Home > Finance Factors, Ltd. > Securities
Finance Factors, Ltd., Securities
| 2023-12-31 | Rank | |
| Total securities | $90,394,000 | 1,824 |
| U.S. Government securities | $79,535,000 | 1,389 |
| U.S. Treasury securities | $4,474,000 | 1,917 |
| U.S. Government agency obligations | $75,061,000 | 1,226 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $10,859,000 | 976 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,859,000 | 231 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,829,000 | 3,356 |
| Mortgage-backed securities | $75,061,000 | 971 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $422,000 | 3,390 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $74,639,000 | 300 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $90,394,000 | 1,627 |
| Total debt securities | $90,394,000 | 1,808 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $17,234,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $86,925,000 | 1,860 |
| U.S. Government securities | $73,642,000 | 1,460 |
| U.S. Treasury securities | $4,303,000 | 1,970 |
| U.S. Government agency obligations | $69,339,000 | 1,278 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $13,283,000 | 873 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,307,000 | 244 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,724,000 | 3,343 |
| Mortgage-backed securities | $66,741,000 | 1,023 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,588,000 | 2,606 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $58,177,000 | 354 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $3,976,000 | 760 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $86,925,000 | 1,655 |
| Total debt securities | $86,924,000 | 1,845 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $15,433,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $86,270,000 | 1,928 |
| U.S. Government securities | $72,740,000 | 1,502 |
| U.S. Treasury securities | $4,355,000 | 2,004 |
| U.S. Government agency obligations | $68,385,000 | 1,326 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $13,530,000 | 868 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,582,000 | 244 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,824,000 | 3,311 |
| Mortgage-backed securities | $65,833,000 | 1,064 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,996,000 | 2,598 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $56,889,000 | 361 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $3,948,000 | 767 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $86,270,000 | 1,711 |
| Total debt securities | $86,269,000 | 1,913 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $15,945,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $82,592,000 | 2,053 |
| U.S. Government securities | $68,776,000 | 1,618 |
| U.S. Treasury securities | $4,436,000 | 2,068 |
| U.S. Government agency obligations | $64,340,000 | 1,399 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $13,816,000 | 902 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,898,000 | 244 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,966,000 | 3,248 |
| Mortgage-backed securities | $61,712,000 | 1,160 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,351,000 | 2,601 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $52,443,000 | 392 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $3,918,000 | 786 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $82,592,000 | 1,835 |
| Total debt securities | $82,592,000 | 2,039 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $14,660,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $83,353,000 | 2,061 |
| U.S. Government securities | $69,036,000 | 1,630 |
| U.S. Treasury securities | $4,338,000 | 2,130 |
| U.S. Government agency obligations | $64,698,000 | 1,387 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $14,317,000 | 907 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,388,000 | 234 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,934,000 | 3,191 |
| Mortgage-backed securities | $62,180,000 | 1,162 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,619,000 | 2,591 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $52,632,000 | 398 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $3,929,000 | 788 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $83,353,000 | 1,850 |
| Total debt securities | $83,354,000 | 2,048 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $13,645,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $78,310,000 | 2,144 |
| U.S. Government securities | $67,428,000 | 1,678 |
| U.S. Treasury securities | $4,293,000 | 2,178 |
| U.S. Government agency obligations | $63,135,000 | 1,417 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $10,882,000 | 1,011 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,882,000 | 238 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,987,000 | 3,143 |
| Mortgage-backed securities | $56,732,000 | 1,260 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,805,000 | 2,595 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $50,927,000 | 415 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $78,310,000 | 1,929 |
| Total debt securities | $78,310,000 | 2,131 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $12,681,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $82,560,000 | 2,101 |
| U.S. Government securities | $71,516,000 | 1,631 |
| U.S. Treasury securities | $4,504,000 | 2,120 |
| U.S. Government agency obligations | $67,012,000 | 1,390 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $11,044,000 | 953 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,044,000 | 235 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,338,000 | 3,112 |
| Mortgage-backed securities | $60,433,000 | 1,248 |
| Certificates of participation in pools of residential mortgages | $6,596,000 | 2,618 |
| Issued or guaranteed by U.S. | $6,596,000 | 2,545 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $53,837,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $53,837,000 | 405 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $82,560,000 | 1,933 |
| Total debt securities | $82,560,000 | 2,090 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $13,336,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $76,242,000 | 2,177 |
| U.S. Government securities | $64,550,000 | 1,693 |
| U.S. Treasury securities | $4,642,000 | 1,870 |
| U.S. Government agency obligations | $59,908,000 | 1,511 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $11,692,000 | 899 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,692,000 | 234 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,638,000 | 3,060 |
| Mortgage-backed securities | $56,104,000 | 1,335 |
| Certificates of participation in pools of residential mortgages | $4,241,000 | 2,917 |
| Issued or guaranteed by U.S. | $4,241,000 | 2,836 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $51,863,000 | 455 |
| CMOs issued by government agencies or sponsored agencies | $51,863,000 | 416 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $76,242,000 | 2,024 |
| Total debt securities | $76,242,000 | 2,167 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $15,903,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $71,008,000 | 2,228 |
| U.S. Government securities | $58,977,000 | 1,691 |
| U.S. Treasury securities | $4,931,000 | 1,420 |
| U.S. Government agency obligations | $54,046,000 | 1,578 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $12,031,000 | 861 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,031,000 | 237 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,535,000 | 3,509 |
| Mortgage-backed securities | $54,046,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $4,960,000 | 2,813 |
| Issued or guaranteed by U.S. | $4,960,000 | 2,725 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $49,086,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $49,086,000 | 430 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $71,008,000 | 2,083 |
| Total debt securities | $71,008,000 | 2,216 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $16,666,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $68,293,000 | 2,215 |
| U.S. Government securities | $55,907,000 | 1,681 |
| U.S. Treasury securities | $4,965,000 | 1,192 |
| U.S. Government agency obligations | $50,942,000 | 1,623 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $12,386,000 | 806 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,386,000 | 236 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,072,000 | 3,144 |
| Mortgage-backed securities | $50,942,000 | 1,341 |
| Certificates of participation in pools of residential mortgages | $5,550,000 | 2,743 |
| Issued or guaranteed by U.S. | $5,550,000 | 2,671 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $45,392,000 | 474 |
| CMOs issued by government agencies or sponsored agencies | $45,392,000 | 444 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $68,293,000 | 2,077 |
| Total debt securities | $68,292,000 | 2,201 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $15,005,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $65,570,000 | 2,200 |
| U.S. Government securities | $52,904,000 | 1,669 |
| U.S. Treasury securities | $4,989,000 | 1,081 |
| U.S. Government agency obligations | $47,915,000 | 1,631 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $12,666,000 | 757 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,666,000 | 232 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,520,000 | 2,974 |
| Mortgage-backed securities | $47,915,000 | 1,342 |
| Certificates of participation in pools of residential mortgages | $6,390,000 | 2,633 |
| Issued or guaranteed by U.S. | $6,390,000 | 2,558 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $41,525,000 | 494 |
| CMOs issued by government agencies or sponsored agencies | $41,525,000 | 464 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $65,570,000 | 2,068 |
| Total debt securities | $65,570,000 | 2,183 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $14,916,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $70,749,000 | 1,968 |
| U.S. Government securities | $54,038,000 | 1,537 |
| U.S. Treasury securities | $4,908,000 | 827 |
| U.S. Government agency obligations | $49,130,000 | 1,525 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $16,711,000 | 631 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,711,000 | 200 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,899,000 | 2,828 |
| Mortgage-backed securities | $49,130,000 | 1,281 |
| Certificates of participation in pools of residential mortgages | $7,341,000 | 2,462 |
| Issued or guaranteed by U.S. | $7,341,000 | 2,389 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $41,789,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $41,789,000 | 436 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $70,749,000 | 1,854 |
| Total debt securities | $70,750,000 | 1,952 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $13,763,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $76,161,000 | 1,753 |
| U.S. Government securities | $59,224,000 | 1,324 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $59,224,000 | 1,242 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $16,937,000 | 592 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,937,000 | 184 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,953,000 | 3,287 |
| Mortgage-backed securities | $59,224,000 | 1,054 |
| Certificates of participation in pools of residential mortgages | $8,558,000 | 2,226 |
| Issued or guaranteed by U.S. | $8,558,000 | 2,167 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $50,666,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $50,666,000 | 378 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $76,161,000 | 1,641 |
| Total debt securities | $76,161,000 | 1,739 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $12,875,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $88,935,000 | 1,461 |
| U.S. Government securities | $71,848,000 | 1,080 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $71,848,000 | 1,016 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $17,087,000 | 561 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,087,000 | 174 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,011,000 | 3,029 |
| Mortgage-backed securities | $71,848,000 | 882 |
| Certificates of participation in pools of residential mortgages | $9,808,000 | 2,078 |
| Issued or guaranteed by U.S. | $9,808,000 | 2,015 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $62,040,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $62,040,000 | 337 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $88,935,000 | 1,364 |
| Total debt securities | $88,935,000 | 1,450 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $11,461,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $101,762,000 | 1,288 |
| U.S. Government securities | $84,442,000 | 924 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $84,442,000 | 865 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $17,320,000 | 533 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,320,000 | 150 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,141,000 | 2,800 |
| Mortgage-backed securities | $84,442,000 | 768 |
| Certificates of participation in pools of residential mortgages | $10,632,000 | 1,980 |
| Issued or guaranteed by U.S. | $10,632,000 | 1,928 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $73,810,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $73,810,000 | 304 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $101,762,000 | 1,196 |
| Total debt securities | $101,762,000 | 1,275 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $10,626,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $122,368,000 | 1,087 |
| U.S. Government securities | $95,097,000 | 869 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $95,097,000 | 821 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $17,667,000 | 502 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,667,000 | 142 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $9,604,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,916,000 | 2,568 |
| Mortgage-backed securities | $95,097,000 | 723 |
| Certificates of participation in pools of residential mortgages | $11,109,000 | 1,934 |
| Issued or guaranteed by U.S. | $11,109,000 | 1,878 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $83,988,000 | 308 |
| CMOs issued by government agencies or sponsored agencies | $83,988,000 | 283 |
| 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) | $122,368,000 | 978 |
| Total debt securities | $112,763,000 | 1,149 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $8,631,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $109,729,000 | 1,176 |
| U.S. Government securities | $90,943,000 | 916 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $90,943,000 | 867 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $15,440,000 | 518 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $15,440,000 | 153 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $3,346,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,199,000 | 3,189 |
| Mortgage-backed securities | $90,943,000 | 717 |
| Certificates of participation in pools of residential mortgages | $8,141,000 | 2,180 |
| Issued or guaranteed by U.S. | $8,141,000 | 2,122 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $82,802,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $82,802,000 | 288 |
| 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) | $109,729,000 | 1,062 |
| Total debt securities | $106,383,000 | 1,182 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $12,210,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $104,913,000 | 1,211 |
| U.S. Government securities | $90,273,000 | 922 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $90,273,000 | 874 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $11,243,000 | 605 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $11,243,000 | 172 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,397,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,690,000 | 3,713 |
| Mortgage-backed securities | $90,273,000 | 691 |
| Certificates of participation in pools of residential mortgages | $8,615,000 | 2,107 |
| Issued or guaranteed by U.S. | $8,615,000 | 2,044 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $81,658,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $81,658,000 | 285 |
| 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) | $104,913,000 | 1,102 |
| Total debt securities | $101,516,000 | 1,229 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $10,960,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $105,690,000 | 1,208 |
| U.S. Government securities | $95,973,000 | 894 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $95,973,000 | 846 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $7,041,000 | 751 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $7,041,000 | 191 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,676,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,910,000 | 3,730 |
| Mortgage-backed securities | $95,973,000 | 654 |
| Certificates of participation in pools of residential mortgages | $9,038,000 | 2,050 |
| Issued or guaranteed by U.S. | $9,038,000 | 2,010 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $86,935,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $86,935,000 | 272 |
| 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) | $105,690,000 | 1,090 |
| Total debt securities | $103,013,000 | 1,213 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $10,598,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $108,279,000 | 1,197 |
| U.S. Government securities | $104,028,000 | 839 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $104,028,000 | 779 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $4,251,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,093,000 | 3,737 |
| Mortgage-backed securities | $104,028,000 | 613 |
| Certificates of participation in pools of residential mortgages | $13,505,000 | 1,683 |
| Issued or guaranteed by U.S. | $13,505,000 | 1,652 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $90,523,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $90,523,000 | 262 |
| 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) | $108,279,000 | 1,070 |
| Total debt securities | $104,028,000 | 1,212 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $10,376,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $113,030,000 | 1,162 |
| U.S. Government securities | $107,314,000 | 808 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $107,314,000 | 757 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $5,716,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,248,000 | 3,733 |
| Mortgage-backed securities | $107,314,000 | 597 |
| Certificates of participation in pools of residential mortgages | $13,918,000 | 1,643 |
| Issued or guaranteed by U.S. | $13,918,000 | 1,625 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $93,396,000 | 274 |
| CMOs issued by government agencies or sponsored agencies | $93,396,000 | 256 |
| 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) | $113,030,000 | 1,041 |
| Total debt securities | $107,313,000 | 1,200 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $9,289,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $112,437,000 | 1,164 |
| U.S. Government securities | $99,100,000 | 865 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $99,100,000 | 816 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $13,337,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,399,000 | 3,734 |
| Mortgage-backed securities | $99,100,000 | 638 |
| Certificates of participation in pools of residential mortgages | $11,385,000 | 1,897 |
| Issued or guaranteed by U.S. | $11,385,000 | 1,885 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $87,715,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $87,715,000 | 265 |
| 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) | $112,437,000 | 1,047 |
| Total debt securities | $99,100,000 | 1,278 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $113,089,000 | 1,177 |
| U.S. Government securities | $101,690,000 | 844 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $101,690,000 | 802 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $11,399,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,632,000 | 3,953 |
| Mortgage-backed securities | $101,690,000 | 629 |
| Certificates of participation in pools of residential mortgages | $12,000,000 | 1,891 |
| Issued or guaranteed by U.S. | $12,000,000 | 1,813 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $89,690,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $89,690,000 | 263 |
| 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) | $113,089,000 | 1,055 |
| Total debt securities | $101,690,000 | 1,262 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $107,704,000 | 1,239 |
| U.S. Government securities | $97,411,000 | 899 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $97,411,000 | 860 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $10,293,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,903,000 | 3,715 |
| Mortgage-backed securities | $97,411,000 | 653 |
| Certificates of participation in pools of residential mortgages | $12,596,000 | 1,877 |
| Issued or guaranteed by U.S. | $12,596,000 | 1,875 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $84,815,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $84,815,000 | 266 |
| 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) | $107,704,000 | 1,114 |
| Total debt securities | $97,411,000 | 1,326 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $106,372,000 | 1,262 |
| U.S. Government securities | $96,292,000 | 906 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $96,292,000 | 868 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $10,080,000 | 142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,178,000 | 3,731 |
| Mortgage-backed securities | $96,292,000 | 662 |
| Certificates of participation in pools of residential mortgages | $13,314,000 | 1,855 |
| Issued or guaranteed by U.S. | $13,314,000 | 1,854 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $82,978,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $82,978,000 | 276 |
| 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) | $106,372,000 | 1,133 |
| Total debt securities | $96,292,000 | 1,344 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $111,276,000 | 1,224 |
| U.S. Government securities | $101,579,000 | 882 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $101,579,000 | 841 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $9,697,000 | 153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,459,000 | 3,730 |
| Mortgage-backed securities | $101,579,000 | 632 |
| Certificates of participation in pools of residential mortgages | $7,409,000 | 2,478 |
| Issued or guaranteed by U.S. | $7,409,000 | 2,477 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $94,170,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $94,170,000 | 256 |
| 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) | $111,276,000 | 1,086 |
| Total debt securities | $101,579,000 | 1,310 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $104,379,000 | 1,317 |
| U.S. Government securities | $95,170,000 | 943 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $95,170,000 | 904 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $9,209,000 | 156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,727,000 | 3,713 |
| Mortgage-backed securities | $95,170,000 | 668 |
| Certificates of participation in pools of residential mortgages | $7,865,000 | 2,460 |
| Issued or guaranteed by U.S. | $7,865,000 | 2,459 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $87,305,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $87,305,000 | 268 |
| 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) | $104,379,000 | 1,172 |
| Total debt securities | $95,170,000 | 1,409 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $105,969,000 | 1,310 |
| U.S. Government securities | $96,937,000 | 947 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $96,937,000 | 903 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $9,032,000 | 161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,022,000 | 3,697 |
| Mortgage-backed securities | $96,937,000 | 681 |
| Certificates of participation in pools of residential mortgages | $8,170,000 | 2,456 |
| Issued or guaranteed by U.S. | $8,170,000 | 2,456 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $88,767,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $88,767,000 | 268 |
| 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) | $105,969,000 | 1,164 |
| Total debt securities | $96,937,000 | 1,407 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $108,295,000 | 1,268 |
| U.S. Government securities | $99,719,000 | 902 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $99,719,000 | 857 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $8,576,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,278,000 | 3,672 |
| Mortgage-backed securities | $99,719,000 | 649 |
| Certificates of participation in pools of residential mortgages | $8,509,000 | 2,416 |
| Issued or guaranteed by U.S. | $8,509,000 | 2,414 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $91,210,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $91,210,000 | 261 |
| 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) | $108,295,000 | 1,124 |
| Total debt securities | $99,719,000 | 1,353 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $106,506,000 | 1,271 |
| U.S. Government securities | $98,200,000 | 906 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $98,200,000 | 865 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $8,306,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,646,000 | 3,657 |
| Mortgage-backed securities | $98,200,000 | 659 |
| Certificates of participation in pools of residential mortgages | $9,200,000 | 2,360 |
| Issued or guaranteed by U.S. | $9,200,000 | 2,360 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $89,000,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $89,000,000 | 270 |
| 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) | $106,506,000 | 1,121 |
| Total debt securities | $98,200,000 | 1,372 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $110,215,000 | 1,249 |
| U.S. Government securities | $102,124,000 | 890 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $102,124,000 | 847 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $8,091,000 | 168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,553,000 | 4,144 |
| Mortgage-backed securities | $102,124,000 | 645 |
| Certificates of participation in pools of residential mortgages | $9,635,000 | 2,356 |
| Issued or guaranteed by U.S. | $9,635,000 | 2,352 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $92,489,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $92,489,000 | 268 |
| 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) | $110,215,000 | 1,099 |
| Total debt securities | $102,124,000 | 1,332 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $108,879,000 | 1,284 |
| U.S. Government securities | $101,108,000 | 925 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $101,108,000 | 881 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $7,771,000 | 171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,710,000 | 4,149 |
| Mortgage-backed securities | $101,108,000 | 655 |
| Certificates of participation in pools of residential mortgages | $10,026,000 | 2,339 |
| Issued or guaranteed by U.S. | $10,026,000 | 2,338 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $91,082,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $91,082,000 | 276 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $108,879,000 | 1,130 |
| Total debt securities | $101,108,000 | 1,357 |
| 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 | $103,178,000 | 1,358 |
| U.S. Government securities | $95,504,000 | 974 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $95,504,000 | 930 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $7,674,000 | 177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,823,000 | 4,152 |
| Mortgage-backed securities | $95,504,000 | 673 |
| Certificates of participation in pools of residential mortgages | $7,205,000 | 2,690 |
| Issued or guaranteed by U.S. | $7,205,000 | 2,685 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $88,299,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $88,299,000 | 283 |
| 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) | $103,178,000 | 1,192 |
| Total debt securities | $95,504,000 | 1,445 |
| 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 | $97,847,000 | 1,437 |
| U.S. Government securities | $90,442,000 | 1,028 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $90,442,000 | 976 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $7,405,000 | 178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,054,000 | 4,152 |
| Mortgage-backed securities | $90,442,000 | 693 |
| Certificates of participation in pools of residential mortgages | $4,370,000 | 3,211 |
| Issued or guaranteed by U.S. | $4,370,000 | 3,208 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $86,072,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $86,072,000 | 289 |
| 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) | $97,847,000 | 1,266 |
| Total debt securities | $90,442,000 | 1,525 |
| 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 | $103,381,000 | 1,396 |
| U.S. Government securities | $95,279,000 | 1,022 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $95,279,000 | 974 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $8,102,000 | 171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $95,279,000 | 683 |
| Certificates of participation in pools of residential mortgages | $4,483,000 | 3,262 |
| Issued or guaranteed by U.S. | $4,483,000 | 3,259 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $90,796,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $90,796,000 | 280 |
| 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) | $103,381,000 | 1,230 |
| Total debt securities | $95,279,000 | 1,483 |
| 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 | $109,323,000 | 1,320 |
| U.S. Government securities | $101,250,000 | 969 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $101,250,000 | 925 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $8,073,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,441,000 | 4,181 |
| Mortgage-backed securities | $101,250,000 | 648 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $101,250,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $101,250,000 | 272 |
| 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) | $109,323,000 | 1,161 |
| Total debt securities | $101,250,000 | 1,403 |
| 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 | $110,293,000 | 1,304 |
| U.S. Government securities | $102,357,000 | 959 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $102,357,000 | 921 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $7,936,000 | 176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,600,000 | 4,202 |
| Mortgage-backed securities | $102,357,000 | 662 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $102,357,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $102,357,000 | 272 |
| 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) | $110,293,000 | 1,148 |
| Total debt securities | $102,357,000 | 1,372 |
| 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 | $107,794,000 | 1,347 |
| U.S. Government securities | $100,326,000 | 1,001 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $100,326,000 | 952 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $7,468,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,779,000 | 4,215 |
| Mortgage-backed securities | $100,326,000 | 678 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $100,326,000 | 294 |
| CMOs issued by government agencies or sponsored agencies | $100,326,000 | 276 |
| 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) | $107,794,000 | 1,187 |
| Total debt securities | $100,326,000 | 1,443 |
| 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 | $106,996,000 | 1,397 |
| U.S. Government securities | $99,665,000 | 1,022 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $99,665,000 | 983 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $7,331,000 | 195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,015,000 | 4,183 |
| Mortgage-backed securities | $99,665,000 | 697 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $99,665,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $99,665,000 | 282 |
| 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) | $106,996,000 | 1,223 |
| Total debt securities | $99,665,000 | 1,471 |
| 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 | $109,016,000 | 1,374 |
| U.S. Government securities | $101,839,000 | 1,010 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $101,839,000 | 974 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $7,177,000 | 201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,668,000 | 4,838 |
| Mortgage-backed securities | $101,839,000 | 680 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $101,839,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $101,839,000 | 274 |
| 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) | $109,016,000 | 1,206 |
| Total debt securities | $101,839,000 | 1,446 |
| 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 | $101,193,000 | 1,464 |
| U.S. Government securities | $94,188,000 | 1,075 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $94,188,000 | 1,028 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $7,005,000 | 206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,006,000 | 4,751 |
| Mortgage-backed securities | $94,188,000 | 712 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $94,188,000 | 308 |
| CMOs issued by government agencies or sponsored agencies | $94,188,000 | 283 |
| 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) | $101,193,000 | 1,298 |
| Total debt securities | $94,188,000 | 1,551 |
| 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 | $99,925,000 | 1,492 |
| U.S. Government securities | $93,599,000 | 1,082 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $93,599,000 | 1,038 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| 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 | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $6,326,000 | 221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,370,000 | 4,696 |
| Mortgage-backed securities | $93,599,000 | 720 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $93,599,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $93,599,000 | 283 |
| 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) | $99,925,000 | 1,335 |
| Total debt securities | $93,599,000 | 1,582 |
| 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 | $101,026,000 | 1,486 |
| U.S. Government securities | $95,049,000 | 1,066 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $95,049,000 | 1,023 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,977,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,057,000 | 4,502 |
| Mortgage-backed securities | $95,049,000 | 722 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $95,049,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $95,049,000 | 285 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $101,026,000 | 1,333 |
| Total debt securities | $95,049,000 | 1,556 |
| 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 | $97,508,000 | 1,552 |
| U.S. Government securities | $91,752,000 | 1,117 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $91,752,000 | 1,074 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $5,756,000 | 242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,779,000 | 4,350 |
| Mortgage-backed securities | $91,752,000 | 756 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $91,752,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $91,752,000 | 299 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $97,508,000 | 1,400 |
| Total debt securities | $91,752,000 | 1,630 |
| 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 | $99,319,000 | 1,490 |
| U.S. Government securities | $94,092,000 | 1,057 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $94,092,000 | 1,013 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $5,227,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,622,000 | 4,149 |
| Mortgage-backed securities | $94,092,000 | 731 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $94,092,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $94,092,000 | 304 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $99,319,000 | 1,352 |
| Total debt securities | $94,092,000 | 1,560 |
| 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 | $89,330,000 | 1,654 |
| U.S. Government securities | $84,027,000 | 1,214 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $84,027,000 | 1,181 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,303,000 | 244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,950,000 | 4,627 |
| Mortgage-backed securities | $84,027,000 | 857 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $84,027,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $84,027,000 | 351 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $89,330,000 | 1,503 |
| Total debt securities | $84,027,000 | 1,731 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $98,552,000 | 1,513 |
| U.S. Government securities | $93,504,000 | 1,110 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $93,504,000 | 1,075 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $5,048,000 | 247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,633,000 | 4,471 |
| Mortgage-backed securities | $93,504,000 | 807 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $93,504,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $93,504,000 | 332 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $98,552,000 | 1,371 |
| Total debt securities | $93,504,000 | 1,562 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $98,885,000 | 1,514 |
| U.S. Government securities | $93,652,000 | 1,139 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $93,652,000 | 1,102 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $5,233,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,420,000 | 4,284 |
| Mortgage-backed securities | $93,652,000 | 817 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $93,652,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $93,652,000 | 351 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $98,885,000 | 1,378 |
| Total debt securities | $93,652,000 | 1,571 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $105,760,000 | 1,384 |
| U.S. Government securities | $101,304,000 | 1,011 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $101,304,000 | 981 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $4,456,000 | 243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,673,000 | 2,614 |
| Mortgage-backed securities | $101,304,000 | 740 |
| Certificates of participation in pools of residential mortgages | $6,131,000 | 3,380 |
| Issued or guaranteed by U.S. | $6,131,000 | 3,379 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $95,173,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $95,173,000 | 320 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $105,760,000 | 1,254 |
| Total debt securities | $101,304,000 | 1,425 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $102,144,000 | 1,391 |
| U.S. Government securities | $97,943,000 | 1,009 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $97,943,000 | 974 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $4,201,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,811,000 | 1,763 |
| Mortgage-backed securities | $97,943,000 | 743 |
| Certificates of participation in pools of residential mortgages | $6,654,000 | 3,197 |
| Issued or guaranteed by U.S. | $6,654,000 | 3,194 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $91,289,000 | 387 |
| CMOs issued by government agencies or sponsored agencies | $91,289,000 | 331 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $102,144,000 | 1,257 |
| Total debt securities | $97,943,000 | 1,432 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $108,761,000 | 1,320 |
| U.S. Government securities | $103,865,000 | 976 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $103,865,000 | 942 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $4,896,000 | 254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,236,000 | 1,729 |
| Mortgage-backed securities | $103,865,000 | 700 |
| Certificates of participation in pools of residential mortgages | $7,236,000 | 3,051 |
| Issued or guaranteed by U.S. | $7,236,000 | 3,046 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $95,500,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $95,500,000 | 307 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $1,129,000 | 268 |
| Commercial mortgage pass-through securities | $1,129,000 | 183 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $108,761,000 | 1,187 |
| Total debt securities | $103,865,000 | 1,354 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $89,442,000 | 1,547 |
| U.S. Government securities | $82,885,000 | 1,193 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $82,885,000 | 1,149 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $1,705,000 | 1,674 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,705,000 | 1,121 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $4,852,000 | 253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,996,000 | 1,913 |
| Mortgage-backed securities | $82,885,000 | 806 |
| Certificates of participation in pools of residential mortgages | $7,819,000 | 2,889 |
| Issued or guaranteed by U.S. | $7,819,000 | 2,882 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $73,014,000 | 423 |
| CMOs issued by government agencies or sponsored agencies | $73,014,000 | 359 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $2,052,000 | 211 |
| Commercial mortgage pass-through securities | $2,052,000 | 136 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $89,442,000 | 1,393 |
| Total debt securities | $84,590,000 | 1,604 |
| Structured notes | ||
| Amortized cost | $1,696,000 | 2,187 |
| Fair value | $1,705,000 | 2,178 |
| 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 | $81,374,000 | 1,601 |
| U.S. Government securities | $72,796,000 | 1,286 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $72,796,000 | 1,231 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $3,994,000 | 1,234 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $2,290,000 | 172 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,704,000 | 1,116 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,584,000 | 261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,461,000 | 2,104 |
| Mortgage-backed securities | $75,086,000 | 830 |
| Certificates of participation in pools of residential mortgages | $8,575,000 | 2,661 |
| Issued or guaranteed by U.S. | $8,575,000 | 2,654 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $64,221,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $64,221,000 | 383 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $2,290,000 | 172 |
| Commercial mortgage pass-through securities | $2,290,000 | 116 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $81,374,000 | 1,438 |
| Total debt securities | $76,790,000 | 1,662 |
| Structured notes | ||
| Amortized cost | $1,679,000 | 2,056 |
| Fair value | $1,704,000 | 2,043 |
| 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 | $42,315,000 | 2,741 |
| U.S. Government securities | $34,131,000 | 2,371 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $34,131,000 | 2,288 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $4,035,000 | 1,270 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $2,331,000 | 146 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,704,000 | 1,123 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,149,000 | 295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,817,000 | 3,791 |
| Mortgage-backed securities | $36,462,000 | 1,485 |
| Certificates of participation in pools of residential mortgages | $9,565,000 | 2,485 |
| Issued or guaranteed by U.S. | $9,565,000 | 2,479 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $24,566,000 | 884 |
| CMOs issued by government agencies or sponsored agencies | $24,566,000 | 746 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $2,331,000 | 146 |
| Commercial mortgage pass-through securities | $2,331,000 | 94 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $42,315,000 | 2,463 |
| Total debt securities | $38,166,000 | 2,940 |
| Structured notes | ||
| Amortized cost | $1,662,000 | 2,096 |
| Fair value | $1,704,000 | 2,091 |
| 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 | $94,081,000 | 1,407 |
| U.S. Government securities | $86,234,000 | 1,087 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $86,234,000 | 1,047 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $4,072,000 | 1,274 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $2,368,000 | 143 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,704,000 | 1,078 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,775,000 | 323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,801,000 | 3,462 |
| Mortgage-backed securities | $88,602,000 | 715 |
| Certificates of participation in pools of residential mortgages | $32,567,000 | 1,053 |
| Issued or guaranteed by U.S. | $32,567,000 | 1,045 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $53,667,000 | 505 |
| CMOs issued by government agencies or sponsored agencies | $53,667,000 | 414 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $2,368,000 | 143 |
| Commercial mortgage pass-through securities | $2,368,000 | 89 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $94,081,000 | 1,245 |
| Total debt securities | $90,306,000 | 1,441 |
| Structured notes | ||
| Amortized cost | $1,645,000 | 2,210 |
| Fair value | $1,704,000 | 2,202 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $128,231,000 | 1,028 |
| U.S. Government securities | $119,913,000 | 787 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $119,913,000 | 752 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $4,103,000 | 1,305 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $2,405,000 | 151 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,698,000 | 1,101 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $4,215,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,288,000 | 3,434 |
| Mortgage-backed securities | $122,318,000 | 560 |
| Certificates of participation in pools of residential mortgages | $77,839,000 | 507 |
| Issued or guaranteed by U.S. | $77,839,000 | 504 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $42,074,000 | 597 |
| CMOs issued by government agencies or sponsored agencies | $42,074,000 | 487 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $2,405,000 | 151 |
| Commercial mortgage pass-through securities | $2,405,000 | 93 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $128,231,000 | 900 |
| Total debt securities | $124,016,000 | 1,057 |
| Structured notes | ||
| Amortized cost | $1,628,000 | 1,999 |
| Fair value | $1,697,000 | 1,981 |
| 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 | $136,307,000 | 942 |
| U.S. Government securities | $116,572,000 | 785 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $116,572,000 | 758 |
| Securities issued by states & political subdivisions | $509,000 | 5,267 |
| Other domestic debt securities | $4,120,000 | 1,347 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $2,429,000 | 142 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,691,000 | 1,138 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $15,106,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,948,000 | 3,349 |
| Mortgage-backed securities | $119,001,000 | 571 |
| Certificates of participation in pools of residential mortgages | $83,998,000 | 488 |
| Issued or guaranteed by U.S. | $83,998,000 | 485 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $32,574,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $32,574,000 | 547 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $2,429,000 | 142 |
| Commercial mortgage pass-through securities | $2,429,000 | 86 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $136,307,000 | 814 |
| Total debt securities | $121,201,000 | 1,052 |
| Structured notes | ||
| Amortized cost | $1,612,000 | 1,733 |
| Fair value | $1,691,000 | 1,725 |
| 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 | $141,442,000 | 903 |
| U.S. Government securities | $113,002,000 | 786 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $113,002,000 | 766 |
| Securities issued by states & political subdivisions | $512,000 | 5,308 |
| Other domestic debt securities | $4,148,000 | 1,417 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $2,458,000 | 155 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,690,000 | 1,212 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $23,780,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,347,000 | 594 |
| Mortgage-backed securities | $115,460,000 | 586 |
| Certificates of participation in pools of residential mortgages | $90,933,000 | 473 |
| Issued or guaranteed by U.S. | $90,933,000 | 471 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $22,069,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $22,069,000 | 684 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $2,458,000 | 155 |
| Commercial mortgage pass-through securities | $2,458,000 | 89 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $141,442,000 | 777 |
| Total debt securities | $117,662,000 | 1,071 |
| Structured notes | ||
| Amortized cost | $1,595,000 | 1,302 |
| Fair value | $1,690,000 | 1,279 |
| 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 | $147,619,000 | 857 |
| U.S. Government securities | $114,519,000 | 765 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $114,519,000 | 739 |
| Securities issued by states & political subdivisions | $508,000 | 5,332 |
| Other domestic debt securities | $4,143,000 | 1,443 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $2,465,000 | 138 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,678,000 | 1,235 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $28,449,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,567,000 | 579 |
| Mortgage-backed securities | $116,984,000 | 578 |
| Certificates of participation in pools of residential mortgages | $96,803,000 | 457 |
| Issued or guaranteed by U.S. | $96,803,000 | 453 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $17,716,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $17,716,000 | 769 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $2,465,000 | 138 |
| Commercial mortgage pass-through securities | $2,465,000 | 71 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $147,619,000 | 737 |
| Total debt securities | $119,170,000 | 1,039 |
| Structured notes | ||
| Amortized cost | $1,579,000 | 920 |
| Fair value | $1,678,000 | 904 |
| 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 | $133,706,000 | 940 |
| U.S. Government securities | $115,382,000 | 755 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $115,382,000 | 732 |
| Securities issued by states & political subdivisions | $513,000 | 5,257 |
| Other domestic debt securities | $1,680,000 | 1,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,680,000 | 1,248 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $16,131,000 | 153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,362,000 | 618 |
| Mortgage-backed securities | $115,382,000 | 585 |
| Certificates of participation in pools of residential mortgages | $106,285,000 | 446 |
| Issued or guaranteed by U.S. | $106,285,000 | 440 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,097,000 | 1,438 |
| CMOs issued by government agencies or sponsored agencies | $9,097,000 | 1,137 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $133,706,000 | 806 |
| Total debt securities | $117,575,000 | 1,046 |
| Structured notes | ||
| Amortized cost | $1,563,000 | 727 |
| Fair value | $1,680,000 | 707 |
| 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 | $109,665,000 | 1,112 |
| U.S. Government securities | $104,103,000 | 810 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $104,103,000 | 792 |
| Securities issued by states & political subdivisions | $504,000 | 5,230 |
| Other domestic debt securities | $1,684,000 | 1,950 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,684,000 | 1,225 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $3,374,000 | 420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,355,000 | 715 |
| Mortgage-backed securities | $104,103,000 | 626 |
| Certificates of participation in pools of residential mortgages | $93,895,000 | 476 |
| Issued or guaranteed by U.S. | $93,895,000 | 472 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $10,208,000 | 1,308 |
| CMOs issued by government agencies or sponsored agencies | $10,208,000 | 1,031 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $109,665,000 | 957 |
| Total debt securities | $106,291,000 | 1,127 |
| Structured notes | ||
| Amortized cost | $1,547,000 | 770 |
| Fair value | $1,684,000 | 746 |
| 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 | $109,809,000 | 1,083 |
| U.S. Government securities | $103,335,000 | 797 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $103,335,000 | 780 |
| Securities issued by states & political subdivisions | $503,000 | 5,220 |
| Other domestic debt securities | $1,616,000 | 1,935 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,616,000 | 1,223 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,355,000 | 362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,336,000 | 674 |
| Mortgage-backed securities | $103,335,000 | 601 |
| Certificates of participation in pools of residential mortgages | $92,050,000 | 466 |
| Issued or guaranteed by U.S. | $92,050,000 | 462 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $11,285,000 | 1,182 |
| CMOs issued by government agencies or sponsored agencies | $11,285,000 | 925 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $109,809,000 | 931 |
| Total debt securities | $105,454,000 | 1,116 |
| Structured notes | ||
| Amortized cost | $1,531,000 | 757 |
| Fair value | $1,616,000 | 737 |
| 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 | $125,410,000 | 970 |
| U.S. Government securities | $109,060,000 | 756 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $109,060,000 | 736 |
| Securities issued by states & political subdivisions | $502,000 | 5,273 |
| Other domestic debt securities | $1,577,000 | 1,988 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,577,000 | 1,314 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $14,271,000 | 202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,439,000 | 617 |
| Mortgage-backed securities | $109,060,000 | 571 |
| Certificates of participation in pools of residential mortgages | $96,460,000 | 449 |
| Issued or guaranteed by U.S. | $96,460,000 | 444 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $12,600,000 | 1,102 |
| CMOs issued by government agencies or sponsored agencies | $12,600,000 | 857 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $125,410,000 | 835 |
| Total debt securities | $111,139,000 | 1,066 |
| Structured notes | ||
| Amortized cost | $1,516,000 | 796 |
| Fair value | $1,577,000 | 777 |
| 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 | $126,471,000 | 960 |
| U.S. Government securities | $119,152,000 | 698 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $119,152,000 | 683 |
| Securities issued by states & political subdivisions | $507,000 | 5,280 |
| Other domestic debt securities | $1,611,000 | 1,895 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,611,000 | 1,254 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $5,201,000 | 500 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,232,000 | 543 |
| Mortgage-backed securities | $119,152,000 | 518 |
| Certificates of participation in pools of residential mortgages | $104,745,000 | 409 |
| Issued or guaranteed by U.S. | $104,745,000 | 402 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,407,000 | 985 |
| CMOs issued by government agencies or sponsored agencies | $14,407,000 | 768 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $126,471,000 | 836 |
| Total debt securities | $121,269,000 | 993 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 872 |
| Fair value | $1,611,000 | 848 |
| 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 | $133,807,000 | 890 |
| U.S. Government securities | $126,011,000 | 661 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $126,011,000 | 647 |
| Securities issued by states & political subdivisions | $497,000 | 5,319 |
| Other domestic debt securities | $1,539,000 | 1,776 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,539,000 | 1,202 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $5,760,000 | 434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,635,000 | 521 |
| Mortgage-backed securities | $126,011,000 | 457 |
| Certificates of participation in pools of residential mortgages | $109,549,000 | 355 |
| Issued or guaranteed by U.S. | $109,549,000 | 351 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $16,462,000 | 831 |
| CMOs issued by government agencies or sponsored agencies | $16,462,000 | 640 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $133,807,000 | 768 |
| Total debt securities | $128,047,000 | 901 |
| Structured notes | ||
| Amortized cost | $1,485,000 | 1,325 |
| Fair value | $1,539,000 | 1,259 |
| 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 | $139,448,000 | 859 |
| U.S. Government securities | $131,120,000 | 633 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $131,120,000 | 622 |
| Securities issued by states & political subdivisions | $491,000 | 5,351 |
| Other domestic debt securities | $1,483,000 | 1,755 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,483,000 | 1,210 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $6,354,000 | 387 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,046,000 | 489 |
| Mortgage-backed securities | $131,120,000 | 438 |
| Certificates of participation in pools of residential mortgages | $112,838,000 | 336 |
| Issued or guaranteed by U.S. | $112,838,000 | 329 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $18,282,000 | 750 |
| CMOs issued by government agencies or sponsored agencies | $18,282,000 | 568 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $139,448,000 | 728 |
| Total debt securities | $133,094,000 | 867 |
| Structured notes | ||
| Amortized cost | $1,470,000 | 1,519 |
| Fair value | $1,483,000 | 1,504 |
| 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 | $144,063,000 | 824 |
| U.S. Government securities | $136,789,000 | 630 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $136,789,000 | 620 |
| Securities issued by states & political subdivisions | $486,000 | 5,382 |
| Other domestic debt securities | $1,427,000 | 1,716 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,427,000 | 1,190 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $5,361,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,054,000 | 472 |
| Mortgage-backed securities | $136,655,000 | 430 |
| Certificates of participation in pools of residential mortgages | $116,697,000 | 327 |
| Issued or guaranteed by U.S. | $116,697,000 | 319 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $19,958,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $19,958,000 | 537 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $144,063,000 | 692 |
| Total debt securities | $138,702,000 | 833 |
| Structured notes | ||
| Amortized cost | $1,455,000 | 1,613 |
| Fair value | $1,427,000 | 1,621 |
| 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 | $159,939,000 | 759 |
| U.S. Government securities | $152,888,000 | 579 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $152,888,000 | 564 |
| Securities issued by states & political subdivisions | $489,000 | 5,427 |
| Other domestic debt securities | $1,429,000 | 1,727 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,429,000 | 1,208 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $5,133,000 | 466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,436,000 | 437 |
| Mortgage-backed securities | $146,757,000 | 409 |
| Certificates of participation in pools of residential mortgages | $124,760,000 | 317 |
| Issued or guaranteed by U.S. | $124,760,000 | 309 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $21,997,000 | 651 |
| CMOs issued by government agencies or sponsored agencies | $21,997,000 | 508 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $159,939,000 | 630 |
| Total debt securities | $154,805,000 | 762 |
| Structured notes | ||
| Amortized cost | $1,440,000 | 1,701 |
| Fair value | $1,429,000 | 1,702 |
| Trading account assets | $45,503,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $223,702,000 | 563 |
| U.S. Government securities | $217,555,000 | 424 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $217,555,000 | 413 |
| Securities issued by states & political subdivisions | $489,000 | 5,473 |
| Other domestic debt securities | $1,405,000 | 1,744 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,405,000 | 1,236 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $4,253,000 | 538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,745,000 | 349 |
| Mortgage-backed securities | $200,175,000 | 326 |
| Certificates of participation in pools of residential mortgages | $120,307,000 | 328 |
| Issued or guaranteed by U.S. | $120,307,000 | 322 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $79,868,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $79,868,000 | 225 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $223,702,000 | 471 |
| Total debt securities | $219,450,000 | 558 |
| Structured notes | ||
| Amortized cost | $1,425,000 | 1,805 |
| Fair value | $1,405,000 | 1,805 |
| 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 | $205,426,000 | 627 |
| U.S. Government securities | $201,336,000 | 466 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $201,336,000 | 449 |
| Securities issued by states & political subdivisions | $488,000 | 5,530 |
| Other domestic debt securities | $1,394,000 | 1,756 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,394,000 | 1,253 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $2,208,000 | 755 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,317,000 | 371 |
| Mortgage-backed securities | $185,377,000 | 348 |
| Certificates of participation in pools of residential mortgages | $100,250,000 | 390 |
| Issued or guaranteed by U.S. | $100,250,000 | 383 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $85,127,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $85,127,000 | 218 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $205,426,000 | 519 |
| Total debt securities | $203,218,000 | 616 |
| Structured notes | ||
| Amortized cost | $1,411,000 | 1,903 |
| Fair value | $1,394,000 | 1,906 |
| 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 | $208,101,000 | 622 |
| U.S. Government securities | $204,087,000 | 472 |
| U.S. Treasury securities | $908,000 | 1,191 |
| U.S. Government agency obligations | $203,179,000 | 462 |
| Securities issued by states & political subdivisions | $483,000 | 5,557 |
| Other domestic debt securities | $1,345,000 | 1,801 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,345,000 | 1,297 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,186,000 | 745 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,395,000 | 369 |
| Mortgage-backed securities | $185,931,000 | 351 |
| Certificates of participation in pools of residential mortgages | $95,184,000 | 411 |
| Issued or guaranteed by U.S. | $95,184,000 | 408 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $90,747,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $90,747,000 | 210 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $208,101,000 | 517 |
| Total debt securities | $205,914,000 | 608 |
| Structured notes | ||
| Amortized cost | $1,396,000 | 1,970 |
| Fair value | $1,346,000 | 1,974 |
| 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 | $218,267,000 | 602 |
| U.S. Government securities | $214,344,000 | 470 |
| U.S. Treasury securities | $5,398,000 | 519 |
| U.S. Government agency obligations | $208,946,000 | 460 |
| Securities issued by states & political subdivisions | $486,000 | 5,588 |
| Other domestic debt securities | $1,347,000 | 1,837 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,347,000 | 1,345 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,090,000 | 792 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,199,000 | 353 |
| Mortgage-backed securities | $190,929,000 | 350 |
| Certificates of participation in pools of residential mortgages | $93,982,000 | 416 |
| Issued or guaranteed by U.S. | $93,982,000 | 411 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $96,947,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $96,947,000 | 202 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $218,267,000 | 503 |
| Total debt securities | $216,177,000 | 590 |
| Structured notes | ||
| Amortized cost | $1,382,000 | 1,966 |
| Fair value | $1,347,000 | 1,969 |
| 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 | $227,371,000 | 589 |
| U.S. Government securities | $223,611,000 | 461 |
| U.S. Treasury securities | $5,416,000 | 531 |
| U.S. Government agency obligations | $218,195,000 | 452 |
| Securities issued by states & political subdivisions | $489,000 | 5,603 |
| Other domestic debt securities | $1,360,000 | 1,889 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,360,000 | 1,414 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,911,000 | 864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,197,000 | 376 |
| Mortgage-backed securities | $194,751,000 | 352 |
| Certificates of participation in pools of residential mortgages | $90,868,000 | 444 |
| Issued or guaranteed by U.S. | $90,868,000 | 438 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $103,883,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $103,883,000 | 193 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $227,371,000 | 492 |
| Total debt securities | $225,461,000 | 578 |
| Structured notes | ||
| Amortized cost | $1,368,000 | 1,964 |
| Fair value | $1,360,000 | 1,958 |
| 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 | $242,898,000 | 551 |
| U.S. Government securities | $239,548,000 | 431 |
| U.S. Treasury securities | $5,452,000 | 511 |
| U.S. Government agency obligations | $234,096,000 | 424 |
| Securities issued by states & political subdivisions | $494,000 | 5,625 |
| Other domestic debt securities | $1,366,000 | 1,921 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,366,000 | 1,466 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,490,000 | 953 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,931,000 | 380 |
| Mortgage-backed securities | $203,976,000 | 349 |
| Certificates of participation in pools of residential mortgages | $89,372,000 | 455 |
| Issued or guaranteed by U.S. | $89,372,000 | 449 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $114,604,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $114,604,000 | 187 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $242,898,000 | 457 |
| Total debt securities | $241,409,000 | 537 |
| Structured notes | ||
| Amortized cost | $1,354,000 | 1,920 |
| Fair value | $1,366,000 | 1,916 |
| 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 | $250,101,000 | 538 |
| U.S. Government securities | $247,546,000 | 418 |
| U.S. Treasury securities | $6,859,000 | 454 |
| U.S. Government agency obligations | $240,687,000 | 411 |
| Securities issued by states & political subdivisions | $496,000 | 5,626 |
| Other domestic debt securities | $1,358,000 | 1,959 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,358,000 | 1,535 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $701,000 | 1,281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,990,000 | 348 |
| Mortgage-backed securities | $210,773,000 | 347 |
| Certificates of participation in pools of residential mortgages | $86,350,000 | 469 |
| Issued or guaranteed by U.S. | $86,350,000 | 457 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $124,423,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $124,423,000 | 183 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $250,101,000 | 448 |
| Total debt securities | $249,400,000 | 524 |
| Structured notes | ||
| Amortized cost | $1,340,000 | 1,917 |
| Fair value | $1,358,000 | 1,906 |
| 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 | $292,397,000 | 477 |
| U.S. Government securities | $279,513,000 | 378 |
| U.S. Treasury securities | $20,208,000 | 220 |
| U.S. Government agency obligations | $259,305,000 | 385 |
| Securities issued by states & political subdivisions | $493,000 | 5,643 |
| Other domestic debt securities | $4,644,000 | 1,178 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,644,000 | 849 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $7,747,000 | 381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,982,000 | 359 |
| Mortgage-backed securities | $230,327,000 | 327 |
| Certificates of participation in pools of residential mortgages | $95,574,000 | 447 |
| Issued or guaranteed by U.S. | $95,574,000 | 442 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $134,753,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $134,753,000 | 185 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $292,397,000 | 405 |
| Total debt securities | $284,650,000 | 470 |
| Structured notes | ||
| Amortized cost | $1,327,000 | 1,899 |
| Fair value | $1,303,000 | 1,899 |
| 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 | $274,968,000 | 511 |
| U.S. Government securities | $257,511,000 | 407 |
| U.S. Treasury securities | $14,151,000 | 301 |
| U.S. Government agency obligations | $243,360,000 | 411 |
| Securities issued by states & political subdivisions | $1,544,000 | 4,668 |
| Other domestic debt securities | $5,112,000 | 1,142 |
| Privately issued residential mortgage-backed securities | $351,000 | 931 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,761,000 | 862 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $10,801,000 | 304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,841,000 | 344 |
| Mortgage-backed securities | $211,429,000 | 353 |
| Certificates of participation in pools of residential mortgages | $65,730,000 | 618 |
| Issued or guaranteed by U.S. | $65,730,000 | 615 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $145,699,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $145,348,000 | 183 |
| Privately issued | $351,000 | 862 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $274,968,000 | 434 |
| Total debt securities | $264,167,000 | 511 |
| Structured notes | ||
| Amortized cost | $1,313,000 | 1,854 |
| Fair value | $1,327,000 | 1,853 |
| 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 | $249,752,000 | 552 |
| U.S. Government securities | $230,161,000 | 471 |
| U.S. Treasury securities | $13,352,000 | 312 |
| U.S. Government agency obligations | $216,809,000 | 475 |
| Securities issued by states & political subdivisions | $1,559,000 | 4,676 |
| Other domestic debt securities | $5,224,000 | 1,125 |
| Privately issued residential mortgage-backed securities | $418,000 | 864 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,806,000 | 880 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $12,808,000 | 269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,347,000 | 370 |
| Mortgage-backed securities | $179,074,000 | 407 |
| Certificates of participation in pools of residential mortgages | $58,466,000 | 656 |
| Issued or guaranteed by U.S. | $58,466,000 | 653 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $120,608,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $120,190,000 | 197 |
| Privately issued | $418,000 | 795 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $249,752,000 | 468 |
| Total debt securities | $236,944,000 | 559 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,848 |
| Fair value | $1,333,000 | 1,845 |
| 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 | $197,702,000 | 675 |
| U.S. Government securities | $154,370,000 | 660 |
| U.S. Treasury securities | $13,677,000 | 322 |
| U.S. Government agency obligations | $140,693,000 | 682 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $24,411,000 | 478 |
| Privately issued residential mortgage-backed securities | $495,000 | 814 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,916,000 | 283 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $18,921,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,373,000 | 500 |
| Mortgage-backed securities | $125,164,000 | 525 |
| Certificates of participation in pools of residential mortgages | $74,161,000 | 577 |
| Issued or guaranteed by U.S. | $74,161,000 | 573 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $51,003,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $50,508,000 | 345 |
| Privately issued | $495,000 | 756 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $197,702,000 | 570 |
| Total debt securities | $178,781,000 | 720 |
| Structured notes | ||
| Amortized cost | $1,287,000 | 1,847 |
| Fair value | $1,252,000 | 1,846 |
| 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 | $164,632,000 | 802 |
| U.S. Government securities | $114,850,000 | 857 |
| U.S. Treasury securities | $14,988,000 | 290 |
| U.S. Government agency obligations | $99,862,000 | 921 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $27,821,000 | 463 |
| Privately issued residential mortgage-backed securities | $555,000 | 832 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,266,000 | 281 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $21,961,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,601,000 | 802 |
| Mortgage-backed securities | $81,538,000 | 741 |
| Certificates of participation in pools of residential mortgages | $42,924,000 | 874 |
| Issued or guaranteed by U.S. | $42,924,000 | 868 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $38,614,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $38,059,000 | 417 |
| Privately issued | $555,000 | 774 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $164,632,000 | 690 |
| Total debt securities | $142,671,000 | 885 |
| Structured notes | ||
| Amortized cost | $1,274,000 | 1,636 |
| Fair value | $1,332,000 | 1,619 |
| 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 | $143,199,000 | 935 |
| U.S. Government securities | $90,403,000 | 1,102 |
| U.S. Treasury securities | $14,387,000 | 319 |
| U.S. Government agency obligations | $76,016,000 | 1,257 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $31,021,000 | 409 |
| Privately issued residential mortgage-backed securities | $658,000 | 688 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,363,000 | 273 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $21,775,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,117,000 | 1,037 |
| Mortgage-backed securities | $60,456,000 | 935 |
| Certificates of participation in pools of residential mortgages | $30,112,000 | 1,153 |
| Issued or guaranteed by U.S. | $30,112,000 | 1,145 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $30,344,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $29,686,000 | 545 |
| Privately issued | $658,000 | 600 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $143,199,000 | 808 |
| Total debt securities | $121,424,000 | 1,070 |
| Structured notes | ||
| Amortized cost | $1,261,000 | 1,524 |
| Fair value | $1,271,000 | 1,520 |
| 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 | $135,027,000 | 997 |
| U.S. Government securities | $83,895,000 | 1,175 |
| U.S. Treasury securities | $13,938,000 | 319 |
| U.S. Government agency obligations | $69,957,000 | 1,321 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $27,554,000 | 459 |
| Privately issued residential mortgage-backed securities | $812,000 | 698 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,742,000 | 318 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $23,578,000 | 200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,969,000 | 1,334 |
| Mortgage-backed securities | $47,670,000 | 1,095 |
| Certificates of participation in pools of residential mortgages | $16,165,000 | 1,787 |
| Issued or guaranteed by U.S. | $16,165,000 | 1,779 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $31,505,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $30,693,000 | 539 |
| Privately issued | $812,000 | 618 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $135,027,000 | 855 |
| Total debt securities | $111,449,000 | 1,158 |
| Structured notes | ||
| Amortized cost | $1,248,000 | 1,310 |
| Fair value | $1,248,000 | 1,305 |
| 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 | $139,086,000 | 945 |
| U.S. Government securities | $86,010,000 | 1,094 |
| U.S. Treasury securities | $11,247,000 | 366 |
| U.S. Government agency obligations | $74,763,000 | 1,195 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $29,775,000 | 447 |
| Privately issued residential mortgage-backed securities | $1,004,000 | 682 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,771,000 | 318 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $23,301,000 | 209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,779,000 | 1,277 |
| Mortgage-backed securities | $54,510,000 | 997 |
| Certificates of participation in pools of residential mortgages | $17,005,000 | 1,691 |
| Issued or guaranteed by U.S. | $17,005,000 | 1,683 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $37,505,000 | 558 |
| CMOs issued by government agencies or sponsored agencies | $36,501,000 | 521 |
| Privately issued | $1,004,000 | 606 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $139,086,000 | 811 |
| Total debt securities | $115,785,000 | 1,088 |
| Structured notes | ||
| Amortized cost | $1,702,000 | 975 |
| Fair value | $851,000 | 1,432 |
| 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 | $153,222,000 | 841 |
| U.S. Government securities | $98,867,000 | 967 |
| U.S. Treasury securities | $12,777,000 | 360 |
| U.S. Government agency obligations | $86,090,000 | 1,046 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $30,923,000 | 430 |
| Privately issued residential mortgage-backed securities | $1,048,000 | 671 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,875,000 | 308 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $23,432,000 | 193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,235,000 | 1,678 |
| Mortgage-backed securities | $61,638,000 | 901 |
| Certificates of participation in pools of residential mortgages | $20,179,000 | 1,489 |
| Issued or guaranteed by U.S. | $20,179,000 | 1,485 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $41,459,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $40,411,000 | 495 |
| Privately issued | $1,048,000 | 596 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $153,222,000 | 724 |
| Total debt securities | $129,790,000 | 965 |
| Structured notes | ||
| Amortized cost | $1,702,000 | 729 |
| Fair value | $851,000 | 1,166 |
| 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 | $154,116,000 | 823 |
| U.S. Government securities | $106,343,000 | 870 |
| U.S. Treasury securities | $13,568,000 | 345 |
| U.S. Government agency obligations | $92,775,000 | 958 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $24,633,000 | 510 |
| Privately issued residential mortgage-backed securities | $1,177,000 | 665 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,456,000 | 378 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $23,140,000 | 207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,210,000 | 1,506 |
| Mortgage-backed securities | $62,466,000 | 861 |
| Certificates of participation in pools of residential mortgages | $19,734,000 | 1,478 |
| Issued or guaranteed by U.S. | $19,734,000 | 1,472 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $42,732,000 | 519 |
| CMOs issued by government agencies or sponsored agencies | $41,555,000 | 487 |
| Privately issued | $1,177,000 | 591 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $154,116,000 | 692 |
| Total debt securities | $130,976,000 | 911 |
| Structured notes | ||
| Amortized cost | $1,702,000 | 589 |
| Fair value | $851,000 | 1,019 |
| 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 | $148,391,000 | 775 |
| U.S. Government securities | $70,746,000 | 1,138 |
| U.S. Treasury securities | $8,713,000 | 515 |
| U.S. Government agency obligations | $62,033,000 | 1,248 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $44,035,000 | 347 |
| Privately issued residential mortgage-backed securities | $1,400,000 | 723 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,635,000 | 227 |
| Foreign debt securities | $662,000 | 134 |
| Equity securities | $32,948,000 | 139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,433,000 | 3,850 |
| Mortgage-backed securities | $42,771,000 | 1,073 |
| Certificates of participation in pools of residential mortgages | $22,330,000 | 1,185 |
| Issued or guaranteed by U.S. | $22,330,000 | 1,176 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $20,441,000 | 821 |
| CMOs issued by government agencies or sponsored agencies | $19,041,000 | 779 |
| Privately issued | $1,400,000 | 651 |
| 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) | $148,391,000 | 651 |
| Total debt securities | $115,443,000 | 961 |
| Structured notes | ||
| Amortized cost | $1,702,000 | 233 |
| Fair value | $851,000 | 444 |
| 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 | $120,787,000 | 939 |
| U.S. Government securities | $28,714,000 | 2,726 |
| U.S. Treasury securities | $5,660,000 | 960 |
| U.S. Government agency obligations | $23,054,000 | 3,027 |
| Securities issued by states & political subdivisions | $2,075,000 | 4,349 |
| Other domestic debt securities | $53,875,000 | 261 |
| Privately issued residential mortgage-backed securities | $111,000 | 1,165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $53,764,000 | 188 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $36,123,000 | 168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,126,000 | 5,607 |
| Mortgage-backed securities | $15,424,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | $9,907,000 | 1,753 |
| Issued or guaranteed by U.S. | $9,907,000 | 1,742 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,517,000 | 1,430 |
| CMOs issued by government agencies or sponsored agencies | $5,406,000 | 1,322 |
| Privately issued | $111,000 | 1,010 |
| 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) | $120,787,000 | 709 |
| Total debt securities | $84,664,000 | 1,264 |
| Structured notes | ||
| Amortized cost | $1,701,000 | 228 |
| Fair value | $1,547,000 | 236 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $142,110,000 | 832 |
| U.S. Government securities | $17,369,000 | 4,299 |
| U.S. Treasury securities | $3,408,000 | 2,042 |
| U.S. Government agency obligations | $13,961,000 | 4,530 |
| Securities issued by states & political subdivisions | $4,885,000 | 2,959 |
| Other domestic debt securities | $61,372,000 | 257 |
| 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 | $61,372,000 | 176 |
| Foreign debt securities | $2,223,000 | 83 |
| Equity securities | $56,261,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,054,000 | 5,650 |
| Mortgage-backed securities | $7,948,000 | 2,861 |
| Certificates of participation in pools of residential mortgages | $6,052,000 | 2,519 |
| Issued or guaranteed by U.S. | $6,052,000 | 2,508 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,896,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $1,896,000 | 2,361 |
| 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) | $142,110,000 | 632 |
| Total debt securities | $85,849,000 | 1,279 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $128,451,000 | 907 |
| U.S. Government securities | $16,767,000 | 4,444 |
| U.S. Treasury securities | $3,611,000 | 2,776 |
| U.S. Government agency obligations | $13,156,000 | 4,471 |
| Securities issued by states & political subdivisions | $1,900,000 | 4,797 |
| Other domestic debt securities | $54,981,000 | 244 |
| 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 | $54,981,000 | 155 |
| Foreign debt securities | $810,000 | 123 |
| Equity securities | $53,993,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,202,000 | 5,267 |
| Mortgage-backed securities | $5,287,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $3,540,000 | 3,549 |
| Issued or guaranteed by U.S. | $3,540,000 | 3,533 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,747,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $1,747,000 | 2,632 |
| 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) | $128,451,000 | 691 |
| Total debt securities | $74,458,000 | 1,526 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $1,514,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $112,206,000 | 1,026 |
| U.S. Government securities | $16,891,000 | 4,627 |
| U.S. Treasury securities | $6,021,000 | 2,762 |
| U.S. Government agency obligations | $10,870,000 | 4,968 |
| Securities issued by states & political subdivisions | $215,000 | 7,453 |
| Other domestic debt securities | $35,750,000 | 254 |
| Privately issued residential mortgage-backed securities | $1,967,000 | 465 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,783,000 | 159 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $59,350,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,879,000 | 5,750 |
| Mortgage-backed securities | $11,574,000 | 2,411 |
| Certificates of participation in pools of residential mortgages | $10,212,000 | 1,915 |
| Issued or guaranteed by U.S. | $8,245,000 | 2,179 |
| Privately issued | $1,967,000 | 163 |
| Collaterized mortgage obligations | $1,362,000 | 3,113 |
| CMOs issued by government agencies or sponsored agencies | $1,362,000 | 2,991 |
| 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) | $112,206,000 | 740 |
| Total debt securities | $52,856,000 | 2,119 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $87,640,000 | 1,367 |
| U.S. Government securities | $12,826,000 | 6,086 |
| U.S. Treasury securities | $5,262,000 | 3,644 |
| U.S. Government agency obligations | $7,564,000 | 6,455 |
| Securities issued by states & political subdivisions | $241,000 | 7,786 |
| Other domestic debt securities | $22,469,000 | 337 |
| Privately issued residential mortgage-backed securities | $3,313,000 | 437 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,156,000 | 225 |
| Foreign debt securities | $11,000 | 419 |
| Equity securities | $52,093,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,926,000 | 5,202 |
| Mortgage-backed securities | $10,852,000 | 2,784 |
| Certificates of participation in pools of residential mortgages | $9,447,000 | 2,234 |
| Issued or guaranteed by U.S. | $7,539,000 | 2,519 |
| Privately issued | $1,908,000 | 204 |
| Collaterized mortgage obligations | $1,405,000 | 3,467 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $1,405,000 | 470 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $87,640,000 | 939 |
| Total debt securities | $35,547,000 | 3,307 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $91,496,000 | 1,366 |
| U.S. Government securities | $15,602,000 | 5,567 |
| U.S. Treasury securities | $6,137,000 | 3,964 |
| U.S. Government agency obligations | $9,465,000 | 5,678 |
| Securities issued by states & political subdivisions | $2,459,000 | 4,429 |
| Other domestic debt securities | $17,144,000 | 488 |
| Privately issued residential mortgage-backed securities | $2,897,000 | 510 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,247,000 | 365 |
| Foreign debt securities | $162,000 | 328 |
| Equity securities | $56,129,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,216,000 | 5,780 |
| Mortgage-backed securities | $11,481,000 | 2,821 |
| Certificates of participation in pools of residential mortgages | $7,165,000 | 2,665 |
| Issued or guaranteed by U.S. | $7,165,000 | 2,641 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,316,000 | 2,358 |
| CMOs issued by government agencies or sponsored agencies | $1,419,000 | 3,725 |
| Privately issued | $2,897,000 | 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $91,496,000 | 925 |
| Total debt securities | $35,367,000 | 3,482 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $243,000 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $78,258,000 | 1,671 |
| U.S. Government securities | $13,638,000 | 6,435 |
| U.S. Treasury securities | $7,115,000 | 4,376 |
| U.S. Government agency obligations | $6,523,000 | 6,881 |
| Securities issued by states & political subdivisions | $4,357,000 | 3,253 |
| Other domestic debt securities | $7,443,000 | 907 |
| Privately issued residential mortgage-backed securities | $1,824,000 | 689 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,619,000 | 820 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $52,820,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,246,000 | 5,876 |
| Mortgage-backed securities | $6,663,000 | 4,095 |
| Certificates of participation in pools of residential mortgages | $2,742,000 | 4,569 |
| Issued or guaranteed by U.S. | $2,471,000 | 4,750 |
| Privately issued | $271,000 | 385 |
| Collaterized mortgage obligations | $3,921,000 | 2,646 |
| CMOs issued by government agencies or sponsored agencies | $2,368,000 | 3,238 |
| Privately issued | $1,553,000 | 566 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,526,000 | 9,630 |
| Available-for-sale securities (fair market value) | $75,732,000 | 753 |
| Total debt securities | $25,438,000 | 4,829 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $346,000 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $86,439,000 | 1,584 |
| U.S. Government securities | $10,051,000 | 7,985 |
| U.S. Treasury securities | $3,293,000 | 7,067 |
| U.S. Government agency obligations | $6,758,000 | 6,936 |
| Securities issued by states & political subdivisions | $11,121,000 | 1,340 |
| Other domestic debt securities | $15,328,000 | 658 |
| Privately issued residential mortgage-backed securities | $3,735,000 | 596 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,593,000 | 561 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $49,939,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,545,000 | 6,395 |
| Mortgage-backed securities | $10,381,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $2,314,000 | 5,449 |
| Issued or guaranteed by U.S. | $2,314,000 | 5,409 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $8,067,000 | 1,949 |
| CMOs issued by government agencies or sponsored agencies | $4,332,000 | 2,693 |
| Privately issued | $3,735,000 | 399 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $36,500,000 | 3,680 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $60,424,000 | 2,231 |
| U.S. Government securities | $8,359,000 | 8,827 |
| U.S. Treasury securities | $3,116,000 | 7,366 |
| U.S. Government agency obligations | $5,243,000 | 7,826 |
| Securities issued by states & political subdivisions | $9,168,000 | 1,486 |
| Other domestic debt securities | $14,610,000 | 785 |
| Privately issued residential mortgage-backed securities | $3,809,000 | 793 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,801,000 | 667 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $28,287,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 6,949 |
| Mortgage-backed securities | $8,815,000 | 4,044 |
| Certificates of participation in pools of residential mortgages | $2,189,000 | 5,931 |
| Issued or guaranteed by U.S. | $2,189,000 | 5,865 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $6,626,000 | 2,223 |
| CMOs issued by government agencies or sponsored agencies | $2,817,000 | 3,257 |
| Privately issued | $3,809,000 | 571 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $32,137,000 | 4,115 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |