Home > ENCORE BANK > Securities
ENCORE BANK, Securities
| 2023-12-31 | Rank | |
| Total securities | $491,102,000 | 438 |
| U.S. Government securities | $146,080,000 | 841 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $146,080,000 | 736 |
| Securities issued by states & political subdivisions | $302,322,000 | 129 |
| Other domestic debt securities | $42,700,000 | 449 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,346,000 | 459 |
| Structured financial products - Total | $408,000 | 659 |
| Other domestic debt securities - All other | $40,258,000 | 220 |
| 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 | $369,745,000 | 304 |
| Mortgage-backed securities | $139,289,000 | 595 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $74,613,000 | 629 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $52,411,000 | 378 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,976,000 | 560 |
| Other commercial mortgage-backed securities | $5,289,000 | 696 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $491,102,000 | 353 |
| Total debt securities | $490,883,000 | 429 |
| 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 | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $730,623,000 | 307 |
| U.S. Government securities | $238,560,000 | 585 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $238,560,000 | 509 |
| Securities issued by states & political subdivisions | $372,842,000 | 98 |
| Other domestic debt securities | $119,221,000 | 233 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $70,616,000 | 73 |
| Structured financial products - Total | $384,000 | 656 |
| Other domestic debt securities - All other | $39,976,000 | 225 |
| 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 | $656,145,000 | 200 |
| Mortgage-backed securities | $194,976,000 | 462 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $109,525,000 | 456 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $66,045,000 | 321 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,620,000 | 576 |
| Other commercial mortgage-backed securities | $12,786,000 | 445 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $730,623,000 | 255 |
| Total debt securities | $730,404,000 | 304 |
| 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 | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $815,615,000 | 283 |
| U.S. Government securities | $258,762,000 | 551 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $258,762,000 | 481 |
| Securities issued by states & political subdivisions | $419,243,000 | 89 |
| Other domestic debt securities | $137,610,000 | 208 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $83,349,000 | 69 |
| Structured financial products - Total | $4,068,000 | 361 |
| Other domestic debt securities - All other | $41,924,000 | 211 |
| 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 | $397,215,000 | 276 |
| Mortgage-backed securities | $210,044,000 | 446 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $118,992,000 | 439 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $70,988,000 | 311 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,977,000 | 556 |
| Other commercial mortgage-backed securities | $13,087,000 | 445 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $815,615,000 | 231 |
| Total debt securities | $815,396,000 | 278 |
| 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 | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $859,456,000 | 290 |
| U.S. Government securities | $280,417,000 | 535 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $280,417,000 | 438 |
| Securities issued by states & political subdivisions | $432,841,000 | 94 |
| Other domestic debt securities | $146,198,000 | 212 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $89,196,000 | 67 |
| Structured financial products - Total | $4,054,000 | 361 |
| Other domestic debt securities - All other | $44,371,000 | 214 |
| 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 | $175,658,000 | 516 |
| Mortgage-backed securities | $217,683,000 | 462 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $123,306,000 | 449 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $74,489,000 | 320 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,067,000 | 576 |
| Other commercial mortgage-backed securities | $12,821,000 | 467 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $859,456,000 | 236 |
| Total debt securities | $859,237,000 | 285 |
| 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 | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $591,802,000 | 410 |
| U.S. Government securities | $200,368,000 | 699 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $200,368,000 | 576 |
| Securities issued by states & political subdivisions | $335,565,000 | 132 |
| Other domestic debt securities | $55,869,000 | 394 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,453,000 | 222 |
| Structured financial products - Total | $396,000 | 663 |
| Other domestic debt securities - All other | $43,291,000 | 227 |
| 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 | $132,324,000 | 604 |
| Mortgage-backed securities | $193,754,000 | 507 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $126,104,000 | 446 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $55,555,000 | 387 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,066,000 | 570 |
| Other commercial mortgage-backed securities | $5,029,000 | 717 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $591,802,000 | 332 |
| Total debt securities | $591,365,000 | 402 |
| 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 | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $356,704,000 | 633 |
| U.S. Government securities | $138,118,000 | 983 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $138,118,000 | 791 |
| Securities issued by states & political subdivisions | $177,809,000 | 252 |
| Other domestic debt securities | $40,777,000 | 461 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $387,000 | 485 |
| Other domestic debt securities - All other | $39,651,000 | 251 |
| 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 | $82,946,000 | 823 |
| Mortgage-backed securities | $131,555,000 | 669 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $79,900,000 | 645 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $39,505,000 | 498 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,937,000 | 589 |
| Other commercial mortgage-backed securities | $5,213,000 | 729 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $356,704,000 | 533 |
| Total debt securities | $356,268,000 | 624 |
| 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 | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $346,171,000 | 670 |
| U.S. Government securities | $138,521,000 | 984 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $138,521,000 | 800 |
| Securities issued by states & political subdivisions | $172,418,000 | 278 |
| Other domestic debt securities | $35,232,000 | 492 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $34,480,000 | 282 |
| 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 | $78,942,000 | 841 |
| Mortgage-backed securities | $131,491,000 | 701 |
| Certificates of participation in pools of residential mortgages | $85,627,000 | 636 |
| Issued or guaranteed by U.S. | $85,627,000 | 628 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $32,585,000 | 638 |
| CMOs issued by government agencies or sponsored agencies | $32,585,000 | 572 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $13,279,000 | 764 |
| Commercial mortgage pass-through securities | $7,410,000 | 580 |
| Other commercial mortgage-backed securities | $5,869,000 | 761 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $346,171,000 | 582 |
| Total debt securities | $345,735,000 | 664 |
| 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 | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $261,232,000 | 828 |
| U.S. Government securities | $87,765,000 | 1,389 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $87,765,000 | 1,161 |
| Securities issued by states & political subdivisions | $143,879,000 | 359 |
| Other domestic debt securities | $29,588,000 | 540 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $28,829,000 | 333 |
| 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 | $13,151,000 | 2,424 |
| Mortgage-backed securities | $81,291,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | $49,323,000 | 974 |
| Issued or guaranteed by U.S. | $49,323,000 | 961 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $17,342,000 | 934 |
| CMOs issued by government agencies or sponsored agencies | $17,342,000 | 864 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $14,626,000 | 733 |
| Commercial mortgage pass-through securities | $8,299,000 | 550 |
| Other commercial mortgage-backed securities | $6,327,000 | 728 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $261,232,000 | 743 |
| Total debt securities | $260,795,000 | 817 |
| 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 | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $252,185,000 | 846 |
| U.S. Government securities | $96,404,000 | 1,206 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $96,404,000 | 1,060 |
| Securities issued by states & political subdivisions | $134,462,000 | 407 |
| Other domestic debt securities | $21,319,000 | 631 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $20,535,000 | 404 |
| 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 | $14,687,000 | 2,319 |
| Mortgage-backed securities | $89,307,000 | 945 |
| Certificates of participation in pools of residential mortgages | $53,829,000 | 906 |
| Issued or guaranteed by U.S. | $53,829,000 | 892 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $19,506,000 | 829 |
| CMOs issued by government agencies or sponsored agencies | $19,506,000 | 775 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $15,972,000 | 701 |
| Commercial mortgage pass-through securities | $9,146,000 | 514 |
| Other commercial mortgage-backed securities | $6,826,000 | 700 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $252,185,000 | 765 |
| Total debt securities | $251,654,000 | 839 |
| 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 | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $219,680,000 | 900 |
| U.S. Government securities | $88,325,000 | 1,226 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $88,325,000 | 1,102 |
| Securities issued by states & political subdivisions | $112,760,000 | 477 |
| Other domestic debt securities | $18,595,000 | 646 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $17,865,000 | 424 |
| 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 | $15,195,000 | 2,249 |
| Mortgage-backed securities | $81,057,000 | 991 |
| Certificates of participation in pools of residential mortgages | $57,152,000 | 852 |
| Issued or guaranteed by U.S. | $57,152,000 | 836 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $13,218,000 | 1,021 |
| CMOs issued by government agencies or sponsored agencies | $13,218,000 | 976 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $10,687,000 | 848 |
| Commercial mortgage pass-through securities | $5,735,000 | 662 |
| Other commercial mortgage-backed securities | $4,952,000 | 789 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $219,680,000 | 823 |
| Total debt securities | $219,146,000 | 892 |
| 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 | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $167,481,000 | 1,090 |
| U.S. Government securities | $66,955,000 | 1,438 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $66,955,000 | 1,309 |
| Securities issued by states & political subdivisions | $83,250,000 | 646 |
| Other domestic debt securities | $17,276,000 | 646 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $17,276,000 | 412 |
| 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 | $14,613,000 | 2,282 |
| Mortgage-backed securities | $58,921,000 | 1,198 |
| Certificates of participation in pools of residential mortgages | $44,953,000 | 971 |
| Issued or guaranteed by U.S. | $44,953,000 | 951 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,929,000 | 1,430 |
| CMOs issued by government agencies or sponsored agencies | $5,929,000 | 1,387 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $8,039,000 | 960 |
| Commercial mortgage pass-through securities | $4,273,000 | 741 |
| Other commercial mortgage-backed securities | $3,766,000 | 844 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $167,481,000 | 1,000 |
| Total debt securities | $166,948,000 | 1,083 |
| 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 | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $147,998,000 | 1,131 |
| U.S. Government securities | $61,354,000 | 1,415 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $61,354,000 | 1,316 |
| Securities issued by states & political subdivisions | $74,135,000 | 684 |
| Other domestic debt securities | $12,509,000 | 742 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $12,509,000 | 480 |
| 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 | $15,184,000 | 2,223 |
| Mortgage-backed securities | $53,435,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $41,814,000 | 966 |
| Issued or guaranteed by U.S. | $41,814,000 | 943 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,620,000 | 1,680 |
| CMOs issued by government agencies or sponsored agencies | $3,620,000 | 1,642 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $8,001,000 | 910 |
| Commercial mortgage pass-through securities | $4,196,000 | 734 |
| Other commercial mortgage-backed securities | $3,805,000 | 809 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $147,998,000 | 1,045 |
| Total debt securities | $147,466,000 | 1,117 |
| 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 | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $128,231,000 | 1,182 |
| U.S. Government securities | $40,522,000 | 1,722 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $40,522,000 | 1,631 |
| Securities issued by states & political subdivisions | $71,253,000 | 677 |
| Other domestic debt securities | $16,456,000 | 601 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $16,456,000 | 380 |
| 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 | $15,777,000 | 2,161 |
| Mortgage-backed securities | $34,326,000 | 1,527 |
| Certificates of participation in pools of residential mortgages | $30,346,000 | 1,103 |
| Issued or guaranteed by U.S. | $30,346,000 | 1,079 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,736,000 | 2,097 |
| CMOs issued by government agencies or sponsored agencies | $1,736,000 | 2,050 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,244,000 | 1,366 |
| Commercial mortgage pass-through securities | $1,571,000 | 1,029 |
| Other commercial mortgage-backed securities | $673,000 | 1,197 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $128,231,000 | 1,093 |
| Total debt securities | $127,697,000 | 1,170 |
| 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 | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $116,600,000 | 1,211 |
| U.S. Government securities | $22,540,000 | 2,359 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $22,540,000 | 2,231 |
| Securities issued by states & political subdivisions | $80,932,000 | 517 |
| Other domestic debt securities | $13,128,000 | 652 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $13,128,000 | 425 |
| 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 | $15,313,000 | 2,176 |
| Mortgage-backed securities | $16,292,000 | 2,194 |
| Certificates of participation in pools of residential mortgages | $12,308,000 | 1,878 |
| Issued or guaranteed by U.S. | $12,308,000 | 1,826 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,827,000 | 2,101 |
| CMOs issued by government agencies or sponsored agencies | $1,827,000 | 2,051 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,157,000 | 1,365 |
| Commercial mortgage pass-through securities | $2,157,000 | 917 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $116,600,000 | 1,116 |
| Total debt securities | $116,068,000 | 1,194 |
| 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 | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $118,907,000 | 1,153 |
| U.S. Government securities | $32,963,000 | 1,882 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $32,963,000 | 1,788 |
| Securities issued by states & political subdivisions | $76,712,000 | 504 |
| Other domestic debt securities | $9,232,000 | 746 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $9,232,000 | 506 |
| 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 | $15,495,000 | 2,163 |
| Mortgage-backed securities | $31,957,000 | 1,548 |
| Certificates of participation in pools of residential mortgages | $15,915,000 | 1,608 |
| Issued or guaranteed by U.S. | $15,915,000 | 1,566 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,535,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $5,535,000 | 1,490 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $10,507,000 | 724 |
| Commercial mortgage pass-through securities | $9,438,000 | 444 |
| Other commercial mortgage-backed securities | $1,069,000 | 1,032 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $118,907,000 | 1,043 |
| Total debt securities | $118,376,000 | 1,136 |
| 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 | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $23,931,000 | 3,101 |
| U.S. Government securities | $12,667,000 | 3,064 |
| U.S. Treasury securities | $9,000,000 | 467 |
| U.S. Government agency obligations | $3,667,000 | 3,902 |
| Securities issued by states & political subdivisions | $9,079,000 | 2,415 |
| Other domestic debt securities | $2,185,000 | 1,270 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $2,185,000 | 915 |
| 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 | $15,014,000 | 2,148 |
| Mortgage-backed securities | $1,216,000 | 3,772 |
| Certificates of participation in pools of residential mortgages | $1,039,000 | 3,521 |
| Issued or guaranteed by U.S. | $1,039,000 | 3,420 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $177,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $177,000 | 2,668 |
| 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) | $23,931,000 | 2,903 |
| Total debt securities | $23,397,000 | 3,108 |
| 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 | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $34,451,000 | 2,650 |
| U.S. Government securities | $29,208,000 | 2,086 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $29,208,000 | 1,974 |
| Securities issued by states & political subdivisions | $5,243,000 | 2,958 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,081,000 | 1,482 |
| Mortgage-backed securities | $196,000 | 4,044 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $196,000 | 2,724 |
| CMOs issued by government agencies or sponsored agencies | $196,000 | 2,672 |
| 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) | $34,451,000 | 2,475 |
| Total debt securities | $33,852,000 | 2,673 |
| 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 | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $38,097,000 | 2,518 |
| U.S. Government securities | $32,783,000 | 1,966 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $32,783,000 | 1,867 |
| Securities issued by states & political subdivisions | $5,314,000 | 2,964 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,163,000 | 1,420 |
| Mortgage-backed securities | $215,000 | 4,081 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $215,000 | 2,732 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 2,679 |
| 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) | $38,097,000 | 2,339 |
| Total debt securities | $37,430,000 | 2,532 |
| 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 | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $56,881,000 | 1,921 |
| U.S. Government securities | $46,235,000 | 1,566 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $46,235,000 | 1,478 |
| Securities issued by states & political subdivisions | $8,933,000 | 2,487 |
| Other domestic debt securities | $1,713,000 | 1,332 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,713,000 | 985 |
| 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 | $33,233,000 | 1,367 |
| Mortgage-backed securities | $228,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $228,000 | 2,728 |
| CMOs issued by government agencies or sponsored agencies | $228,000 | 2,674 |
| 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) | $56,881,000 | 1,787 |
| Total debt securities | $56,204,000 | 1,932 |
| Structured notes | ||
| Amortized cost | $498,000 | 792 |
| Fair value | $496,000 | 786 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $72,490,000 | 1,631 |
| U.S. Government securities | $49,874,000 | 1,462 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $49,874,000 | 1,379 |
| Securities issued by states & political subdivisions | $15,470,000 | 1,926 |
| Other domestic debt securities | $7,146,000 | 743 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $7,146,000 | 513 |
| 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 | $36,444,000 | 1,287 |
| Mortgage-backed securities | $244,000 | 4,130 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $244,000 | 2,734 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 2,676 |
| 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) | $72,490,000 | 1,498 |
| Total debt securities | $71,489,000 | 1,634 |
| Structured notes | ||
| Amortized cost | $2,248,000 | 396 |
| Fair value | $2,184,000 | 397 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $72,667,000 | 1,637 |
| U.S. Government securities | $48,805,000 | 1,508 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $48,805,000 | 1,429 |
| Securities issued by states & political subdivisions | $16,612,000 | 1,873 |
| Other domestic debt securities | $7,250,000 | 716 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $7,250,000 | 502 |
| 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 | $35,470,000 | 1,319 |
| Mortgage-backed securities | $256,000 | 4,156 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $256,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $256,000 | 2,682 |
| 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) | $72,667,000 | 1,506 |
| Total debt securities | $71,666,000 | 1,637 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 476 |
| Fair value | $1,905,000 | 478 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $71,733,000 | 1,652 |
| U.S. Government securities | $47,527,000 | 1,543 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $47,527,000 | 1,465 |
| Securities issued by states & political subdivisions | $16,966,000 | 1,882 |
| Other domestic debt securities | $7,240,000 | 684 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $7,240,000 | 496 |
| 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 | $30,612,000 | 1,459 |
| Mortgage-backed securities | $269,000 | 4,208 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $269,000 | 2,738 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 2,681 |
| 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) | $71,733,000 | 1,520 |
| Total debt securities | $70,732,000 | 1,659 |
| Structured notes | ||
| Amortized cost | $998,000 | 654 |
| Fair value | $951,000 | 648 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $73,787,000 | 1,647 |
| U.S. Government securities | $48,056,000 | 1,528 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $48,056,000 | 1,457 |
| Securities issued by states & political subdivisions | $18,421,000 | 1,815 |
| Other domestic debt securities | $7,310,000 | 776 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $7,310,000 | 500 |
| 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 | $31,322,000 | 1,480 |
| Mortgage-backed securities | $291,000 | 4,254 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $291,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $291,000 | 2,686 |
| 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) | $73,787,000 | 1,516 |
| Total debt securities | $72,885,000 | 1,648 |
| Structured notes | ||
| Amortized cost | $998,000 | 660 |
| Fair value | $960,000 | 652 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $76,544,000 | 1,639 |
| U.S. Government securities | $48,158,000 | 1,572 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $48,158,000 | 1,505 |
| Securities issued by states & political subdivisions | $19,840,000 | 1,768 |
| Other domestic debt securities | $8,546,000 | 633 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $8,546,000 | 468 |
| 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 | $35,744,000 | 1,356 |
| Mortgage-backed securities | $309,000 | 4,282 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $309,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $309,000 | 2,670 |
| 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) | $76,544,000 | 1,488 |
| Total debt securities | $75,543,000 | 1,635 |
| Structured notes | ||
| Amortized cost | $998,000 | 644 |
| Fair value | $960,000 | 638 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $77,383,000 | 1,648 |
| U.S. Government securities | $49,053,000 | 1,568 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $49,053,000 | 1,501 |
| Securities issued by states & political subdivisions | $21,849,000 | 1,705 |
| Other domestic debt securities | $6,481,000 | 726 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $6,481,000 | 539 |
| 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 | $41,694,000 | 1,214 |
| Mortgage-backed securities | $331,000 | 4,318 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $331,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $331,000 | 2,651 |
| 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) | $77,383,000 | 1,508 |
| Total debt securities | $76,383,000 | 1,652 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 470 |
| Fair value | $1,952,000 | 466 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $85,331,000 | 1,549 |
| U.S. Government securities | $50,906,000 | 1,535 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $50,906,000 | 1,471 |
| Securities issued by states & political subdivisions | $24,515,000 | 1,573 |
| Other domestic debt securities | $9,910,000 | 589 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $9,910,000 | 437 |
| 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 | $42,798,000 | 1,205 |
| Mortgage-backed securities | $355,000 | 4,363 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $355,000 | 2,725 |
| CMOs issued by government agencies or sponsored agencies | $355,000 | 2,659 |
| 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) | $85,331,000 | 1,408 |
| Total debt securities | $84,138,000 | 1,548 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 485 |
| Fair value | $1,976,000 | 478 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $84,752,000 | 1,578 |
| U.S. Government securities | $53,100,000 | 1,521 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $53,100,000 | 1,453 |
| Securities issued by states & political subdivisions | $25,119,000 | 1,564 |
| Other domestic debt securities | $6,533,000 | 742 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $6,533,000 | 560 |
| 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 | $50,276,000 | 1,085 |
| Mortgage-backed securities | $371,000 | 4,390 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $371,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $371,000 | 2,675 |
| 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) | $84,752,000 | 1,436 |
| Total debt securities | $83,560,000 | 1,576 |
| Structured notes | ||
| Amortized cost | $998,000 | 724 |
| Fair value | $984,000 | 714 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $82,158,000 | 1,637 |
| U.S. Government securities | $55,739,000 | 1,491 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $55,739,000 | 1,423 |
| Securities issued by states & political subdivisions | $22,995,000 | 1,685 |
| Other domestic debt securities | $3,424,000 | 1,042 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $3,424,000 | 811 |
| 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 | $50,356,000 | 1,097 |
| Mortgage-backed securities | $391,000 | 4,449 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $391,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $391,000 | 2,701 |
| 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) | $82,158,000 | 1,486 |
| Total debt securities | $80,676,000 | 1,634 |
| Structured notes | ||
| Amortized cost | $998,000 | 753 |
| Fair value | $975,000 | 740 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $71,605,000 | 1,815 |
| U.S. Government securities | $45,822,000 | 1,710 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $45,822,000 | 1,624 |
| Securities issued by states & political subdivisions | $23,149,000 | 1,678 |
| Other domestic debt securities | $2,634,000 | 1,150 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $2,634,000 | 899 |
| 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 | $40,827,000 | 1,262 |
| Mortgage-backed securities | $415,000 | 4,471 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $415,000 | 2,773 |
| CMOs issued by government agencies or sponsored agencies | $415,000 | 2,680 |
| 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) | $71,605,000 | 1,662 |
| Total debt securities | $70,123,000 | 1,823 |
| Structured notes | ||
| Amortized cost | $998,000 | 743 |
| Fair value | $968,000 | 728 |
| 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 | $82,454,000 | 1,616 |
| U.S. Government securities | $50,808,000 | 1,560 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $50,808,000 | 1,493 |
| Securities issued by states & political subdivisions | $28,918,000 | 1,386 |
| Other domestic debt securities | $2,728,000 | 1,144 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $2,728,000 | 898 |
| 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 | $39,923,000 | 1,296 |
| Mortgage-backed securities | $636,000 | 4,431 |
| Certificates of participation in pools of residential mortgages | $183,000 | 4,435 |
| Issued or guaranteed by U.S. | $183,000 | 4,431 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $453,000 | 2,779 |
| CMOs issued by government agencies or sponsored agencies | $453,000 | 2,689 |
| 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) | $82,454,000 | 1,461 |
| Total debt securities | $80,384,000 | 1,622 |
| Structured notes | ||
| Amortized cost | $998,000 | 737 |
| Fair value | $1,000,000 | 653 |
| 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 | $80,658,000 | 1,667 |
| U.S. Government securities | $50,875,000 | 1,597 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $50,875,000 | 1,524 |
| Securities issued by states & political subdivisions | $28,579,000 | 1,401 |
| Other domestic debt securities | $1,204,000 | 1,512 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,204,000 | 1,211 |
| 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 | $34,243,000 | 1,484 |
| Mortgage-backed securities | $2,046,000 | 4,052 |
| Certificates of participation in pools of residential mortgages | $1,191,000 | 3,996 |
| Issued or guaranteed by U.S. | $1,191,000 | 3,990 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $855,000 | 2,610 |
| CMOs issued by government agencies or sponsored agencies | $855,000 | 2,530 |
| 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) | $80,658,000 | 1,500 |
| Total debt securities | $78,364,000 | 1,679 |
| Structured notes | ||
| Amortized cost | $998,000 | 852 |
| Fair value | $1,000,000 | 780 |
| 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 | $80,276,000 | 1,693 |
| U.S. Government securities | $50,921,000 | 1,660 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $50,921,000 | 1,579 |
| Securities issued by states & political subdivisions | $27,348,000 | 1,434 |
| Other domestic debt securities | $2,007,000 | 1,306 |
| Privately issued residential mortgage-backed securities | $1,265,000 | 320 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $742,000 | 1,419 |
| 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 | $36,361,000 | 1,437 |
| Mortgage-backed securities | $2,453,000 | 3,994 |
| Certificates of participation in pools of residential mortgages | $1,188,000 | 4,033 |
| Issued or guaranteed by U.S. | $1,188,000 | 4,028 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,265,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $1,265,000 | 305 |
| 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) | $80,276,000 | 1,519 |
| Total debt securities | $77,982,000 | 1,717 |
| 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 | $77,248,000 | 1,765 |
| U.S. Government securities | $44,443,000 | 1,844 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $44,443,000 | 1,760 |
| Securities issued by states & political subdivisions | $32,360,000 | 1,224 |
| Other domestic debt securities | $445,000 | 1,945 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $445,000 | 1,582 |
| 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 | $42,474,000 | 1,268 |
| Mortgage-backed securities | $1,559,000 | 4,234 |
| Certificates of participation in pools of residential mortgages | $223,000 | 4,540 |
| Issued or guaranteed by U.S. | $223,000 | 4,536 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,336,000 | 2,457 |
| CMOs issued by government agencies or sponsored agencies | $1,336,000 | 2,388 |
| 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) | $77,248,000 | 1,590 |
| Total debt securities | $74,779,000 | 1,803 |
| 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 | $78,143,000 | 1,754 |
| U.S. Government securities | $47,014,000 | 1,794 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $47,014,000 | 1,722 |
| Securities issued by states & political subdivisions | $30,690,000 | 1,287 |
| Other domestic debt securities | $439,000 | 1,967 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $439,000 | 1,587 |
| 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 | $39,855,000 | 1,330 |
| Mortgage-backed securities | $1,705,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $288,000 | 4,559 |
| Issued or guaranteed by U.S. | $288,000 | 4,554 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,417,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $1,417,000 | 2,382 |
| 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) | $78,143,000 | 1,575 |
| Total debt securities | $75,607,000 | 1,779 |
| 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 | $87,705,000 | 1,614 |
| U.S. Government securities | $56,628,000 | 1,579 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $56,628,000 | 1,507 |
| Securities issued by states & political subdivisions | $30,632,000 | 1,266 |
| Other domestic debt securities | $445,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $445,000 | 1,606 |
| 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 | $54,833,000 | 1,074 |
| Mortgage-backed securities | $1,830,000 | 4,309 |
| Certificates of participation in pools of residential mortgages | $325,000 | 4,608 |
| Issued or guaranteed by U.S. | $325,000 | 4,605 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,505,000 | 2,487 |
| CMOs issued by government agencies or sponsored agencies | $1,505,000 | 2,420 |
| 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) | $87,705,000 | 1,435 |
| Total debt securities | $84,809,000 | 1,635 |
| 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 | $89,874,000 | 1,588 |
| U.S. Government securities | $56,457,000 | 1,626 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $56,457,000 | 1,546 |
| Securities issued by states & political subdivisions | $32,730,000 | 1,168 |
| Other domestic debt securities | $687,000 | 1,848 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $687,000 | 1,472 |
| 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 | $44,070,000 | 1,267 |
| Mortgage-backed securities | $2,459,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $407,000 | 4,608 |
| Issued or guaranteed by U.S. | $407,000 | 4,603 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,052,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $2,052,000 | 2,261 |
| 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) | $89,874,000 | 1,413 |
| Total debt securities | $86,939,000 | 1,611 |
| 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 | $90,693,000 | 1,583 |
| U.S. Government securities | $55,042,000 | 1,653 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $55,042,000 | 1,585 |
| Securities issued by states & political subdivisions | $35,206,000 | 1,091 |
| Other domestic debt securities | $445,000 | 2,055 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $445,000 | 1,665 |
| 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 | $55,092,000 | 1,084 |
| Mortgage-backed securities | $2,546,000 | 4,289 |
| Certificates of participation in pools of residential mortgages | $416,000 | 4,686 |
| Issued or guaranteed by U.S. | $416,000 | 4,681 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,130,000 | 2,359 |
| CMOs issued by government agencies or sponsored agencies | $2,130,000 | 2,282 |
| 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) | $90,693,000 | 1,402 |
| Total debt securities | $87,715,000 | 1,617 |
| 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 | $90,089,000 | 1,625 |
| U.S. Government securities | $54,517,000 | 1,723 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $54,517,000 | 1,657 |
| Securities issued by states & political subdivisions | $35,120,000 | 1,095 |
| Other domestic debt securities | $452,000 | 2,118 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $452,000 | 1,696 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,955,000 | 1,305 |
| Mortgage-backed securities | $2,661,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $422,000 | 4,773 |
| Issued or guaranteed by U.S. | $422,000 | 4,769 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,239,000 | 2,382 |
| CMOs issued by government agencies or sponsored agencies | $2,239,000 | 2,295 |
| 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) | $90,089,000 | 1,439 |
| Total debt securities | $88,164,000 | 1,643 |
| 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 | $91,639,000 | 1,609 |
| U.S. Government securities | $54,665,000 | 1,734 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $54,665,000 | 1,672 |
| Securities issued by states & political subdivisions | $36,275,000 | 1,060 |
| Other domestic debt securities | $699,000 | 1,966 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $699,000 | 1,565 |
| 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 | $43,210,000 | 1,307 |
| Mortgage-backed securities | $2,805,000 | 4,361 |
| Certificates of participation in pools of residential mortgages | $435,000 | 4,816 |
| Issued or guaranteed by U.S. | $435,000 | 4,813 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,370,000 | 2,380 |
| CMOs issued by government agencies or sponsored agencies | $2,370,000 | 2,300 |
| 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) | $91,639,000 | 1,439 |
| Total debt securities | $89,573,000 | 1,629 |
| 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 | $91,127,000 | 1,639 |
| U.S. Government securities | $54,047,000 | 1,755 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $54,047,000 | 1,698 |
| Securities issued by states & political subdivisions | $36,386,000 | 1,068 |
| Other domestic debt securities | $694,000 | 2,029 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $694,000 | 1,607 |
| 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 | $41,229,000 | 1,359 |
| Mortgage-backed securities | $2,137,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $442,000 | 4,849 |
| Issued or guaranteed by U.S. | $442,000 | 4,845 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,695,000 | 2,606 |
| CMOs issued by government agencies or sponsored agencies | $1,695,000 | 2,519 |
| 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) | $91,127,000 | 1,456 |
| Total debt securities | $89,053,000 | 1,650 |
| 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 | $89,414,000 | 1,652 |
| U.S. Government securities | $52,781,000 | 1,780 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $52,781,000 | 1,721 |
| Securities issued by states & political subdivisions | $35,700,000 | 1,077 |
| Other domestic debt securities | $933,000 | 1,954 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $933,000 | 1,546 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,654,000 | 1,307 |
| Mortgage-backed securities | $1,896,000 | 4,659 |
| Certificates of participation in pools of residential mortgages | $1,198,000 | 4,537 |
| Issued or guaranteed by U.S. | $1,198,000 | 4,531 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $698,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $698,000 | 2,926 |
| 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) | $89,414,000 | 1,471 |
| Total debt securities | $87,309,000 | 1,665 |
| 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 | $92,897,000 | 1,612 |
| U.S. Government securities | $57,760,000 | 1,663 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $57,760,000 | 1,610 |
| Securities issued by states & political subdivisions | $34,242,000 | 1,121 |
| Other domestic debt securities | $895,000 | 2,033 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $895,000 | 1,604 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,997,000 | 1,304 |
| Mortgage-backed securities | $1,992,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $1,186,000 | 4,580 |
| Issued or guaranteed by U.S. | $1,186,000 | 4,576 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $806,000 | 3,003 |
| CMOs issued by government agencies or sponsored agencies | $806,000 | 2,889 |
| 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) | $92,897,000 | 1,435 |
| Total debt securities | $90,684,000 | 1,623 |
| 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 | $85,505,000 | 1,739 |
| U.S. Government securities | $53,195,000 | 1,774 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $53,195,000 | 1,719 |
| Securities issued by states & political subdivisions | $31,624,000 | 1,209 |
| Other domestic debt securities | $686,000 | 2,197 |
| Privately issued residential mortgage-backed securities | $36,000 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $650,000 | 1,733 |
| 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 | $37,907,000 | 1,392 |
| Mortgage-backed securities | $1,996,000 | 4,663 |
| Certificates of participation in pools of residential mortgages | $955,000 | 4,650 |
| Issued or guaranteed by U.S. | $955,000 | 4,646 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,041,000 | 2,927 |
| CMOs issued by government agencies or sponsored agencies | $1,005,000 | 2,820 |
| Privately issued | $36,000 | 878 |
| 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) | $85,505,000 | 1,569 |
| Total debt securities | $82,882,000 | 1,765 |
| 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 | $91,518,000 | 1,655 |
| U.S. Government securities | $57,615,000 | 1,697 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $57,615,000 | 1,647 |
| Securities issued by states & political subdivisions | $33,147,000 | 1,138 |
| Other domestic debt securities | $756,000 | 2,144 |
| Privately issued residential mortgage-backed securities | $96,000 | 898 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $660,000 | 1,697 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,205,000 | 1,474 |
| Mortgage-backed securities | $3,077,000 | 4,466 |
| Certificates of participation in pools of residential mortgages | $1,076,000 | 4,644 |
| Issued or guaranteed by U.S. | $1,076,000 | 4,642 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,001,000 | 2,616 |
| CMOs issued by government agencies or sponsored agencies | $1,905,000 | 2,545 |
| Privately issued | $96,000 | 859 |
| 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) | $91,518,000 | 1,505 |
| Total debt securities | $87,680,000 | 1,695 |
| 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 | $88,581,000 | 1,660 |
| U.S. Government securities | $54,937,000 | 1,719 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $54,937,000 | 1,669 |
| Securities issued by states & political subdivisions | $33,026,000 | 1,124 |
| Other domestic debt securities | $618,000 | 2,214 |
| Privately issued residential mortgage-backed securities | $173,000 | 866 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $445,000 | 1,851 |
| 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 | $27,393,000 | 1,792 |
| Mortgage-backed securities | $4,129,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $1,173,000 | 4,634 |
| Issued or guaranteed by U.S. | $1,173,000 | 4,633 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,956,000 | 2,402 |
| CMOs issued by government agencies or sponsored agencies | $2,783,000 | 2,352 |
| Privately issued | $173,000 | 832 |
| 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) | $88,581,000 | 1,510 |
| Total debt securities | $85,968,000 | 1,675 |
| 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 | $88,953,000 | 1,658 |
| U.S. Government securities | $52,940,000 | 1,804 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $52,940,000 | 1,764 |
| Securities issued by states & political subdivisions | $33,824,000 | 1,058 |
| Other domestic debt securities | $2,189,000 | 1,550 |
| Privately issued residential mortgage-backed securities | $220,000 | 883 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,969,000 | 1,240 |
| 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 | $28,364,000 | 1,747 |
| Mortgage-backed securities | $5,334,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $511,000 | 5,059 |
| Issued or guaranteed by U.S. | $511,000 | 5,053 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,823,000 | 2,144 |
| CMOs issued by government agencies or sponsored agencies | $4,603,000 | 2,083 |
| Privately issued | $220,000 | 849 |
| 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) | $88,953,000 | 1,510 |
| Total debt securities | $86,009,000 | 1,698 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,199 |
| Fair value | $499,000 | 2,326 |
| 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 | $90,200,000 | 1,632 |
| U.S. Government securities | $52,357,000 | 1,835 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $52,357,000 | 1,792 |
| Securities issued by states & political subdivisions | $35,370,000 | 976 |
| Other domestic debt securities | $2,473,000 | 1,495 |
| Privately issued residential mortgage-backed securities | $301,000 | 887 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $2,172,000 | 1,149 |
| 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 | $32,760,000 | 1,579 |
| Mortgage-backed securities | $7,229,000 | 3,871 |
| Certificates of participation in pools of residential mortgages | $590,000 | 5,038 |
| Issued or guaranteed by U.S. | $590,000 | 5,033 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,639,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $6,338,000 | 1,828 |
| Privately issued | $301,000 | 853 |
| 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) | $90,200,000 | 1,483 |
| Total debt securities | $87,656,000 | 1,657 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,450 |
| Fair value | $496,000 | 2,587 |
| 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 | $86,264,000 | 1,704 |
| U.S. Government securities | $53,849,000 | 1,849 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $53,849,000 | 1,803 |
| Securities issued by states & political subdivisions | $30,112,000 | 1,101 |
| Other domestic debt securities | $2,303,000 | 1,509 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $351,000 | 114 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,952,000 | 1,214 |
| 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 | $29,766,000 | 1,728 |
| Mortgage-backed securities | $8,739,000 | 3,673 |
| Certificates of participation in pools of residential mortgages | $718,000 | 4,992 |
| Issued or guaranteed by U.S. | $718,000 | 4,990 |
| Privately issued | $0 | 94 |
| 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 | $8,021,000 | 178 |
| Commercial mortgage pass-through securities | $7,670,000 | 93 |
| Other commercial mortgage-backed securities | $351,000 | 230 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $86,264,000 | 1,546 |
| Total debt securities | $83,719,000 | 1,737 |
| Structured notes | ||
| Amortized cost | $1,098,000 | 2,136 |
| Fair value | $1,096,000 | 2,136 |
| 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 | $85,043,000 | 1,664 |
| U.S. Government securities | $52,532,000 | 1,830 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $52,532,000 | 1,783 |
| Securities issued by states & political subdivisions | $30,194,000 | 1,064 |
| Other domestic debt securities | $2,317,000 | 1,493 |
| Privately issued residential mortgage-backed securities | $414,000 | 954 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,903,000 | 1,158 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,940,000 | 1,418 |
| Mortgage-backed securities | $6,808,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $822,000 | 4,904 |
| Issued or guaranteed by U.S. | $822,000 | 4,897 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,986,000 | 1,972 |
| CMOs issued by government agencies or sponsored agencies | $5,572,000 | 1,855 |
| Privately issued | $414,000 | 903 |
| 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) | $85,043,000 | 1,510 |
| Total debt securities | $82,012,000 | 1,690 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 1,954 |
| Fair value | $1,480,000 | 1,959 |
| 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 | $81,052,000 | 1,683 |
| U.S. Government securities | $50,583,000 | 1,827 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $50,583,000 | 1,780 |
| Securities issued by states & political subdivisions | $28,029,000 | 1,101 |
| Other domestic debt securities | $2,440,000 | 1,476 |
| Privately issued residential mortgage-backed securities | $498,000 | 956 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,942,000 | 1,131 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,600,000 | 1,644 |
| Mortgage-backed securities | $6,618,000 | 3,885 |
| Certificates of participation in pools of residential mortgages | $833,000 | 4,902 |
| Issued or guaranteed by U.S. | $833,000 | 4,893 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,785,000 | 1,985 |
| CMOs issued by government agencies or sponsored agencies | $5,287,000 | 1,870 |
| Privately issued | $498,000 | 904 |
| 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) | $81,052,000 | 1,533 |
| Total debt securities | $78,697,000 | 1,721 |
| Structured notes | ||
| Amortized cost | $4,494,000 | 1,133 |
| Fair value | $4,504,000 | 1,132 |
| 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 | $79,594,000 | 1,712 |
| U.S. Government securities | $51,732,000 | 1,806 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $51,732,000 | 1,757 |
| Securities issued by states & political subdivisions | $25,282,000 | 1,156 |
| Other domestic debt securities | $2,580,000 | 1,386 |
| Privately issued residential mortgage-backed securities | $572,000 | 948 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,008,000 | 1,027 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,255,000 | 1,203 |
| Mortgage-backed securities | $6,070,000 | 3,961 |
| Certificates of participation in pools of residential mortgages | $831,000 | 4,909 |
| Issued or guaranteed by U.S. | $831,000 | 4,901 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,239,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $4,667,000 | 1,919 |
| Privately issued | $572,000 | 897 |
| 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) | $79,594,000 | 1,550 |
| Total debt securities | $76,664,000 | 1,749 |
| Structured notes | ||
| Amortized cost | $6,493,000 | 974 |
| Fair value | $6,481,000 | 978 |
| 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 | $75,783,000 | 1,775 |
| U.S. Government securities | $49,460,000 | 1,878 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $49,460,000 | 1,820 |
| Securities issued by states & political subdivisions | $24,161,000 | 1,190 |
| Other domestic debt securities | $2,162,000 | 1,524 |
| Privately issued residential mortgage-backed securities | $661,000 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,501,000 | 1,173 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,557,000 | 1,257 |
| Mortgage-backed securities | $6,658,000 | 3,781 |
| Certificates of participation in pools of residential mortgages | $823,000 | 4,880 |
| Issued or guaranteed by U.S. | $823,000 | 4,873 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,835,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $5,174,000 | 1,789 |
| Privately issued | $661,000 | 907 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $75,783,000 | 1,611 |
| Total debt securities | $74,143,000 | 1,792 |
| Structured notes | ||
| Amortized cost | $5,493,000 | 1,155 |
| Fair value | $5,330,000 | 1,165 |
| 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 | $74,023,000 | 1,738 |
| U.S. Government securities | $46,237,000 | 1,894 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $46,237,000 | 1,827 |
| Securities issued by states & political subdivisions | $25,843,000 | 1,086 |
| Other domestic debt securities | $1,943,000 | 1,718 |
| Privately issued residential mortgage-backed securities | $735,000 | 983 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,208,000 | 1,278 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,421,000 | 1,426 |
| Mortgage-backed securities | $7,396,000 | 3,562 |
| Certificates of participation in pools of residential mortgages | $889,000 | 4,771 |
| Issued or guaranteed by U.S. | $889,000 | 4,763 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,507,000 | 1,799 |
| CMOs issued by government agencies or sponsored agencies | $5,772,000 | 1,678 |
| Privately issued | $735,000 | 936 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $74,023,000 | 1,571 |
| Total debt securities | $72,224,000 | 1,755 |
| Structured notes | ||
| Amortized cost | $6,493,000 | 938 |
| Fair value | $6,321,000 | 940 |
| 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 | $69,901,000 | 1,786 |
| U.S. Government securities | $42,069,000 | 1,997 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $42,069,000 | 1,926 |
| Securities issued by states & political subdivisions | $25,845,000 | 1,047 |
| Other domestic debt securities | $1,987,000 | 1,756 |
| Privately issued residential mortgage-backed securities | $780,000 | 1,043 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,207,000 | 1,274 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,405,000 | 1,310 |
| Mortgage-backed securities | $7,278,000 | 3,566 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,278,000 | 1,691 |
| CMOs issued by government agencies or sponsored agencies | $6,498,000 | 1,562 |
| Privately issued | $780,000 | 996 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $69,901,000 | 1,601 |
| Total debt securities | $68,866,000 | 1,789 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,704 |
| Fair value | $2,515,000 | 1,720 |
| 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 | $59,122,000 | 2,063 |
| U.S. Government securities | $29,709,000 | 2,695 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $29,709,000 | 2,614 |
| Securities issued by states & political subdivisions | $27,157,000 | 935 |
| Other domestic debt securities | $2,256,000 | 1,629 |
| Privately issued residential mortgage-backed securities | $874,000 | 1,056 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,382,000 | 1,182 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,054,000 | 1,061 |
| Mortgage-backed securities | $9,449,000 | 3,231 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $9,449,000 | 1,466 |
| CMOs issued by government agencies or sponsored agencies | $8,575,000 | 1,318 |
| Privately issued | $874,000 | 1,018 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $59,122,000 | 1,847 |
| Total debt securities | $58,417,000 | 2,065 |
| 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 | $74,349,000 | 1,714 |
| U.S. Government securities | $42,568,000 | 2,043 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $42,568,000 | 1,978 |
| Securities issued by states & political subdivisions | $28,678,000 | 861 |
| Other domestic debt securities | $3,103,000 | 1,477 |
| Privately issued residential mortgage-backed securities | $970,000 | 1,073 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,133,000 | 979 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,593,000 | 919 |
| Mortgage-backed securities | $14,157,000 | 2,741 |
| Certificates of participation in pools of residential mortgages | $1,319,000 | 4,729 |
| Issued or guaranteed by U.S. | $1,319,000 | 4,718 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,838,000 | 1,222 |
| CMOs issued by government agencies or sponsored agencies | $11,868,000 | 1,054 |
| Privately issued | $970,000 | 1,032 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $74,349,000 | 1,521 |
| Total debt securities | $73,643,000 | 1,704 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $1,000,000 | 2,329 |
| 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 | $81,068,000 | 1,561 |
| U.S. Government securities | $44,002,000 | 1,948 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $44,002,000 | 1,891 |
| Securities issued by states & political subdivisions | $33,073,000 | 719 |
| Other domestic debt securities | $3,993,000 | 1,363 |
| Privately issued residential mortgage-backed securities | $1,052,000 | 1,085 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $2,941,000 | 860 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,950,000 | 987 |
| Mortgage-backed securities | $19,699,000 | 2,312 |
| Certificates of participation in pools of residential mortgages | $1,372,000 | 4,781 |
| Issued or guaranteed by U.S. | $1,372,000 | 4,771 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $18,327,000 | 996 |
| CMOs issued by government agencies or sponsored agencies | $17,275,000 | 845 |
| Privately issued | $1,052,000 | 1,044 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $81,068,000 | 1,377 |
| Total debt securities | $80,363,000 | 1,554 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,485 |
| Fair value | $1,998,000 | 1,543 |
| 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 | $87,560,000 | 1,458 |
| U.S. Government securities | $48,650,000 | 1,760 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $48,650,000 | 1,708 |
| Securities issued by states & political subdivisions | $34,708,000 | 671 |
| Other domestic debt securities | $4,202,000 | 1,410 |
| Privately issued residential mortgage-backed securities | $1,132,000 | 1,131 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $3,070,000 | 887 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,261,000 | 957 |
| Mortgage-backed securities | $21,793,000 | 2,215 |
| Certificates of participation in pools of residential mortgages | $1,670,000 | 4,751 |
| Issued or guaranteed by U.S. | $1,670,000 | 4,742 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $20,123,000 | 927 |
| CMOs issued by government agencies or sponsored agencies | $18,991,000 | 758 |
| Privately issued | $1,132,000 | 1,085 |
| 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) | $13,423,000 | 952 |
| Available-for-sale securities (fair market value) | $74,137,000 | 1,484 |
| Total debt securities | $86,703,000 | 1,444 |
| 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 | $100,018,000 | 1,261 |
| U.S. Government securities | $56,865,000 | 1,504 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $56,865,000 | 1,465 |
| Securities issued by states & political subdivisions | $37,389,000 | 582 |
| Other domestic debt securities | $5,764,000 | 1,240 |
| Privately issued residential mortgage-backed securities | $1,227,000 | 1,134 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $4,537,000 | 718 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,507,000 | 993 |
| Mortgage-backed securities | $25,062,000 | 2,040 |
| Certificates of participation in pools of residential mortgages | $1,741,000 | 4,774 |
| Issued or guaranteed by U.S. | $1,741,000 | 4,760 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $23,321,000 | 821 |
| CMOs issued by government agencies or sponsored agencies | $22,094,000 | 656 |
| Privately issued | $1,227,000 | 1,084 |
| 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) | $14,379,000 | 917 |
| Available-for-sale securities (fair market value) | $85,639,000 | 1,277 |
| Total debt securities | $100,021,000 | 1,235 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $1,001,000 | 1,172 |
| 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 | $99,755,000 | 1,244 |
| U.S. Government securities | $59,538,000 | 1,439 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $59,538,000 | 1,404 |
| Securities issued by states & political subdivisions | $35,119,000 | 579 |
| Other domestic debt securities | $5,098,000 | 1,230 |
| Privately issued residential mortgage-backed securities | $1,285,000 | 1,159 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,813,000 | 789 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,603,000 | 1,062 |
| Mortgage-backed securities | $28,656,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $2,040,000 | 4,728 |
| Issued or guaranteed by U.S. | $2,040,000 | 4,715 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $26,616,000 | 753 |
| CMOs issued by government agencies or sponsored agencies | $25,331,000 | 583 |
| Privately issued | $1,285,000 | 1,107 |
| 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) | $14,735,000 | 919 |
| Available-for-sale securities (fair market value) | $85,020,000 | 1,274 |
| Total debt securities | $99,755,000 | 1,217 |
| Structured notes | ||
| Amortized cost | $2,850,000 | 452 |
| Fair value | $2,851,000 | 452 |
| 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 | $108,243,000 | 1,125 |
| U.S. Government securities | $67,848,000 | 1,261 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $67,848,000 | 1,235 |
| Securities issued by states & political subdivisions | $37,719,000 | 518 |
| Other domestic debt securities | $2,676,000 | 1,610 |
| Privately issued residential mortgage-backed securities | $1,419,000 | 1,079 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,257,000 | 1,387 |
| 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 | $54,390,000 | 1,028 |
| Mortgage-backed securities | $24,650,000 | 2,050 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $24,650,000 | 764 |
| CMOs issued by government agencies or sponsored agencies | $23,231,000 | 597 |
| Privately issued | $1,419,000 | 1,034 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,181,000 | 904 |
| Available-for-sale securities (fair market value) | $93,062,000 | 1,145 |
| Total debt securities | $108,243,000 | 1,106 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 713 |
| Fair value | $1,859,000 | 706 |
| 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 | $103,797,000 | 1,144 |
| U.S. Government securities | $68,105,000 | 1,244 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $68,105,000 | 1,213 |
| Securities issued by states & political subdivisions | $32,711,000 | 605 |
| Other domestic debt securities | $2,981,000 | 1,526 |
| Privately issued residential mortgage-backed securities | $1,629,000 | 1,025 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,352,000 | 1,323 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,176,000 | 1,210 |
| Mortgage-backed securities | $24,107,000 | 1,977 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $24,107,000 | 741 |
| CMOs issued by government agencies or sponsored agencies | $22,478,000 | 569 |
| Privately issued | $1,629,000 | 983 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,525,000 | 890 |
| Available-for-sale securities (fair market value) | $88,272,000 | 1,161 |
| Total debt securities | $103,796,000 | 1,129 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 700 |
| Fair value | $1,814,000 | 701 |
| 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 | $100,313,000 | 1,202 |
| U.S. Government securities | $68,097,000 | 1,250 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $68,097,000 | 1,218 |
| Securities issued by states & political subdivisions | $30,683,000 | 678 |
| Other domestic debt securities | $1,533,000 | 2,000 |
| Privately issued residential mortgage-backed securities | $99,000 | 1,439 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,434,000 | 1,375 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,909,000 | 1,186 |
| Mortgage-backed securities | $22,919,000 | 2,045 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $22,919,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $22,820,000 | 550 |
| Privately issued | $99,000 | 1,358 |
| 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) | $16,632,000 | 841 |
| Available-for-sale securities (fair market value) | $83,681,000 | 1,244 |
| Total debt securities | $100,315,000 | 1,174 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 734 |
| Fair value | $1,823,000 | 736 |
| 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 | $91,244,000 | 1,321 |
| U.S. Government securities | $63,230,000 | 1,322 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $63,230,000 | 1,294 |
| Securities issued by states & political subdivisions | $26,082,000 | 811 |
| Other domestic debt securities | $1,932,000 | 1,786 |
| Privately issued residential mortgage-backed securities | $123,000 | 1,420 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,809,000 | 1,206 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,005,000 | 1,767 |
| Mortgage-backed securities | $22,754,000 | 1,966 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $22,754,000 | 726 |
| CMOs issued by government agencies or sponsored agencies | $22,631,000 | 546 |
| Privately issued | $123,000 | 1,339 |
| 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) | $16,631,000 | 834 |
| Available-for-sale securities (fair market value) | $74,613,000 | 1,391 |
| Total debt securities | $91,245,000 | 1,283 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 801 |
| Fair value | $1,856,000 | 799 |
| 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 | $82,967,000 | 1,438 |
| U.S. Government securities | $54,883,000 | 1,530 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $54,883,000 | 1,501 |
| Securities issued by states & political subdivisions | $26,110,000 | 783 |
| Other domestic debt securities | $1,974,000 | 1,634 |
| Privately issued residential mortgage-backed securities | $121,000 | 1,325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,853,000 | 1,124 |
| 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 | $39,791,000 | 1,251 |
| Mortgage-backed securities | $16,444,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $16,444,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $16,323,000 | 647 |
| Privately issued | $121,000 | 1,251 |
| 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) | $17,819,000 | 834 |
| Available-for-sale securities (fair market value) | $65,148,000 | 1,558 |
| Total debt securities | $82,966,000 | 1,406 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 1,312 |
| Fair value | $1,491,000 | 1,323 |
| 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 | $76,948,000 | 1,551 |
| U.S. Government securities | $51,515,000 | 1,638 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $51,515,000 | 1,604 |
| Securities issued by states & political subdivisions | $23,365,000 | 877 |
| Other domestic debt securities | $2,068,000 | 1,557 |
| Privately issued residential mortgage-backed securities | $112,000 | 1,292 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,956,000 | 1,070 |
| 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 | $35,102,000 | 1,362 |
| Mortgage-backed securities | $15,096,000 | 2,164 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $15,096,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $14,984,000 | 654 |
| Privately issued | $112,000 | 1,218 |
| 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) | $18,663,000 | 838 |
| Available-for-sale securities (fair market value) | $58,285,000 | 1,710 |
| Total debt securities | $76,950,000 | 1,516 |
| Structured notes | ||
| Amortized cost | $1,495,000 | 1,495 |
| Fair value | $1,500,000 | 1,446 |
| 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 | $75,577,000 | 1,562 |
| U.S. Government securities | $52,329,000 | 1,626 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $52,329,000 | 1,579 |
| Securities issued by states & political subdivisions | $21,156,000 | 973 |
| Other domestic debt securities | $2,092,000 | 1,475 |
| Privately issued residential mortgage-backed securities | $113,000 | 1,248 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,979,000 | 1,025 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,939,000 | 2,279 |
| Mortgage-backed securities | $15,127,000 | 2,111 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $15,127,000 | 826 |
| CMOs issued by government agencies or sponsored agencies | $15,014,000 | 644 |
| Privately issued | $113,000 | 1,169 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,093,000 | 823 |
| Available-for-sale securities (fair market value) | $56,484,000 | 1,747 |
| Total debt securities | $75,578,000 | 1,527 |
| Structured notes | ||
| Amortized cost | $1,994,000 | 1,366 |
| Fair value | $1,986,000 | 1,309 |
| 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 | $72,421,000 | 1,636 |
| U.S. Government securities | $48,504,000 | 1,768 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $48,504,000 | 1,714 |
| Securities issued by states & political subdivisions | $22,298,000 | 903 |
| Other domestic debt securities | $1,619,000 | 1,634 |
| Privately issued residential mortgage-backed securities | $119,000 | 1,205 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,172 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,989,000 | 2,567 |
| Mortgage-backed securities | $15,935,000 | 2,031 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $15,935,000 | 793 |
| CMOs issued by government agencies or sponsored agencies | $15,816,000 | 629 |
| Privately issued | $119,000 | 1,117 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,662,000 | 770 |
| Available-for-sale securities (fair market value) | $50,759,000 | 1,968 |
| Total debt securities | $72,422,000 | 1,595 |
| Structured notes | ||
| Amortized cost | $1,993,000 | 1,429 |
| Fair value | $1,987,000 | 1,383 |
| 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 | $72,065,000 | 1,661 |
| U.S. Government securities | $48,704,000 | 1,789 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $48,704,000 | 1,743 |
| Securities issued by states & political subdivisions | $21,740,000 | 931 |
| Other domestic debt securities | $1,621,000 | 1,647 |
| Privately issued residential mortgage-backed securities | $121,000 | 1,186 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,195 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,990,000 | 2,556 |
| Mortgage-backed securities | $17,748,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $17,748,000 | 750 |
| CMOs issued by government agencies or sponsored agencies | $17,627,000 | 597 |
| Privately issued | $121,000 | 1,107 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,740,000 | 782 |
| Available-for-sale securities (fair market value) | $50,325,000 | 2,014 |
| Total debt securities | $72,064,000 | 1,624 |
| Structured notes | ||
| Amortized cost | $2,493,000 | 1,290 |
| Fair value | $2,485,000 | 1,270 |
| 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 | $73,009,000 | 1,656 |
| U.S. Government securities | $49,320,000 | 1,801 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $49,320,000 | 1,753 |
| Securities issued by states & political subdivisions | $22,089,000 | 911 |
| Other domestic debt securities | $1,600,000 | 1,653 |
| Privately issued residential mortgage-backed securities | $100,000 | 1,180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,202 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,990,000 | 2,454 |
| Mortgage-backed securities | $19,082,000 | 1,819 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $19,082,000 | 709 |
| CMOs issued by government agencies or sponsored agencies | $18,982,000 | 564 |
| Privately issued | $100,000 | 1,088 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,089,000 | 807 |
| Available-for-sale securities (fair market value) | $50,920,000 | 1,980 |
| Total debt securities | $73,009,000 | 1,625 |
| Structured notes | ||
| Amortized cost | $2,492,000 | 1,373 |
| Fair value | $2,489,000 | 1,348 |
| 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 | $70,152,000 | 1,711 |
| U.S. Government securities | $46,441,000 | 1,892 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $46,441,000 | 1,831 |
| Securities issued by states & political subdivisions | $22,088,000 | 888 |
| Other domestic debt securities | $1,623,000 | 1,665 |
| Privately issued residential mortgage-backed securities | $123,000 | 1,155 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,223 |
| 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 | $15,430,000 | 2,631 |
| Mortgage-backed securities | $16,735,000 | 1,979 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $16,735,000 | 767 |
| CMOs issued by government agencies or sponsored agencies | $16,612,000 | 614 |
| Privately issued | $123,000 | 1,070 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,088,000 | 816 |
| Available-for-sale securities (fair market value) | $48,064,000 | 2,064 |
| Total debt securities | $70,151,000 | 1,678 |
| Structured notes | ||
| Amortized cost | $2,991,000 | 1,288 |
| Fair value | $2,974,000 | 1,232 |
| 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 | $70,787,000 | 1,718 |
| U.S. Government securities | $46,937,000 | 1,908 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $46,937,000 | 1,841 |
| Securities issued by states & political subdivisions | $22,272,000 | 868 |
| Other domestic debt securities | $1,578,000 | 1,728 |
| Privately issued residential mortgage-backed securities | $124,000 | 1,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,454,000 | 1,313 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,680,000 | 3,115 |
| Mortgage-backed securities | $16,910,000 | 2,004 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $16,910,000 | 765 |
| CMOs issued by government agencies or sponsored agencies | $16,786,000 | 621 |
| Privately issued | $124,000 | 1,051 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,272,000 | 827 |
| Available-for-sale securities (fair market value) | $48,515,000 | 2,073 |
| Total debt securities | $70,786,000 | 1,681 |
| Structured notes | ||
| Amortized cost | $2,991,000 | 1,315 |
| Fair value | $2,980,000 | 1,251 |
| 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 | $68,192,000 | 1,779 |
| U.S. Government securities | $44,402,000 | 2,010 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $44,402,000 | 1,941 |
| Securities issued by states & political subdivisions | $22,166,000 | 864 |
| Other domestic debt securities | $1,624,000 | 1,773 |
| Privately issued residential mortgage-backed securities | $124,000 | 1,110 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,352 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,535,000 | 2,972 |
| Mortgage-backed securities | $17,466,000 | 1,975 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $17,466,000 | 743 |
| CMOs issued by government agencies or sponsored agencies | $17,342,000 | 598 |
| Privately issued | $124,000 | 1,020 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,166,000 | 854 |
| Available-for-sale securities (fair market value) | $46,026,000 | 2,189 |
| Total debt securities | $68,193,000 | 1,739 |
| Structured notes | ||
| Amortized cost | $3,966,000 | 1,076 |
| Fair value | $3,906,000 | 1,059 |
| 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 | $63,250,000 | 1,902 |
| U.S. Government securities | $39,918,000 | 2,181 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $39,918,000 | 2,107 |
| Securities issued by states & political subdivisions | $21,664,000 | 888 |
| Other domestic debt securities | $1,668,000 | 1,791 |
| Privately issued residential mortgage-backed securities | $168,000 | 1,076 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,409 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,943,000 | 2,889 |
| Mortgage-backed securities | $16,397,000 | 2,041 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $16,397,000 | 778 |
| CMOs issued by government agencies or sponsored agencies | $16,229,000 | 638 |
| Privately issued | $168,000 | 989 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,664,000 | 866 |
| Available-for-sale securities (fair market value) | $41,586,000 | 2,339 |
| Total debt securities | $63,250,000 | 1,855 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 1,418 |
| Fair value | $2,498,000 | 1,385 |
| 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 | $62,277,000 | 1,934 |
| U.S. Government securities | $39,190,000 | 2,240 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $39,190,000 | 2,165 |
| Securities issued by states & political subdivisions | $21,222,000 | 897 |
| Other domestic debt securities | $1,865,000 | 1,744 |
| Privately issued residential mortgage-backed securities | $365,000 | 960 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,482 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,285,000 | 2,827 |
| Mortgage-backed securities | $20,186,000 | 1,847 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $20,186,000 | 695 |
| CMOs issued by government agencies or sponsored agencies | $19,821,000 | 578 |
| Privately issued | $365,000 | 884 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,222,000 | 886 |
| Available-for-sale securities (fair market value) | $41,055,000 | 2,381 |
| Total debt securities | $62,277,000 | 1,886 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $500,000 | 2,521 |
| 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 | $66,771,000 | 1,842 |
| U.S. Government securities | $43,766,000 | 2,078 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $43,766,000 | 1,990 |
| Securities issued by states & political subdivisions | $20,832,000 | 899 |
| Other domestic debt securities | $2,173,000 | 1,663 |
| Privately issued residential mortgage-backed securities | $673,000 | 844 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 1,562 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,556,000 | 2,785 |
| Mortgage-backed securities | $24,347,000 | 1,684 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $24,347,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $23,674,000 | 530 |
| Privately issued | $673,000 | 786 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,832,000 | 926 |
| Available-for-sale securities (fair market value) | $45,939,000 | 2,161 |
| Total debt securities | $66,772,000 | 1,801 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $498,000 | 2,514 |
| 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 | $68,698,000 | 1,814 |
| U.S. Government securities | $48,671,000 | 1,887 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $48,671,000 | 1,815 |
| Securities issued by states & political subdivisions | $19,236,000 | 988 |
| Other domestic debt securities | $791,000 | 2,479 |
| Privately issued residential mortgage-backed securities | $291,000 | 954 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,350 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,644,000 | 2,391 |
| Mortgage-backed securities | $29,772,000 | 1,492 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $29,772,000 | 577 |
| CMOs issued by government agencies or sponsored agencies | $29,481,000 | 464 |
| Privately issued | $291,000 | 882 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,236,000 | 965 |
| Available-for-sale securities (fair market value) | $49,462,000 | 2,070 |
| Total debt securities | $68,698,000 | 1,771 |
| 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 | $67,487,000 | 1,840 |
| U.S. Government securities | $49,626,000 | 1,829 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $49,626,000 | 1,772 |
| Securities issued by states & political subdivisions | $17,361,000 | 1,117 |
| Other domestic debt securities | $500,000 | 2,813 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,410 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,484,000 | 2,357 |
| Mortgage-backed securities | $28,974,000 | 1,521 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $28,974,000 | 587 |
| CMOs issued by government agencies or sponsored agencies | $28,974,000 | 479 |
| 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) | $17,361,000 | 1,048 |
| Available-for-sale securities (fair market value) | $50,126,000 | 2,025 |
| Total debt securities | $67,487,000 | 1,787 |
| 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 | $63,237,000 | 1,976 |
| U.S. Government securities | $47,912,000 | 1,919 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $47,912,000 | 1,852 |
| Securities issued by states & political subdivisions | $15,325,000 | 1,253 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,521,000 | 2,349 |
| Mortgage-backed securities | $25,598,000 | 1,678 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $25,598,000 | 632 |
| CMOs issued by government agencies or sponsored agencies | $25,598,000 | 528 |
| 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) | $15,325,000 | 1,141 |
| Available-for-sale securities (fair market value) | $47,912,000 | 2,154 |
| Total debt securities | $63,238,000 | 1,922 |
| 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 | $60,000,000 | 2,062 |
| U.S. Government securities | $46,308,000 | 1,983 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $46,308,000 | 1,918 |
| Securities issued by states & political subdivisions | $13,692,000 | 1,451 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,886,000 | 2,290 |
| Mortgage-backed securities | $27,217,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $27,217,000 | 628 |
| CMOs issued by government agencies or sponsored agencies | $27,217,000 | 527 |
| 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) | $13,692,000 | 1,215 |
| Available-for-sale securities (fair market value) | $46,308,000 | 2,244 |
| Total debt securities | $60,000,000 | 2,001 |
| 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 | $50,248,000 | 2,487 |
| U.S. Government securities | $36,757,000 | 2,469 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $36,757,000 | 2,388 |
| Securities issued by states & political subdivisions | $13,491,000 | 1,467 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,650,000 | 2,374 |
| Mortgage-backed securities | $20,872,000 | 1,954 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $20,872,000 | 747 |
| CMOs issued by government agencies or sponsored agencies | $20,872,000 | 689 |
| 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) | $13,491,000 | 1,219 |
| Available-for-sale securities (fair market value) | $36,757,000 | 2,750 |
| Total debt securities | $50,248,000 | 2,433 |
| 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 | $43,198,000 | 2,747 |
| U.S. Government securities | $31,527,000 | 2,725 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $31,527,000 | 2,633 |
| Securities issued by states & political subdivisions | $11,671,000 | 1,715 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,734,000 | 2,614 |
| Mortgage-backed securities | $16,551,000 | 2,253 |
| 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 | $16,551,000 | 866 |
| CMOs issued by government agencies or sponsored agencies | $16,551,000 | 803 |
| 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) | $11,671,000 | 1,334 |
| Available-for-sale securities (fair market value) | $31,527,000 | 3,037 |
| Total debt securities | $43,198,000 | 2,677 |
| 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 | $41,344,000 | 2,801 |
| U.S. Government securities | $33,196,000 | 2,531 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $33,196,000 | 2,431 |
| Securities issued by states & political subdivisions | $8,148,000 | 2,249 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,798,000 | 2,328 |
| Mortgage-backed securities | $26,995,000 | 1,661 |
| 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 | $26,995,000 | 677 |
| CMOs issued by government agencies or sponsored agencies | $26,995,000 | 623 |
| 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) | $8,148,000 | 1,618 |
| Available-for-sale securities (fair market value) | $33,196,000 | 2,853 |
| Total debt securities | $41,345,000 | 2,723 |
| 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 | $40,834,000 | 2,785 |
| U.S. Government securities | $33,927,000 | 2,462 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $33,927,000 | 2,365 |
| Securities issued by states & political subdivisions | $6,907,000 | 2,436 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,739,000 | 2,477 |
| Mortgage-backed securities | $22,653,000 | 1,876 |
| 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 | $22,653,000 | 773 |
| CMOs issued by government agencies or sponsored agencies | $22,653,000 | 707 |
| 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) | $6,907,000 | 1,833 |
| Available-for-sale securities (fair market value) | $33,927,000 | 2,768 |
| Total debt securities | $40,834,000 | 2,707 |
| 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 | $42,785,000 | 2,643 |
| U.S. Government securities | $36,330,000 | 2,321 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $36,330,000 | 2,232 |
| Securities issued by states & political subdivisions | $6,455,000 | 2,529 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| 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 | $12,419,000 | 2,658 |
| Mortgage-backed securities | $19,464,000 | 2,019 |
| 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 | $19,464,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $19,464,000 | 780 |
| 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) | $6,455,000 | 1,940 |
| Available-for-sale securities (fair market value) | $36,330,000 | 2,587 |
| Total debt securities | $42,785,000 | 2,571 |
| 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 | $23,251,000 | 4,070 |
| U.S. Government securities | $23,251,000 | 3,130 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $23,251,000 | 2,966 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,275,000 | 2,187 |
| Mortgage-backed securities | $5,087,000 | 3,952 |
| 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 | $5,087,000 | 1,853 |
| CMOs issued by government agencies or sponsored agencies | $5,087,000 | 1,727 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $23,251,000 | 3,442 |
| Total debt securities | $23,251,000 | 3,991 |
| 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 | $15,813,000 | 5,404 |
| U.S. Government securities | $15,288,000 | 4,465 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,288,000 | 4,162 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $525,000 | 3,732 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,405,000 | 2,572 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $15,813,000 | 4,465 |
| Total debt securities | $15,288,000 | 5,381 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $16,411,000 | 5,517 |
| U.S. Government securities | $16,227,000 | 4,518 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $16,227,000 | 4,076 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $184,000 | 5,843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,425,000 | 2,548 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $16,411,000 | 4,473 |
| Total debt securities | $16,227,000 | 5,445 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $11,313,000 | 6,716 |
| U.S. Government securities | $11,283,000 | 5,692 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $11,283,000 | 4,925 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,370,000 | 3,439 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $11,313,000 | 5,436 |
| Total debt securities | $11,283,000 | 6,591 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,345,000 | 10,205 |
| U.S. Government securities | $2,345,000 | 9,870 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $2,345,000 | 8,826 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,470,000 | 7,025 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $2,345,000 | 8,583 |
| Total debt securities | $2,345,000 | 10,107 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |