Home > Limestone Bank, Inc. > Securities
Limestone Bank, Inc., Securities
| 2023-03-31 | Rank | |
| Total securities | $230,163,000 | 912 |
| U.S. Government securities | $97,936,000 | 1,282 |
| U.S. Treasury securities | $7,945,000 | 1,686 |
| U.S. Government agency obligations | $89,991,000 | 1,089 |
| Securities issued by states & political subdivisions | $43,215,000 | 1,081 |
| Other domestic debt securities | $89,042,000 | 292 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,098,000 | 93 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $42,944,000 | 220 |
| 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 | $127,506,000 | 677 |
| Mortgage-backed securities | $79,672,000 | 993 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $59,718,000 | 770 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,724,000 | 1,780 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,035,000 | 430 |
| Other commercial mortgage-backed securities | $5,195,000 | 701 |
| Held to maturity securities (book value) | $43,215,000 | 622 |
| Available-for-sale securities (fair market value) | $186,978,000 | 949 |
| Total debt securities | $230,193,000 | 903 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $223,455,000 | 956 |
| U.S. Government securities | $91,661,000 | 1,361 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $91,661,000 | 1,079 |
| Securities issued by states & political subdivisions | $43,282,000 | 1,107 |
| Other domestic debt securities | $88,512,000 | 299 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,041,000 | 91 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $42,471,000 | 233 |
| 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 | $122,069,000 | 640 |
| Mortgage-backed securities | $80,916,000 | 983 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $60,184,000 | 774 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,777,000 | 1,786 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,605,000 | 414 |
| Other commercial mortgage-backed securities | $5,350,000 | 695 |
| Held to maturity securities (book value) | $43,282,000 | 628 |
| Available-for-sale securities (fair market value) | $180,173,000 | 1,005 |
| Total debt securities | $223,455,000 | 945 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $224,642,000 | 959 |
| U.S. Government securities | $92,378,000 | 1,348 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $92,378,000 | 1,075 |
| Securities issued by states & political subdivisions | $43,350,000 | 1,110 |
| Other domestic debt securities | $88,914,000 | 292 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $45,988,000 | 94 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $42,926,000 | 230 |
| 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 | $117,817,000 | 623 |
| Mortgage-backed securities | $81,705,000 | 971 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $60,517,000 | 784 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,875,000 | 1,775 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,843,000 | 419 |
| Other commercial mortgage-backed securities | $5,470,000 | 713 |
| Held to maturity securities (book value) | $43,350,000 | 611 |
| Available-for-sale securities (fair market value) | $181,292,000 | 1,012 |
| Total debt securities | $224,642,000 | 948 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $237,227,000 | 927 |
| U.S. Government securities | $102,736,000 | 1,254 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $102,736,000 | 1,014 |
| Securities issued by states & political subdivisions | $44,205,000 | 1,139 |
| Other domestic debt securities | $90,286,000 | 267 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,178,000 | 96 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $44,108,000 | 228 |
| 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 | $90,051,000 | 750 |
| Mortgage-backed securities | $90,812,000 | 934 |
| Certificates of participation in pools of residential mortgages | $65,529,000 | 782 |
| Issued or guaranteed by U.S. | $65,529,000 | 770 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,130,000 | 1,843 |
| CMOs issued by government agencies or sponsored agencies | $3,130,000 | 1,767 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $22,153,000 | 587 |
| Commercial mortgage pass-through securities | $15,959,000 | 377 |
| Other commercial mortgage-backed securities | $6,194,000 | 747 |
| Held to maturity securities (book value) | $44,205,000 | 548 |
| Available-for-sale securities (fair market value) | $193,022,000 | 976 |
| Total debt securities | $237,227,000 | 919 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $249,710,000 | 876 |
| U.S. Government securities | $111,426,000 | 1,157 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $111,426,000 | 959 |
| Securities issued by states & political subdivisions | $45,639,000 | 1,121 |
| Other domestic debt securities | $92,645,000 | 256 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $47,924,000 | 98 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $44,721,000 | 223 |
| 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 | $133,346,000 | 537 |
| Mortgage-backed securities | $99,054,000 | 886 |
| Certificates of participation in pools of residential mortgages | $68,836,000 | 759 |
| Issued or guaranteed by U.S. | $68,836,000 | 749 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,505,000 | 1,797 |
| CMOs issued by government agencies or sponsored agencies | $3,505,000 | 1,727 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $26,713,000 | 510 |
| Commercial mortgage pass-through securities | $19,386,000 | 329 |
| Other commercial mortgage-backed securities | $7,327,000 | 685 |
| Held to maturity securities (book value) | $45,639,000 | 480 |
| Available-for-sale securities (fair market value) | $204,071,000 | 938 |
| Total debt securities | $249,710,000 | 867 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $260,673,000 | 805 |
| U.S. Government securities | $120,260,000 | 1,020 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $120,260,000 | 894 |
| Securities issued by states & political subdivisions | $46,460,000 | 1,151 |
| Other domestic debt securities | $93,953,000 | 258 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,150,000 | 98 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $43,803,000 | 225 |
| 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 | $155,437,000 | 474 |
| Mortgage-backed securities | $109,015,000 | 819 |
| Certificates of participation in pools of residential mortgages | $74,321,000 | 716 |
| Issued or guaranteed by U.S. | $74,321,000 | 704 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,140,000 | 1,686 |
| CMOs issued by government agencies or sponsored agencies | $4,140,000 | 1,631 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $30,554,000 | 473 |
| Commercial mortgage pass-through securities | $21,325,000 | 312 |
| Other commercial mortgage-backed securities | $9,229,000 | 614 |
| Held to maturity securities (book value) | $46,460,000 | 391 |
| Available-for-sale securities (fair market value) | $214,213,000 | 894 |
| Total debt securities | $260,673,000 | 797 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $251,087,000 | 801 |
| U.S. Government securities | $113,454,000 | 1,008 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $113,454,000 | 913 |
| Securities issued by states & political subdivisions | $47,539,000 | 1,093 |
| Other domestic debt securities | $90,094,000 | 252 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,130,000 | 103 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $39,964,000 | 230 |
| 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 | $118,236,000 | 562 |
| Mortgage-backed securities | $102,038,000 | 825 |
| Certificates of participation in pools of residential mortgages | $61,761,000 | 803 |
| Issued or guaranteed by U.S. | $61,761,000 | 790 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,779,000 | 1,606 |
| CMOs issued by government agencies or sponsored agencies | $4,779,000 | 1,562 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $35,498,000 | 428 |
| Commercial mortgage pass-through securities | $25,128,000 | 267 |
| Other commercial mortgage-backed securities | $10,370,000 | 571 |
| Held to maturity securities (book value) | $47,539,000 | 360 |
| Available-for-sale securities (fair market value) | $203,548,000 | 884 |
| Total debt securities | $251,087,000 | 791 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $228,871,000 | 834 |
| U.S. Government securities | $110,762,000 | 967 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $110,762,000 | 883 |
| Securities issued by states & political subdivisions | $46,717,000 | 1,079 |
| Other domestic debt securities | $71,392,000 | 270 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $39,945,000 | 117 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $31,447,000 | 270 |
| 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 | $95,836,000 | 662 |
| Mortgage-backed securities | $97,717,000 | 823 |
| Certificates of participation in pools of residential mortgages | $54,765,000 | 833 |
| Issued or guaranteed by U.S. | $54,765,000 | 816 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,442,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $5,442,000 | 1,442 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $37,510,000 | 399 |
| Commercial mortgage pass-through securities | $26,250,000 | 250 |
| Other commercial mortgage-backed securities | $11,260,000 | 524 |
| Held to maturity securities (book value) | $46,717,000 | 341 |
| Available-for-sale securities (fair market value) | $182,154,000 | 933 |
| Total debt securities | $228,871,000 | 822 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $218,944,000 | 800 |
| U.S. Government securities | $107,115,000 | 897 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $107,115,000 | 848 |
| Securities issued by states & political subdivisions | $41,254,000 | 1,150 |
| Other domestic debt securities | $70,575,000 | 255 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $39,619,000 | 116 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $30,956,000 | 258 |
| 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 | $79,309,000 | 742 |
| Mortgage-backed securities | $94,188,000 | 801 |
| Certificates of participation in pools of residential mortgages | $49,494,000 | 859 |
| Issued or guaranteed by U.S. | $49,494,000 | 838 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $6,368,000 | 1,350 |
| CMOs issued by government agencies or sponsored agencies | $6,368,000 | 1,303 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $38,326,000 | 377 |
| Commercial mortgage pass-through securities | $26,419,000 | 243 |
| Other commercial mortgage-backed securities | $11,907,000 | 489 |
| Held to maturity securities (book value) | $41,254,000 | 340 |
| Available-for-sale securities (fair market value) | $177,690,000 | 882 |
| Total debt securities | $218,944,000 | 789 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $203,862,000 | 782 |
| U.S. Government securities | $93,950,000 | 917 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $93,950,000 | 871 |
| Securities issued by states & political subdivisions | $36,055,000 | 1,244 |
| Other domestic debt securities | $73,857,000 | 233 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,152,000 | 108 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $30,705,000 | 248 |
| 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 | $81,384,000 | 726 |
| Mortgage-backed securities | $85,044,000 | 793 |
| Certificates of participation in pools of residential mortgages | $47,794,000 | 798 |
| Issued or guaranteed by U.S. | $47,794,000 | 787 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $7,857,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $7,857,000 | 1,199 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $29,393,000 | 409 |
| Commercial mortgage pass-through securities | $18,376,000 | 283 |
| Other commercial mortgage-backed securities | $11,017,000 | 481 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $203,862,000 | 712 |
| Total debt securities | $203,862,000 | 770 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $203,544,000 | 727 |
| U.S. Government securities | $99,438,000 | 837 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $99,438,000 | 793 |
| Securities issued by states & political subdivisions | $35,435,000 | 1,154 |
| Other domestic debt securities | $68,671,000 | 236 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $42,825,000 | 102 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $25,846,000 | 264 |
| 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 | $73,584,000 | 765 |
| Mortgage-backed securities | $90,496,000 | 716 |
| Certificates of participation in pools of residential mortgages | $50,321,000 | 728 |
| Issued or guaranteed by U.S. | $50,321,000 | 712 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,916,000 | 1,124 |
| CMOs issued by government agencies or sponsored agencies | $9,916,000 | 1,089 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $30,259,000 | 394 |
| Commercial mortgage pass-through securities | $18,894,000 | 270 |
| Other commercial mortgage-backed securities | $11,365,000 | 452 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $203,544,000 | 666 |
| Total debt securities | $203,544,000 | 721 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $202,596,000 | 711 |
| U.S. Government securities | $109,252,000 | 766 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $109,252,000 | 724 |
| Securities issued by states & political subdivisions | $29,568,000 | 1,272 |
| Other domestic debt securities | $63,776,000 | 237 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $41,688,000 | 96 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $22,088,000 | 296 |
| 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 | $85,059,000 | 693 |
| Mortgage-backed securities | $99,620,000 | 669 |
| Certificates of participation in pools of residential mortgages | $56,197,000 | 639 |
| Issued or guaranteed by U.S. | $56,197,000 | 626 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,238,000 | 1,044 |
| CMOs issued by government agencies or sponsored agencies | $12,238,000 | 1,009 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $31,185,000 | 379 |
| Commercial mortgage pass-through securities | $19,230,000 | 262 |
| Other commercial mortgage-backed securities | $11,955,000 | 429 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $202,596,000 | 654 |
| Total debt securities | $202,596,000 | 702 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $198,657,000 | 704 |
| U.S. Government securities | $110,205,000 | 782 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $110,205,000 | 733 |
| Securities issued by states & political subdivisions | $28,154,000 | 1,207 |
| Other domestic debt securities | $60,298,000 | 232 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,754,000 | 92 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $19,544,000 | 293 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,880,000 | 677 |
| Mortgage-backed securities | $100,769,000 | 686 |
| Certificates of participation in pools of residential mortgages | $55,763,000 | 645 |
| Issued or guaranteed by U.S. | $55,763,000 | 629 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $13,997,000 | 978 |
| CMOs issued by government agencies or sponsored agencies | $13,997,000 | 950 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $31,009,000 | 376 |
| Commercial mortgage pass-through securities | $19,213,000 | 253 |
| Other commercial mortgage-backed securities | $11,796,000 | 431 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $198,657,000 | 640 |
| Total debt securities | $198,657,000 | 695 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $209,000,000 | 660 |
| U.S. Government securities | $114,528,000 | 759 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $114,528,000 | 711 |
| Securities issued by states & political subdivisions | $28,366,000 | 1,161 |
| Other domestic debt securities | $66,106,000 | 217 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $49,420,000 | 79 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $16,686,000 | 309 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,843,000 | 678 |
| Mortgage-backed securities | $104,295,000 | 649 |
| Certificates of participation in pools of residential mortgages | $57,776,000 | 612 |
| Issued or guaranteed by U.S. | $57,776,000 | 598 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $15,044,000 | 935 |
| CMOs issued by government agencies or sponsored agencies | $15,044,000 | 907 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $31,475,000 | 367 |
| Commercial mortgage pass-through securities | $19,648,000 | 257 |
| Other commercial mortgage-backed securities | $11,827,000 | 416 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $209,000,000 | 591 |
| Total debt securities | $209,000,000 | 652 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $203,381,000 | 664 |
| U.S. Government securities | $113,037,000 | 758 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $113,037,000 | 712 |
| Securities issued by states & political subdivisions | $29,633,000 | 1,110 |
| Other domestic debt securities | $60,711,000 | 225 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $49,596,000 | 81 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $11,115,000 | 384 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,587,000 | 696 |
| Mortgage-backed securities | $102,704,000 | 627 |
| Certificates of participation in pools of residential mortgages | $56,787,000 | 604 |
| Issued or guaranteed by U.S. | $56,787,000 | 589 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $13,320,000 | 1,020 |
| CMOs issued by government agencies or sponsored agencies | $13,320,000 | 983 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $32,597,000 | 361 |
| Commercial mortgage pass-through securities | $20,237,000 | 254 |
| Other commercial mortgage-backed securities | $12,360,000 | 396 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $203,381,000 | 591 |
| Total debt securities | $203,381,000 | 658 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $208,614,000 | 665 |
| U.S. Government securities | $118,054,000 | 742 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $118,054,000 | 700 |
| Securities issued by states & political subdivisions | $30,797,000 | 1,088 |
| Other domestic debt securities | $59,763,000 | 210 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $49,682,000 | 79 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $10,081,000 | 420 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,892,000 | 748 |
| Mortgage-backed securities | $107,110,000 | 606 |
| Certificates of participation in pools of residential mortgages | $59,644,000 | 592 |
| Issued or guaranteed by U.S. | $59,644,000 | 588 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $14,167,000 | 960 |
| CMOs issued by government agencies or sponsored agencies | $14,167,000 | 919 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $33,299,000 | 348 |
| Commercial mortgage pass-through securities | $20,771,000 | 244 |
| Other commercial mortgage-backed securities | $12,528,000 | 378 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $208,614,000 | 588 |
| Total debt securities | $208,614,000 | 656 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $206,411,000 | 665 |
| U.S. Government securities | $114,596,000 | 763 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $114,596,000 | 711 |
| Securities issued by states & political subdivisions | $32,059,000 | 1,070 |
| Other domestic debt securities | $59,756,000 | 200 |
| Privately issued residential mortgage-backed securities | $3,000,000 | 274 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $46,713,000 | 76 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $10,043,000 | 425 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,470,000 | 756 |
| Mortgage-backed securities | $106,893,000 | 601 |
| Certificates of participation in pools of residential mortgages | $59,062,000 | 602 |
| Issued or guaranteed by U.S. | $59,062,000 | 600 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $17,695,000 | 835 |
| CMOs issued by government agencies or sponsored agencies | $14,695,000 | 886 |
| Privately issued | $3,000,000 | 180 |
| Commercial mortgage-backed securities | $30,136,000 | 342 |
| Commercial mortgage pass-through securities | $20,782,000 | 252 |
| Other commercial mortgage-backed securities | $9,354,000 | 391 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $206,411,000 | 593 |
| Total debt securities | $206,411,000 | 658 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $201,192,000 | 689 |
| U.S. Government securities | $108,550,000 | 799 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $108,550,000 | 745 |
| Securities issued by states & political subdivisions | $32,812,000 | 1,069 |
| Other domestic debt securities | $59,830,000 | 198 |
| Privately issued residential mortgage-backed securities | $3,009,000 | 246 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $46,830,000 | 75 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $9,991,000 | 418 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,421,000 | 819 |
| Mortgage-backed securities | $102,577,000 | 619 |
| Certificates of participation in pools of residential mortgages | $54,417,000 | 637 |
| Issued or guaranteed by U.S. | $54,417,000 | 634 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $17,940,000 | 822 |
| CMOs issued by government agencies or sponsored agencies | $14,931,000 | 867 |
| Privately issued | $3,009,000 | 172 |
| Commercial mortgage-backed securities | $30,220,000 | 334 |
| Commercial mortgage pass-through securities | $20,973,000 | 240 |
| Other commercial mortgage-backed securities | $9,247,000 | 387 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $201,192,000 | 610 |
| Total debt securities | $201,192,000 | 677 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $184,870,000 | 744 |
| U.S. Government securities | $108,462,000 | 801 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $108,462,000 | 757 |
| Securities issued by states & political subdivisions | $32,648,000 | 1,079 |
| Other domestic debt securities | $43,760,000 | 244 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $34,876,000 | 83 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $8,884,000 | 446 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,724,000 | 914 |
| Mortgage-backed securities | $99,650,000 | 634 |
| Certificates of participation in pools of residential mortgages | $53,853,000 | 634 |
| Issued or guaranteed by U.S. | $53,853,000 | 631 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $15,282,000 | 879 |
| CMOs issued by government agencies or sponsored agencies | $15,282,000 | 842 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $30,515,000 | 327 |
| Commercial mortgage pass-through securities | $21,170,000 | 232 |
| Other commercial mortgage-backed securities | $9,345,000 | 376 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $184,870,000 | 648 |
| Total debt securities | $184,870,000 | 736 |
| 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 | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $178,896,000 | 783 |
| U.S. Government securities | $106,989,000 | 814 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $106,989,000 | 764 |
| Securities issued by states & political subdivisions | $33,071,000 | 1,111 |
| Other domestic debt securities | $38,836,000 | 273 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $29,905,000 | 93 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $8,931,000 | 448 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,618,000 | 925 |
| Mortgage-backed securities | $97,642,000 | 648 |
| Certificates of participation in pools of residential mortgages | $52,274,000 | 683 |
| Issued or guaranteed by U.S. | $52,274,000 | 673 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $15,970,000 | 852 |
| CMOs issued by government agencies or sponsored agencies | $15,970,000 | 811 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $29,398,000 | 319 |
| Commercial mortgage pass-through securities | $22,918,000 | 208 |
| Other commercial mortgage-backed securities | $6,480,000 | 448 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $178,896,000 | 679 |
| Total debt securities | $178,896,000 | 771 |
| 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 | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $160,812,000 | 869 |
| U.S. Government securities | $95,314,000 | 913 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $95,314,000 | 875 |
| Securities issued by states & political subdivisions | $33,270,000 | 1,123 |
| Other domestic debt securities | $32,228,000 | 286 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $25,287,000 | 98 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $6,941,000 | 519 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,833,000 | 930 |
| Mortgage-backed securities | $72,738,000 | 805 |
| Certificates of participation in pools of residential mortgages | $46,794,000 | 758 |
| Issued or guaranteed by U.S. | $46,794,000 | 758 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,826,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $10,826,000 | 1,050 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $15,118,000 | 425 |
| Commercial mortgage pass-through securities | $8,219,000 | 330 |
| Other commercial mortgage-backed securities | $6,899,000 | 416 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $160,812,000 | 761 |
| Total debt securities | $160,812,000 | 859 |
| 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 | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $152,720,000 | 919 |
| U.S. Government securities | $86,589,000 | 1,008 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $86,589,000 | 965 |
| Securities issued by states & political subdivisions | $33,709,000 | 1,153 |
| Other domestic debt securities | $32,422,000 | 279 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $25,505,000 | 88 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $6,917,000 | 520 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,789,000 | 746 |
| Mortgage-backed securities | $64,965,000 | 884 |
| Certificates of participation in pools of residential mortgages | $38,691,000 | 892 |
| Issued or guaranteed by U.S. | $38,691,000 | 892 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $11,501,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $11,501,000 | 1,017 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $14,773,000 | 420 |
| Commercial mortgage pass-through securities | $8,410,000 | 332 |
| Other commercial mortgage-backed securities | $6,363,000 | 416 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $152,720,000 | 810 |
| Total debt securities | $152,720,000 | 906 |
| 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 | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $191,221,000 | 739 |
| U.S. Government securities | $121,443,000 | 760 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $121,443,000 | 722 |
| Securities issued by states & political subdivisions | $43,085,000 | 941 |
| Other domestic debt securities | $26,693,000 | 314 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $23,526,000 | 87 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $3,167,000 | 801 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,304,000 | 693 |
| Mortgage-backed securities | $91,735,000 | 679 |
| Certificates of participation in pools of residential mortgages | $59,960,000 | 643 |
| Issued or guaranteed by U.S. | $59,960,000 | 643 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $16,679,000 | 818 |
| CMOs issued by government agencies or sponsored agencies | $16,679,000 | 779 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $15,096,000 | 405 |
| Commercial mortgage pass-through securities | $8,539,000 | 317 |
| Other commercial mortgage-backed securities | $6,557,000 | 399 |
| Held to maturity securities (book value) | $41,424,000 | 444 |
| Available-for-sale securities (fair market value) | $149,797,000 | 825 |
| Total debt securities | $191,221,000 | 729 |
| 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 | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $196,628,000 | 745 |
| U.S. Government securities | $128,799,000 | 732 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $128,799,000 | 692 |
| Securities issued by states & political subdivisions | $43,302,000 | 955 |
| Other domestic debt securities | $24,527,000 | 346 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $21,361,000 | 84 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $3,166,000 | 811 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,862,000 | 679 |
| Mortgage-backed securities | $96,076,000 | 661 |
| Certificates of participation in pools of residential mortgages | $62,893,000 | 630 |
| Issued or guaranteed by U.S. | $62,893,000 | 630 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,893,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $17,893,000 | 746 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $15,290,000 | 408 |
| Commercial mortgage pass-through securities | $8,610,000 | 319 |
| Other commercial mortgage-backed securities | $6,680,000 | 383 |
| Held to maturity securities (book value) | $41,635,000 | 451 |
| Available-for-sale securities (fair market value) | $154,993,000 | 807 |
| Total debt securities | $196,628,000 | 735 |
| 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 | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $197,753,000 | 747 |
| U.S. Government securities | $131,956,000 | 731 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $131,956,000 | 695 |
| Securities issued by states & political subdivisions | $43,797,000 | 946 |
| Other domestic debt securities | $22,000,000 | 390 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $18,881,000 | 97 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $3,119,000 | 836 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,576,000 | 942 |
| Mortgage-backed securities | $98,917,000 | 664 |
| Certificates of participation in pools of residential mortgages | $65,084,000 | 625 |
| Issued or guaranteed by U.S. | $65,084,000 | 625 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $18,748,000 | 773 |
| CMOs issued by government agencies or sponsored agencies | $18,748,000 | 735 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $15,085,000 | 389 |
| Commercial mortgage pass-through securities | $8,496,000 | 311 |
| Other commercial mortgage-backed securities | $6,589,000 | 376 |
| Held to maturity securities (book value) | $41,752,000 | 459 |
| Available-for-sale securities (fair market value) | $156,001,000 | 820 |
| Total debt securities | $197,753,000 | 736 |
| 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 | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $194,608,000 | 756 |
| U.S. Government securities | $136,452,000 | 690 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $136,452,000 | 649 |
| Securities issued by states & political subdivisions | $43,863,000 | 939 |
| Other domestic debt securities | $14,293,000 | 481 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $11,203,000 | 112 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $3,090,000 | 829 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,185,000 | 914 |
| Mortgage-backed securities | $102,353,000 | 639 |
| Certificates of participation in pools of residential mortgages | $67,366,000 | 600 |
| Issued or guaranteed by U.S. | $67,366,000 | 600 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $19,933,000 | 748 |
| CMOs issued by government agencies or sponsored agencies | $19,933,000 | 703 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $15,054,000 | 372 |
| Commercial mortgage pass-through securities | $8,395,000 | 298 |
| Other commercial mortgage-backed securities | $6,659,000 | 362 |
| Held to maturity securities (book value) | $41,818,000 | 458 |
| Available-for-sale securities (fair market value) | $152,790,000 | 811 |
| Total debt securities | $194,608,000 | 744 |
| 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 | $184,316,000 | 796 |
| U.S. Government securities | $137,199,000 | 679 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $137,199,000 | 652 |
| Securities issued by states & political subdivisions | $44,081,000 | 922 |
| Other domestic debt securities | $3,036,000 | 1,094 |
| 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 | $3,036,000 | 849 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,474,000 | 1,040 |
| Mortgage-backed securities | $101,461,000 | 640 |
| Certificates of participation in pools of residential mortgages | $69,525,000 | 582 |
| Issued or guaranteed by U.S. | $69,525,000 | 582 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,047,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $18,047,000 | 765 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $13,889,000 | 369 |
| Commercial mortgage pass-through securities | $8,851,000 | 266 |
| Other commercial mortgage-backed securities | $5,038,000 | 399 |
| Held to maturity securities (book value) | $41,883,000 | 469 |
| Available-for-sale securities (fair market value) | $142,433,000 | 857 |
| Total debt securities | $184,316,000 | 785 |
| 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 | $185,093,000 | 790 |
| U.S. Government securities | $137,914,000 | 686 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $137,914,000 | 649 |
| Securities issued by states & political subdivisions | $45,042,000 | 912 |
| Other domestic debt securities | $2,137,000 | 1,263 |
| 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 | $2,137,000 | 993 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,741,000 | 1,053 |
| Mortgage-backed securities | $103,461,000 | 636 |
| Certificates of participation in pools of residential mortgages | $74,063,000 | 546 |
| Issued or guaranteed by U.S. | $74,063,000 | 546 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $19,595,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $19,595,000 | 739 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $9,803,000 | 437 |
| Commercial mortgage pass-through securities | $5,784,000 | 310 |
| Other commercial mortgage-backed securities | $4,019,000 | 432 |
| Held to maturity securities (book value) | $41,948,000 | 478 |
| Available-for-sale securities (fair market value) | $143,145,000 | 877 |
| Total debt securities | $185,093,000 | 780 |
| 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 | $183,536,000 | 807 |
| U.S. Government securities | $136,098,000 | 718 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $136,098,000 | 686 |
| Securities issued by states & political subdivisions | $45,348,000 | 893 |
| Other domestic debt securities | $2,090,000 | 1,275 |
| 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 | $2,090,000 | 1,001 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,900,000 | 1,087 |
| Mortgage-backed securities | $101,362,000 | 652 |
| Certificates of participation in pools of residential mortgages | $74,063,000 | 547 |
| Issued or guaranteed by U.S. | $74,063,000 | 546 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $21,562,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $21,562,000 | 702 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $5,737,000 | 547 |
| Commercial mortgage pass-through securities | $5,737,000 | 301 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $42,011,000 | 489 |
| Available-for-sale securities (fair market value) | $141,525,000 | 896 |
| Total debt securities | $183,536,000 | 795 |
| 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 | $187,053,000 | 800 |
| U.S. Government securities | $135,924,000 | 731 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $135,924,000 | 698 |
| Securities issued by states & political subdivisions | $48,936,000 | 813 |
| Other domestic debt securities | $2,193,000 | 1,232 |
| 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 | $2,193,000 | 971 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,020,000 | 876 |
| Mortgage-backed securities | $102,662,000 | 637 |
| Certificates of participation in pools of residential mortgages | $74,256,000 | 555 |
| Issued or guaranteed by U.S. | $74,256,000 | 554 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $22,757,000 | 719 |
| CMOs issued by government agencies or sponsored agencies | $22,757,000 | 684 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $5,649,000 | 514 |
| Commercial mortgage pass-through securities | $5,649,000 | 288 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $42,075,000 | 495 |
| Available-for-sale securities (fair market value) | $144,978,000 | 878 |
| Total debt securities | $187,053,000 | 786 |
| 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 | $188,324,000 | 793 |
| U.S. Government securities | $136,981,000 | 725 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $136,981,000 | 687 |
| Securities issued by states & political subdivisions | $49,054,000 | 806 |
| Other domestic debt securities | $2,289,000 | 1,231 |
| 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 | $2,289,000 | 965 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,581,000 | 1,115 |
| Mortgage-backed securities | $106,166,000 | 619 |
| Certificates of participation in pools of residential mortgages | $75,995,000 | 550 |
| Issued or guaranteed by U.S. | $75,995,000 | 549 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $24,427,000 | 700 |
| CMOs issued by government agencies or sponsored agencies | $24,427,000 | 665 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $5,744,000 | 492 |
| Commercial mortgage pass-through securities | $5,744,000 | 287 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $42,138,000 | 489 |
| Available-for-sale securities (fair market value) | $146,186,000 | 876 |
| Total debt securities | $188,324,000 | 782 |
| 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 | $193,309,000 | 780 |
| U.S. Government securities | $141,636,000 | 725 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $141,636,000 | 687 |
| Securities issued by states & political subdivisions | $49,344,000 | 787 |
| Other domestic debt securities | $2,329,000 | 1,236 |
| 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 | $2,329,000 | 969 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,874,000 | 1,099 |
| Mortgage-backed securities | $110,303,000 | 604 |
| Certificates of participation in pools of residential mortgages | $78,672,000 | 539 |
| Issued or guaranteed by U.S. | $78,672,000 | 539 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $25,968,000 | 701 |
| CMOs issued by government agencies or sponsored agencies | $25,968,000 | 661 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $5,663,000 | 475 |
| Commercial mortgage pass-through securities | $5,663,000 | 269 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $42,202,000 | 497 |
| Available-for-sale securities (fair market value) | $151,107,000 | 873 |
| Total debt securities | $193,309,000 | 769 |
| Structured notes | ||
| Amortized cost | $75,000 | 1,936 |
| Fair value | $75,000 | 1,936 |
| 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 | $198,888,000 | 762 |
| U.S. Government securities | $136,981,000 | 739 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $136,981,000 | 712 |
| Securities issued by states & political subdivisions | $49,789,000 | 760 |
| Other domestic debt securities | $12,118,000 | 531 |
| 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 | $12,118,000 | 367 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,194,000 | 997 |
| Mortgage-backed securities | $106,956,000 | 618 |
| Certificates of participation in pools of residential mortgages | $79,846,000 | 535 |
| Issued or guaranteed by U.S. | $79,846,000 | 535 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $24,164,000 | 759 |
| CMOs issued by government agencies or sponsored agencies | $24,164,000 | 721 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $2,946,000 | 596 |
| Commercial mortgage pass-through securities | $2,946,000 | 357 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $42,263,000 | 492 |
| Available-for-sale securities (fair market value) | $156,625,000 | 848 |
| Total debt securities | $198,888,000 | 752 |
| Structured notes | ||
| Amortized cost | $81,000 | 2,063 |
| Fair value | $82,000 | 2,065 |
| 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 | $232,458,000 | 643 |
| U.S. Government securities | $159,041,000 | 652 |
| U.S. Treasury securities | $2,407,000 | 765 |
| U.S. Government agency obligations | $156,634,000 | 627 |
| Securities issued by states & political subdivisions | $54,729,000 | 667 |
| Other domestic debt securities | $18,688,000 | 408 |
| 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 | $18,688,000 | 270 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,991,000 | 766 |
| Mortgage-backed securities | $123,598,000 | 555 |
| Certificates of participation in pools of residential mortgages | $85,051,000 | 524 |
| Issued or guaranteed by U.S. | $85,051,000 | 522 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $38,547,000 | 564 |
| CMOs issued by government agencies or sponsored agencies | $38,547,000 | 530 |
| 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) | $42,325,000 | 495 |
| Available-for-sale securities (fair market value) | $190,133,000 | 671 |
| Total debt securities | $232,459,000 | 634 |
| Structured notes | ||
| Amortized cost | $88,000 | 2,156 |
| Fair value | $90,000 | 2,158 |
| 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 | $233,874,000 | 645 |
| U.S. Government securities | $159,606,000 | 657 |
| U.S. Treasury securities | $2,394,000 | 768 |
| U.S. Government agency obligations | $157,212,000 | 630 |
| Securities issued by states & political subdivisions | $54,959,000 | 664 |
| Other domestic debt securities | $19,309,000 | 403 |
| 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 | $19,309,000 | 264 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,491,000 | 946 |
| Mortgage-backed securities | $124,303,000 | 562 |
| Certificates of participation in pools of residential mortgages | $84,439,000 | 534 |
| Issued or guaranteed by U.S. | $84,439,000 | 533 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $39,864,000 | 558 |
| CMOs issued by government agencies or sponsored agencies | $39,864,000 | 524 |
| 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) | $42,386,000 | 495 |
| Available-for-sale securities (fair market value) | $191,488,000 | 674 |
| Total debt securities | $233,873,000 | 636 |
| Structured notes | ||
| Amortized cost | $94,000 | 2,259 |
| Fair value | $97,000 | 2,255 |
| 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 | $223,560,000 | 686 |
| U.S. Government securities | $148,444,000 | 705 |
| U.S. Treasury securities | $2,406,000 | 726 |
| U.S. Government agency obligations | $146,038,000 | 685 |
| Securities issued by states & political subdivisions | $56,047,000 | 655 |
| Other domestic debt securities | $19,069,000 | 420 |
| 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 | $19,069,000 | 279 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,907,000 | 918 |
| Mortgage-backed securities | $118,837,000 | 588 |
| Certificates of participation in pools of residential mortgages | $79,019,000 | 575 |
| Issued or guaranteed by U.S. | $79,019,000 | 575 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $39,818,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $39,818,000 | 533 |
| 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) | $43,488,000 | 473 |
| Available-for-sale securities (fair market value) | $180,072,000 | 727 |
| Total debt securities | $223,562,000 | 674 |
| Structured notes | ||
| Amortized cost | $101,000 | 2,317 |
| Fair value | $105,000 | 2,314 |
| 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 | $209,348,000 | 732 |
| U.S. Government securities | $134,248,000 | 780 |
| U.S. Treasury securities | $2,403,000 | 660 |
| U.S. Government agency obligations | $131,845,000 | 762 |
| Securities issued by states & political subdivisions | $56,677,000 | 646 |
| Other domestic debt securities | $18,423,000 | 441 |
| 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 | $18,423,000 | 298 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,865,000 | 902 |
| Mortgage-backed securities | $104,843,000 | 653 |
| Certificates of participation in pools of residential mortgages | $73,976,000 | 621 |
| Issued or guaranteed by U.S. | $73,976,000 | 620 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $30,867,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $30,867,000 | 646 |
| 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) | $43,550,000 | 462 |
| Available-for-sale securities (fair market value) | $165,798,000 | 810 |
| Total debt securities | $209,348,000 | 721 |
| Structured notes | ||
| Amortized cost | $109,000 | 2,362 |
| Fair value | $114,000 | 2,361 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $206,127,000 | 740 |
| U.S. Government securities | $130,809,000 | 794 |
| U.S. Treasury securities | $2,401,000 | 628 |
| U.S. Government agency obligations | $128,408,000 | 778 |
| Securities issued by states & political subdivisions | $57,157,000 | 629 |
| Other domestic debt securities | $18,161,000 | 464 |
| 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 | $18,161,000 | 308 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,405,000 | 740 |
| Mortgage-backed securities | $100,943,000 | 668 |
| Certificates of participation in pools of residential mortgages | $69,229,000 | 650 |
| Issued or guaranteed by U.S. | $69,229,000 | 649 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $31,714,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $31,714,000 | 631 |
| 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) | $43,612,000 | 450 |
| Available-for-sale securities (fair market value) | $162,515,000 | 816 |
| Total debt securities | $206,127,000 | 728 |
| Structured notes | ||
| Amortized cost | $118,000 | 2,348 |
| Fair value | $124,000 | 2,347 |
| 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 | $193,198,000 | 797 |
| U.S. Government securities | $112,486,000 | 910 |
| U.S. Treasury securities | $2,441,000 | 603 |
| U.S. Government agency obligations | $110,045,000 | 896 |
| Securities issued by states & political subdivisions | $57,147,000 | 632 |
| Other domestic debt securities | $23,565,000 | 408 |
| 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 | $23,565,000 | 258 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,319,000 | 988 |
| Mortgage-backed securities | $84,573,000 | 795 |
| Certificates of participation in pools of residential mortgages | $53,917,000 | 797 |
| Issued or guaranteed by U.S. | $53,917,000 | 797 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $30,656,000 | 695 |
| CMOs issued by government agencies or sponsored agencies | $30,656,000 | 651 |
| 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) | $193,198,000 | 694 |
| Total debt securities | $193,200,000 | 784 |
| Structured notes | ||
| Amortized cost | $129,000 | 2,340 |
| Fair value | $137,000 | 2,338 |
| 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 | $176,034,000 | 879 |
| U.S. Government securities | $96,872,000 | 1,055 |
| U.S. Treasury securities | $2,471,000 | 609 |
| U.S. Government agency obligations | $94,401,000 | 1,026 |
| Securities issued by states & political subdivisions | $55,299,000 | 651 |
| Other domestic debt securities | $23,863,000 | 402 |
| 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 | $23,863,000 | 260 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,027,000 | 967 |
| Mortgage-backed securities | $70,569,000 | 942 |
| Certificates of participation in pools of residential mortgages | $36,955,000 | 1,102 |
| Issued or guaranteed by U.S. | $36,955,000 | 1,101 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $33,614,000 | 668 |
| CMOs issued by government agencies or sponsored agencies | $33,614,000 | 621 |
| 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) | $176,034,000 | 777 |
| Total debt securities | $176,035,000 | 869 |
| Structured notes | ||
| Amortized cost | $147,000 | 2,319 |
| Fair value | $156,000 | 2,315 |
| 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 | $180,555,000 | 863 |
| U.S. Government securities | $104,501,000 | 994 |
| U.S. Treasury securities | $2,583,000 | 615 |
| U.S. Government agency obligations | $101,918,000 | 979 |
| Securities issued by states & political subdivisions | $55,673,000 | 629 |
| Other domestic debt securities | $20,381,000 | 455 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $20,381,000 | 293 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,435,000 | 971 |
| Mortgage-backed securities | $80,333,000 | 867 |
| Certificates of participation in pools of residential mortgages | $40,544,000 | 1,040 |
| Issued or guaranteed by U.S. | $40,544,000 | 1,040 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $39,789,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $39,789,000 | 562 |
| 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) | $180,555,000 | 767 |
| Total debt securities | $180,557,000 | 853 |
| Structured notes | ||
| Amortized cost | $169,000 | 2,354 |
| Fair value | $181,000 | 2,349 |
| 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 | $176,012,000 | 864 |
| U.S. Government securities | $101,315,000 | 996 |
| U.S. Treasury securities | $2,608,000 | 611 |
| U.S. Government agency obligations | $98,707,000 | 973 |
| Securities issued by states & political subdivisions | $54,733,000 | 624 |
| Other domestic debt securities | $19,964,000 | 443 |
| 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 | $19,964,000 | 283 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,421,000 | 791 |
| Mortgage-backed securities | $91,114,000 | 757 |
| Certificates of participation in pools of residential mortgages | $43,478,000 | 963 |
| Issued or guaranteed by U.S. | $43,478,000 | 962 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $47,636,000 | 532 |
| CMOs issued by government agencies or sponsored agencies | $47,636,000 | 496 |
| 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) | $176,012,000 | 767 |
| Total debt securities | $176,011,000 | 854 |
| Structured notes | ||
| Amortized cost | $198,000 | 2,383 |
| Fair value | $211,000 | 2,363 |
| 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 | $195,663,000 | 783 |
| U.S. Government securities | $133,371,000 | 791 |
| U.S. Treasury securities | $2,627,000 | 566 |
| U.S. Government agency obligations | $130,744,000 | 775 |
| Securities issued by states & political subdivisions | $54,023,000 | 603 |
| Other domestic debt securities | $8,269,000 | 798 |
| 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 | $8,269,000 | 538 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,889,000 | 997 |
| Mortgage-backed securities | $127,168,000 | 599 |
| Certificates of participation in pools of residential mortgages | $60,056,000 | 759 |
| Issued or guaranteed by U.S. | $60,056,000 | 758 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $67,112,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $67,112,000 | 403 |
| 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) | $195,663,000 | 701 |
| Total debt securities | $195,665,000 | 771 |
| Structured notes | ||
| Amortized cost | $225,000 | 2,542 |
| Fair value | $241,000 | 2,535 |
| 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 | $191,583,000 | 793 |
| U.S. Government securities | $132,349,000 | 808 |
| U.S. Treasury securities | $2,641,000 | 546 |
| U.S. Government agency obligations | $129,708,000 | 799 |
| Securities issued by states & political subdivisions | $51,456,000 | 624 |
| Other domestic debt securities | $7,778,000 | 837 |
| 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 | $7,778,000 | 566 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,269,000 | 1,008 |
| Mortgage-backed securities | $126,103,000 | 619 |
| Certificates of participation in pools of residential mortgages | $54,437,000 | 854 |
| Issued or guaranteed by U.S. | $54,437,000 | 853 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $71,666,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $71,666,000 | 395 |
| 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) | $191,583,000 | 712 |
| Total debt securities | $191,582,000 | 784 |
| Structured notes | ||
| Amortized cost | $257,000 | 2,734 |
| Fair value | $276,000 | 2,725 |
| 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 | $172,465,000 | 900 |
| U.S. Government securities | $126,902,000 | 869 |
| U.S. Treasury securities | $2,547,000 | 590 |
| U.S. Government agency obligations | $124,355,000 | 858 |
| Securities issued by states & political subdivisions | $37,750,000 | 873 |
| Other domestic debt securities | $7,813,000 | 838 |
| 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 | $7,813,000 | 565 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,773,000 | 1,036 |
| Mortgage-backed securities | $120,711,000 | 661 |
| Certificates of participation in pools of residential mortgages | $59,659,000 | 780 |
| Issued or guaranteed by U.S. | $59,659,000 | 780 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $61,052,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $61,052,000 | 474 |
| 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) | $172,465,000 | 797 |
| Total debt securities | $172,465,000 | 888 |
| Structured notes | ||
| Amortized cost | $291,000 | 2,953 |
| Fair value | $313,000 | 2,912 |
| 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 | $156,512,000 | 959 |
| U.S. Government securities | $111,118,000 | 923 |
| U.S. Treasury securities | $7,953,000 | 304 |
| U.S. Government agency obligations | $103,165,000 | 957 |
| Securities issued by states & political subdivisions | $38,062,000 | 835 |
| Other domestic debt securities | $7,332,000 | 869 |
| 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 | $7,332,000 | 546 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,669,000 | 939 |
| Mortgage-backed securities | $99,475,000 | 751 |
| Certificates of participation in pools of residential mortgages | $46,474,000 | 924 |
| Issued or guaranteed by U.S. | $46,474,000 | 921 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $53,001,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $53,001,000 | 480 |
| 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) | $156,512,000 | 851 |
| Total debt securities | $156,511,000 | 951 |
| Structured notes | ||
| Amortized cost | $323,000 | 2,802 |
| Fair value | $345,000 | 2,789 |
| 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 | $156,651,000 | 922 |
| U.S. Government securities | $111,196,000 | 902 |
| U.S. Treasury securities | $8,033,000 | 317 |
| U.S. Government agency obligations | $103,163,000 | 937 |
| Securities issued by states & political subdivisions | $37,905,000 | 802 |
| Other domestic debt securities | $7,550,000 | 846 |
| 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 | $7,550,000 | 505 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,168,000 | 733 |
| Mortgage-backed securities | $99,425,000 | 737 |
| Certificates of participation in pools of residential mortgages | $48,787,000 | 868 |
| Issued or guaranteed by U.S. | $48,787,000 | 864 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $50,638,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $50,638,000 | 502 |
| 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) | $156,651,000 | 822 |
| Total debt securities | $156,649,000 | 912 |
| Structured notes | ||
| Amortized cost | $353,000 | 2,855 |
| Fair value | $379,000 | 2,841 |
| 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 | $155,236,000 | 926 |
| U.S. Government securities | $115,102,000 | 890 |
| U.S. Treasury securities | $7,339,000 | 376 |
| U.S. Government agency obligations | $107,763,000 | 915 |
| Securities issued by states & political subdivisions | $32,199,000 | 898 |
| Other domestic debt securities | $7,935,000 | 800 |
| 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 | $7,935,000 | 452 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,594,000 | 722 |
| Mortgage-backed securities | $104,061,000 | 699 |
| Certificates of participation in pools of residential mortgages | $49,181,000 | 844 |
| Issued or guaranteed by U.S. | $49,181,000 | 840 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $54,880,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $54,880,000 | 468 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $155,236,000 | 825 |
| Total debt securities | $155,236,000 | 919 |
| Structured notes | ||
| Amortized cost | $376,000 | 2,993 |
| Fair value | $400,000 | 2,978 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $160,754,000 | 895 |
| U.S. Government securities | $121,209,000 | 849 |
| U.S. Treasury securities | $7,019,000 | 422 |
| U.S. Government agency obligations | $114,190,000 | 861 |
| Securities issued by states & political subdivisions | $31,740,000 | 888 |
| Other domestic debt securities | $7,805,000 | 827 |
| 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 | $7,805,000 | 459 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,842,000 | 753 |
| Mortgage-backed securities | $110,554,000 | 645 |
| Certificates of participation in pools of residential mortgages | $14,738,000 | 2,026 |
| Issued or guaranteed by U.S. | $14,738,000 | 2,023 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $95,816,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $95,816,000 | 289 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $160,754,000 | 793 |
| Total debt securities | $160,754,000 | 884 |
| Structured notes | ||
| Amortized cost | $396,000 | 3,037 |
| Fair value | $423,000 | 3,014 |
| 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 | $104,086,000 | 1,305 |
| U.S. Government securities | $67,865,000 | 1,362 |
| U.S. Treasury securities | $2,334,000 | 697 |
| U.S. Government agency obligations | $65,531,000 | 1,349 |
| Securities issued by states & political subdivisions | $27,002,000 | 1,041 |
| Other domestic debt securities | $9,219,000 | 800 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $9,219,000 | 404 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,076,000 | 738 |
| Mortgage-backed securities | $61,856,000 | 980 |
| Certificates of participation in pools of residential mortgages | $8,550,000 | 2,666 |
| Issued or guaranteed by U.S. | $8,550,000 | 2,659 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $53,306,000 | 516 |
| CMOs issued by government agencies or sponsored agencies | $53,306,000 | 443 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $104,086,000 | 1,167 |
| Total debt securities | $104,086,000 | 1,287 |
| Structured notes | ||
| Amortized cost | $436,000 | 2,901 |
| Fair value | $464,000 | 2,881 |
| 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 | $142,064,000 | 943 |
| U.S. Government securities | $106,791,000 | 883 |
| U.S. Treasury securities | $10,850,000 | 287 |
| U.S. Government agency obligations | $95,941,000 | 928 |
| Securities issued by states & political subdivisions | $25,889,000 | 1,045 |
| Other domestic debt securities | $9,384,000 | 820 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $9,384,000 | 391 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,398,000 | 757 |
| Mortgage-backed securities | $95,425,000 | 673 |
| Certificates of participation in pools of residential mortgages | $14,583,000 | 1,912 |
| Issued or guaranteed by U.S. | $14,583,000 | 1,905 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $80,842,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $80,842,000 | 320 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $142,064,000 | 832 |
| Total debt securities | $142,064,000 | 934 |
| Structured notes | ||
| Amortized cost | $484,000 | 2,921 |
| Fair value | $516,000 | 2,776 |
| 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 | $168,061,000 | 806 |
| U.S. Government securities | $110,263,000 | 863 |
| U.S. Treasury securities | $10,336,000 | 283 |
| U.S. Government agency obligations | $99,927,000 | 902 |
| Securities issued by states & political subdivisions | $25,527,000 | 998 |
| Other domestic debt securities | $32,271,000 | 362 |
| Privately issued residential mortgage-backed securities | $24,230,000 | 249 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $8,041,000 | 401 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,984,000 | 818 |
| Mortgage-backed securities | $123,602,000 | 545 |
| Certificates of participation in pools of residential mortgages | $15,735,000 | 1,843 |
| Issued or guaranteed by U.S. | $15,735,000 | 1,836 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $107,867,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $83,637,000 | 294 |
| Privately issued | $24,230,000 | 240 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $168,061,000 | 701 |
| Total debt securities | $168,061,000 | 793 |
| Structured notes | ||
| Amortized cost | $521,000 | 2,856 |
| Fair value | $555,000 | 2,844 |
| 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 | $172,892,000 | 774 |
| U.S. Government securities | $113,887,000 | 822 |
| U.S. Treasury securities | $9,767,000 | 305 |
| U.S. Government agency obligations | $104,120,000 | 860 |
| Securities issued by states & political subdivisions | $25,831,000 | 956 |
| Other domestic debt securities | $33,174,000 | 365 |
| Privately issued residential mortgage-backed securities | $25,165,000 | 257 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $8,009,000 | 417 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,166,000 | 866 |
| Mortgage-backed securities | $128,694,000 | 536 |
| Certificates of participation in pools of residential mortgages | $17,584,000 | 1,788 |
| Issued or guaranteed by U.S. | $17,584,000 | 1,785 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $111,110,000 | 300 |
| CMOs issued by government agencies or sponsored agencies | $85,945,000 | 293 |
| Privately issued | $25,165,000 | 248 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $172,892,000 | 678 |
| Total debt securities | $172,892,000 | 761 |
| Structured notes | ||
| Amortized cost | $559,000 | 2,627 |
| Fair value | $591,000 | 2,617 |
| 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 | $161,167,000 | 805 |
| U.S. Government securities | $95,774,000 | 945 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $95,774,000 | 913 |
| Securities issued by states & political subdivisions | $25,456,000 | 971 |
| Other domestic debt securities | $39,937,000 | 331 |
| Privately issued residential mortgage-backed securities | $31,639,000 | 229 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $8,298,000 | 410 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,853,000 | 851 |
| Mortgage-backed securities | $126,794,000 | 547 |
| Certificates of participation in pools of residential mortgages | $18,884,000 | 1,755 |
| Issued or guaranteed by U.S. | $18,884,000 | 1,749 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $107,910,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $76,271,000 | 300 |
| Privately issued | $31,639,000 | 223 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $161,167,000 | 699 |
| Total debt securities | $161,167,000 | 792 |
| Structured notes | ||
| Amortized cost | $586,000 | 2,365 |
| Fair value | $619,000 | 2,343 |
| 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 | $167,722,000 | 770 |
| U.S. Government securities | $100,142,000 | 889 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $100,142,000 | 861 |
| Securities issued by states & political subdivisions | $25,795,000 | 944 |
| Other domestic debt securities | $41,785,000 | 348 |
| Privately issued residential mortgage-backed securities | $33,643,000 | 238 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $8,142,000 | 455 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,973,000 | 864 |
| Mortgage-backed securities | $132,729,000 | 533 |
| Certificates of participation in pools of residential mortgages | $20,117,000 | 1,722 |
| Issued or guaranteed by U.S. | $20,117,000 | 1,717 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $112,612,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $78,969,000 | 281 |
| Privately issued | $33,643,000 | 231 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $167,722,000 | 660 |
| Total debt securities | $167,722,000 | 752 |
| Structured notes | ||
| Amortized cost | $1,023,000 | 1,511 |
| Fair value | $1,056,000 | 1,505 |
| 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 | $172,093,000 | 737 |
| U.S. Government securities | $111,274,000 | 784 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $111,274,000 | 756 |
| Securities issued by states & political subdivisions | $24,830,000 | 944 |
| Other domestic debt securities | $35,989,000 | 409 |
| Privately issued residential mortgage-backed securities | $28,482,000 | 281 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $7,507,000 | 492 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,630,000 | 826 |
| Mortgage-backed securities | $138,641,000 | 517 |
| Certificates of participation in pools of residential mortgages | $24,594,000 | 1,517 |
| Issued or guaranteed by U.S. | $24,594,000 | 1,509 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $114,047,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $85,565,000 | 244 |
| Privately issued | $28,482,000 | 271 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $172,093,000 | 634 |
| Total debt securities | $172,094,000 | 721 |
| Structured notes | ||
| Amortized cost | $1,087,000 | 1,088 |
| Fair value | $1,115,000 | 1,081 |
| 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 | $172,430,000 | 731 |
| U.S. Government securities | $118,661,000 | 735 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $118,661,000 | 712 |
| Securities issued by states & political subdivisions | $24,953,000 | 888 |
| Other domestic debt securities | $28,816,000 | 443 |
| Privately issued residential mortgage-backed securities | $23,103,000 | 335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,713,000 | 599 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,939,000 | 794 |
| Mortgage-backed securities | $140,353,000 | 509 |
| Certificates of participation in pools of residential mortgages | $26,433,000 | 1,475 |
| Issued or guaranteed by U.S. | $26,433,000 | 1,463 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $113,920,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $90,817,000 | 234 |
| Privately issued | $23,103,000 | 322 |
| 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) | $172,430,000 | 618 |
| Total debt securities | $172,430,000 | 715 |
| Structured notes | ||
| Amortized cost | $1,382,000 | 794 |
| Fair value | $1,411,000 | 791 |
| 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 | $171,072,000 | 711 |
| U.S. Government securities | $123,942,000 | 707 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $123,942,000 | 693 |
| Securities issued by states & political subdivisions | $24,408,000 | 886 |
| Other domestic debt securities | $22,722,000 | 487 |
| Privately issued residential mortgage-backed securities | $16,645,000 | 385 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,077,000 | 566 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,201,000 | 775 |
| Mortgage-backed securities | $137,627,000 | 503 |
| Certificates of participation in pools of residential mortgages | $27,143,000 | 1,397 |
| Issued or guaranteed by U.S. | $27,143,000 | 1,389 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $110,484,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $93,839,000 | 224 |
| Privately issued | $16,645,000 | 369 |
| 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) | $171,072,000 | 608 |
| Total debt securities | $171,072,000 | 702 |
| Structured notes | ||
| Amortized cost | $1,439,000 | 821 |
| Fair value | $1,455,000 | 819 |
| 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 | $107,397,000 | 1,106 |
| U.S. Government securities | $68,382,000 | 1,238 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $68,382,000 | 1,206 |
| Securities issued by states & political subdivisions | $23,000,000 | 928 |
| Other domestic debt securities | $16,015,000 | 611 |
| Privately issued residential mortgage-backed securities | $10,269,000 | 495 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,746,000 | 570 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,111,000 | 769 |
| Mortgage-backed securities | $74,934,000 | 797 |
| Certificates of participation in pools of residential mortgages | $12,947,000 | 2,283 |
| Issued or guaranteed by U.S. | $12,947,000 | 2,270 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $61,987,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $51,718,000 | 313 |
| Privately issued | $10,269,000 | 472 |
| 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) | $107,397,000 | 955 |
| Total debt securities | $107,397,000 | 1,093 |
| Structured notes | ||
| Amortized cost | $1,470,000 | 798 |
| Fair value | $1,463,000 | 791 |
| 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 | $102,756,000 | 1,180 |
| U.S. Government securities | $61,609,000 | 1,386 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $61,609,000 | 1,352 |
| Securities issued by states & political subdivisions | $24,163,000 | 904 |
| Other domestic debt securities | $16,984,000 | 617 |
| Privately issued residential mortgage-backed securities | $10,829,000 | 493 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,155,000 | 615 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,762,000 | 706 |
| Mortgage-backed securities | $67,786,000 | 870 |
| Certificates of participation in pools of residential mortgages | $9,986,000 | 2,642 |
| Issued or guaranteed by U.S. | $9,986,000 | 2,624 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $57,800,000 | 410 |
| CMOs issued by government agencies or sponsored agencies | $46,971,000 | 323 |
| Privately issued | $10,829,000 | 467 |
| 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) | $102,756,000 | 1,015 |
| Total debt securities | $102,756,000 | 1,151 |
| Structured notes | ||
| Amortized cost | $1,505,000 | 801 |
| Fair value | $1,500,000 | 804 |
| 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 | $117,048,000 | 1,051 |
| U.S. Government securities | $76,262,000 | 1,089 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $76,262,000 | 1,064 |
| Securities issued by states & political subdivisions | $23,022,000 | 934 |
| Other domestic debt securities | $17,764,000 | 588 |
| Privately issued residential mortgage-backed securities | $11,505,000 | 459 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,259,000 | 603 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,543,000 | 728 |
| Mortgage-backed securities | $73,938,000 | 777 |
| Certificates of participation in pools of residential mortgages | $9,667,000 | 2,595 |
| Issued or guaranteed by U.S. | $9,667,000 | 2,583 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $64,271,000 | 389 |
| CMOs issued by government agencies or sponsored agencies | $52,766,000 | 295 |
| Privately issued | $11,505,000 | 434 |
| 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) | $117,048,000 | 918 |
| Total debt securities | $117,048,000 | 1,025 |
| Structured notes | ||
| Amortized cost | $1,555,000 | 858 |
| Fair value | $1,555,000 | 864 |
| 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 | $121,274,000 | 995 |
| U.S. Government securities | $82,533,000 | 1,007 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $82,533,000 | 976 |
| Securities issued by states & political subdivisions | $20,162,000 | 1,071 |
| Other domestic debt securities | $18,579,000 | 534 |
| Privately issued residential mortgage-backed securities | $12,157,000 | 410 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,422,000 | 578 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,683,000 | 641 |
| Mortgage-backed securities | $69,379,000 | 743 |
| Certificates of participation in pools of residential mortgages | $9,871,000 | 2,295 |
| Issued or guaranteed by U.S. | $9,871,000 | 2,281 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $59,508,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $47,351,000 | 314 |
| Privately issued | $12,157,000 | 382 |
| 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) | $121,274,000 | 861 |
| Total debt securities | $121,274,000 | 972 |
| Structured notes | ||
| Amortized cost | $3,579,000 | 683 |
| Fair value | $3,585,000 | 681 |
| 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 | $93,257,000 | 1,284 |
| U.S. Government securities | $70,504,000 | 1,219 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $70,504,000 | 1,192 |
| Securities issued by states & political subdivisions | $18,962,000 | 1,103 |
| Other domestic debt securities | $3,791,000 | 1,240 |
| Privately issued residential mortgage-backed securities | $2,390,000 | 768 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,401,000 | 1,239 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,725,000 | 965 |
| Mortgage-backed securities | $55,959,000 | 847 |
| Certificates of participation in pools of residential mortgages | $4,162,000 | 3,304 |
| Issued or guaranteed by U.S. | $4,162,000 | 3,290 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $51,797,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $49,407,000 | 299 |
| Privately issued | $2,390,000 | 731 |
| 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) | $93,257,000 | 1,118 |
| Total debt securities | $93,257,000 | 1,257 |
| Structured notes | ||
| Amortized cost | $2,133,000 | 1,192 |
| Fair value | $2,106,000 | 1,196 |
| 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 | $95,200,000 | 1,267 |
| U.S. Government securities | $71,651,000 | 1,219 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $71,651,000 | 1,191 |
| Securities issued by states & political subdivisions | $18,549,000 | 1,121 |
| Other domestic debt securities | $5,000,000 | 1,020 |
| Privately issued residential mortgage-backed securities | $2,584,000 | 703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,416,000 | 920 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,341,000 | 1,584 |
| Mortgage-backed securities | $56,460,000 | 831 |
| Certificates of participation in pools of residential mortgages | $4,370,000 | 3,184 |
| Issued or guaranteed by U.S. | $4,370,000 | 3,170 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $52,090,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $49,506,000 | 307 |
| Privately issued | $2,584,000 | 665 |
| 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) | $95,200,000 | 1,101 |
| Total debt securities | $95,200,000 | 1,244 |
| Structured notes | ||
| Amortized cost | $2,187,000 | 1,248 |
| Fair value | $2,130,000 | 1,253 |
| 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 | $91,349,000 | 1,317 |
| U.S. Government securities | $66,847,000 | 1,295 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $66,847,000 | 1,263 |
| Securities issued by states & political subdivisions | $19,209,000 | 1,069 |
| Other domestic debt securities | $5,293,000 | 998 |
| Privately issued residential mortgage-backed securities | $2,846,000 | 662 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,447,000 | 928 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,242,000 | 1,471 |
| Mortgage-backed securities | $54,129,000 | 853 |
| Certificates of participation in pools of residential mortgages | $4,749,000 | 3,070 |
| Issued or guaranteed by U.S. | $4,749,000 | 3,055 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $49,380,000 | 410 |
| CMOs issued by government agencies or sponsored agencies | $46,534,000 | 318 |
| Privately issued | $2,846,000 | 620 |
| 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) | $91,349,000 | 1,135 |
| Total debt securities | $91,349,000 | 1,281 |
| Structured notes | ||
| Amortized cost | $2,243,000 | 1,280 |
| Fair value | $2,208,000 | 1,287 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $90,930,000 | 1,338 |
| U.S. Government securities | $67,455,000 | 1,325 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $67,455,000 | 1,288 |
| Securities issued by states & political subdivisions | $17,918,000 | 1,140 |
| Other domestic debt securities | $5,557,000 | 972 |
| Privately issued residential mortgage-backed securities | $3,106,000 | 618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,451,000 | 957 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,404,000 | 1,464 |
| Mortgage-backed securities | $54,848,000 | 858 |
| Certificates of participation in pools of residential mortgages | $5,016,000 | 2,990 |
| Issued or guaranteed by U.S. | $5,016,000 | 2,976 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $49,832,000 | 411 |
| CMOs issued by government agencies or sponsored agencies | $46,726,000 | 326 |
| Privately issued | $3,106,000 | 585 |
| 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) | $90,930,000 | 1,162 |
| Total debt securities | $90,929,000 | 1,308 |
| Structured notes | ||
| Amortized cost | $2,297,000 | 1,343 |
| Fair value | $2,260,000 | 1,347 |
| 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 | $91,798,000 | 1,332 |
| U.S. Government securities | $68,448,000 | 1,305 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $68,448,000 | 1,269 |
| Securities issued by states & political subdivisions | $17,532,000 | 1,144 |
| Other domestic debt securities | $5,818,000 | 960 |
| Privately issued residential mortgage-backed securities | $3,366,000 | 604 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,452,000 | 954 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,765,000 | 1,648 |
| Mortgage-backed securities | $54,611,000 | 866 |
| Certificates of participation in pools of residential mortgages | $5,322,000 | 2,925 |
| Issued or guaranteed by U.S. | $5,322,000 | 2,910 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $49,289,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $45,923,000 | 333 |
| Privately issued | $3,366,000 | 562 |
| 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) | $91,798,000 | 1,152 |
| Total debt securities | $91,798,000 | 1,298 |
| Structured notes | ||
| Amortized cost | $2,358,000 | 1,407 |
| Fair value | $2,299,000 | 1,415 |
| 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 | $94,279,000 | 1,301 |
| U.S. Government securities | $73,756,000 | 1,235 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $73,756,000 | 1,197 |
| Securities issued by states & political subdivisions | $18,090,000 | 1,094 |
| Other domestic debt securities | $2,433,000 | 1,419 |
| 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 | $2,433,000 | 974 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,613,000 | 1,826 |
| Mortgage-backed securities | $54,240,000 | 881 |
| Certificates of participation in pools of residential mortgages | $5,607,000 | 2,872 |
| Issued or guaranteed by U.S. | $5,607,000 | 2,860 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $48,633,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $48,633,000 | 305 |
| 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) | $94,279,000 | 1,122 |
| Total debt securities | $94,279,000 | 1,274 |
| Structured notes | ||
| Amortized cost | $2,420,000 | 1,454 |
| Fair value | $2,334,000 | 1,455 |
| 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 | $96,497,000 | 1,294 |
| U.S. Government securities | $76,920,000 | 1,192 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $76,920,000 | 1,154 |
| Securities issued by states & political subdivisions | $17,101,000 | 1,171 |
| Other domestic debt securities | $2,476,000 | 1,448 |
| 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 | $2,476,000 | 1,012 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,429,000 | 1,645 |
| Mortgage-backed securities | $55,674,000 | 867 |
| Certificates of participation in pools of residential mortgages | $6,138,000 | 2,800 |
| Issued or guaranteed by U.S. | $6,138,000 | 2,785 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $49,536,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $49,536,000 | 309 |
| 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) | $96,497,000 | 1,118 |
| Total debt securities | $96,497,000 | 1,264 |
| Structured notes | ||
| Amortized cost | $2,989,000 | 1,317 |
| Fair value | $2,916,000 | 1,314 |
| 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 | $40,931,000 | 2,789 |
| U.S. Government securities | $35,140,000 | 2,430 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $35,140,000 | 2,358 |
| Securities issued by states & political subdivisions | $5,246,000 | 2,994 |
| Other domestic debt securities | $545,000 | 2,438 |
| 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 | $545,000 | 1,922 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,375,000 | 4,192 |
| Mortgage-backed securities | $25,419,000 | 1,534 |
| Certificates of participation in pools of residential mortgages | $3,374,000 | 3,604 |
| Issued or guaranteed by U.S. | $3,374,000 | 3,589 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $22,045,000 | 645 |
| CMOs issued by government agencies or sponsored agencies | $22,045,000 | 508 |
| 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) | $40,931,000 | 2,413 |
| Total debt securities | $40,930,000 | 2,749 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,483 |
| Fair value | $2,196,000 | 1,492 |
| 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 | $43,565,000 | 2,636 |
| U.S. Government securities | $37,580,000 | 2,298 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $37,580,000 | 2,230 |
| Securities issued by states & political subdivisions | $5,430,000 | 2,933 |
| Other domestic debt securities | $555,000 | 2,465 |
| 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 | $555,000 | 1,984 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,654,000 | 4,410 |
| Mortgage-backed securities | $27,690,000 | 1,465 |
| Certificates of participation in pools of residential mortgages | $3,672,000 | 3,533 |
| Issued or guaranteed by U.S. | $3,672,000 | 3,519 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $24,018,000 | 616 |
| CMOs issued by government agencies or sponsored agencies | $24,018,000 | 493 |
| 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) | $100,000 | 3,987 |
| Available-for-sale securities (fair market value) | $43,465,000 | 2,257 |
| Total debt securities | $43,564,000 | 2,590 |
| Structured notes | ||
| Amortized cost | $2,296,000 | 1,456 |
| Fair value | $2,268,000 | 1,460 |
| 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 | $38,146,000 | 2,953 |
| U.S. Government securities | $32,712,000 | 2,609 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $32,712,000 | 2,517 |
| Securities issued by states & political subdivisions | $4,874,000 | 3,096 |
| Other domestic debt securities | $560,000 | 2,539 |
| 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 | $560,000 | 2,064 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,690,000 | 4,367 |
| Mortgage-backed securities | $22,716,000 | 1,713 |
| Certificates of participation in pools of residential mortgages | $4,053,000 | 3,493 |
| Issued or guaranteed by U.S. | $4,053,000 | 3,476 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $18,663,000 | 733 |
| CMOs issued by government agencies or sponsored agencies | $18,663,000 | 602 |
| 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) | $200,000 | 3,858 |
| Available-for-sale securities (fair market value) | $37,946,000 | 2,545 |
| Total debt securities | $38,146,000 | 2,903 |
| Structured notes | ||
| Amortized cost | $2,354,000 | 1,445 |
| Fair value | $2,336,000 | 1,447 |
| 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 | $36,525,000 | 3,110 |
| U.S. Government securities | $30,581,000 | 2,813 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $30,581,000 | 2,700 |
| Securities issued by states & political subdivisions | $4,503,000 | 3,197 |
| Other domestic debt securities | $1,441,000 | 1,975 |
| Privately issued residential mortgage-backed securities | $887,000 | 796 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $554,000 | 2,161 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,360,000 | 3,943 |
| Mortgage-backed securities | $22,427,000 | 1,776 |
| Certificates of participation in pools of residential mortgages | $4,456,000 | 3,426 |
| Issued or guaranteed by U.S. | $4,456,000 | 3,417 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $17,971,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $17,084,000 | 649 |
| Privately issued | $887,000 | 742 |
| 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) | $200,000 | 3,918 |
| Available-for-sale securities (fair market value) | $36,325,000 | 2,675 |
| Total debt securities | $36,523,000 | 3,061 |
| Structured notes | ||
| Amortized cost | $1,491,000 | 1,843 |
| Fair value | $1,481,000 | 1,789 |
| 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 | $25,528,000 | 4,061 |
| U.S. Government securities | $22,347,000 | 3,592 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $22,347,000 | 3,461 |
| Securities issued by states & political subdivisions | $1,651,000 | 4,594 |
| Other domestic debt securities | $1,530,000 | 1,987 |
| Privately issued residential mortgage-backed securities | $959,000 | 768 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $571,000 | 2,208 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,583,000 | 3,876 |
| Mortgage-backed securities | $17,358,000 | 2,112 |
| Certificates of participation in pools of residential mortgages | $3,815,000 | 3,704 |
| Issued or guaranteed by U.S. | $3,815,000 | 3,696 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $13,543,000 | 929 |
| CMOs issued by government agencies or sponsored agencies | $12,584,000 | 822 |
| Privately issued | $959,000 | 716 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $200,000 | 3,976 |
| Available-for-sale securities (fair market value) | $25,328,000 | 3,542 |
| Total debt securities | $25,526,000 | 3,995 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $15,560,000 | 5,421 |
| U.S. Government securities | $13,115,000 | 5,019 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,115,000 | 4,863 |
| Securities issued by states & political subdivisions | $1,834,000 | 4,474 |
| Other domestic debt securities | $579,000 | 2,667 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $579,000 | 2,263 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $32,000 | 2,042 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,796,000 | 3,806 |
| Mortgage-backed securities | $9,679,000 | 3,005 |
| Certificates of participation in pools of residential mortgages | $3,123,000 | 3,983 |
| Issued or guaranteed by U.S. | $3,123,000 | 3,973 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,556,000 | 1,367 |
| CMOs issued by government agencies or sponsored agencies | $6,556,000 | 1,202 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $375,000 | 3,820 |
| Available-for-sale securities (fair market value) | $15,185,000 | 4,798 |
| Total debt securities | $15,527,000 | 5,356 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $11,336,000 | 6,296 |
| U.S. Government securities | $9,186,000 | 5,967 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,186,000 | 5,806 |
| Securities issued by states & political subdivisions | $1,593,000 | 4,662 |
| Other domestic debt securities | $557,000 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $557,000 | 2,391 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,686,000 | 5,561 |
| Mortgage-backed securities | $9,186,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $2,477,000 | 4,320 |
| Issued or guaranteed by U.S. | $2,477,000 | 4,307 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,709,000 | 1,357 |
| CMOs issued by government agencies or sponsored agencies | $6,709,000 | 1,193 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $175,000 | 4,128 |
| Available-for-sale securities (fair market value) | $11,161,000 | 5,576 |
| Total debt securities | $11,336,000 | 6,220 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $13,436,000 | 5,848 |
| U.S. Government securities | $11,144,000 | 5,471 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,144,000 | 5,321 |
| Securities issued by states & political subdivisions | $1,701,000 | 4,563 |
| Other domestic debt securities | $591,000 | 2,856 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $591,000 | 2,445 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,571,000 | 5,577 |
| Mortgage-backed securities | $10,134,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $2,786,000 | 4,218 |
| Issued or guaranteed by U.S. | $2,786,000 | 4,206 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $7,348,000 | 1,345 |
| CMOs issued by government agencies or sponsored agencies | $7,348,000 | 1,186 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $175,000 | 4,171 |
| Available-for-sale securities (fair market value) | $13,261,000 | 5,167 |
| Total debt securities | $13,436,000 | 5,763 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $12,843,000 | 6,031 |
| U.S. Government securities | $10,686,000 | 5,597 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,686,000 | 5,437 |
| Securities issued by states & political subdivisions | $1,591,000 | 4,687 |
| Other domestic debt securities | $566,000 | 2,930 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $566,000 | 2,599 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,131,000 | 3,817 |
| Mortgage-backed securities | $9,667,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | $3,137,000 | 4,037 |
| Issued or guaranteed by U.S. | $3,137,000 | 4,025 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,530,000 | 1,406 |
| CMOs issued by government agencies or sponsored agencies | $6,530,000 | 1,319 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $175,000 | 4,234 |
| Available-for-sale securities (fair market value) | $12,668,000 | 5,324 |
| Total debt securities | $12,842,000 | 5,943 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $12,274,000 | 6,067 |
| U.S. Government securities | $10,021,000 | 5,616 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,021,000 | 5,452 |
| Securities issued by states & political subdivisions | $1,682,000 | 4,638 |
| Other domestic debt securities | $571,000 | 3,048 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $571,000 | 2,712 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,930,000 | 4,453 |
| Mortgage-backed securities | $8,994,000 | 3,159 |
| Certificates of participation in pools of residential mortgages | $3,569,000 | 3,892 |
| Issued or guaranteed by U.S. | $3,569,000 | 3,880 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,425,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $5,425,000 | 1,443 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $175,000 | 4,255 |
| Available-for-sale securities (fair market value) | $12,099,000 | 5,379 |
| Total debt securities | $12,273,000 | 5,981 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $18,234,000 | 4,938 |
| U.S. Government securities | $15,905,000 | 4,308 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $15,905,000 | 4,151 |
| Securities issued by states & political subdivisions | $1,726,000 | 4,565 |
| Other domestic debt securities | $603,000 | 3,106 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $603,000 | 2,753 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,644,000 | 3,595 |
| Mortgage-backed securities | $14,867,000 | 2,452 |
| Certificates of participation in pools of residential mortgages | $4,344,000 | 3,655 |
| Issued or guaranteed by U.S. | $4,344,000 | 3,645 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $10,523,000 | 1,192 |
| CMOs issued by government agencies or sponsored agencies | $10,523,000 | 1,107 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $175,000 | 4,305 |
| Available-for-sale securities (fair market value) | $18,059,000 | 4,341 |
| Total debt securities | $18,233,000 | 4,848 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $19,155,000 | 4,795 |
| U.S. Government securities | $16,730,000 | 4,210 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $16,730,000 | 4,027 |
| Securities issued by states & political subdivisions | $1,853,000 | 4,407 |
| Other domestic debt securities | $572,000 | 3,155 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $572,000 | 2,794 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,020,000 | 4,059 |
| Mortgage-backed securities | $15,688,000 | 2,361 |
| Certificates of participation in pools of residential mortgages | $5,139,000 | 3,367 |
| Issued or guaranteed by U.S. | $5,139,000 | 3,355 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $10,549,000 | 1,229 |
| CMOs issued by government agencies or sponsored agencies | $10,549,000 | 1,134 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $285,000 | 4,203 |
| Available-for-sale securities (fair market value) | $18,870,000 | 4,191 |
| Total debt securities | $19,154,000 | 4,691 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $19,971,000 | 4,650 |
| U.S. Government securities | $17,353,000 | 4,076 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $17,353,000 | 3,906 |
| Securities issued by states & political subdivisions | $2,050,000 | 4,266 |
| Other domestic debt securities | $568,000 | 3,175 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $568,000 | 2,806 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,574,000 | 3,860 |
| Mortgage-backed securities | $16,306,000 | 2,267 |
| Certificates of participation in pools of residential mortgages | $6,059,000 | 3,059 |
| Issued or guaranteed by U.S. | $6,059,000 | 3,047 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $10,247,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $10,247,000 | 1,157 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $485,000 | 4,070 |
| Available-for-sale securities (fair market value) | $19,486,000 | 4,073 |
| Total debt securities | $19,972,000 | 4,561 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $20,280,000 | 4,485 |
| U.S. Government securities | $17,484,000 | 3,922 |
| U.S. Treasury securities | $1,005,000 | 2,044 |
| U.S. Government agency obligations | $16,479,000 | 3,897 |
| Securities issued by states & political subdivisions | $1,470,000 | 4,760 |
| Other domestic debt securities | $1,326,000 | 2,650 |
| Privately issued residential mortgage-backed securities | $1,326,000 | 736 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,513,000 | 2,557 |
| Mortgage-backed securities | $14,749,000 | 2,268 |
| Certificates of participation in pools of residential mortgages | $8,002,000 | 2,425 |
| Issued or guaranteed by U.S. | $8,002,000 | 2,409 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,747,000 | 1,590 |
| CMOs issued by government agencies or sponsored agencies | $5,421,000 | 1,674 |
| Privately issued | $1,326,000 | 663 |
| 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) | $645,000 | 4,129 |
| Available-for-sale securities (fair market value) | $19,635,000 | 3,884 |
| Total debt securities | $20,280,000 | 4,395 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $14,879,000 | 5,598 |
| U.S. Government securities | $12,164,000 | 5,219 |
| U.S. Treasury securities | $3,507,000 | 1,384 |
| U.S. Government agency obligations | $8,657,000 | 5,942 |
| Securities issued by states & political subdivisions | $1,465,000 | 4,870 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,250,000 | 2,182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,615,000 | 5,902 |
| Mortgage-backed securities | $4,610,000 | 3,522 |
| Certificates of participation in pools of residential mortgages | $1,533,000 | 4,323 |
| Issued or guaranteed by U.S. | $1,533,000 | 4,299 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,077,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $3,077,000 | 1,782 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,214,000 | 4,313 |
| Available-for-sale securities (fair market value) | $13,665,000 | 4,858 |
| Total debt securities | $13,629,000 | 5,722 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $12,201,000 | 6,476 |
| U.S. Government securities | $9,301,000 | 6,346 |
| U.S. Treasury securities | $4,450,000 | 1,725 |
| U.S. Government agency obligations | $4,851,000 | 7,602 |
| Securities issued by states & political subdivisions | $1,735,000 | 4,844 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,165,000 | 2,183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,149,000 | 6,235 |
| Mortgage-backed securities | $4,851,000 | 3,645 |
| Certificates of participation in pools of residential mortgages | $1,996,000 | 4,200 |
| Issued or guaranteed by U.S. | $1,996,000 | 4,180 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,855,000 | 2,131 |
| CMOs issued by government agencies or sponsored agencies | $2,855,000 | 1,980 |
| 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) | $1,735,000 | 4,406 |
| Available-for-sale securities (fair market value) | $10,466,000 | 5,735 |
| Total debt securities | $11,036,000 | 6,662 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $21,117,000 | 4,667 |
| U.S. Government securities | $16,381,000 | 4,518 |
| U.S. Treasury securities | $9,634,000 | 1,336 |
| U.S. Government agency obligations | $6,747,000 | 6,411 |
| Securities issued by states & political subdivisions | $3,651,000 | 3,587 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,085,000 | 2,213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,191,000 | 4,190 |
| Mortgage-backed securities | $6,747,000 | 3,345 |
| Certificates of participation in pools of residential mortgages | $2,704,000 | 3,969 |
| Issued or guaranteed by U.S. | $2,704,000 | 3,950 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,043,000 | 1,943 |
| CMOs issued by government agencies or sponsored agencies | $4,043,000 | 1,827 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,206,000 | 4,621 |
| Available-for-sale securities (fair market value) | $18,911,000 | 3,955 |
| Total debt securities | $20,032,000 | 4,721 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $19,447,000 | 5,013 |
| U.S. Government securities | $14,320,000 | 5,207 |
| U.S. Treasury securities | $3,735,000 | 3,826 |
| U.S. Government agency obligations | $10,585,000 | 5,048 |
| Securities issued by states & political subdivisions | $3,813,000 | 3,306 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,314,000 | 1,938 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,482,000 | 3,033 |
| Mortgage-backed securities | $8,585,000 | 2,878 |
| Certificates of participation in pools of residential mortgages | $3,774,000 | 3,361 |
| Issued or guaranteed by U.S. | $3,774,000 | 3,347 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,811,000 | 1,763 |
| CMOs issued by government agencies or sponsored agencies | $4,811,000 | 1,686 |
| 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) | $4,386,000 | 4,404 |
| Available-for-sale securities (fair market value) | $15,061,000 | 4,480 |
| Total debt securities | $18,133,000 | 5,165 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $26,120,000 | 4,373 |
| U.S. Government securities | $20,596,000 | 4,375 |
| U.S. Treasury securities | $4,809,000 | 3,910 |
| U.S. Government agency obligations | $15,787,000 | 4,021 |
| Securities issued by states & political subdivisions | $4,262,000 | 3,151 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,262,000 | 2,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,740,000 | 4,264 |
| Mortgage-backed securities | $7,871,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $4,535,000 | 3,380 |
| Issued or guaranteed by U.S. | $4,535,000 | 3,360 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,336,000 | 2,424 |
| CMOs issued by government agencies or sponsored agencies | $3,336,000 | 2,319 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,871,000 | 3,992 |
| Available-for-sale securities (fair market value) | $19,249,000 | 3,938 |
| Total debt securities | $24,858,000 | 4,422 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 495 |
| Fair value | $3,994,000 | 492 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $22,696,000 | 5,071 |
| U.S. Government securities | $19,072,000 | 4,823 |
| U.S. Treasury securities | $6,460,000 | 3,845 |
| U.S. Government agency obligations | $12,612,000 | 4,728 |
| Securities issued by states & political subdivisions | $3,127,000 | 3,891 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $497,000 | 3,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,499,000 | 3,057 |
| Mortgage-backed securities | $4,658,000 | 4,632 |
| Certificates of participation in pools of residential mortgages | $3,122,000 | 4,103 |
| Issued or guaranteed by U.S. | $3,122,000 | 4,077 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,536,000 | 3,781 |
| CMOs issued by government agencies or sponsored agencies | $1,536,000 | 3,607 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,122,000 | 3,625 |
| Available-for-sale securities (fair market value) | $13,574,000 | 5,158 |
| Total debt securities | $22,199,000 | 5,070 |
| Structured notes | ||
| Amortized cost | $5,991,000 | 565 |
| Fair value | $5,929,000 | 547 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $33,277,000 | 3,904 |
| U.S. Government securities | $29,237,000 | 3,559 |
| U.S. Treasury securities | $7,497,000 | 4,233 |
| U.S. Government agency obligations | $21,740,000 | 2,991 |
| Securities issued by states & political subdivisions | $3,935,000 | 3,513 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $105,000 | 5,889 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,244,000 | 5,879 |
| Mortgage-backed securities | $9,779,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | $5,891,000 | 3,107 |
| Issued or guaranteed by U.S. | $5,891,000 | 3,096 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,888,000 | 2,666 |
| CMOs issued by government agencies or sponsored agencies | $3,888,000 | 2,527 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,172,000 | 2,219 |
| Available-for-sale securities (fair market value) | $105,000 | 10,709 |
| Total debt securities | $33,172,000 | 3,841 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $42,074,000 | 3,304 |
| U.S. Government securities | $37,408,000 | 2,902 |
| U.S. Treasury securities | $12,584,000 | 2,876 |
| U.S. Government agency obligations | $24,824,000 | 2,761 |
| Securities issued by states & political subdivisions | $3,930,000 | 3,605 |
| Other domestic debt securities | $676,000 | 3,843 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $676,000 | 2,952 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,992,000 | 5,268 |
| Mortgage-backed securities | $11,334,000 | 3,364 |
| Certificates of participation in pools of residential mortgages | $8,062,000 | 2,830 |
| Issued or guaranteed by U.S. | $8,062,000 | 2,798 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,272,000 | 3,269 |
| CMOs issued by government agencies or sponsored agencies | $3,272,000 | 3,090 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $42,014,000 | 3,228 |
| 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 | $39,047,000 | 3,533 |
| U.S. Government securities | $33,288,000 | 3,245 |
| U.S. Treasury securities | $10,623,000 | 3,344 |
| U.S. Government agency obligations | $22,665,000 | 2,915 |
| Securities issued by states & political subdivisions | $4,333,000 | 3,117 |
| Other domestic debt securities | $1,381,000 | 3,565 |
| Privately issued residential mortgage-backed securities | $76,000 | 3,632 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,305,000 | 2,580 |
| Foreign debt securities | NA | NA |
| Equity securities | $45,000 | 6,559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,488,000 | 4,836 |
| Mortgage-backed securities | $10,713,000 | 3,576 |
| Certificates of participation in pools of residential mortgages | $7,197,000 | 3,169 |
| Issued or guaranteed by U.S. | $7,197,000 | 3,119 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,516,000 | 3,204 |
| CMOs issued by government agencies or sponsored agencies | $3,440,000 | 2,938 |
| Privately issued | $76,000 | 3,122 |
| 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 | $39,002,000 | 3,452 |
| 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 |