities (fair market value) | $27,074,000 | 3,323 |
| Total debt securities | $25,694,000 | 3,911 |
| 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 | $83,368,000 | 1,509 |
| U.S. Government securities | $2,370,000 | 7,914 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,370,000 | 7,758 |
| Securities issued by states & political subdivisions | $1,260,000 | 4,872 |
| Other domestic debt securities | $24,349,000 | 466 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,349,000 | 62 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $55,389,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $2,370,000 | 4,824 |
| Certificates of participation in pools of residential mortgages | $2,370,000 | 4,237 |
| Issued or guaranteed by U.S. | $2,370,000 | 4,223 |
| 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) | $3,630,000 | 2,289 |
| Available-for-sale securities (fair market value) | $79,738,000 | 1,325 |
| Total debt securities | $27,979,000 | 3,751 |
| 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 | $68,954,000 | 1,807 |
| U.S. Government securities | $2,385,000 | 7,944 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,385,000 | 7,792 |
| Securities issued by states & political subdivisions | $1,380,000 | 4,782 |
| Other domestic debt securities | $58,517,000 | 269 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $58,517,000 | 50 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $6,672,000 | 445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $2,385,000 | 4,856 |
| Certificates of participation in pools of residential mortgages | $2,385,000 | 4,271 |
| Issued or guaranteed by U.S. | $2,385,000 | 4,257 |
| 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) | $3,765,000 | 2,273 |
| Available-for-sale securities (fair market value) | $65,189,000 | 1,596 |
| Total debt securities | $62,282,000 | 1,950 |
| 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 | $106,272,000 | 1,209 |
| U.S. Government securities | $2,531,000 | 7,931 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,531,000 | 7,775 |
| Securities issued by states & political subdivisions | $1,380,000 | 4,797 |
| Other domestic debt securities | $15,940,000 | 613 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,940,000 | 86 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $86,421,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $2,531,000 | 4,830 |
| Certificates of participation in pools of residential mortgages | $2,531,000 | 4,238 |
| Issued or guaranteed by U.S. | $2,531,000 | 4,228 |
| 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) | $3,911,000 | 2,260 |
| Available-for-sale securities (fair market value) | $102,361,000 | 1,060 |
| Total debt securities | $19,851,000 | 4,662 |
| 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 | $101,262,000 | 1,290 |
| U.S. Government securities | $2,541,000 | 8,016 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,541,000 | 7,846 |
| Securities issued by states & political subdivisions | $1,510,000 | 4,727 |
| Other domestic debt securities | $22,500,000 | 505 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,500,000 | 77 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $74,711,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $2,541,000 | 4,908 |
| Certificates of participation in pools of residential mortgages | $2,541,000 | 4,287 |
| Issued or guaranteed by U.S. | $2,541,000 | 4,274 |
| 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) | $4,051,000 | 2,233 |
| Available-for-sale securities (fair market value) | $97,211,000 | 1,135 |
| Total debt securities | $26,551,000 | 3,930 |
| 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 | $37,723,000 | 3,069 |
| U.S. Government securities | $2,647,000 | 7,939 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,647,000 | 7,774 |
| Securities issued by states & political subdivisions | $1,510,000 | 4,713 |
| Other domestic debt securities | $23,566,000 | 517 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,566,000 | 81 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $10,000,000 | 407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $2,647,000 | 4,910 |
| Certificates of participation in pools of residential mortgages | $2,647,000 | 4,284 |
| Issued or guaranteed by U.S. | $2,647,000 | 4,274 |
| 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) | $4,157,000 | 2,188 |
| Available-for-sale securities (fair market value) | $33,566,000 | 2,907 |
| Total debt securities | $27,723,000 | 3,797 |
| 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 | $61,341,000 | 2,088 |
| U.S. Government securities | $1,214,000 | 8,492 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,214,000 | 8,351 |
| Securities issued by states & political subdivisions | $1,625,000 | 4,662 |
| Other domestic debt securities | $55,002,000 | 272 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $55,002,000 | 57 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $3,500,000 | 772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $1,214,000 | 5,623 |
| Certificates of participation in pools of residential mortgages | $1,214,000 | 5,109 |
| Issued or guaranteed by U.S. | $1,214,000 | 5,091 |
| 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) | $2,839,000 | 2,568 |
| Available-for-sale securities (fair market value) | $58,502,000 | 1,840 |
| Total debt securities | $57,841,000 | 2,144 |
| 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 | $19,809,000 | 4,767 |
| U.S. Government securities | $0 | 8,934 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $0 | 8,835 |
| Securities issued by states & political subdivisions | $1,625,000 | 4,687 |
| Other domestic debt securities | $10,784,000 | 832 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,784,000 | 102 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $7,400,000 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $1,625,000 | 3,052 |
| Available-for-sale securities (fair market value) | $18,184,000 | 4,375 |
| Total debt securities | $12,409,000 | 5,946 |
| 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 | $107,058,000 | 1,232 |
| U.S. Government securities | $0 | 8,962 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $0 | 8,860 |
| Securities issued by states & political subdivisions | $1,735,000 | 4,557 |
| Other domestic debt securities | $45,324,000 | 321 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $45,324,000 | 56 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $59,999,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| 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) | $1,735,000 | 3,029 |
| Available-for-sale securities (fair market value) | $105,323,000 | 1,064 |
| Total debt securities | $47,059,000 | 2,454 |
| 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 | $66,799,000 | 1,831 |
| U.S. Government securities | $0 | 9,007 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $0 | 8,906 |
| Securities issued by states & political subdivisions | $1,735,000 | 4,489 |
| Other domestic debt securities | $35,164,000 | 391 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,164,000 | 66 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $29,900,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,735,000 | 3,077 |
| Available-for-sale securities (fair market value) | $65,064,000 | 1,597 |
| Total debt securities | $36,899,000 | 2,937 |
| 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 | $32,903,000 | 3,278 |
| U.S. Government securities | $0 | 9,056 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $0 | 8,949 |
| Securities issued by states & political subdivisions | $1,845,000 | 4,405 |
| Other domestic debt securities | $31,058,000 | 439 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $31,058,000 | 72 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| 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 | $0 | 7,400 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,845,000 | 3,101 |
| Available-for-sale securities (fair market value) | $31,058,000 | 2,928 |
| Total debt securities | $32,903,000 | 3,197 |
| 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 | $87,019,000 | 1,311 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $2,050,000 | 4,298 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $84,969,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,050,000 | 3,164 |
| Available-for-sale securities (fair market value) | $84,969,000 | 1,111 |
| Total debt securities | $2,050,000 | 8,753 |
| 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 | $50,231,000 | 2,169 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $2,230,000 | 4,214 |
| Other domestic debt securities | $46,951,000 | 294 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,951,000 | 210 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,050,000 | 2,440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,230,000 | 3,732 |
| Available-for-sale securities (fair market value) | $48,001,000 | 1,799 |
| Total debt securities | $49,181,000 | 2,125 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $3,495,000 | 9,181 |
| U.S. Government securities | $0 | 9,980 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $2,420,000 | 4,290 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,075,000 | 2,293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,420,000 | 4,022 |
| Available-for-sale securities (fair market value) | $1,075,000 | 8,742 |
| Total debt securities | $2,420,000 | 9,407 |
| 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 | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $3,645,000 | 9,243 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $0 | 9,927 |
| Securities issued by states & political subdivisions | $2,595,000 | 4,272 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,050,000 | 2,249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,595,000 | 4,393 |
| Available-for-sale securities (fair market value) | $1,050,000 | 8,844 |
| Total debt securities | $2,595,000 | 9,507 |
| 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 | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $6,810,000 | 8,512 |
| U.S. Government securities | $0 | 10,686 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $2,760,000 | 3,999 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $4,050,000 | 924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,760,000 | 5,167 |
| Available-for-sale securities (fair market value) | $4,050,000 | 7,876 |
| Total debt securities | $2,760,000 | 9,965 |
| 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 | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $13,890,000 | 6,737 |
| U.S. Government securities | $0 | 11,246 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $7,840,000 | 1,885 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $6,050,000 | 649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,840,000 | 3,728 |
| Available-for-sale securities (fair market value) | $6,050,000 | 7,326 |
| Total debt securities | $7,840,000 | 8,571 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $3,905,000 | 10,672 |
| U.S. Government securities | $0 | 11,764 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $2,855,000 | 4,102 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,050,000 | 2,106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,855,000 | 6,106 |
| Available-for-sale securities (fair market value) | $1,050,000 | 9,934 |
| Total debt securities | $2,855,000 | 10,973 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $3,905,000 | 11,290 |
| U.S. Government securities | $0 | 12,426 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $2,855,000 | 4,323 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,050,000 | 1,956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,855,000 | 9,409 |
| Available-for-sale securities (fair market value) | $1,050,000 | 9,609 |
| Total debt securities | $2,855,000 | 11,659 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $1,050,000 | 12,876 |
| U.S. Government securities | $0 | 13,030 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,050,000 | 2,041 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| 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 | $0 | 13,082 |
| 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 | $1,050,000 | 13,428 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $1,050,000 | 1,819 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| 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 | $0 | 13,675 |
| 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 |