Home > The First National Bank & Trust Company of Rochelle > Securities
The First National Bank & Trust Company of Rochelle, Securities
| 2017-06-30 | Rank | |
| Total securities | $105,030,000 | 1,308 |
| U.S. Government securities | $96,932,000 | 931 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $96,932,000 | 890 |
| Securities issued by states & political subdivisions | $8,098,000 | 2,978 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $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 | $93,373,000 | 646 |
| Mortgage-backed securities | $12,336,000 | 2,543 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,336,000 | 1,014 |
| CMOs issued by government agencies or sponsored agencies | $12,336,000 | 972 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $105,030,000 | 1,164 |
| Total debt securities | $105,030,000 | 1,288 |
| 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 | $102,803,000 | 1,349 |
| U.S. Government securities | $81,467,000 | 1,091 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $81,467,000 | 1,047 |
| Securities issued by states & political subdivisions | $18,211,000 | 1,995 |
| Other domestic debt securities | $3,125,000 | 1,078 |
| Privately issued residential mortgage-backed securities | $917,000 | 327 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $2,208,000 | 209 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,204,000 | 729 |
| Mortgage-backed securities | $44,800,000 | 1,211 |
| Certificates of participation in pools of residential mortgages | $5,799,000 | 2,795 |
| Issued or guaranteed by U.S. | $5,799,000 | 2,792 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $39,001,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $38,084,000 | 479 |
| Privately issued | $917,000 | 310 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $102,803,000 | 1,206 |
| Total debt securities | $102,803,000 | 1,328 |
| 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 | $111,939,000 | 1,231 |
| U.S. Government securities | $71,299,000 | 1,198 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $71,299,000 | 1,147 |
| Securities issued by states & political subdivisions | $34,715,000 | 1,161 |
| Other domestic debt securities | $5,925,000 | 797 |
| Privately issued residential mortgage-backed securities | $3,600,000 | 200 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $2,325,000 | 204 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,781,000 | 702 |
| Mortgage-backed securities | $64,400,000 | 925 |
| Certificates of participation in pools of residential mortgages | $8,157,000 | 2,458 |
| Issued or guaranteed by U.S. | $8,157,000 | 2,456 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $56,243,000 | 385 |
| CMOs issued by government agencies or sponsored agencies | $52,643,000 | 373 |
| Privately issued | $3,600,000 | 188 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $111,939,000 | 1,088 |
| Total debt securities | $111,939,000 | 1,209 |
| 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 | $129,116,000 | 1,082 |
| U.S. Government securities | $77,971,000 | 1,113 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $77,971,000 | 1,063 |
| Securities issued by states & political subdivisions | $44,588,000 | 915 |
| Other domestic debt securities | $6,557,000 | 751 |
| Privately issued residential mortgage-backed securities | $4,146,000 | 193 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $2,411,000 | 201 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,413,000 | 679 |
| Mortgage-backed securities | $76,612,000 | 814 |
| Certificates of participation in pools of residential mortgages | $8,611,000 | 2,433 |
| Issued or guaranteed by U.S. | $8,611,000 | 2,433 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $68,001,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $63,855,000 | 332 |
| Privately issued | $4,146,000 | 185 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $129,116,000 | 953 |
| Total debt securities | $129,116,000 | 1,066 |
| 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 | $156,654,000 | 919 |
| U.S. Government securities | $84,209,000 | 1,057 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $84,209,000 | 1,007 |
| Securities issued by states & political subdivisions | $65,716,000 | 591 |
| Other domestic debt securities | $6,729,000 | 763 |
| Privately issued residential mortgage-backed securities | $4,276,000 | 199 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $2,453,000 | 199 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,838,000 | 629 |
| Mortgage-backed securities | $88,485,000 | 712 |
| Certificates of participation in pools of residential mortgages | $8,850,000 | 2,456 |
| Issued or guaranteed by U.S. | $8,850,000 | 2,452 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $79,635,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $75,359,000 | 300 |
| Privately issued | $4,276,000 | 185 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $156,654,000 | 806 |
| Total debt securities | $156,654,000 | 909 |
| 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 | $161,640,000 | 913 |
| U.S. Government securities | $87,242,000 | 1,043 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $87,242,000 | 986 |
| Securities issued by states & political subdivisions | $67,396,000 | 560 |
| Other domestic debt securities | $7,002,000 | 730 |
| Privately issued residential mortgage-backed securities | $4,474,000 | 189 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $2,528,000 | 196 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,480,000 | 642 |
| Mortgage-backed securities | $91,716,000 | 697 |
| Certificates of participation in pools of residential mortgages | $8,977,000 | 2,460 |
| Issued or guaranteed by U.S. | $8,977,000 | 2,458 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $82,739,000 | 308 |
| CMOs issued by government agencies or sponsored agencies | $78,265,000 | 303 |
| Privately issued | $4,474,000 | 180 |
| 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) | $161,640,000 | 794 |
| Total debt securities | $161,640,000 | 901 |
| 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 | $163,030,000 | 914 |
| U.S. Government securities | $85,211,000 | 1,084 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $85,211,000 | 1,024 |
| Securities issued by states & political subdivisions | $70,418,000 | 528 |
| Other domestic debt securities | $7,401,000 | 697 |
| Privately issued residential mortgage-backed securities | $4,731,000 | 179 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $2,670,000 | 201 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,093,000 | 653 |
| Mortgage-backed securities | $89,942,000 | 700 |
| Certificates of participation in pools of residential mortgages | $9,166,000 | 2,436 |
| Issued or guaranteed by U.S. | $9,166,000 | 2,433 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $80,776,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $76,045,000 | 315 |
| Privately issued | $4,731,000 | 170 |
| 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) | $163,030,000 | 788 |
| Total debt securities | $163,030,000 | 906 |
| 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 | $168,047,000 | 885 |
| U.S. Government securities | $90,903,000 | 1,021 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $90,903,000 | 969 |
| Securities issued by states & political subdivisions | $69,471,000 | 528 |
| Other domestic debt securities | $7,673,000 | 687 |
| Privately issued residential mortgage-backed securities | $4,899,000 | 180 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $2,774,000 | 211 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,731,000 | 664 |
| Mortgage-backed securities | $95,802,000 | 661 |
| Certificates of participation in pools of residential mortgages | $9,621,000 | 2,408 |
| Issued or guaranteed by U.S. | $9,621,000 | 2,406 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $86,181,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $81,282,000 | 298 |
| Privately issued | $4,899,000 | 171 |
| 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) | $168,047,000 | 772 |
| Total debt securities | $168,047,000 | 870 |
| 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 | $172,279,000 | 880 |
| U.S. Government securities | $95,620,000 | 1,019 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $95,620,000 | 972 |
| Securities issued by states & political subdivisions | $68,600,000 | 527 |
| Other domestic debt securities | $8,059,000 | 664 |
| Privately issued residential mortgage-backed securities | $5,121,000 | 182 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $2,938,000 | 209 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,628,000 | 677 |
| Mortgage-backed securities | $100,741,000 | 655 |
| Certificates of participation in pools of residential mortgages | $12,358,000 | 2,175 |
| Issued or guaranteed by U.S. | $12,358,000 | 2,174 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $88,383,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $83,262,000 | 302 |
| Privately issued | $5,121,000 | 174 |
| 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) | $172,279,000 | 758 |
| Total debt securities | $172,279,000 | 866 |
| 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 | $167,469,000 | 903 |
| U.S. Government securities | $92,479,000 | 1,065 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $92,479,000 | 1,015 |
| Securities issued by states & political subdivisions | $66,715,000 | 526 |
| Other domestic debt securities | $8,275,000 | 646 |
| Privately issued residential mortgage-backed securities | $5,345,000 | 178 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $2,930,000 | 219 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,558,000 | 692 |
| Mortgage-backed securities | $97,824,000 | 671 |
| Certificates of participation in pools of residential mortgages | $12,677,000 | 2,172 |
| Issued or guaranteed by U.S. | $12,677,000 | 2,172 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $85,147,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $79,802,000 | 314 |
| Privately issued | $5,345,000 | 168 |
| 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) | $167,469,000 | 789 |
| Total debt securities | $167,469,000 | 895 |
| 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 | $164,758,000 | 916 |
| U.S. Government securities | $87,510,000 | 1,116 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $87,510,000 | 1,060 |
| Securities issued by states & political subdivisions | $68,890,000 | 497 |
| Other domestic debt securities | $8,358,000 | 645 |
| Privately issued residential mortgage-backed securities | $5,433,000 | 184 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $2,925,000 | 217 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,831,000 | 693 |
| Mortgage-backed securities | $92,943,000 | 713 |
| Certificates of participation in pools of residential mortgages | $12,842,000 | 2,216 |
| Issued or guaranteed by U.S. | $12,842,000 | 2,214 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $80,101,000 | 333 |
| CMOs issued by government agencies or sponsored agencies | $74,668,000 | 330 |
| Privately issued | $5,433,000 | 173 |
| 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) | $164,758,000 | 794 |
| Total debt securities | $164,758,000 | 905 |
| 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 | $167,071,000 | 918 |
| U.S. Government securities | $90,245,000 | 1,104 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $90,245,000 | 1,050 |
| Securities issued by states & political subdivisions | $68,234,000 | 499 |
| Other domestic debt securities | $8,592,000 | 659 |
| Privately issued residential mortgage-backed securities | $5,632,000 | 196 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $2,960,000 | 216 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| 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 | $83,977,000 | 733 |
| Mortgage-backed securities | $95,877,000 | 711 |
| Certificates of participation in pools of residential mortgages | $13,015,000 | 2,280 |
| Issued or guaranteed by U.S. | $13,015,000 | 2,278 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $80,919,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $75,287,000 | 333 |
| Privately issued | $5,632,000 | 187 |
| Commercial mortgage-backed securities | $1,943,000 | 662 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $1,943,000 | 411 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $167,071,000 | 793 |
| Total debt securities | $167,070,000 | 906 |
| 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 | $163,506,000 | 947 |
| U.S. Government securities | $89,916,000 | 1,127 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $89,916,000 | 1,077 |
| Securities issued by states & political subdivisions | $64,863,000 | 525 |
| Other domestic debt securities | $8,727,000 | 675 |
| Privately issued residential mortgage-backed securities | $5,762,000 | 200 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $2,965,000 | 234 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,759,000 | 745 |
| Mortgage-backed securities | $95,678,000 | 721 |
| Certificates of participation in pools of residential mortgages | $11,093,000 | 2,497 |
| Issued or guaranteed by U.S. | $11,093,000 | 2,496 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $78,667,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $72,905,000 | 342 |
| Privately issued | $5,762,000 | 192 |
| Commercial mortgage-backed securities | $5,918,000 | 422 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $5,918,000 | 234 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $163,506,000 | 824 |
| Total debt securities | $163,506,000 | 933 |
| 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 | $166,832,000 | 934 |
| U.S. Government securities | $94,497,000 | 1,083 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $94,497,000 | 1,034 |
| Securities issued by states & political subdivisions | $63,526,000 | 537 |
| Other domestic debt securities | $8,809,000 | 696 |
| Privately issued residential mortgage-backed securities | $5,861,000 | 196 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $2,948,000 | 242 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,254,000 | 794 |
| Mortgage-backed securities | $100,358,000 | 689 |
| Certificates of participation in pools of residential mortgages | $15,278,000 | 2,116 |
| Issued or guaranteed by U.S. | $15,278,000 | 2,114 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $79,308,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $73,447,000 | 337 |
| Privately issued | $5,861,000 | 188 |
| Commercial mortgage-backed securities | $5,772,000 | 394 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $5,772,000 | 222 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $166,832,000 | 801 |
| Total debt securities | $166,832,000 | 920 |
| 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 | $150,248,000 | 1,019 |
| U.S. Government securities | $73,037,000 | 1,339 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $73,037,000 | 1,296 |
| Securities issued by states & political subdivisions | $62,747,000 | 542 |
| Other domestic debt securities | $14,464,000 | 537 |
| Privately issued residential mortgage-backed securities | $5,925,000 | 215 |
| Commercial mortgage-backed securities - Total | $5,606,000 | 73 |
| Asset backed securities | $2,933,000 | 248 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,849,000 | 762 |
| Mortgage-backed securities | $84,568,000 | 792 |
| Certificates of participation in pools of residential mortgages | $15,419,000 | 2,116 |
| Issued or guaranteed by U.S. | $15,419,000 | 2,114 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $63,543,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $57,618,000 | 399 |
| Privately issued | $5,925,000 | 204 |
| Commercial mortgage-backed securities | $5,606,000 | 382 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $5,606,000 | 211 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $150,248,000 | 887 |
| Total debt securities | $150,248,000 | 1,010 |
| 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 | $153,968,000 | 1,007 |
| U.S. Government securities | $77,995,000 | 1,269 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $77,995,000 | 1,231 |
| Securities issued by states & political subdivisions | $61,269,000 | 567 |
| Other domestic debt securities | $14,704,000 | 560 |
| Privately issued residential mortgage-backed securities | $6,126,000 | 222 |
| Commercial mortgage-backed securities - Total | $5,653,000 | 75 |
| Asset backed securities | $2,925,000 | 248 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,603,000 | 841 |
| Mortgage-backed securities | $89,774,000 | 756 |
| Certificates of participation in pools of residential mortgages | $15,839,000 | 2,089 |
| Issued or guaranteed by U.S. | $15,839,000 | 2,087 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $68,282,000 | 369 |
| CMOs issued by government agencies or sponsored agencies | $62,156,000 | 375 |
| Privately issued | $6,126,000 | 209 |
| Commercial mortgage-backed securities | $5,653,000 | 370 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $5,653,000 | 212 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $153,968,000 | 876 |
| Total debt securities | $153,968,000 | 993 |
| 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 | $160,954,000 | 957 |
| U.S. Government securities | $85,868,000 | 1,166 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $85,868,000 | 1,126 |
| Securities issued by states & political subdivisions | $61,825,000 | 553 |
| Other domestic debt securities | $13,261,000 | 595 |
| Privately issued residential mortgage-backed securities | $6,582,000 | 223 |
| Commercial mortgage-backed securities - Total | $3,739,000 | 91 |
| Asset backed securities | $2,940,000 | 249 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,839,000 | 927 |
| Mortgage-backed securities | $96,189,000 | 718 |
| Certificates of participation in pools of residential mortgages | $14,709,000 | 2,163 |
| Issued or guaranteed by U.S. | $14,709,000 | 2,160 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $77,741,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $71,159,000 | 341 |
| Privately issued | $6,582,000 | 212 |
| Commercial mortgage-backed securities | $3,739,000 | 434 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $3,739,000 | 240 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $160,954,000 | 848 |
| Total debt securities | $160,954,000 | 950 |
| 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 | $154,478,000 | 1,006 |
| U.S. Government securities | $78,960,000 | 1,276 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $78,960,000 | 1,236 |
| Securities issued by states & political subdivisions | $63,933,000 | 517 |
| Other domestic debt securities | $11,585,000 | 651 |
| Privately issued residential mortgage-backed securities | $6,623,000 | 240 |
| Commercial mortgage-backed securities - Total | $2,003,000 | 103 |
| Asset backed securities | $2,959,000 | 234 |
| 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 | $62,289,000 | 941 |
| Mortgage-backed securities | $87,586,000 | 791 |
| Certificates of participation in pools of residential mortgages | $7,029,000 | 3,130 |
| Issued or guaranteed by U.S. | $7,029,000 | 3,129 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $76,561,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $69,938,000 | 362 |
| Privately issued | $6,623,000 | 234 |
| Commercial mortgage-backed securities | $3,996,000 | 372 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $3,996,000 | 194 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $154,478,000 | 900 |
| Total debt securities | $154,478,000 | 992 |
| 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 | $152,371,000 | 1,000 |
| U.S. Government securities | $77,142,000 | 1,296 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $77,142,000 | 1,262 |
| Securities issued by states & political subdivisions | $68,099,000 | 468 |
| Other domestic debt securities | $7,130,000 | 842 |
| Privately issued residential mortgage-backed securities | $7,130,000 | 238 |
| 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 | $67,984,000 | 861 |
| Mortgage-backed securities | $84,272,000 | 810 |
| Certificates of participation in pools of residential mortgages | $3,237,000 | 3,958 |
| Issued or guaranteed by U.S. | $3,237,000 | 3,954 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $81,035,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $73,905,000 | 361 |
| Privately issued | $7,130,000 | 232 |
| 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) | $152,371,000 | 893 |
| Total debt securities | $152,371,000 | 987 |
| 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 | $149,392,000 | 1,033 |
| U.S. Government securities | $76,476,000 | 1,325 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $76,476,000 | 1,283 |
| Securities issued by states & political subdivisions | $65,699,000 | 467 |
| Other domestic debt securities | $7,217,000 | 867 |
| Privately issued residential mortgage-backed securities | $7,217,000 | 259 |
| 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 | $67,491,000 | 872 |
| Mortgage-backed securities | $83,693,000 | 861 |
| Certificates of participation in pools of residential mortgages | $3,249,000 | 4,087 |
| Issued or guaranteed by U.S. | $3,249,000 | 4,085 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $80,444,000 | 389 |
| CMOs issued by government agencies or sponsored agencies | $73,227,000 | 386 |
| Privately issued | $7,217,000 | 253 |
| 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) | $149,392,000 | 922 |
| Total debt securities | $149,392,000 | 1,024 |
| 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 | $154,389,000 | 1,002 |
| U.S. Government securities | $87,678,000 | 1,184 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $87,678,000 | 1,147 |
| Securities issued by states & political subdivisions | $60,056,000 | 490 |
| Other domestic debt securities | $6,655,000 | 910 |
| Privately issued residential mortgage-backed securities | $6,655,000 | 292 |
| 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 | $68,108,000 | 876 |
| Mortgage-backed securities | $94,333,000 | 800 |
| Certificates of participation in pools of residential mortgages | $6,045,000 | 3,477 |
| Issued or guaranteed by U.S. | $6,045,000 | 3,476 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $88,288,000 | 376 |
| CMOs issued by government agencies or sponsored agencies | $81,633,000 | 365 |
| Privately issued | $6,655,000 | 285 |
| 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) | $154,389,000 | 895 |
| Total debt securities | $154,389,000 | 991 |
| 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 | $140,277,000 | 1,112 |
| U.S. Government securities | $78,357,000 | 1,366 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $78,357,000 | 1,325 |
| Securities issued by states & political subdivisions | $55,186,000 | 531 |
| Other domestic debt securities | $6,734,000 | 901 |
| Privately issued residential mortgage-backed securities | $6,734,000 | 311 |
| 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 | $58,630,000 | 1,005 |
| Mortgage-backed securities | $85,091,000 | 885 |
| Certificates of participation in pools of residential mortgages | $6,023,000 | 3,487 |
| Issued or guaranteed by U.S. | $6,023,000 | 3,484 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $79,068,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $72,334,000 | 416 |
| Privately issued | $6,734,000 | 302 |
| 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) | $140,277,000 | 994 |
| Total debt securities | $140,277,000 | 1,101 |
| 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 | $130,992,000 | 1,142 |
| U.S. Government securities | $75,991,000 | 1,332 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $75,991,000 | 1,292 |
| Securities issued by states & political subdivisions | $48,478,000 | 626 |
| Other domestic debt securities | $6,523,000 | 921 |
| Privately issued residential mortgage-backed securities | $6,523,000 | 380 |
| 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 | $68,410,000 | 812 |
| Mortgage-backed securities | $82,514,000 | 870 |
| Certificates of participation in pools of residential mortgages | $5,941,000 | 3,418 |
| Issued or guaranteed by U.S. | $5,941,000 | 3,417 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $76,573,000 | 434 |
| CMOs issued by government agencies or sponsored agencies | $70,050,000 | 402 |
| Privately issued | $6,523,000 | 366 |
| 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) | $130,992,000 | 1,009 |
| Total debt securities | $130,992,000 | 1,130 |
| 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 | $131,886,000 | 1,104 |
| U.S. Government securities | $74,475,000 | 1,333 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $74,475,000 | 1,282 |
| Securities issued by states & political subdivisions | $50,162,000 | 556 |
| Other domestic debt securities | $7,249,000 | 866 |
| Privately issued residential mortgage-backed securities | $7,249,000 | 375 |
| 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 | $68,207,000 | 793 |
| Mortgage-backed securities | $81,724,000 | 859 |
| Certificates of participation in pools of residential mortgages | $5,960,000 | 3,342 |
| Issued or guaranteed by U.S. | $5,960,000 | 3,339 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $75,764,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $68,515,000 | 409 |
| Privately issued | $7,249,000 | 360 |
| 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) | $131,886,000 | 977 |
| Total debt securities | $131,886,000 | 1,088 |
| 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 | $127,483,000 | 1,135 |
| U.S. Government securities | $67,809,000 | 1,443 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $67,809,000 | 1,401 |
| Securities issued by states & political subdivisions | $48,535,000 | 548 |
| Other domestic debt securities | $11,139,000 | 653 |
| Privately issued residential mortgage-backed securities | $11,139,000 | 314 |
| 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 | $69,959,000 | 778 |
| Mortgage-backed securities | $78,948,000 | 862 |
| Certificates of participation in pools of residential mortgages | $3,244,000 | 3,975 |
| Issued or guaranteed by U.S. | $3,244,000 | 3,960 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $75,704,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $64,565,000 | 417 |
| Privately issued | $11,139,000 | 303 |
| 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) | $127,483,000 | 1,005 |
| Total debt securities | $127,483,000 | 1,126 |
| 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 | $122,267,000 | 1,179 |
| U.S. Government securities | $65,627,000 | 1,494 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $65,627,000 | 1,436 |
| Securities issued by states & political subdivisions | $44,764,000 | 584 |
| Other domestic debt securities | $11,876,000 | 641 |
| Privately issued residential mortgage-backed securities | $11,876,000 | 328 |
| 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 | $59,538,000 | 896 |
| Mortgage-backed securities | $77,503,000 | 850 |
| Certificates of participation in pools of residential mortgages | $3,224,000 | 3,916 |
| Issued or guaranteed by U.S. | $3,224,000 | 3,905 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $74,279,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $62,403,000 | 410 |
| Privately issued | $11,876,000 | 318 |
| 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) | $122,267,000 | 1,042 |
| Total debt securities | $122,267,000 | 1,168 |
| 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 | $114,731,000 | 1,191 |
| U.S. Government securities | $59,142,000 | 1,529 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $59,142,000 | 1,475 |
| Securities issued by states & political subdivisions | $42,795,000 | 580 |
| Other domestic debt securities | $12,794,000 | 644 |
| Privately issued residential mortgage-backed securities | $12,794,000 | 334 |
| 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 | $54,853,000 | 946 |
| Mortgage-backed securities | $71,936,000 | 860 |
| Certificates of participation in pools of residential mortgages | $592,000 | 4,943 |
| Issued or guaranteed by U.S. | $592,000 | 4,931 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $71,344,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $58,550,000 | 417 |
| Privately issued | $12,794,000 | 322 |
| 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) | $114,731,000 | 1,068 |
| Total debt securities | $114,731,000 | 1,175 |
| 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 | $109,498,000 | 1,205 |
| U.S. Government securities | $57,206,000 | 1,553 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $57,206,000 | 1,487 |
| Securities issued by states & political subdivisions | $38,802,000 | 652 |
| Other domestic debt securities | $13,490,000 | 624 |
| Privately issued residential mortgage-backed securities | $13,490,000 | 341 |
| 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 | $52,151,000 | 977 |
| Mortgage-backed securities | $70,696,000 | 862 |
| Certificates of participation in pools of residential mortgages | $600,000 | 4,963 |
| Issued or guaranteed by U.S. | $600,000 | 4,951 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $70,096,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $56,606,000 | 418 |
| Privately issued | $13,490,000 | 327 |
| 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) | $109,498,000 | 1,083 |
| Total debt securities | $109,498,000 | 1,189 |
| 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 | $110,337,000 | 1,193 |
| U.S. Government securities | $61,873,000 | 1,474 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $61,873,000 | 1,419 |
| Securities issued by states & political subdivisions | $34,025,000 | 717 |
| Other domestic debt securities | $14,439,000 | 609 |
| Privately issued residential mortgage-backed securities | $14,439,000 | 342 |
| 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 | $59,216,000 | 896 |
| Mortgage-backed securities | $76,312,000 | 807 |
| Certificates of participation in pools of residential mortgages | $652,000 | 4,982 |
| Issued or guaranteed by U.S. | $652,000 | 4,973 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $75,660,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $61,221,000 | 374 |
| Privately issued | $14,439,000 | 329 |
| 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) | $110,337,000 | 1,056 |
| Total debt securities | $110,337,000 | 1,179 |
| 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 | $101,521,000 | 1,291 |
| U.S. Government securities | $53,124,000 | 1,675 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $53,124,000 | 1,626 |
| Securities issued by states & political subdivisions | $30,232,000 | 800 |
| Other domestic debt securities | $18,165,000 | 537 |
| Privately issued residential mortgage-backed securities | $18,165,000 | 318 |
| 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 | $59,770,000 | 930 |
| Mortgage-backed securities | $71,289,000 | 866 |
| Certificates of participation in pools of residential mortgages | $665,000 | 5,109 |
| Issued or guaranteed by U.S. | $665,000 | 5,099 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $70,624,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $52,459,000 | 412 |
| Privately issued | $18,165,000 | 304 |
| 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) | $101,521,000 | 1,144 |
| Total debt securities | $101,521,000 | 1,270 |
| 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 | $95,172,000 | 1,359 |
| U.S. Government securities | $46,267,000 | 1,875 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $46,267,000 | 1,817 |
| Securities issued by states & political subdivisions | $27,816,000 | 878 |
| Other domestic debt securities | $21,089,000 | 505 |
| Privately issued residential mortgage-backed securities | $21,089,000 | 303 |
| 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 | $69,615,000 | 818 |
| Mortgage-backed securities | $67,356,000 | 912 |
| Certificates of participation in pools of residential mortgages | $674,000 | 5,165 |
| Issued or guaranteed by U.S. | $674,000 | 5,155 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $66,682,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $45,593,000 | 438 |
| Privately issued | $21,089,000 | 294 |
| 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) | $95,172,000 | 1,197 |
| Total debt securities | $95,172,000 | 1,337 |
| 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 | $104,743,000 | 1,222 |
| U.S. Government securities | $44,188,000 | 1,921 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $44,188,000 | 1,864 |
| Securities issued by states & political subdivisions | $28,760,000 | 837 |
| Other domestic debt securities | $31,795,000 | 425 |
| Privately issued residential mortgage-backed securities | $31,795,000 | 250 |
| 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 | $66,747,000 | 830 |
| Mortgage-backed securities | $74,371,000 | 850 |
| Certificates of participation in pools of residential mortgages | $688,000 | 5,246 |
| Issued or guaranteed by U.S. | $688,000 | 5,231 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $73,683,000 | 389 |
| CMOs issued by government agencies or sponsored agencies | $41,888,000 | 452 |
| Privately issued | $31,795,000 | 242 |
| 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) | $104,743,000 | 1,062 |
| Total debt securities | $104,743,000 | 1,206 |
| 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 | $105,688,000 | 1,200 |
| U.S. Government securities | $46,154,000 | 1,788 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $46,154,000 | 1,749 |
| Securities issued by states & political subdivisions | $24,320,000 | 965 |
| Other domestic debt securities | $35,214,000 | 414 |
| Privately issued residential mortgage-backed securities | $35,214,000 | 245 |
| 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 | $76,568,000 | 734 |
| Mortgage-backed securities | $79,594,000 | 795 |
| Certificates of participation in pools of residential mortgages | $9,095,000 | 2,842 |
| Issued or guaranteed by U.S. | $9,095,000 | 2,828 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $70,499,000 | 376 |
| CMOs issued by government agencies or sponsored agencies | $35,285,000 | 475 |
| Privately issued | $35,214,000 | 234 |
| 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) | $105,688,000 | 1,027 |
| Total debt securities | $105,688,000 | 1,172 |
| 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 | $104,867,000 | 1,190 |
| U.S. Government securities | $37,956,000 | 2,175 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $37,956,000 | 2,124 |
| Securities issued by states & political subdivisions | $22,102,000 | 1,015 |
| Other domestic debt securities | $44,809,000 | 330 |
| Privately issued residential mortgage-backed securities | $44,809,000 | 222 |
| 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 | $80,105,000 | 730 |
| Mortgage-backed securities | $80,760,000 | 809 |
| Certificates of participation in pools of residential mortgages | $9,581,000 | 2,840 |
| Issued or guaranteed by U.S. | $9,581,000 | 2,825 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $71,179,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $26,370,000 | 558 |
| Privately issued | $44,809,000 | 210 |
| 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) | $104,867,000 | 1,028 |
| Total debt securities | $104,866,000 | 1,162 |
| 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 | $107,699,000 | 1,131 |
| U.S. Government securities | $37,981,000 | 2,173 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $37,981,000 | 2,130 |
| Securities issued by states & political subdivisions | $21,750,000 | 996 |
| Other domestic debt securities | $47,968,000 | 307 |
| Privately issued residential mortgage-backed securities | $47,968,000 | 209 |
| 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 | $82,942,000 | 713 |
| Mortgage-backed securities | $78,692,000 | 808 |
| Certificates of participation in pools of residential mortgages | $9,902,000 | 2,733 |
| Issued or guaranteed by U.S. | $9,902,000 | 2,718 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $68,790,000 | 390 |
| CMOs issued by government agencies or sponsored agencies | $20,822,000 | 647 |
| Privately issued | $47,968,000 | 199 |
| 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) | $107,699,000 | 974 |
| Total debt securities | $107,699,000 | 1,111 |
| 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 | $104,492,000 | 1,136 |
| U.S. Government securities | $37,387,000 | 2,155 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $37,387,000 | 2,110 |
| Securities issued by states & political subdivisions | $21,811,000 | 977 |
| Other domestic debt securities | $45,294,000 | 329 |
| Privately issued residential mortgage-backed securities | $45,294,000 | 226 |
| 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 | $60,001,000 | 921 |
| Mortgage-backed securities | $75,555,000 | 789 |
| Certificates of participation in pools of residential mortgages | $10,073,000 | 2,659 |
| Issued or guaranteed by U.S. | $10,073,000 | 2,642 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $65,482,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $20,188,000 | 612 |
| Privately issued | $45,294,000 | 217 |
| 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) | $104,492,000 | 983 |
| Total debt securities | $104,491,000 | 1,122 |
| 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 | $98,233,000 | 1,230 |
| U.S. Government securities | $40,649,000 | 2,036 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $40,649,000 | 1,991 |
| Securities issued by states & political subdivisions | $23,300,000 | 941 |
| Other domestic debt securities | $34,284,000 | 389 |
| Privately issued residential mortgage-backed securities | $34,284,000 | 272 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| 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 | $52,857,000 | 999 |
| Mortgage-backed securities | $66,857,000 | 877 |
| Certificates of participation in pools of residential mortgages | $10,419,000 | 2,591 |
| Issued or guaranteed by U.S. | $10,419,000 | 2,574 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $56,438,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $22,154,000 | 564 |
| Privately issued | $34,284,000 | 259 |
| 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) | $98,233,000 | 1,060 |
| Total debt securities | $98,233,000 | 1,199 |
| 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 | $94,356,000 | 1,287 |
| U.S. Government securities | $38,101,000 | 2,144 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $38,101,000 | 2,110 |
| Securities issued by states & political subdivisions | $22,672,000 | 952 |
| Other domestic debt securities | $33,583,000 | 397 |
| Privately issued residential mortgage-backed securities | $33,583,000 | 270 |
| 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 | $50,206,000 | 1,031 |
| Mortgage-backed securities | $63,676,000 | 892 |
| Certificates of participation in pools of residential mortgages | $5,148,000 | 3,486 |
| Issued or guaranteed by U.S. | $5,148,000 | 3,472 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $58,528,000 | 410 |
| CMOs issued by government agencies or sponsored agencies | $24,945,000 | 505 |
| Privately issued | $33,583,000 | 256 |
| 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) | $94,356,000 | 1,121 |
| Total debt securities | $94,356,000 | 1,249 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $80,813,000 | 1,483 |
| U.S. Government securities | $34,289,000 | 2,363 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $34,289,000 | 2,313 |
| Securities issued by states & political subdivisions | $23,982,000 | 873 |
| Other domestic debt securities | $22,542,000 | 479 |
| Privately issued residential mortgage-backed securities | $22,542,000 | 302 |
| 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 | $52,484,000 | 975 |
| Mortgage-backed securities | $47,893,000 | 1,024 |
| Certificates of participation in pools of residential mortgages | $992,000 | 4,939 |
| Issued or guaranteed by U.S. | $992,000 | 4,916 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $46,901,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $24,359,000 | 491 |
| Privately issued | $22,542,000 | 283 |
| 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) | $80,813,000 | 1,288 |
| Total debt securities | $80,816,000 | 1,443 |
| 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 | $66,265,000 | 1,776 |
| U.S. Government securities | $36,202,000 | 2,266 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $36,202,000 | 2,210 |
| Securities issued by states & political subdivisions | $24,414,000 | 827 |
| Other domestic debt securities | $5,649,000 | 1,016 |
| Privately issued residential mortgage-backed securities | $5,649,000 | 560 |
| 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 | $51,724,000 | 966 |
| Mortgage-backed securities | $32,945,000 | 1,260 |
| Certificates of participation in pools of residential mortgages | $1,038,000 | 4,774 |
| Issued or guaranteed by U.S. | $1,038,000 | 4,758 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $31,907,000 | 540 |
| CMOs issued by government agencies or sponsored agencies | $26,258,000 | 452 |
| Privately issued | $5,649,000 | 530 |
| 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) | $66,265,000 | 1,537 |
| Total debt securities | $66,264,000 | 1,737 |
| 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 | $66,112,000 | 1,763 |
| U.S. Government securities | $38,773,000 | 2,133 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $38,773,000 | 2,075 |
| Securities issued by states & political subdivisions | $24,652,000 | 808 |
| Other domestic debt securities | $2,687,000 | 1,353 |
| Privately issued residential mortgage-backed securities | $2,687,000 | 695 |
| 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 | $53,856,000 | 928 |
| Mortgage-backed securities | $32,123,000 | 1,266 |
| Certificates of participation in pools of residential mortgages | $1,123,000 | 4,696 |
| Issued or guaranteed by U.S. | $1,123,000 | 4,682 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $31,000,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $28,313,000 | 437 |
| Privately issued | $2,687,000 | 657 |
| 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) | $66,112,000 | 1,524 |
| Total debt securities | $66,112,000 | 1,728 |
| 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 | $68,654,000 | 1,713 |
| U.S. Government securities | $42,117,000 | 2,016 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $42,117,000 | 1,959 |
| Securities issued by states & political subdivisions | $23,643,000 | 854 |
| Other domestic debt securities | $2,894,000 | 1,322 |
| Privately issued residential mortgage-backed securities | $2,894,000 | 654 |
| 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 | $57,848,000 | 880 |
| Mortgage-backed securities | $34,648,000 | 1,182 |
| Certificates of participation in pools of residential mortgages | $1,197,000 | 4,661 |
| Issued or guaranteed by U.S. | $1,197,000 | 4,642 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $33,451,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $30,557,000 | 417 |
| Privately issued | $2,894,000 | 612 |
| 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) | $68,654,000 | 1,474 |
| Total debt securities | $68,654,000 | 1,681 |
| 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 | $70,214,000 | 1,692 |
| U.S. Government securities | $44,162,000 | 1,958 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $44,162,000 | 1,897 |
| Securities issued by states & political subdivisions | $24,035,000 | 833 |
| Other domestic debt securities | $2,017,000 | 1,503 |
| Privately issued residential mortgage-backed securities | $2,017,000 | 718 |
| 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 | $57,593,000 | 879 |
| Mortgage-backed securities | $35,844,000 | 1,177 |
| Certificates of participation in pools of residential mortgages | $1,354,000 | 4,561 |
| Issued or guaranteed by U.S. | $1,354,000 | 4,547 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $34,490,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $32,473,000 | 419 |
| Privately issued | $2,017,000 | 681 |
| 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) | $70,214,000 | 1,466 |
| Total debt securities | $70,214,000 | 1,660 |
| 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 | $69,094,000 | 1,745 |
| U.S. Government securities | $44,905,000 | 1,949 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $44,905,000 | 1,885 |
| Securities issued by states & political subdivisions | $24,181,000 | 818 |
| Other domestic debt securities | $8,000 | 3,017 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,303 |
| 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 | $55,855,000 | 910 |
| Mortgage-backed securities | $33,596,000 | 1,251 |
| Certificates of participation in pools of residential mortgages | $1,508,000 | 4,466 |
| Issued or guaranteed by U.S. | $1,508,000 | 4,442 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $32,088,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $32,080,000 | 411 |
| Privately issued | $8,000 | 1,197 |
| 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) | $69,094,000 | 1,490 |
| Total debt securities | $69,094,000 | 1,707 |
| 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 | $69,637,000 | 1,722 |
| U.S. Government securities | $46,355,000 | 1,898 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $46,355,000 | 1,836 |
| Securities issued by states & political subdivisions | $23,272,000 | 834 |
| Other domestic debt securities | $10,000 | 3,079 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,283 |
| 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 | $58,176,000 | 877 |
| Mortgage-backed securities | $35,138,000 | 1,223 |
| Certificates of participation in pools of residential mortgages | $1,661,000 | 4,386 |
| Issued or guaranteed by U.S. | $1,661,000 | 4,369 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $33,477,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $33,467,000 | 397 |
| Privately issued | $10,000 | 1,184 |
| 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) | $69,637,000 | 1,468 |
| Total debt securities | $69,637,000 | 1,687 |
| 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 | $72,542,000 | 1,677 |
| U.S. Government securities | $48,961,000 | 1,840 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $48,961,000 | 1,777 |
| Securities issued by states & political subdivisions | $23,570,000 | 814 |
| Other domestic debt securities | $11,000 | 3,150 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,266 |
| 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 | $63,025,000 | 815 |
| Mortgage-backed securities | $37,700,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | $1,792,000 | 4,340 |
| Issued or guaranteed by U.S. | $1,792,000 | 4,324 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $35,908,000 | 494 |
| CMOs issued by government agencies or sponsored agencies | $35,897,000 | 392 |
| Privately issued | $11,000 | 1,173 |
| 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) | $72,542,000 | 1,449 |
| Total debt securities | $72,542,000 | 1,640 |
| 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 | $76,159,000 | 1,605 |
| U.S. Government securities | $51,191,000 | 1,776 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $51,191,000 | 1,710 |
| Securities issued by states & political subdivisions | $24,956,000 | 753 |
| Other domestic debt securities | $12,000 | 3,250 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,256 |
| 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 | $59,245,000 | 852 |
| Mortgage-backed securities | $39,886,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $1,912,000 | 4,295 |
| Issued or guaranteed by U.S. | $1,912,000 | 4,278 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $37,974,000 | 474 |
| CMOs issued by government agencies or sponsored agencies | $37,962,000 | 368 |
| Privately issued | $12,000 | 1,151 |
| 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) | $76,159,000 | 1,377 |
| Total debt securities | $76,159,000 | 1,566 |
| 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 | $77,658,000 | 1,565 |
| U.S. Government securities | $52,834,000 | 1,697 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $52,834,000 | 1,632 |
| Securities issued by states & political subdivisions | $24,811,000 | 758 |
| Other domestic debt securities | $13,000 | 3,308 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,238 |
| 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 | $54,290,000 | 892 |
| Mortgage-backed securities | $41,437,000 | 1,119 |
| Certificates of participation in pools of residential mortgages | $2,113,000 | 4,217 |
| Issued or guaranteed by U.S. | $2,113,000 | 4,204 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $39,324,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $39,311,000 | 367 |
| Privately issued | $13,000 | 1,132 |
| 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) | $77,658,000 | 1,336 |
| Total debt securities | $77,658,000 | 1,524 |
| 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 | $84,129,000 | 1,462 |
| U.S. Government securities | $58,278,000 | 1,558 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $58,278,000 | 1,501 |
| Securities issued by states & political subdivisions | $25,837,000 | 713 |
| Other domestic debt securities | $14,000 | 3,356 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,207 |
| 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 | $58,086,000 | 833 |
| Mortgage-backed securities | $46,788,000 | 1,036 |
| Certificates of participation in pools of residential mortgages | $2,423,000 | 4,148 |
| Issued or guaranteed by U.S. | $2,423,000 | 4,132 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $44,365,000 | 435 |
| CMOs issued by government agencies or sponsored agencies | $44,351,000 | 343 |
| Privately issued | $14,000 | 1,094 |
| 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) | $84,129,000 | 1,247 |
| Total debt securities | $84,129,000 | 1,424 |
| 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 | $87,929,000 | 1,431 |
| U.S. Government securities | $63,575,000 | 1,465 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $63,575,000 | 1,404 |
| Securities issued by states & political subdivisions | $24,339,000 | 766 |
| Other domestic debt securities | $15,000 | 3,401 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,193 |
| 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 | $60,426,000 | 808 |
| Mortgage-backed securities | $52,167,000 | 976 |
| Certificates of participation in pools of residential mortgages | $2,813,000 | 4,046 |
| Issued or guaranteed by U.S. | $2,813,000 | 4,035 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $49,354,000 | 417 |
| CMOs issued by government agencies or sponsored agencies | $49,339,000 | 331 |
| Privately issued | $15,000 | 1,090 |
| 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) | $87,929,000 | 1,219 |
| Total debt securities | $87,929,000 | 1,391 |
| 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 | $90,562,000 | 1,404 |
| U.S. Government securities | $66,233,000 | 1,414 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $66,233,000 | 1,357 |
| Securities issued by states & political subdivisions | $24,313,000 | 786 |
| Other domestic debt securities | $16,000 | 3,452 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,181 |
| 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 | $62,418,000 | 792 |
| Mortgage-backed securities | $54,610,000 | 962 |
| Certificates of participation in pools of residential mortgages | $3,260,000 | 3,912 |
| Issued or guaranteed by U.S. | $3,260,000 | 3,903 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $51,350,000 | 413 |
| CMOs issued by government agencies or sponsored agencies | $51,334,000 | 331 |
| Privately issued | $16,000 | 1,082 |
| 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) | $90,562,000 | 1,204 |
| Total debt securities | $90,562,000 | 1,365 |
| 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 | $92,551,000 | 1,389 |
| U.S. Government securities | $67,838,000 | 1,359 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $67,838,000 | 1,305 |
| Securities issued by states & political subdivisions | $24,696,000 | 773 |
| Other domestic debt securities | $17,000 | 3,516 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,147 |
| 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 | $57,942,000 | 834 |
| Mortgage-backed securities | $56,091,000 | 935 |
| Certificates of participation in pools of residential mortgages | $3,696,000 | 3,781 |
| Issued or guaranteed by U.S. | $3,696,000 | 3,775 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $52,395,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $52,378,000 | 331 |
| Privately issued | $17,000 | 1,042 |
| 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) | $92,551,000 | 1,180 |
| Total debt securities | $92,551,000 | 1,345 |
| 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 | $76,873,000 | 1,659 |
| U.S. Government securities | $52,663,000 | 1,762 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $52,663,000 | 1,705 |
| Securities issued by states & political subdivisions | $24,190,000 | 768 |
| Other domestic debt securities | $20,000 | 3,616 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,138 |
| 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 | $59,814,000 | 785 |
| Mortgage-backed securities | $46,712,000 | 1,105 |
| Certificates of participation in pools of residential mortgages | $4,453,000 | 3,570 |
| Issued or guaranteed by U.S. | $4,453,000 | 3,560 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $42,259,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $42,239,000 | 380 |
| Privately issued | $20,000 | 1,040 |
| 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) | $76,873,000 | 1,408 |
| Total debt securities | $76,873,000 | 1,616 |
| 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 | $82,767,000 | 1,563 |
| U.S. Government securities | $57,714,000 | 1,612 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $57,714,000 | 1,555 |
| Securities issued by states & political subdivisions | $24,893,000 | 750 |
| Other domestic debt securities | $160,000 | 3,485 |
| Privately issued residential mortgage-backed securities | $160,000 | 1,034 |
| 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 | $69,568,000 | 666 |
| Mortgage-backed securities | $51,599,000 | 1,043 |
| Certificates of participation in pools of residential mortgages | $5,120,000 | 3,404 |
| Issued or guaranteed by U.S. | $5,120,000 | 3,396 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $46,479,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $46,319,000 | 372 |
| Privately issued | $160,000 | 950 |
| 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) | $82,767,000 | 1,341 |
| Total debt securities | $82,767,000 | 1,519 |
| 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 | $79,708,000 | 1,672 |
| U.S. Government securities | $55,755,000 | 1,716 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $55,755,000 | 1,657 |
| Securities issued by states & political subdivisions | $23,644,000 | 794 |
| Other domestic debt securities | $309,000 | 3,292 |
| Privately issued residential mortgage-backed securities | $309,000 | 811 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,488,000 | 843 |
| Mortgage-backed securities | $51,015,000 | 1,056 |
| Certificates of participation in pools of residential mortgages | $5,975,000 | 3,165 |
| Issued or guaranteed by U.S. | $5,975,000 | 3,153 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $45,040,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $44,731,000 | 415 |
| Privately issued | $309,000 | 704 |
| 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) | $79,708,000 | 1,435 |
| Total debt securities | $79,708,000 | 1,623 |
| 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 | $80,790,000 | 1,620 |
| U.S. Government securities | $58,239,000 | 1,617 |
| U.S. Treasury securities | $8,564,000 | 453 |
| U.S. Government agency obligations | $49,675,000 | 1,801 |
| Securities issued by states & political subdivisions | $22,041,000 | 876 |
| Other domestic debt securities | $510,000 | 3,156 |
| Privately issued residential mortgage-backed securities | $510,000 | 775 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,484,000 | 717 |
| Mortgage-backed securities | $50,185,000 | 1,052 |
| Certificates of participation in pools of residential mortgages | $6,981,000 | 2,928 |
| Issued or guaranteed by U.S. | $6,981,000 | 2,916 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $43,204,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $42,694,000 | 435 |
| Privately issued | $510,000 | 675 |
| 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) | $80,790,000 | 1,381 |
| Total debt securities | $80,790,000 | 1,567 |
| 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 | $86,218,000 | 1,478 |
| U.S. Government securities | $65,109,000 | 1,406 |
| U.S. Treasury securities | $8,614,000 | 458 |
| U.S. Government agency obligations | $56,495,000 | 1,538 |
| Securities issued by states & political subdivisions | $20,326,000 | 932 |
| Other domestic debt securities | $783,000 | 2,953 |
| Privately issued residential mortgage-backed securities | $783,000 | 724 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,693,000 | 758 |
| Mortgage-backed securities | $57,278,000 | 955 |
| Certificates of participation in pools of residential mortgages | $8,520,000 | 2,626 |
| Issued or guaranteed by U.S. | $8,520,000 | 2,613 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $48,758,000 | 471 |
| CMOs issued by government agencies or sponsored agencies | $47,975,000 | 430 |
| Privately issued | $783,000 | 645 |
| 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) | $86,218,000 | 1,269 |
| Total debt securities | $86,218,000 | 1,432 |
| 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 | $89,929,000 | 1,401 |
| U.S. Government securities | $69,845,000 | 1,308 |
| U.S. Treasury securities | $8,634,000 | 478 |
| U.S. Government agency obligations | $61,211,000 | 1,417 |
| Securities issued by states & political subdivisions | $18,923,000 | 965 |
| Other domestic debt securities | $1,096,000 | 2,685 |
| Privately issued residential mortgage-backed securities | $1,096,000 | 659 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $65,000 | 2,125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,551,000 | 707 |
| Mortgage-backed securities | $62,307,000 | 896 |
| Certificates of participation in pools of residential mortgages | $10,177,000 | 2,357 |
| Issued or guaranteed by U.S. | $10,177,000 | 2,345 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $52,130,000 | 458 |
| CMOs issued by government agencies or sponsored agencies | $51,034,000 | 420 |
| Privately issued | $1,096,000 | 585 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $89,929,000 | 1,195 |
| Total debt securities | $89,864,000 | 1,363 |
| 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 | $86,786,000 | 1,422 |
| U.S. Government securities | $66,020,000 | 1,350 |
| U.S. Treasury securities | $8,692,000 | 496 |
| U.S. Government agency obligations | $57,328,000 | 1,469 |
| Securities issued by states & political subdivisions | $19,325,000 | 917 |
| Other domestic debt securities | $1,377,000 | 2,558 |
| Privately issued residential mortgage-backed securities | $1,377,000 | 633 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $64,000 | 2,139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,953,000 | 984 |
| Mortgage-backed securities | $58,705,000 | 903 |
| Certificates of participation in pools of residential mortgages | $11,883,000 | 2,096 |
| Issued or guaranteed by U.S. | $11,883,000 | 2,086 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $46,822,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $45,445,000 | 452 |
| Privately issued | $1,377,000 | 565 |
| 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) | $86,786,000 | 1,200 |
| Total debt securities | $86,722,000 | 1,371 |
| 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 | $69,694,000 | 1,611 |
| U.S. Government securities | $52,620,000 | 1,546 |
| U.S. Treasury securities | $8,386,000 | 527 |
| U.S. Government agency obligations | $44,234,000 | 1,718 |
| Securities issued by states & political subdivisions | $14,841,000 | 1,139 |
| Other domestic debt securities | $2,139,000 | 2,171 |
| Privately issued residential mortgage-backed securities | $2,139,000 | 603 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $94,000 | 2,030 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,080,000 | 1,131 |
| Mortgage-backed securities | $46,319,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $17,078,000 | 1,470 |
| Issued or guaranteed by U.S. | $17,078,000 | 1,461 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $29,241,000 | 644 |
| CMOs issued by government agencies or sponsored agencies | $27,102,000 | 614 |
| Privately issued | $2,139,000 | 540 |
| 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) | $69,694,000 | 1,334 |
| Total debt securities | $69,600,000 | 1,566 |
| Structured notes | ||
| Amortized cost | $54,000 | 874 |
| Fair value | $54,000 | 873 |
| 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 | $58,276,000 | 1,883 |
| U.S. Government securities | $40,990,000 | 1,947 |
| U.S. Treasury securities | $8,195,000 | 738 |
| U.S. Government agency obligations | $32,795,000 | 2,249 |
| Securities issued by states & political subdivisions | $16,059,000 | 1,012 |
| Other domestic debt securities | $80,000 | 3,687 |
| Privately issued residential mortgage-backed securities | $80,000 | 1,208 |
| 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 | $0 | 313 |
| Equity securities | $1,147,000 | 2,316 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,413,000 | 826 |
| Mortgage-backed securities | $27,821,000 | 1,194 |
| Certificates of participation in pools of residential mortgages | $7,779,000 | 2,046 |
| Issued or guaranteed by U.S. | $7,779,000 | 2,029 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $20,042,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $19,962,000 | 606 |
| Privately issued | $80,000 | 1,045 |
| 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) | $58,276,000 | 1,459 |
| Total debt securities | $57,129,000 | 1,840 |
| Structured notes | ||
| Amortized cost | $130,000 | 877 |
| Fair value | $130,000 | 874 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $59,129,000 | 1,943 |
| U.S. Government securities | $44,323,000 | 1,891 |
| U.S. Treasury securities | $7,412,000 | 1,130 |
| U.S. Government agency obligations | $36,911,000 | 2,032 |
| Securities issued by states & political subdivisions | $13,579,000 | 1,245 |
| Other domestic debt securities | $101,000 | 3,502 |
| Privately issued residential mortgage-backed securities | $101,000 | 1,217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,126,000 | 2,225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,383,000 | 981 |
| Mortgage-backed securities | $32,542,000 | 1,157 |
| Certificates of participation in pools of residential mortgages | $9,404,000 | 1,952 |
| Issued or guaranteed by U.S. | $9,404,000 | 1,941 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $23,138,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $23,037,000 | 598 |
| Privately issued | $101,000 | 1,057 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $59,129,000 | 1,464 |
| Total debt securities | $58,003,000 | 1,904 |
| Structured notes | ||
| Amortized cost | $206,000 | 1,186 |
| Fair value | $206,000 | 1,187 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $53,765,000 | 2,156 |
| U.S. Government securities | $32,574,000 | 2,626 |
| U.S. Treasury securities | $10,667,000 | 1,202 |
| U.S. Government agency obligations | $21,907,000 | 3,103 |
| Securities issued by states & political subdivisions | $20,075,000 | 783 |
| Other domestic debt securities | $663,000 | 2,502 |
| Privately issued residential mortgage-backed securities | $663,000 | 837 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $453,000 | 3,781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,365,000 | 1,052 |
| Mortgage-backed securities | $20,987,000 | 1,645 |
| Certificates of participation in pools of residential mortgages | $9,510,000 | 2,063 |
| Issued or guaranteed by U.S. | $9,510,000 | 2,052 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $11,477,000 | 1,077 |
| CMOs issued by government agencies or sponsored agencies | $10,814,000 | 1,024 |
| Privately issued | $663,000 | 714 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $53,765,000 | 1,619 |
| Total debt securities | $53,312,000 | 2,100 |
| Structured notes | ||
| Amortized cost | $583,000 | 902 |
| Fair value | $591,000 | 896 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $59,837,000 | 1,934 |
| U.S. Government securities | $40,308,000 | 2,237 |
| U.S. Treasury securities | $10,505,000 | 1,776 |
| U.S. Government agency obligations | $29,803,000 | 2,314 |
| Securities issued by states & political subdivisions | $14,316,000 | 982 |
| Other domestic debt securities | $4,693,000 | 880 |
| Privately issued residential mortgage-backed securities | $4,693,000 | 320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $520,000 | 3,535 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,948,000 | 1,021 |
| Mortgage-backed securities | $32,950,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $10,532,000 | 1,882 |
| Issued or guaranteed by U.S. | $10,532,000 | 1,868 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $22,418,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $17,725,000 | 707 |
| Privately issued | $4,693,000 | 238 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $59,837,000 | 1,320 |
| Total debt securities | $59,317,000 | 1,887 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $51,620,000 | 2,369 |
| U.S. Government securities | $35,268,000 | 2,741 |
| U.S. Treasury securities | $9,429,000 | 2,357 |
| U.S. Government agency obligations | $25,839,000 | 2,722 |
| Securities issued by states & political subdivisions | $9,450,000 | 1,542 |
| Other domestic debt securities | $6,391,000 | 774 |
| Privately issued residential mortgage-backed securities | $6,391,000 | 314 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $511,000 | 3,474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,710,000 | 992 |
| Mortgage-backed securities | $32,230,000 | 1,288 |
| Certificates of participation in pools of residential mortgages | $12,733,000 | 1,833 |
| Issued or guaranteed by U.S. | $12,733,000 | 1,818 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $19,497,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $13,106,000 | 962 |
| Privately issued | $6,391,000 | 216 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $51,620,000 | 1,584 |
| Total debt securities | $51,109,000 | 2,320 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $48,549,000 | 2,600 |
| U.S. Government securities | $38,478,000 | 2,628 |
| U.S. Treasury securities | $9,918,000 | 2,753 |
| U.S. Government agency obligations | $28,560,000 | 2,453 |
| Securities issued by states & political subdivisions | $7,764,000 | 1,898 |
| Other domestic debt securities | $1,779,000 | 1,911 |
| Privately issued residential mortgage-backed securities | $1,579,000 | 697 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,154 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $528,000 | 3,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,401,000 | 1,094 |
| Mortgage-backed securities | $29,135,000 | 1,465 |
| Certificates of participation in pools of residential mortgages | $15,767,000 | 1,582 |
| Issued or guaranteed by U.S. | $15,767,000 | 1,565 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $13,368,000 | 1,130 |
| CMOs issued by government agencies or sponsored agencies | $11,789,000 | 1,182 |
| Privately issued | $1,579,000 | 501 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $48,549,000 | 1,739 |
| Total debt securities | $48,021,000 | 2,550 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $48,983,000 | 2,671 |
| U.S. Government securities | $36,451,000 | 2,856 |
| U.S. Treasury securities | $11,674,000 | 2,966 |
| U.S. Government agency obligations | $24,777,000 | 2,680 |
| Securities issued by states & political subdivisions | $9,368,000 | 1,606 |
| Other domestic debt securities | $2,668,000 | 1,725 |
| Privately issued residential mortgage-backed securities | $2,467,000 | 593 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,000 | 3,636 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $496,000 | 3,092 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,555,000 | 1,793 |
| Mortgage-backed securities | $26,235,000 | 1,665 |
| Certificates of participation in pools of residential mortgages | $17,800,000 | 1,496 |
| Issued or guaranteed by U.S. | $17,800,000 | 1,477 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $8,435,000 | 1,641 |
| CMOs issued by government agencies or sponsored agencies | $5,968,000 | 1,964 |
| Privately issued | $2,467,000 | 433 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,065,000 | 3,736 |
| Available-for-sale securities (fair market value) | $30,918,000 | 1,862 |
| Total debt securities | $48,487,000 | 2,633 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $47,259,000 | 2,957 |
| U.S. Government securities | $33,885,000 | 3,217 |
| U.S. Treasury securities | $9,459,000 | 3,676 |
| U.S. Government agency obligations | $24,426,000 | 2,797 |
| Securities issued by states & political subdivisions | $6,655,000 | 2,354 |
| Other domestic debt securities | $6,535,000 | 1,173 |
| Privately issued residential mortgage-backed securities | $6,334,000 | 449 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,000 | 4,135 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $184,000 | 4,674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,205,000 | 1,292 |
| Mortgage-backed securities | $29,752,000 | 1,682 |
| Certificates of participation in pools of residential mortgages | $18,448,000 | 1,585 |
| Issued or guaranteed by U.S. | $18,448,000 | 1,563 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $11,304,000 | 1,552 |
| CMOs issued by government agencies or sponsored agencies | $4,970,000 | 2,470 |
| Privately issued | $6,334,000 | 289 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $47,075,000 | 2,883 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $44,744,000 | 3,051 |
| U.S. Government securities | $33,365,000 | 3,238 |
| U.S. Treasury securities | $10,440,000 | 3,387 |
| U.S. Government agency obligations | $22,925,000 | 2,886 |
| Securities issued by states & political subdivisions | $459,000 | 7,858 |
| Other domestic debt securities | $10,813,000 | 987 |
| Privately issued residential mortgage-backed securities | $10,612,000 | 415 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,000 | 4,721 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $107,000 | 5,001 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,036,000 | 1,094 |
| Mortgage-backed securities | $33,537,000 | 1,558 |
| Certificates of participation in pools of residential mortgages | $14,477,000 | 1,930 |
| Issued or guaranteed by U.S. | $14,477,000 | 1,892 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $19,060,000 | 1,044 |
| CMOs issued by government agencies or sponsored agencies | $8,448,000 | 1,717 |
| Privately issued | $10,612,000 | 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $44,637,000 | 2,984 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |