Home > Nicolet National Bank > Securities
Nicolet National Bank, Securities
| 2024-09-30 | Rank | |
| Total securities | $829,585,000 | 279 |
| U.S. Government securities | $442,632,000 | 326 |
| U.S. Treasury securities | $14,460,000 | 979 |
| U.S. Government agency obligations | $428,172,000 | 294 |
| Securities issued by states & political subdivisions | $299,930,000 | 126 |
| Other domestic debt securities | $83,345,000 | 281 |
| Privately issued residential mortgage-backed securities | $56,000 | 601 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $81,813,000 | 143 |
| 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 | $322,959,000 | 341 |
| Mortgage-backed securities | $423,810,000 | 272 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $98,421,000 | 505 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $51,328,000 | 413 |
| Privately issued | $56,000 | 505 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $272,450,000 | 63 |
| Other commercial mortgage-backed securities | $1,555,000 | 993 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $825,907,000 | 233 |
| Total debt securities | $825,907,000 | 276 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2024-06-30 | Rank | |
| Total securities | $803,483,000 | 287 |
| U.S. Government securities | $425,911,000 | 339 |
| U.S. Treasury securities | $13,926,000 | 1,023 |
| U.S. Government agency obligations | $411,985,000 | 298 |
| Securities issued by states & political subdivisions | $292,757,000 | 121 |
| Other domestic debt securities | $81,269,000 | 280 |
| Privately issued residential mortgage-backed securities | $59,000 | 600 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $79,721,000 | 149 |
| 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 | $364,556,000 | 303 |
| Mortgage-backed securities | $407,272,000 | 270 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $97,854,000 | 500 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $51,095,000 | 395 |
| Privately issued | $59,000 | 512 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $256,685,000 | 66 |
| Other commercial mortgage-backed securities | $1,579,000 | 973 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $799,937,000 | 234 |
| Total debt securities | $799,937,000 | 284 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank | |
| Total securities | $807,517,000 | 291 |
| U.S. Government securities | $405,438,000 | 355 |
| U.S. Treasury securities | $13,942,000 | 1,103 |
| U.S. Government agency obligations | $391,496,000 | 337 |
| Securities issued by states & political subdivisions | $313,065,000 | 115 |
| Other domestic debt securities | $85,460,000 | 278 |
| Privately issued residential mortgage-backed securities | $72,000 | 597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $83,887,000 | 108 |
| Foreign debt securities | $0 | 306 |
| 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 | $365,974,000 | 313 |
| Mortgage-backed securities | $386,090,000 | 286 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $98,792,000 | 504 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $52,933,000 | 388 |
| Privately issued | $72,000 | 456 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $232,698,000 | 66 |
| Other commercial mortgage-backed securities | $1,595,000 | 997 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $803,963,000 | 234 |
| Total debt securities | $803,963,000 | 286 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank | |
| Total securities | $802,573,000 | 284 |
| U.S. Government securities | $370,121,000 | 383 |
| U.S. Treasury securities | $14,123,000 | 1,134 |
| U.S. Government agency obligations | $355,998,000 | 359 |
| Securities issued by states & political subdivisions | $334,822,000 | 111 |
| Other domestic debt securities | $97,630,000 | 261 |
| Privately issued residential mortgage-backed securities | $79,000 | 617 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $93,622,000 | 105 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $363,858,000 | 309 |
| Mortgage-backed securities | $352,622,000 | 301 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $103,038,000 | 496 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $54,723,000 | 372 |
| Privately issued | $79,000 | 464 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $190,756,000 | 77 |
| Other commercial mortgage-backed securities | $4,026,000 | 771 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $802,573,000 | 231 |
| Total debt securities | $802,573,000 | 279 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $793,826,000 | 285 |
| U.S. Government securities | $348,109,000 | 413 |
| U.S. Treasury securities | $37,504,000 | 614 |
| U.S. Government agency obligations | $310,605,000 | 407 |
| Securities issued by states & political subdivisions | $341,330,000 | 109 |
| Other domestic debt securities | $102,387,000 | 262 |
| Privately issued residential mortgage-backed securities | $88,000 | 591 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $98,362,000 | 99 |
| Foreign debt securities | $2,000,000 | 150 |
| 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 | $345,026,000 | 313 |
| Mortgage-backed securities | $306,409,000 | 331 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $97,383,000 | 514 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $55,126,000 | 366 |
| Privately issued | $88,000 | 454 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $149,775,000 | 91 |
| Other commercial mortgage-backed securities | $4,037,000 | 751 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $793,826,000 | 235 |
| Total debt securities | $793,826,000 | 280 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $921,108,000 | 263 |
| U.S. Government securities | $443,736,000 | 329 |
| U.S. Treasury securities | $137,198,000 | 209 |
| U.S. Government agency obligations | $306,538,000 | 415 |
| Securities issued by states & political subdivisions | $368,838,000 | 106 |
| Other domestic debt securities | $106,546,000 | 246 |
| Privately issued residential mortgage-backed securities | $92,000 | 597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $102,508,000 | 94 |
| Foreign debt securities | $1,988,000 | 160 |
| 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 | $395,884,000 | 277 |
| Mortgage-backed securities | $301,784,000 | 341 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $102,780,000 | 508 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $59,126,000 | 357 |
| Privately issued | $92,000 | 449 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $135,736,000 | 93 |
| Other commercial mortgage-backed securities | $4,050,000 | 758 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $921,108,000 | 211 |
| Total debt securities | $921,108,000 | 257 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,023,176,000 | 255 |
| U.S. Government securities | $503,652,000 | 315 |
| U.S. Treasury securities | $186,108,000 | 172 |
| U.S. Government agency obligations | $317,544,000 | 400 |
| Securities issued by states & political subdivisions | $397,448,000 | 106 |
| Other domestic debt securities | $120,095,000 | 239 |
| Privately issued residential mortgage-backed securities | $96,000 | 621 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $116,048,000 | 92 |
| Foreign debt securities | $1,981,000 | 142 |
| 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 | $414,311,000 | 267 |
| Mortgage-backed securities | $311,621,000 | 354 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $107,771,000 | 515 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $62,178,000 | 366 |
| Privately issued | $96,000 | 463 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $137,461,000 | 99 |
| Other commercial mortgage-backed securities | $4,115,000 | 769 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $1,023,176,000 | 207 |
| Total debt securities | $1,023,176,000 | 253 |
| Structured notes | ||
| Amortized cost | $883,000 | 997 |
| Fair value | $867,000 | 963 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,596,746,000 | 196 |
| U.S. Government securities | $1,021,776,000 | 203 |
| U.S. Treasury securities | $681,478,000 | 71 |
| U.S. Government agency obligations | $340,298,000 | 370 |
| Securities issued by states & political subdivisions | $433,062,000 | 99 |
| Other domestic debt securities | $139,546,000 | 221 |
| Privately issued residential mortgage-backed securities | $740,000 | 547 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $130,206,000 | 90 |
| Foreign debt securities | $2,362,000 | 135 |
| 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 | $921,060,000 | 124 |
| Mortgage-backed securities | $338,794,000 | 332 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $116,191,000 | 486 |
| Privately issued | $634,000 | 190 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $64,874,000 | 358 |
| Privately issued | $106,000 | 461 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $152,854,000 | 97 |
| Other commercial mortgage-backed securities | $4,135,000 | 768 |
| Held to maturity securities (book value) | $679,128,000 | 126 |
| Available-for-sale securities (fair market value) | $917,618,000 | 230 |
| Total debt securities | $1,596,746,000 | 193 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,636,021,000 | 191 |
| U.S. Government securities | $1,035,155,000 | 203 |
| U.S. Treasury securities | $680,047,000 | 73 |
| U.S. Government agency obligations | $355,108,000 | 363 |
| Securities issued by states & political subdivisions | $450,985,000 | 95 |
| Other domestic debt securities | $147,523,000 | 209 |
| Privately issued residential mortgage-backed securities | $748,000 | 538 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $137,177,000 | 87 |
| Foreign debt securities | $2,358,000 | 134 |
| 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 | $786,368,000 | 138 |
| Mortgage-backed securities | $353,786,000 | 332 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $120,485,000 | 474 |
| Privately issued | $636,000 | 175 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $68,501,000 | 348 |
| Privately issued | $112,000 | 467 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $159,851,000 | 94 |
| Other commercial mortgage-backed securities | $4,201,000 | 794 |
| Held to maturity securities (book value) | $686,424,000 | 124 |
| Available-for-sale securities (fair market value) | $949,597,000 | 227 |
| Total debt securities | $1,636,021,000 | 188 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,509,060,000 | 209 |
| U.S. Government securities | $1,056,983,000 | 202 |
| U.S. Treasury securities | $680,755,000 | 71 |
| U.S. Government agency obligations | $376,228,000 | 362 |
| Securities issued by states & political subdivisions | $315,732,000 | 149 |
| Other domestic debt securities | $134,337,000 | 209 |
| Privately issued residential mortgage-backed securities | $756,000 | 552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $129,641,000 | 95 |
| Foreign debt securities | $2,008,000 | 141 |
| 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 | $780,996,000 | 138 |
| Mortgage-backed securities | $370,064,000 | 334 |
| Certificates of participation in pools of residential mortgages | $128,680,000 | 470 |
| Issued or guaranteed by U.S. | $128,041,000 | 466 |
| Privately issued | $639,000 | 177 |
| Collaterized mortgage obligations | $73,930,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $73,813,000 | 339 |
| Privately issued | $117,000 | 468 |
| Commercial mortgage-backed securities | $167,454,000 | 173 |
| Commercial mortgage pass-through securities | $163,239,000 | 96 |
| Other commercial mortgage-backed securities | $4,215,000 | 856 |
| Held to maturity securities (book value) | $695,812,000 | 116 |
| Available-for-sale securities (fair market value) | $813,248,000 | 263 |
| Total debt securities | $1,509,060,000 | 207 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,537,322,000 | 206 |
| U.S. Government securities | $1,065,372,000 | 199 |
| U.S. Treasury securities | $682,546,000 | 68 |
| U.S. Government agency obligations | $382,826,000 | 354 |
| Securities issued by states & political subdivisions | $333,498,000 | 139 |
| Other domestic debt securities | $136,415,000 | 204 |
| Privately issued residential mortgage-backed securities | $766,000 | 524 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $131,659,000 | 90 |
| Foreign debt securities | $2,037,000 | 138 |
| 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 | $372,173,000 | 238 |
| Mortgage-backed securities | $375,432,000 | 330 |
| Certificates of participation in pools of residential mortgages | $132,531,000 | 462 |
| Issued or guaranteed by U.S. | $131,890,000 | 459 |
| Privately issued | $641,000 | 179 |
| Collaterized mortgage obligations | $80,601,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $80,476,000 | 323 |
| Privately issued | $125,000 | 447 |
| Commercial mortgage-backed securities | $162,300,000 | 176 |
| Commercial mortgage pass-through securities | $157,982,000 | 94 |
| Other commercial mortgage-backed securities | $4,318,000 | 848 |
| Held to maturity securities (book value) | $684,991,000 | 107 |
| Available-for-sale securities (fair market value) | $852,331,000 | 266 |
| Total debt securities | $1,537,322,000 | 204 |
| Structured notes | ||
| Amortized cost | $501,000 | 911 |
| Fair value | $501,000 | 912 |
| Trading account assets | $387,000 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $387,000 | 130 |
| 2021-12-31 | Rank | |
| Total securities | $1,573,314,000 | 204 |
| U.S. Government securities | $1,066,514,000 | 190 |
| U.S. Treasury securities | $687,211,000 | 58 |
| U.S. Government agency obligations | $379,303,000 | 370 |
| Securities issued by states & political subdivisions | $355,613,000 | 133 |
| Other domestic debt securities | $149,090,000 | 182 |
| Privately issued residential mortgage-backed securities | $774,000 | 487 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $144,288,000 | 82 |
| Foreign debt securities | $2,097,000 | 132 |
| 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 | $277,404,000 | 292 |
| Mortgage-backed securities | $371,229,000 | 338 |
| Certificates of participation in pools of residential mortgages | $124,002,000 | 500 |
| Issued or guaranteed by U.S. | $123,359,000 | 498 |
| Privately issued | $643,000 | 186 |
| Collaterized mortgage obligations | $89,615,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $89,484,000 | 306 |
| Privately issued | $131,000 | 404 |
| Commercial mortgage-backed securities | $157,612,000 | 183 |
| Commercial mortgage pass-through securities | $153,237,000 | 96 |
| Other commercial mortgage-backed securities | $4,375,000 | 813 |
| Held to maturity securities (book value) | $651,803,000 | 90 |
| Available-for-sale securities (fair market value) | $921,511,000 | 253 |
| Total debt securities | $1,573,314,000 | 202 |
| Structured notes | ||
| Amortized cost | $502,000 | 826 |
| Fair value | $505,000 | 825 |
| Trading account assets | $1,064,000 | 201 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,064,000 | 120 |
| 2021-09-30 | Rank | |
| Total securities | $765,005,000 | 317 |
| U.S. Government securities | $390,201,000 | 372 |
| U.S. Treasury securities | $167,298,000 | 94 |
| U.S. Government agency obligations | $222,903,000 | 532 |
| Securities issued by states & political subdivisions | $269,506,000 | 179 |
| Other domestic debt securities | $103,168,000 | 228 |
| Privately issued residential mortgage-backed securities | $136,000 | 562 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $103,032,000 | 103 |
| Foreign debt securities | $2,130,000 | 125 |
| 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 | $149,304,000 | 478 |
| Mortgage-backed securities | $215,511,000 | 472 |
| Certificates of participation in pools of residential mortgages | $91,483,000 | 596 |
| Issued or guaranteed by U.S. | $91,483,000 | 587 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $10,533,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $10,397,000 | 1,105 |
| Privately issued | $136,000 | 391 |
| Commercial mortgage-backed securities | $113,495,000 | 210 |
| Commercial mortgage pass-through securities | $83,235,000 | 129 |
| Other commercial mortgage-backed securities | $30,260,000 | 322 |
| Held to maturity securities (book value) | $49,063,000 | 355 |
| Available-for-sale securities (fair market value) | $715,942,000 | 294 |
| Total debt securities | $765,005,000 | 314 |
| Structured notes | ||
| Amortized cost | $504,000 | 727 |
| Fair value | $509,000 | 728 |
| Trading account assets | $1,191,000 | 193 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,191,000 | 118 |
| 2021-06-30 | Rank | |
| Total securities | $562,028,000 | 390 |
| U.S. Government securities | $248,544,000 | 507 |
| U.S. Treasury securities | $66,814,000 | 175 |
| U.S. Government agency obligations | $181,730,000 | 600 |
| Securities issued by states & political subdivisions | $231,204,000 | 199 |
| Other domestic debt securities | $76,129,000 | 261 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $76,129,000 | 126 |
| Foreign debt securities | $6,151,000 | 78 |
| 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 | $131,351,000 | 518 |
| Mortgage-backed securities | $180,537,000 | 512 |
| Certificates of participation in pools of residential mortgages | $67,627,000 | 718 |
| Issued or guaranteed by U.S. | $67,627,000 | 703 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $10,363,000 | 1,119 |
| CMOs issued by government agencies or sponsored agencies | $10,363,000 | 1,086 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $102,547,000 | 218 |
| Commercial mortgage pass-through securities | $78,267,000 | 130 |
| Other commercial mortgage-backed securities | $24,280,000 | 353 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $562,028,000 | 340 |
| Total debt securities | $562,028,000 | 385 |
| Structured notes | ||
| Amortized cost | $506,000 | 658 |
| Fair value | $513,000 | 659 |
| Trading account assets | $1,317,000 | 185 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,317,000 | 120 |
| 2021-03-31 | Rank | |
| Total securities | $558,229,000 | 361 |
| U.S. Government securities | $246,015,000 | 472 |
| U.S. Treasury securities | $77,919,000 | 120 |
| U.S. Government agency obligations | $168,096,000 | 592 |
| Securities issued by states & political subdivisions | $227,672,000 | 193 |
| Other domestic debt securities | $78,361,000 | 239 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $78,361,000 | 113 |
| Foreign debt securities | $6,181,000 | 81 |
| 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 | $145,453,000 | 469 |
| Mortgage-backed securities | $166,900,000 | 513 |
| Certificates of participation in pools of residential mortgages | $56,056,000 | 784 |
| Issued or guaranteed by U.S. | $56,056,000 | 765 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $11,720,000 | 1,032 |
| CMOs issued by government agencies or sponsored agencies | $11,720,000 | 1,000 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $99,124,000 | 209 |
| Commercial mortgage pass-through securities | $79,441,000 | 125 |
| Other commercial mortgage-backed securities | $19,683,000 | 376 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $558,229,000 | 323 |
| Total debt securities | $558,229,000 | 357 |
| Structured notes | ||
| Amortized cost | $507,000 | 470 |
| Fair value | $516,000 | 469 |
| Trading account assets | $1,151,000 | 188 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,151,000 | 123 |
| 2020-12-31 | Rank | |
| Total securities | $539,337,000 | 344 |
| U.S. Government securities | $225,946,000 | 448 |
| U.S. Treasury securities | $61,787,000 | 122 |
| U.S. Government agency obligations | $164,159,000 | 542 |
| Securities issued by states & political subdivisions | $231,868,000 | 183 |
| Other domestic debt securities | $75,302,000 | 228 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $75,302,000 | 112 |
| Foreign debt securities | $6,221,000 | 77 |
| 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 | $146,424,000 | 449 |
| Mortgage-backed securities | $162,495,000 | 481 |
| Certificates of participation in pools of residential mortgages | $66,534,000 | 618 |
| Issued or guaranteed by U.S. | $66,534,000 | 608 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $13,014,000 | 981 |
| CMOs issued by government agencies or sponsored agencies | $13,014,000 | 945 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $82,947,000 | 226 |
| Commercial mortgage pass-through securities | $71,878,000 | 130 |
| Other commercial mortgage-backed securities | $11,069,000 | 477 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $539,337,000 | 311 |
| Total debt securities | $539,337,000 | 339 |
| Structured notes | ||
| Amortized cost | $509,000 | 253 |
| Fair value | $520,000 | 255 |
| Trading account assets | $1,801,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,801,000 | 117 |
| 2020-09-30 | Rank | |
| Total securities | $535,351,000 | 321 |
| U.S. Government securities | $234,580,000 | 420 |
| U.S. Treasury securities | $61,916,000 | 129 |
| U.S. Government agency obligations | $172,664,000 | 497 |
| Securities issued by states & political subdivisions | $215,479,000 | 178 |
| Other domestic debt securities | $79,055,000 | 211 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $77,546,000 | 105 |
| Foreign debt securities | $6,237,000 | 77 |
| 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 | $147,135,000 | 432 |
| Mortgage-backed securities | $171,755,000 | 439 |
| Certificates of participation in pools of residential mortgages | $80,956,000 | 500 |
| Issued or guaranteed by U.S. | $80,956,000 | 489 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $14,490,000 | 929 |
| CMOs issued by government agencies or sponsored agencies | $14,490,000 | 898 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $76,309,000 | 225 |
| Commercial mortgage pass-through securities | $68,695,000 | 120 |
| Other commercial mortgage-backed securities | $7,614,000 | 568 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $535,351,000 | 290 |
| Total debt securities | $535,351,000 | 318 |
| Structured notes | ||
| Amortized cost | $510,000 | 248 |
| Fair value | $523,000 | 250 |
| Trading account assets | $2,011,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,011,000 | 115 |
| 2020-06-30 | Rank | |
| Total securities | $510,809,000 | 329 |
| U.S. Government securities | $260,746,000 | 385 |
| U.S. Treasury securities | $61,950,000 | 130 |
| U.S. Government agency obligations | $198,796,000 | 438 |
| Securities issued by states & political subdivisions | $166,498,000 | 219 |
| Other domestic debt securities | $77,315,000 | 212 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $77,315,000 | 108 |
| Foreign debt securities | $6,250,000 | 77 |
| 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 | $156,173,000 | 409 |
| Mortgage-backed securities | $196,896,000 | 404 |
| Certificates of participation in pools of residential mortgages | $92,691,000 | 456 |
| Issued or guaranteed by U.S. | $92,691,000 | 448 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $16,064,000 | 901 |
| CMOs issued by government agencies or sponsored agencies | $16,064,000 | 870 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $88,141,000 | 206 |
| Commercial mortgage pass-through securities | $81,827,000 | 108 |
| Other commercial mortgage-backed securities | $6,314,000 | 595 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $510,809,000 | 296 |
| Total debt securities | $510,809,000 | 326 |
| Structured notes | ||
| Amortized cost | $512,000 | 281 |
| Fair value | $526,000 | 282 |
| Trading account assets | $2,099,000 | 178 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,099,000 | 114 |
| 2020-03-31 | Rank | |
| Total securities | $511,860,000 | 324 |
| U.S. Government securities | $274,205,000 | 372 |
| U.S. Treasury securities | $61,860,000 | 121 |
| U.S. Government agency obligations | $212,345,000 | 427 |
| Securities issued by states & political subdivisions | $157,336,000 | 202 |
| Other domestic debt securities | $74,286,000 | 206 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $74,286,000 | 96 |
| Foreign debt securities | $6,033,000 | 75 |
| 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 | $154,428,000 | 395 |
| Mortgage-backed securities | $209,953,000 | 389 |
| Certificates of participation in pools of residential mortgages | $105,473,000 | 415 |
| Issued or guaranteed by U.S. | $105,473,000 | 402 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $17,783,000 | 862 |
| CMOs issued by government agencies or sponsored agencies | $17,783,000 | 832 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $86,697,000 | 211 |
| Commercial mortgage pass-through securities | $80,677,000 | 105 |
| Other commercial mortgage-backed securities | $6,020,000 | 596 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $511,860,000 | 283 |
| Total debt securities | $511,860,000 | 319 |
| Structured notes | ||
| Amortized cost | $513,000 | 406 |
| Fair value | $527,000 | 404 |
| Trading account assets | $2,007,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,007,000 | 111 |
| 2019-12-31 | Rank | |
| Total securities | $449,302,000 | 350 |
| U.S. Government securities | $211,478,000 | 458 |
| U.S. Treasury securities | $10,833,000 | 425 |
| U.S. Government agency obligations | $200,645,000 | 448 |
| Securities issued by states & political subdivisions | $156,393,000 | 185 |
| Other domestic debt securities | $75,313,000 | 195 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $75,313,000 | 91 |
| Foreign debt securities | $6,118,000 | 67 |
| 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 | $165,614,000 | 362 |
| Mortgage-backed securities | $195,018,000 | 396 |
| Certificates of participation in pools of residential mortgages | $92,177,000 | 440 |
| Issued or guaranteed by U.S. | $92,177,000 | 430 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $18,567,000 | 841 |
| CMOs issued by government agencies or sponsored agencies | $18,567,000 | 814 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $84,274,000 | 212 |
| Commercial mortgage pass-through securities | $77,714,000 | 105 |
| Other commercial mortgage-backed securities | $6,560,000 | 554 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $449,302,000 | 312 |
| Total debt securities | $449,302,000 | 346 |
| Structured notes | ||
| Amortized cost | $2,515,000 | 242 |
| Fair value | $2,517,000 | 241 |
| Trading account assets | $987,000 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $987,000 | 111 |
| 2019-09-30 | Rank | |
| Total securities | $419,300,000 | 360 |
| U.S. Government securities | $188,367,000 | 488 |
| U.S. Treasury securities | $16,232,000 | 320 |
| U.S. Government agency obligations | $172,135,000 | 508 |
| Securities issued by states & political subdivisions | $147,786,000 | 191 |
| Other domestic debt securities | $77,039,000 | 196 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $77,039,000 | 86 |
| Foreign debt securities | $6,108,000 | 70 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,118,000 | 440 |
| Mortgage-backed securities | $171,877,000 | 419 |
| Certificates of participation in pools of residential mortgages | $76,093,000 | 485 |
| Issued or guaranteed by U.S. | $76,093,000 | 472 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $18,467,000 | 838 |
| CMOs issued by government agencies or sponsored agencies | $18,467,000 | 809 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $77,317,000 | 222 |
| Commercial mortgage pass-through securities | $70,996,000 | 103 |
| Other commercial mortgage-backed securities | $6,321,000 | 541 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $419,300,000 | 322 |
| Total debt securities | $419,301,000 | 355 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $1,282,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,282,000 | 109 |
| 2019-06-30 | Rank | |
| Total securities | $403,989,000 | 370 |
| U.S. Government securities | $167,974,000 | 554 |
| U.S. Treasury securities | $16,174,000 | 328 |
| U.S. Government agency obligations | $151,800,000 | 570 |
| Securities issued by states & political subdivisions | $148,170,000 | 192 |
| Other domestic debt securities | $81,775,000 | 173 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $484,000 | 163 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $81,291,000 | 84 |
| Foreign debt securities | $6,070,000 | 73 |
| 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 | $133,473,000 | 445 |
| Mortgage-backed securities | $151,829,000 | 458 |
| Certificates of participation in pools of residential mortgages | $57,537,000 | 609 |
| Issued or guaranteed by U.S. | $57,537,000 | 605 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $19,710,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $19,710,000 | 761 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $74,582,000 | 226 |
| Commercial mortgage pass-through securities | $67,681,000 | 109 |
| Other commercial mortgage-backed securities | $6,901,000 | 499 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $403,989,000 | 325 |
| Total debt securities | $403,987,000 | 363 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $946,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $946,000 | 116 |
| 2019-03-31 | Rank | |
| Total securities | $407,693,000 | 370 |
| U.S. Government securities | $163,374,000 | 565 |
| U.S. Treasury securities | $15,936,000 | 334 |
| U.S. Government agency obligations | $147,438,000 | 581 |
| Securities issued by states & political subdivisions | $157,545,000 | 183 |
| Other domestic debt securities | $80,766,000 | 167 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $525,000 | 151 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $80,241,000 | 80 |
| Foreign debt securities | $6,008,000 | 75 |
| 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 | $152,758,000 | 400 |
| Mortgage-backed securities | $147,511,000 | 469 |
| Certificates of participation in pools of residential mortgages | $58,530,000 | 606 |
| Issued or guaranteed by U.S. | $58,530,000 | 604 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $20,720,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $20,720,000 | 719 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $68,261,000 | 218 |
| Commercial mortgage pass-through securities | $61,141,000 | 110 |
| Other commercial mortgage-backed securities | $7,120,000 | 445 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $407,693,000 | 329 |
| Total debt securities | $407,695,000 | 362 |
| 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 | $400,144,000 | 379 |
| U.S. Government securities | $152,698,000 | 604 |
| U.S. Treasury securities | $20,917,000 | 274 |
| U.S. Government agency obligations | $131,781,000 | 653 |
| Securities issued by states & political subdivisions | $160,526,000 | 185 |
| Other domestic debt securities | $81,058,000 | 161 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $595,000 | 142 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $80,463,000 | 79 |
| Foreign debt securities | $5,862,000 | 79 |
| 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 | $157,249,000 | 390 |
| Mortgage-backed securities | $131,644,000 | 515 |
| Certificates of participation in pools of residential mortgages | $56,547,000 | 617 |
| Issued or guaranteed by U.S. | $56,547,000 | 614 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $21,549,000 | 733 |
| CMOs issued by government agencies or sponsored agencies | $21,549,000 | 697 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $53,548,000 | 244 |
| Commercial mortgage pass-through securities | $46,263,000 | 130 |
| Other commercial mortgage-backed securities | $7,285,000 | 437 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $400,144,000 | 335 |
| Total debt securities | $400,145,000 | 372 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $410,911,000 | 373 |
| U.S. Government securities | $161,488,000 | 576 |
| U.S. Treasury securities | $26,254,000 | 226 |
| U.S. Government agency obligations | $135,234,000 | 632 |
| Securities issued by states & political subdivisions | $164,823,000 | 181 |
| Other domestic debt securities | $80,757,000 | 159 |
| Privately issued residential mortgage-backed securities | $4,000 | 597 |
| Commercial mortgage-backed securities - Total | $607,000 | 135 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $80,146,000 | 84 |
| Foreign debt securities | $3,843,000 | 99 |
| 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 | $136,104,000 | 433 |
| Mortgage-backed securities | $135,121,000 | 499 |
| Certificates of participation in pools of residential mortgages | $54,035,000 | 633 |
| Issued or guaranteed by U.S. | $54,035,000 | 630 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $22,525,000 | 695 |
| CMOs issued by government agencies or sponsored agencies | $22,521,000 | 665 |
| Privately issued | $4,000 | 490 |
| Commercial mortgage-backed securities | $58,561,000 | 228 |
| Commercial mortgage pass-through securities | $49,908,000 | 123 |
| Other commercial mortgage-backed securities | $8,653,000 | 394 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $410,911,000 | 326 |
| Total debt securities | $410,911,000 | 366 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $401,975,000 | 380 |
| U.S. Government securities | $168,964,000 | 560 |
| U.S. Treasury securities | $26,350,000 | 227 |
| U.S. Government agency obligations | $142,614,000 | 602 |
| Securities issued by states & political subdivisions | $166,899,000 | 185 |
| Other domestic debt securities | $62,275,000 | 193 |
| Privately issued residential mortgage-backed securities | $5,000 | 884 |
| Commercial mortgage-backed securities - Total | $631,000 | 128 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $61,639,000 | 99 |
| Foreign debt securities | $3,837,000 | 98 |
| 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 | $125,759,000 | 470 |
| Mortgage-backed securities | $142,052,000 | 478 |
| Certificates of participation in pools of residential mortgages | $54,275,000 | 663 |
| Issued or guaranteed by U.S. | $54,275,000 | 653 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $24,171,000 | 664 |
| CMOs issued by government agencies or sponsored agencies | $24,166,000 | 630 |
| Privately issued | $5,000 | 511 |
| Commercial mortgage-backed securities | $63,606,000 | 206 |
| Commercial mortgage pass-through securities | $52,906,000 | 116 |
| Other commercial mortgage-backed securities | $10,700,000 | 343 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $401,975,000 | 337 |
| Total debt securities | $401,975,000 | 373 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $401,130,000 | 387 |
| U.S. Government securities | $176,640,000 | 542 |
| U.S. Treasury securities | $26,185,000 | 225 |
| U.S. Government agency obligations | $150,455,000 | 584 |
| Securities issued by states & political subdivisions | $175,907,000 | 177 |
| Other domestic debt securities | $46,658,000 | 220 |
| Privately issued residential mortgage-backed securities | $8,000 | 558 |
| Commercial mortgage-backed securities - Total | $662,000 | 130 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $45,988,000 | 131 |
| Foreign debt securities | $1,925,000 | 142 |
| 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 | $153,057,000 | 416 |
| Mortgage-backed securities | $149,914,000 | 460 |
| Certificates of participation in pools of residential mortgages | $58,469,000 | 636 |
| Issued or guaranteed by U.S. | $58,469,000 | 636 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $25,912,000 | 629 |
| CMOs issued by government agencies or sponsored agencies | $25,904,000 | 599 |
| Privately issued | $8,000 | 518 |
| Commercial mortgage-backed securities | $65,533,000 | 193 |
| Commercial mortgage pass-through securities | $53,414,000 | 98 |
| Other commercial mortgage-backed securities | $12,119,000 | 312 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $401,130,000 | 338 |
| Total debt securities | $401,130,000 | 381 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $402,582,000 | 386 |
| U.S. Government securities | $180,978,000 | 529 |
| U.S. Treasury securities | $26,210,000 | 210 |
| U.S. Government agency obligations | $154,768,000 | 568 |
| Securities issued by states & political subdivisions | $184,041,000 | 172 |
| Other domestic debt securities | $35,600,000 | 258 |
| Privately issued residential mortgage-backed securities | $13,000 | 550 |
| Commercial mortgage-backed securities - Total | $753,000 | 124 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $34,834,000 | 169 |
| Foreign debt securities | $1,963,000 | 141 |
| 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 | $140,867,000 | 442 |
| Mortgage-backed securities | $153,864,000 | 455 |
| Certificates of participation in pools of residential mortgages | $62,287,000 | 616 |
| Issued or guaranteed by U.S. | $62,287,000 | 616 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $27,944,000 | 606 |
| CMOs issued by government agencies or sponsored agencies | $27,931,000 | 572 |
| Privately issued | $13,000 | 518 |
| Commercial mortgage-backed securities | $63,633,000 | 193 |
| Commercial mortgage pass-through securities | $50,304,000 | 100 |
| Other commercial mortgage-backed securities | $13,329,000 | 287 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $402,582,000 | 339 |
| Total debt securities | $402,582,000 | 380 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $405,668,000 | 390 |
| U.S. Government securities | $183,414,000 | 526 |
| U.S. Treasury securities | $26,272,000 | 203 |
| U.S. Government agency obligations | $157,142,000 | 562 |
| Securities issued by states & political subdivisions | $188,713,000 | 164 |
| Other domestic debt securities | $31,567,000 | 276 |
| Privately issued residential mortgage-backed securities | $21,000 | 551 |
| Commercial mortgage-backed securities - Total | $775,000 | 121 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $30,771,000 | 185 |
| Foreign debt securities | $1,974,000 | 146 |
| 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 | $76,675,000 | 756 |
| Mortgage-backed securities | $156,264,000 | 446 |
| Certificates of participation in pools of residential mortgages | $66,556,000 | 584 |
| Issued or guaranteed by U.S. | $66,556,000 | 584 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $30,484,000 | 573 |
| CMOs issued by government agencies or sponsored agencies | $30,463,000 | 542 |
| Privately issued | $21,000 | 516 |
| Commercial mortgage-backed securities | $59,224,000 | 198 |
| Commercial mortgage pass-through securities | $45,767,000 | 106 |
| Other commercial mortgage-backed securities | $13,457,000 | 280 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $405,668,000 | 334 |
| Total debt securities | $405,668,000 | 382 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $415,747,000 | 383 |
| U.S. Government securities | $190,957,000 | 511 |
| U.S. Treasury securities | $26,152,000 | 205 |
| U.S. Government agency obligations | $164,805,000 | 546 |
| Securities issued by states & political subdivisions | $191,126,000 | 163 |
| Other domestic debt securities | $31,693,000 | 285 |
| Privately issued residential mortgage-backed securities | $48,000 | 537 |
| Commercial mortgage-backed securities - Total | $819,000 | 113 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $30,826,000 | 192 |
| Foreign debt securities | $1,971,000 | 153 |
| 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 | $36,463,000 | 1,385 |
| Mortgage-backed securities | $163,828,000 | 431 |
| Certificates of participation in pools of residential mortgages | $70,857,000 | 570 |
| Issued or guaranteed by U.S. | $70,857,000 | 570 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $33,100,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $33,052,000 | 515 |
| Privately issued | $48,000 | 502 |
| Commercial mortgage-backed securities | $59,871,000 | 199 |
| Commercial mortgage pass-through securities | $46,273,000 | 106 |
| Other commercial mortgage-backed securities | $13,598,000 | 275 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $415,747,000 | 330 |
| Total debt securities | $415,747,000 | 374 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $399,225,000 | 390 |
| U.S. Government securities | $181,348,000 | 540 |
| U.S. Treasury securities | $26,122,000 | 215 |
| U.S. Government agency obligations | $155,226,000 | 581 |
| Securities issued by states & political subdivisions | $184,557,000 | 166 |
| Other domestic debt securities | $31,369,000 | 297 |
| Privately issued residential mortgage-backed securities | $31,000 | 592 |
| Commercial mortgage-backed securities - Total | $893,000 | 117 |
| Asset backed securities | $3,000 | 356 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $30,442,000 | 195 |
| Foreign debt securities | $1,951,000 | 157 |
| 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 | $20,589,000 | 2,058 |
| Mortgage-backed securities | $154,302,000 | 455 |
| Certificates of participation in pools of residential mortgages | $69,595,000 | 588 |
| Issued or guaranteed by U.S. | $69,595,000 | 588 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $24,601,000 | 656 |
| CMOs issued by government agencies or sponsored agencies | $24,570,000 | 620 |
| Privately issued | $31,000 | 559 |
| Commercial mortgage-backed securities | $60,106,000 | 190 |
| Commercial mortgage pass-through securities | $46,449,000 | 107 |
| Other commercial mortgage-backed securities | $13,657,000 | 265 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $399,225,000 | 342 |
| Total debt securities | $399,225,000 | 384 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $360,504,000 | 423 |
| U.S. Government securities | $160,109,000 | 585 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $160,109,000 | 555 |
| Securities issued by states & political subdivisions | $187,240,000 | 160 |
| Other domestic debt securities | $13,155,000 | 500 |
| Privately issued residential mortgage-backed securities | $54,000 | 583 |
| Commercial mortgage-backed securities - Total | $928,000 | 115 |
| Asset backed securities | $4,000 | 356 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $12,169,000 | 373 |
| 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 | $30,317,000 | 1,582 |
| Mortgage-backed securities | $159,128,000 | 442 |
| Certificates of participation in pools of residential mortgages | $72,282,000 | 562 |
| Issued or guaranteed by U.S. | $72,282,000 | 562 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $26,417,000 | 632 |
| CMOs issued by government agencies or sponsored agencies | $26,363,000 | 593 |
| Privately issued | $54,000 | 548 |
| Commercial mortgage-backed securities | $60,429,000 | 181 |
| Commercial mortgage pass-through securities | $46,730,000 | 103 |
| Other commercial mortgage-backed securities | $13,699,000 | 252 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $360,504,000 | 368 |
| Total debt securities | $360,504,000 | 416 |
| 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 | $363,102,000 | 422 |
| U.S. Government securities | $163,460,000 | 588 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $163,460,000 | 560 |
| Securities issued by states & political subdivisions | $187,484,000 | 159 |
| Other domestic debt securities | $12,158,000 | 523 |
| Privately issued residential mortgage-backed securities | $62,000 | 578 |
| Commercial mortgage-backed securities - Total | $1,398,000 | 96 |
| Asset backed securities | $9,000 | 357 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $10,689,000 | 414 |
| 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 | $28,935,000 | 1,641 |
| Mortgage-backed securities | $162,926,000 | 438 |
| Certificates of participation in pools of residential mortgages | $72,448,000 | 567 |
| Issued or guaranteed by U.S. | $72,448,000 | 567 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $29,422,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $29,360,000 | 549 |
| Privately issued | $62,000 | 547 |
| Commercial mortgage-backed securities | $61,056,000 | 170 |
| Commercial mortgage pass-through securities | $46,532,000 | 94 |
| Other commercial mortgage-backed securities | $14,524,000 | 232 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $363,102,000 | 363 |
| Total debt securities | $363,102,000 | 413 |
| 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 | $368,290,000 | 428 |
| U.S. Government securities | $168,472,000 | 584 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $168,472,000 | 552 |
| Securities issued by states & political subdivisions | $186,925,000 | 161 |
| Other domestic debt securities | $12,893,000 | 522 |
| Privately issued residential mortgage-backed securities | $85,000 | 583 |
| Commercial mortgage-backed securities - Total | $2,207,000 | 97 |
| Asset backed securities | $10,000 | 365 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $10,591,000 | 418 |
| 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 | $50,127,000 | 1,108 |
| Mortgage-backed securities | $168,264,000 | 433 |
| Certificates of participation in pools of residential mortgages | $73,717,000 | 551 |
| Issued or guaranteed by U.S. | $73,717,000 | 551 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $32,005,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $31,920,000 | 536 |
| Privately issued | $85,000 | 549 |
| Commercial mortgage-backed securities | $62,542,000 | 152 |
| Commercial mortgage pass-through securities | $47,118,000 | 88 |
| Other commercial mortgage-backed securities | $15,424,000 | 209 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $368,290,000 | 356 |
| Total debt securities | $368,290,000 | 416 |
| 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 | $169,546,000 | 869 |
| U.S. Government securities | $62,661,000 | 1,388 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $62,661,000 | 1,322 |
| Securities issued by states & political subdivisions | $105,172,000 | 316 |
| Other domestic debt securities | $1,713,000 | 1,382 |
| Privately issued residential mortgage-backed securities | $3,000 | 709 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $10,000 | 362 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,700,000 | 1,098 |
| 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 | $23,653,000 | 1,929 |
| Mortgage-backed securities | $62,364,000 | 950 |
| Certificates of participation in pools of residential mortgages | $47,680,000 | 827 |
| Issued or guaranteed by U.S. | $47,680,000 | 825 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,684,000 | 937 |
| CMOs issued by government agencies or sponsored agencies | $14,681,000 | 883 |
| Privately issued | $3,000 | 671 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $169,546,000 | 762 |
| Total debt securities | $169,546,000 | 857 |
| 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 | $167,919,000 | 892 |
| U.S. Government securities | $61,755,000 | 1,429 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $61,755,000 | 1,358 |
| Securities issued by states & political subdivisions | $105,010,000 | 320 |
| Other domestic debt securities | $1,154,000 | 1,530 |
| Privately issued residential mortgage-backed securities | $3,000 | 712 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $11,000 | 369 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,140,000 | 1,230 |
| 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 | $24,294,000 | 1,896 |
| Mortgage-backed securities | $61,464,000 | 957 |
| Certificates of participation in pools of residential mortgages | $45,914,000 | 853 |
| Issued or guaranteed by U.S. | $45,914,000 | 852 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $15,550,000 | 916 |
| CMOs issued by government agencies or sponsored agencies | $15,547,000 | 869 |
| Privately issued | $3,000 | 675 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $167,919,000 | 767 |
| Total debt securities | $167,919,000 | 881 |
| 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 | $163,360,000 | 910 |
| U.S. Government securities | $55,200,000 | 1,570 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $55,200,000 | 1,506 |
| Securities issued by states & political subdivisions | $107,005,000 | 304 |
| Other domestic debt securities | $1,155,000 | 1,530 |
| Privately issued residential mortgage-backed securities | $4,000 | 725 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $11,000 | 381 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,140,000 | 1,214 |
| 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 | $24,963,000 | 1,890 |
| Mortgage-backed securities | $54,907,000 | 1,047 |
| Certificates of participation in pools of residential mortgages | $37,948,000 | 974 |
| Issued or guaranteed by U.S. | $37,948,000 | 974 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $16,959,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $16,955,000 | 822 |
| Privately issued | $4,000 | 686 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $163,360,000 | 795 |
| Total debt securities | $163,360,000 | 903 |
| 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 | $155,760,000 | 960 |
| U.S. Government securities | $54,830,000 | 1,629 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $54,830,000 | 1,554 |
| Securities issued by states & political subdivisions | $99,774,000 | 312 |
| Other domestic debt securities | $1,156,000 | 1,543 |
| Privately issued residential mortgage-backed securities | $5,000 | 744 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $11,000 | 384 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,140,000 | 1,229 |
| 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 | $22,377,000 | 2,058 |
| Mortgage-backed securities | $54,542,000 | 1,080 |
| Certificates of participation in pools of residential mortgages | $35,892,000 | 1,052 |
| Issued or guaranteed by U.S. | $35,892,000 | 1,051 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,650,000 | 862 |
| CMOs issued by government agencies or sponsored agencies | $18,645,000 | 823 |
| Privately issued | $5,000 | 706 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $155,760,000 | 849 |
| Total debt securities | $155,760,000 | 952 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $167,719,000 | 902 |
| U.S. Government securities | $58,760,000 | 1,562 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $58,760,000 | 1,491 |
| Securities issued by states & political subdivisions | $107,799,000 | 282 |
| Other domestic debt securities | $1,160,000 | 1,583 |
| Privately issued residential mortgage-backed securities | $6,000 | 786 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $14,000 | 393 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,140,000 | 1,244 |
| 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 | $25,379,000 | 1,912 |
| Mortgage-backed securities | $58,220,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $37,068,000 | 1,036 |
| Issued or guaranteed by U.S. | $37,068,000 | 1,035 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $21,152,000 | 826 |
| CMOs issued by government agencies or sponsored agencies | $21,146,000 | 790 |
| Privately issued | $6,000 | 743 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $167,719,000 | 788 |
| Total debt securities | $167,719,000 | 893 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $165,711,000 | 911 |
| U.S. Government securities | $62,707,000 | 1,493 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $62,707,000 | 1,430 |
| Securities issued by states & political subdivisions | $102,762,000 | 293 |
| Other domestic debt securities | $242,000 | 2,196 |
| Privately issued residential mortgage-backed securities | $8,000 | 780 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $14,000 | 391 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $220,000 | 1,781 |
| 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 | $35,221,000 | 1,499 |
| Mortgage-backed securities | $61,676,000 | 1,001 |
| Certificates of participation in pools of residential mortgages | $38,623,000 | 1,027 |
| Issued or guaranteed by U.S. | $38,623,000 | 1,024 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $23,053,000 | 799 |
| CMOs issued by government agencies or sponsored agencies | $23,045,000 | 761 |
| Privately issued | $8,000 | 736 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $165,711,000 | 787 |
| Total debt securities | $165,711,000 | 898 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $148,506,000 | 1,014 |
| U.S. Government securities | $65,089,000 | 1,480 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $65,089,000 | 1,414 |
| Securities issued by states & political subdivisions | $83,172,000 | 376 |
| Other domestic debt securities | $245,000 | 2,255 |
| Privately issued residential mortgage-backed securities | $10,000 | 808 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $15,000 | 396 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $220,000 | 1,810 |
| 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 | $49,154,000 | 1,191 |
| Mortgage-backed securities | $64,070,000 | 986 |
| Certificates of participation in pools of residential mortgages | $39,252,000 | 1,037 |
| Issued or guaranteed by U.S. | $39,252,000 | 1,036 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $24,818,000 | 774 |
| CMOs issued by government agencies or sponsored agencies | $24,808,000 | 735 |
| Privately issued | $10,000 | 769 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $148,506,000 | 894 |
| Total debt securities | $148,506,000 | 998 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $141,751,000 | 1,069 |
| U.S. Government securities | $64,450,000 | 1,505 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $64,450,000 | 1,440 |
| Securities issued by states & political subdivisions | $77,051,000 | 410 |
| Other domestic debt securities | $250,000 | 2,291 |
| Privately issued residential mortgage-backed securities | $15,000 | 827 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $15,000 | 418 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $220,000 | 1,870 |
| 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 | $55,109,000 | 1,081 |
| Mortgage-backed securities | $62,928,000 | 1,017 |
| Certificates of participation in pools of residential mortgages | $36,491,000 | 1,126 |
| Issued or guaranteed by U.S. | $36,491,000 | 1,126 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $26,437,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $26,422,000 | 716 |
| Privately issued | $15,000 | 790 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $141,751,000 | 941 |
| Total debt securities | $141,751,000 | 1,056 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $131,461,000 | 1,160 |
| U.S. Government securities | $67,873,000 | 1,452 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $67,873,000 | 1,396 |
| Securities issued by states & political subdivisions | $63,337,000 | 540 |
| Other domestic debt securities | $251,000 | 2,355 |
| Privately issued residential mortgage-backed securities | $16,000 | 859 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $15,000 | 434 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $220,000 | 1,919 |
| 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 | $51,572,000 | 1,142 |
| Mortgage-backed securities | $65,843,000 | 980 |
| Certificates of participation in pools of residential mortgages | $38,020,000 | 1,085 |
| Issued or guaranteed by U.S. | $38,020,000 | 1,084 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $27,823,000 | 735 |
| CMOs issued by government agencies or sponsored agencies | $27,807,000 | 702 |
| Privately issued | $16,000 | 819 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $131,461,000 | 1,026 |
| Total debt securities | $131,461,000 | 1,148 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $125,207,000 | 1,199 |
| U.S. Government securities | $69,919,000 | 1,382 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $69,919,000 | 1,342 |
| Securities issued by states & political subdivisions | $55,024,000 | 670 |
| Other domestic debt securities | $252,000 | 2,408 |
| Privately issued residential mortgage-backed securities | $17,000 | 889 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $15,000 | 437 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $220,000 | 1,963 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $12,000 | 1,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,594,000 | 1,070 |
| Mortgage-backed securities | $67,879,000 | 946 |
| Certificates of participation in pools of residential mortgages | $38,556,000 | 1,070 |
| Issued or guaranteed by U.S. | $38,556,000 | 1,069 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $29,323,000 | 712 |
| CMOs issued by government agencies or sponsored agencies | $29,306,000 | 673 |
| Privately issued | $17,000 | 846 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $125,207,000 | 1,059 |
| Total debt securities | $125,195,000 | 1,187 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $129,877,000 | 1,178 |
| U.S. Government securities | $74,102,000 | 1,340 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $74,102,000 | 1,297 |
| Securities issued by states & political subdivisions | $55,510,000 | 663 |
| Other domestic debt securities | $253,000 | 2,464 |
| Privately issued residential mortgage-backed securities | $18,000 | 920 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $15,000 | 447 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $220,000 | 2,006 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $12,000 | 1,169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,898,000 | 1,008 |
| Mortgage-backed securities | $71,797,000 | 914 |
| Certificates of participation in pools of residential mortgages | $40,463,000 | 1,024 |
| Issued or guaranteed by U.S. | $40,463,000 | 1,023 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $31,334,000 | 686 |
| CMOs issued by government agencies or sponsored agencies | $31,316,000 | 642 |
| Privately issued | $18,000 | 879 |
| 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) | $129,877,000 | 1,039 |
| Total debt securities | $129,865,000 | 1,162 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $127,363,000 | 1,197 |
| U.S. Government securities | $74,229,000 | 1,336 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $74,229,000 | 1,297 |
| Securities issued by states & political subdivisions | $52,868,000 | 702 |
| Other domestic debt securities | $254,000 | 2,525 |
| Privately issued residential mortgage-backed securities | $19,000 | 940 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $15,000 | 456 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $220,000 | 2,050 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $12,000 | 1,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,544,000 | 961 |
| Mortgage-backed securities | $73,247,000 | 917 |
| Certificates of participation in pools of residential mortgages | $38,621,000 | 1,071 |
| Issued or guaranteed by U.S. | $38,621,000 | 1,070 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $34,626,000 | 650 |
| CMOs issued by government agencies or sponsored agencies | $34,607,000 | 606 |
| Privately issued | $19,000 | 898 |
| 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) | $127,363,000 | 1,073 |
| Total debt securities | $127,351,000 | 1,183 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $57,210,000 | 2,429 |
| U.S. Government securities | $24,468,000 | 3,153 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $24,468,000 | 3,080 |
| Securities issued by states & political subdivisions | $32,742,000 | 1,153 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $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 | $7,138,000 | 3,843 |
| Mortgage-backed securities | $24,468,000 | 2,135 |
| Certificates of participation in pools of residential mortgages | $24,468,000 | 1,584 |
| Issued or guaranteed by U.S. | $24,468,000 | 1,582 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $57,210,000 | 2,239 |
| Total debt securities | $57,210,000 | 2,403 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $53,355,000 | 2,513 |
| U.S. Government securities | $20,668,000 | 3,425 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $20,668,000 | 3,343 |
| Securities issued by states & political subdivisions | $32,687,000 | 1,135 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $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 | $7,241,000 | 3,786 |
| Mortgage-backed securities | $20,668,000 | 2,363 |
| Certificates of participation in pools of residential mortgages | $20,668,000 | 1,742 |
| Issued or guaranteed by U.S. | $20,668,000 | 1,740 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $53,355,000 | 2,306 |
| Total debt securities | $53,355,000 | 2,488 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $54,485,000 | 2,500 |
| U.S. Government securities | $20,866,000 | 3,498 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $20,866,000 | 3,420 |
| Securities issued by states & political subdivisions | $33,619,000 | 1,067 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $8,761,000 | 3,549 |
| Mortgage-backed securities | $18,363,000 | 2,634 |
| Certificates of participation in pools of residential mortgages | $18,363,000 | 1,967 |
| Issued or guaranteed by U.S. | $18,363,000 | 1,967 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $54,485,000 | 2,289 |
| Total debt securities | $54,485,000 | 2,477 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $57,774,000 | 2,373 |
| U.S. Government securities | $24,105,000 | 3,254 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $24,105,000 | 3,195 |
| Securities issued by states & political subdivisions | $33,669,000 | 1,027 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $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 | $4,977,000 | 4,396 |
| Mortgage-backed securities | $19,096,000 | 2,605 |
| Certificates of participation in pools of residential mortgages | $19,096,000 | 1,960 |
| Issued or guaranteed by U.S. | $19,096,000 | 1,960 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $57,774,000 | 2,178 |
| Total debt securities | $57,774,000 | 2,353 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $56,172,000 | 2,454 |
| U.S. Government securities | $24,931,000 | 3,249 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $24,931,000 | 3,176 |
| Securities issued by states & political subdivisions | $31,241,000 | 1,059 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $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 | $7,675,000 | 3,817 |
| Mortgage-backed securities | $19,917,000 | 2,558 |
| Certificates of participation in pools of residential mortgages | $19,917,000 | 1,899 |
| Issued or guaranteed by U.S. | $19,917,000 | 1,897 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $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) | $56,172,000 | 2,239 |
| Total debt securities | $56,172,000 | 2,437 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $55,352,000 | 2,419 |
| U.S. Government securities | $23,504,000 | 3,306 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $23,504,000 | 3,236 |
| Securities issued by states & political subdivisions | $31,848,000 | 1,017 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $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 | $7,486,000 | 3,650 |
| Mortgage-backed securities | $18,485,000 | 2,585 |
| Certificates of participation in pools of residential mortgages | $18,485,000 | 1,890 |
| Issued or guaranteed by U.S. | $18,485,000 | 1,889 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $55,352,000 | 2,191 |
| Total debt securities | $55,352,000 | 2,400 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $55,855,000 | 2,319 |
| U.S. Government securities | $24,447,000 | 3,148 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $24,447,000 | 3,070 |
| Securities issued by states & political subdivisions | $31,408,000 | 979 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $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 | $9,585,000 | 3,256 |
| Mortgage-backed securities | $19,426,000 | 2,474 |
| Certificates of participation in pools of residential mortgages | $19,426,000 | 1,759 |
| Issued or guaranteed by U.S. | $19,426,000 | 1,755 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $55,855,000 | 2,101 |
| Total debt securities | $55,855,000 | 2,300 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $53,663,000 | 2,405 |
| U.S. Government securities | $22,829,000 | 3,364 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $22,829,000 | 3,269 |
| Securities issued by states & political subdivisions | $30,834,000 | 939 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $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 | $9,664,000 | 3,256 |
| Mortgage-backed securities | $17,807,000 | 2,526 |
| Certificates of participation in pools of residential mortgages | $17,807,000 | 1,835 |
| Issued or guaranteed by U.S. | $17,807,000 | 1,833 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $53,663,000 | 2,180 |
| Total debt securities | $53,663,000 | 2,381 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $54,667,000 | 2,348 |
| U.S. Government securities | $23,363,000 | 3,321 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $23,363,000 | 3,230 |
| Securities issued by states & political subdivisions | $31,304,000 | 902 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $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 | $9,688,000 | 3,274 |
| Mortgage-backed securities | $18,356,000 | 2,433 |
| Certificates of participation in pools of residential mortgages | $18,356,000 | 1,745 |
| Issued or guaranteed by U.S. | $18,356,000 | 1,741 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $54,667,000 | 2,127 |
| Total debt securities | $54,667,000 | 2,323 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $51,015,000 | 2,379 |
| U.S. Government securities | $19,906,000 | 3,484 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $19,906,000 | 3,385 |
| Securities issued by states & political subdivisions | $31,109,000 | 884 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $10,013,000 | 3,165 |
| Mortgage-backed securities | $17,407,000 | 2,396 |
| Certificates of participation in pools of residential mortgages | $17,407,000 | 1,731 |
| Issued or guaranteed by U.S. | $17,407,000 | 1,726 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $51,015,000 | 2,144 |
| Total debt securities | $51,015,000 | 2,354 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $54,115,000 | 2,233 |
| U.S. Government securities | $21,689,000 | 3,260 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $21,689,000 | 3,161 |
| Securities issued by states & political subdivisions | $32,426,000 | 819 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $8,225,000 | 3,518 |
| Mortgage-backed securities | $19,186,000 | 2,258 |
| Certificates of participation in pools of residential mortgages | $19,186,000 | 1,581 |
| Issued or guaranteed by U.S. | $19,186,000 | 1,578 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $54,115,000 | 2,003 |
| Total debt securities | $54,115,000 | 2,206 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $49,418,000 | 2,385 |
| U.S. Government securities | $20,570,000 | 3,432 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $20,570,000 | 3,345 |
| Securities issued by states & political subdivisions | $28,848,000 | 871 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $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 | $8,381,000 | 3,546 |
| Mortgage-backed securities | $20,570,000 | 2,159 |
| Certificates of participation in pools of residential mortgages | $20,570,000 | 1,508 |
| Issued or guaranteed by U.S. | $20,570,000 | 1,502 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $49,418,000 | 2,137 |
| Total debt securities | $49,418,000 | 2,360 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $53,707,000 | 2,255 |
| U.S. Government securities | $21,237,000 | 3,424 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $21,237,000 | 3,337 |
| Securities issued by states & political subdivisions | $32,470,000 | 738 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $10,249,000 | 3,276 |
| Mortgage-backed securities | $21,237,000 | 2,184 |
| Certificates of participation in pools of residential mortgages | $21,237,000 | 1,552 |
| Issued or guaranteed by U.S. | $21,237,000 | 1,548 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $53,707,000 | 2,009 |
| Total debt securities | $53,707,000 | 2,229 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $53,243,000 | 2,256 |
| U.S. Government securities | $19,819,000 | 3,533 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $19,819,000 | 3,460 |
| Securities issued by states & political subdivisions | $33,424,000 | 705 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,387,000 | 3,131 |
| Mortgage-backed securities | $19,819,000 | 2,301 |
| Certificates of participation in pools of residential mortgages | $19,819,000 | 1,693 |
| Issued or guaranteed by U.S. | $19,819,000 | 1,688 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $53,243,000 | 2,008 |
| Total debt securities | $53,243,000 | 2,232 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $54,750,000 | 2,204 |
| U.S. Government securities | $20,604,000 | 3,431 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $20,604,000 | 3,356 |
| Securities issued by states & political subdivisions | $34,146,000 | 691 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,987,000 | 3,351 |
| Mortgage-backed securities | $20,604,000 | 2,288 |
| Certificates of participation in pools of residential mortgages | $20,604,000 | 1,696 |
| Issued or guaranteed by U.S. | $20,604,000 | 1,691 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $54,750,000 | 1,952 |
| Total debt securities | $54,750,000 | 2,176 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $50,537,000 | 2,312 |
| U.S. Government securities | $16,938,000 | 3,849 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $16,938,000 | 3,764 |
| Securities issued by states & political subdivisions | $33,599,000 | 669 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| 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 | $9,980,000 | 3,357 |
| Mortgage-backed securities | $16,938,000 | 2,591 |
| Certificates of participation in pools of residential mortgages | $16,938,000 | 2,001 |
| Issued or guaranteed by U.S. | $16,938,000 | 1,990 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $50,537,000 | 2,034 |
| Total debt securities | $50,537,000 | 2,279 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $48,040,000 | 2,417 |
| U.S. Government securities | $13,148,000 | 4,494 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,148,000 | 4,413 |
| Securities issued by states & political subdivisions | $34,892,000 | 590 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| 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 | $14,591,000 | 2,769 |
| Mortgage-backed securities | $13,148,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $13,148,000 | 2,368 |
| Issued or guaranteed by U.S. | $13,148,000 | 2,357 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $48,040,000 | 2,130 |
| Total debt securities | $48,042,000 | 2,386 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $49,103,000 | 2,340 |
| U.S. Government securities | $13,754,000 | 4,429 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,754,000 | 4,347 |
| Securities issued by states & political subdivisions | $35,349,000 | 548 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| 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 | $18,163,000 | 2,457 |
| Mortgage-backed securities | $13,754,000 | 2,890 |
| Certificates of participation in pools of residential mortgages | $13,754,000 | 2,269 |
| Issued or guaranteed by U.S. | $13,754,000 | 2,260 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $49,103,000 | 2,060 |
| Total debt securities | $49,103,000 | 2,316 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $46,993,000 | 2,386 |
| U.S. Government securities | $11,698,000 | 4,777 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,698,000 | 4,686 |
| Securities issued by states & political subdivisions | $35,295,000 | 542 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| 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 | $27,448,000 | 1,796 |
| Mortgage-backed securities | $11,698,000 | 3,026 |
| Certificates of participation in pools of residential mortgages | $11,698,000 | 2,429 |
| Issued or guaranteed by U.S. | $11,698,000 | 2,413 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $46,993,000 | 2,088 |
| Total debt securities | $46,993,000 | 2,354 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $43,529,000 | 2,580 |
| U.S. Government securities | $8,104,000 | 5,573 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,104,000 | 5,491 |
| Securities issued by states & political subdivisions | $33,425,000 | 607 |
| Other domestic debt securities | $2,000,000 | 1,833 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,183 |
| 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 | $23,649,000 | 1,983 |
| Mortgage-backed securities | $6,120,000 | 3,925 |
| Certificates of participation in pools of residential mortgages | $6,120,000 | 3,328 |
| Issued or guaranteed by U.S. | $6,120,000 | 3,311 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $43,529,000 | 2,290 |
| Total debt securities | $43,529,000 | 2,539 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $42,566,000 | 2,632 |
| U.S. Government securities | $8,028,000 | 5,588 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,028,000 | 5,500 |
| Securities issued by states & political subdivisions | $34,538,000 | 577 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| 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 | $32,057,000 | 1,508 |
| Mortgage-backed securities | $6,045,000 | 3,869 |
| Certificates of participation in pools of residential mortgages | $6,045,000 | 3,263 |
| Issued or guaranteed by U.S. | $6,045,000 | 3,247 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $42,566,000 | 2,332 |
| Total debt securities | $42,566,000 | 2,586 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $55,421,000 | 2,095 |
| U.S. Government securities | $20,533,000 | 3,525 |
| U.S. Treasury securities | $7,765,000 | 240 |
| U.S. Government agency obligations | $12,768,000 | 4,633 |
| Securities issued by states & political subdivisions | $34,888,000 | 554 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,946,000 | 2,142 |
| Mortgage-backed securities | $1,799,000 | 4,949 |
| Certificates of participation in pools of residential mortgages | $1,799,000 | 4,480 |
| Issued or guaranteed by U.S. | $1,799,000 | 4,463 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $55,421,000 | 1,835 |
| Total debt securities | $55,421,000 | 2,045 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $52,049,000 | 2,218 |
| U.S. Government securities | $18,501,000 | 3,832 |
| U.S. Treasury securities | $7,723,000 | 257 |
| U.S. Government agency obligations | $10,778,000 | 5,100 |
| Securities issued by states & political subdivisions | $33,548,000 | 572 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,683,000 | 2,302 |
| Mortgage-backed securities | $1,847,000 | 4,804 |
| Certificates of participation in pools of residential mortgages | $1,847,000 | 4,285 |
| Issued or guaranteed by U.S. | $1,847,000 | 4,273 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $52,049,000 | 1,916 |
| Total debt securities | $52,049,000 | 2,171 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $52,923,000 | 2,184 |
| U.S. Government securities | $19,930,000 | 3,660 |
| U.S. Treasury securities | $14,044,000 | 188 |
| U.S. Government agency obligations | $5,886,000 | 6,334 |
| Securities issued by states & political subdivisions | $32,993,000 | 575 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| 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 | $19,879,000 | 2,193 |
| Mortgage-backed securities | $1,924,000 | 4,747 |
| Certificates of participation in pools of residential mortgages | $1,924,000 | 4,211 |
| Issued or guaranteed by U.S. | $1,924,000 | 4,198 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $52,923,000 | 1,877 |
| Total debt securities | $52,923,000 | 2,139 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $47,748,000 | 2,394 |
| U.S. Government securities | $19,188,000 | 3,765 |
| U.S. Treasury securities | $13,946,000 | 216 |
| U.S. Government agency obligations | $5,242,000 | 6,572 |
| Securities issued by states & political subdivisions | $28,560,000 | 679 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| 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 | $18,891,000 | 2,284 |
| Mortgage-backed securities | $1,293,000 | 5,101 |
| Certificates of participation in pools of residential mortgages | $1,293,000 | 4,595 |
| Issued or guaranteed by U.S. | $1,293,000 | 4,577 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $47,748,000 | 2,073 |
| Total debt securities | $47,748,000 | 2,348 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $67,119,000 | 1,773 |
| U.S. Government securities | $40,003,000 | 2,122 |
| U.S. Treasury securities | $17,756,000 | 190 |
| U.S. Government agency obligations | $22,247,000 | 3,348 |
| Securities issued by states & political subdivisions | $27,116,000 | 719 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| 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 | $25,035,000 | 1,833 |
| Mortgage-backed securities | $1,376,000 | 5,054 |
| Certificates of participation in pools of residential mortgages | $1,376,000 | 4,546 |
| Issued or guaranteed by U.S. | $1,376,000 | 4,531 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $67,119,000 | 1,529 |
| Total debt securities | $67,119,000 | 1,737 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $51,879,000 | 2,274 |
| U.S. Government securities | $28,108,000 | 2,910 |
| U.S. Treasury securities | $17,777,000 | 199 |
| U.S. Government agency obligations | $10,331,000 | 5,316 |
| Securities issued by states & political subdivisions | $23,771,000 | 835 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| 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 | $13,056,000 | 2,918 |
| Mortgage-backed securities | $1,456,000 | 5,007 |
| Certificates of participation in pools of residential mortgages | $1,456,000 | 4,501 |
| Issued or guaranteed by U.S. | $1,456,000 | 4,478 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $51,879,000 | 1,950 |
| Total debt securities | $51,879,000 | 2,230 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $46,662,000 | 2,473 |
| U.S. Government securities | $23,166,000 | 3,383 |
| U.S. Treasury securities | $17,764,000 | 215 |
| U.S. Government agency obligations | $5,402,000 | 6,632 |
| Securities issued by states & political subdivisions | $23,496,000 | 824 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,931,000 | 2,701 |
| Mortgage-backed securities | $1,516,000 | 4,988 |
| Certificates of participation in pools of residential mortgages | $1,516,000 | 4,479 |
| Issued or guaranteed by U.S. | $1,516,000 | 4,460 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $46,662,000 | 2,118 |
| Total debt securities | $46,662,000 | 2,430 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $48,356,000 | 2,427 |
| U.S. Government securities | $24,695,000 | 3,266 |
| U.S. Treasury securities | $19,165,000 | 209 |
| U.S. Government agency obligations | $5,530,000 | 6,621 |
| Securities issued by states & political subdivisions | $23,661,000 | 810 |
| Other domestic debt securities | $0 | 3,249 |
| 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 | $0 | 2,544 |
| 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 | $14,787,000 | 2,708 |
| Mortgage-backed securities | $1,637,000 | 4,962 |
| Certificates of participation in pools of residential mortgages | $1,637,000 | 4,425 |
| Issued or guaranteed by U.S. | $1,637,000 | 4,410 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $48,356,000 | 2,084 |
| Total debt securities | $48,354,000 | 2,378 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $46,322,000 | 2,528 |
| U.S. Government securities | $24,857,000 | 3,250 |
| U.S. Treasury securities | $19,210,000 | 221 |
| U.S. Government agency obligations | $5,647,000 | 6,628 |
| Securities issued by states & political subdivisions | $21,465,000 | 895 |
| Other domestic debt securities | $0 | 3,344 |
| 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 | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,321,000 | 3,006 |
| Mortgage-backed securities | $1,747,000 | 4,952 |
| Certificates of participation in pools of residential mortgages | $1,747,000 | 4,400 |
| Issued or guaranteed by U.S. | $1,747,000 | 4,382 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $46,322,000 | 2,174 |
| Total debt securities | $46,322,000 | 2,484 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $34,454,000 | 3,167 |
| U.S. Government securities | $15,038,000 | 4,484 |
| U.S. Treasury securities | $9,183,000 | 357 |
| U.S. Government agency obligations | $5,855,000 | 6,567 |
| Securities issued by states & political subdivisions | $19,416,000 | 1,022 |
| Other domestic debt securities | $0 | 3,411 |
| 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 | $0 | 2,738 |
| 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 | $7,297,000 | 3,937 |
| Mortgage-backed securities | $1,922,000 | 4,886 |
| Certificates of participation in pools of residential mortgages | $1,922,000 | 4,330 |
| Issued or guaranteed by U.S. | $1,922,000 | 4,315 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $34,454,000 | 2,738 |
| Total debt securities | $34,454,000 | 3,115 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $34,622,000 | 3,215 |
| U.S. Government securities | $15,188,000 | 4,511 |
| U.S. Treasury securities | $9,142,000 | 363 |
| U.S. Government agency obligations | $6,046,000 | 6,529 |
| Securities issued by states & political subdivisions | $19,434,000 | 999 |
| Other domestic debt securities | $0 | 3,466 |
| 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 | $0 | 2,815 |
| 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 | $7,312,000 | 3,928 |
| Mortgage-backed securities | $2,097,000 | 4,880 |
| Certificates of participation in pools of residential mortgages | $2,097,000 | 4,306 |
| Issued or guaranteed by U.S. | $2,097,000 | 4,290 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $34,622,000 | 2,771 |
| Total debt securities | $34,622,000 | 3,167 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $33,269,000 | 3,359 |
| U.S. Government securities | $18,211,000 | 4,123 |
| U.S. Treasury securities | $10,108,000 | 367 |
| U.S. Government agency obligations | $8,103,000 | 6,016 |
| Securities issued by states & political subdivisions | $15,058,000 | 1,298 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| 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 | $10,481,000 | 3,279 |
| Mortgage-backed securities | $2,168,000 | 4,922 |
| Certificates of participation in pools of residential mortgages | $2,168,000 | 4,338 |
| Issued or guaranteed by U.S. | $2,168,000 | 4,325 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $33,269,000 | 2,887 |
| Total debt securities | $33,269,000 | 3,307 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $32,254,000 | 3,441 |
| U.S. Government securities | $18,566,000 | 4,067 |
| U.S. Treasury securities | $10,248,000 | 372 |
| U.S. Government agency obligations | $8,318,000 | 5,941 |
| Securities issued by states & political subdivisions | $13,688,000 | 1,451 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| 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 | $10,029,000 | 3,345 |
| Mortgage-backed securities | $2,306,000 | 4,902 |
| Certificates of participation in pools of residential mortgages | $2,306,000 | 4,316 |
| Issued or guaranteed by U.S. | $2,306,000 | 4,302 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $32,254,000 | 2,965 |
| Total debt securities | $32,254,000 | 3,382 |
| 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 | $31,249,000 | 3,511 |
| U.S. Government securities | $18,773,000 | 3,993 |
| U.S. Treasury securities | $10,274,000 | 363 |
| U.S. Government agency obligations | $8,499,000 | 5,925 |
| Securities issued by states & political subdivisions | $12,476,000 | 1,588 |
| Other domestic debt securities | $0 | 3,638 |
| 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 | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,139,000 | 3,723 |
| Mortgage-backed securities | $2,438,000 | 4,879 |
| Certificates of participation in pools of residential mortgages | $2,438,000 | 4,286 |
| Issued or guaranteed by U.S. | $2,438,000 | 4,275 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $31,249,000 | 3,024 |
| Total debt securities | $31,249,000 | 3,446 |
| 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 | $30,876,000 | 3,589 |
| U.S. Government securities | $18,750,000 | 4,071 |
| U.S. Treasury securities | $10,216,000 | 382 |
| U.S. Government agency obligations | $8,534,000 | 5,990 |
| Securities issued by states & political subdivisions | $12,126,000 | 1,620 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,222,000 | 3,680 |
| Mortgage-backed securities | $2,570,000 | 4,895 |
| Certificates of participation in pools of residential mortgages | $2,570,000 | 4,277 |
| Issued or guaranteed by U.S. | $2,570,000 | 4,265 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $30,876,000 | 3,090 |
| Total debt securities | $30,876,000 | 3,521 |
| 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 | $27,199,000 | 3,932 |
| U.S. Government securities | $19,391,000 | 3,938 |
| U.S. Treasury securities | $14,430,000 | 296 |
| U.S. Government agency obligations | $4,961,000 | 7,024 |
| Securities issued by states & political subdivisions | $7,808,000 | 2,360 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,561,000 | 3,162 |
| Mortgage-backed securities | $2,888,000 | 4,814 |
| Certificates of participation in pools of residential mortgages | $2,888,000 | 4,179 |
| Issued or guaranteed by U.S. | $2,888,000 | 4,168 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $27,199,000 | 3,407 |
| Total debt securities | $27,199,000 | 3,855 |
| 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 | $29,470,000 | 3,762 |
| U.S. Government securities | $21,394,000 | 3,722 |
| U.S. Treasury securities | $14,260,000 | 322 |
| U.S. Government agency obligations | $7,134,000 | 6,369 |
| Securities issued by states & political subdivisions | $7,576,000 | 2,427 |
| Other domestic debt securities | $500,000 | 3,086 |
| 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 | $500,000 | 2,754 |
| 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 | $14,886,000 | 2,466 |
| Mortgage-backed securities | $3,129,000 | 4,675 |
| Certificates of participation in pools of residential mortgages | $3,129,000 | 4,042 |
| Issued or guaranteed by U.S. | $3,129,000 | 4,030 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $29,470,000 | 3,244 |
| Total debt securities | $29,470,000 | 3,698 |
| 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 | $29,773,000 | 3,666 |
| U.S. Government securities | $21,775,000 | 3,588 |
| U.S. Treasury securities | $14,394,000 | 312 |
| U.S. Government agency obligations | $7,381,000 | 6,173 |
| Securities issued by states & political subdivisions | $7,498,000 | 2,422 |
| Other domestic debt securities | $500,000 | 3,201 |
| 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 | $500,000 | 2,864 |
| 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 | $8,846,000 | 3,324 |
| Mortgage-backed securities | $3,375,000 | 4,586 |
| Certificates of participation in pools of residential mortgages | $3,375,000 | 3,958 |
| Issued or guaranteed by U.S. | $3,375,000 | 3,943 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $29,773,000 | 3,176 |
| Total debt securities | $29,773,000 | 3,589 |
| 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 | $23,399,000 | 4,235 |
| U.S. Government securities | $20,324,000 | 3,655 |
| U.S. Treasury securities | $14,475,000 | 317 |
| U.S. Government agency obligations | $5,849,000 | 6,604 |
| Securities issued by states & political subdivisions | $2,575,000 | 4,045 |
| Other domestic debt securities | $500,000 | 3,276 |
| 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 | $500,000 | 2,922 |
| 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 | $6,188,000 | 3,970 |
| Mortgage-backed securities | $3,732,000 | 4,526 |
| Certificates of participation in pools of residential mortgages | $3,732,000 | 3,851 |
| Issued or guaranteed by U.S. | $3,732,000 | 3,840 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $23,399,000 | 3,660 |
| Total debt securities | $23,399,000 | 4,146 |
| 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 | $21,332,000 | 4,466 |
| U.S. Government securities | $19,980,000 | 3,703 |
| U.S. Treasury securities | $13,858,000 | 345 |
| U.S. Government agency obligations | $6,122,000 | 6,562 |
| Securities issued by states & political subdivisions | $839,000 | 5,361 |
| Other domestic debt securities | $513,000 | 3,250 |
| 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 | $513,000 | 2,880 |
| 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 | $11,215,000 | 2,846 |
| Mortgage-backed securities | $4,004,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $4,004,000 | 3,761 |
| Issued or guaranteed by U.S. | $4,004,000 | 3,751 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $21,332,000 | 3,860 |
| Total debt securities | $21,332,000 | 4,374 |
| 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 | $20,884,000 | 4,515 |
| U.S. Government securities | $19,558,000 | 3,765 |
| U.S. Treasury securities | $9,960,000 | 461 |
| U.S. Government agency obligations | $9,598,000 | 5,501 |
| Securities issued by states & political subdivisions | $826,000 | 5,378 |
| Other domestic debt securities | $500,000 | 3,338 |
| 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 | $500,000 | 2,957 |
| 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 | $10,851,000 | 2,908 |
| Mortgage-backed securities | $7,507,000 | 3,479 |
| Certificates of participation in pools of residential mortgages | $5,967,000 | 3,086 |
| Issued or guaranteed by U.S. | $5,967,000 | 3,074 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,540,000 | 2,845 |
| CMOs issued by government agencies or sponsored agencies | $1,540,000 | 2,710 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $20,884,000 | 3,879 |
| Total debt securities | $20,884,000 | 4,421 |
| 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 | $25,484,000 | 3,795 |
| U.S. Government securities | $22,484,000 | 3,218 |
| U.S. Treasury securities | $11,287,000 | 417 |
| U.S. Government agency obligations | $11,197,000 | 4,993 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $3,000,000 | 1,899 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,000,000 | 1,584 |
| 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 | $5,982,000 | 4,023 |
| Mortgage-backed securities | $7,167,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $5,672,000 | 2,956 |
| Issued or guaranteed by U.S. | $5,672,000 | 2,940 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,495,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $1,495,000 | 2,821 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $25,484,000 | 3,202 |
| Total debt securities | $25,484,000 | 3,707 |
| 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 | $6,523,000 | 7,837 |
| U.S. Government securities | $5,968,000 | 7,325 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,968,000 | 6,979 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $555,000 | 3,624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $6,523,000 | 6,745 |
| Total debt securities | $5,969,000 | 7,901 |
| 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 |