Home > Farmers and Merchants Bank > Securities
Farmers and Merchants Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $508,419,000 | 431 |
| U.S. Government securities | $84,939,000 | 1,314 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $84,939,000 | 1,103 |
| Securities issued by states & political subdivisions | $231,996,000 | 175 |
| Other domestic debt securities | $187,481,000 | 167 |
| Privately issued residential mortgage-backed securities | $839,000 | 512 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $117,395,000 | 55 |
| Structured financial products - Total | $55,500,000 | 120 |
| Other domestic debt securities - All other | $13,747,000 | 526 |
| Foreign debt securities | $3,784,000 | 111 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,437,000 | 689 |
| Mortgage-backed securities | $43,413,000 | 1,379 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $748,000 | 3,282 |
| Privately issued | $839,000 | 153 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 2,421 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $41,485,000 | 209 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $508,200,000 | 347 |
| Total debt securities | $508,199,000 | 422 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $487,093,000 | 442 |
| U.S. Government securities | $81,546,000 | 1,355 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $81,546,000 | 1,131 |
| Securities issued by states & political subdivisions | $210,644,000 | 185 |
| Other domestic debt securities | $194,737,000 | 170 |
| Privately issued residential mortgage-backed securities | $532,000 | 519 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $177,141,000 | 46 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $17,064,000 | 446 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,698,000 | 718 |
| Mortgage-backed securities | $41,795,000 | 1,397 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,810,000 | 3,052 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $122,000 | 2,543 |
| Privately issued | $532,000 | 394 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $39,331,000 | 218 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $486,927,000 | 354 |
| Total debt securities | $486,927,000 | 432 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $920,000 | 821 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $521,767,000 | 422 |
| U.S. Government securities | $85,726,000 | 1,344 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $85,726,000 | 1,124 |
| Securities issued by states & political subdivisions | $232,636,000 | 178 |
| Other domestic debt securities | $203,239,000 | 161 |
| Privately issued residential mortgage-backed securities | $542,000 | 526 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $181,459,000 | 44 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $21,238,000 | 382 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,391,000 | 689 |
| Mortgage-backed securities | $44,344,000 | 1,383 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,939,000 | 3,059 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 2,538 |
| Privately issued | $542,000 | 392 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $41,731,000 | 215 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $521,601,000 | 340 |
| Total debt securities | $521,600,000 | 415 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $915,000 | 872 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $487,203,000 | 468 |
| U.S. Government securities | $83,170,000 | 1,448 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $83,170,000 | 1,173 |
| Securities issued by states & political subdivisions | $225,984,000 | 193 |
| Other domestic debt securities | $177,897,000 | 185 |
| Privately issued residential mortgage-backed securities | $554,000 | 549 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $158,500,000 | 49 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $18,843,000 | 435 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,874,000 | 489 |
| Mortgage-backed securities | $40,668,000 | 1,508 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,056,000 | 3,075 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $142,000 | 2,564 |
| Privately issued | $554,000 | 404 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $37,916,000 | 241 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $487,051,000 | 381 |
| Total debt securities | $487,050,000 | 459 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 845 |
| Fair value | $913,000 | 921 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $480,940,000 | 482 |
| U.S. Government securities | $82,938,000 | 1,449 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $82,938,000 | 1,170 |
| Securities issued by states & political subdivisions | $214,216,000 | 214 |
| Other domestic debt securities | $183,657,000 | 184 |
| Privately issued residential mortgage-backed securities | $584,000 | 566 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $164,108,000 | 50 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $18,965,000 | 442 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,504,000 | 658 |
| Mortgage-backed securities | $41,887,000 | 1,492 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,100,000 | 3,089 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 2,575 |
| Privately issued | $584,000 | 405 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $39,047,000 | 241 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $480,811,000 | 390 |
| Total debt securities | $480,811,000 | 475 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $910,000 | 932 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $491,323,000 | 475 |
| U.S. Government securities | $87,211,000 | 1,415 |
| U.S. Treasury securities | $599,000 | 2,842 |
| U.S. Government agency obligations | $86,612,000 | 1,137 |
| Securities issued by states & political subdivisions | $216,007,000 | 208 |
| Other domestic debt securities | $187,988,000 | 178 |
| Privately issued residential mortgage-backed securities | $682,000 | 544 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $168,394,000 | 48 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $18,912,000 | 443 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,309,000 | 827 |
| Mortgage-backed securities | $42,966,000 | 1,473 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,197,000 | 3,087 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 2,587 |
| Privately issued | $682,000 | 404 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $39,922,000 | 258 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $491,206,000 | 386 |
| Total debt securities | $491,205,000 | 467 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 861 |
| Fair value | $910,000 | 912 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $492,903,000 | 478 |
| U.S. Government securities | $94,565,000 | 1,341 |
| U.S. Treasury securities | $1,098,000 | 2,657 |
| U.S. Government agency obligations | $93,467,000 | 1,100 |
| Securities issued by states & political subdivisions | $225,077,000 | 212 |
| Other domestic debt securities | $173,145,000 | 172 |
| Privately issued residential mortgage-backed securities | $684,000 | 558 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $153,029,000 | 55 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $19,432,000 | 448 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,479,000 | 771 |
| Mortgage-backed securities | $46,227,000 | 1,450 |
| Certificates of participation in pools of residential mortgages | $2,429,000 | 3,165 |
| Issued or guaranteed by U.S. | $2,429,000 | 3,076 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $869,000 | 2,353 |
| CMOs issued by government agencies or sponsored agencies | $185,000 | 2,601 |
| Privately issued | $684,000 | 408 |
| Commercial mortgage-backed securities | $42,929,000 | 393 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $42,929,000 | 274 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $492,787,000 | 403 |
| Total debt securities | $492,788,000 | 470 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 840 |
| Fair value | $923,000 | 917 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $478,457,000 | 491 |
| U.S. Government securities | $57,935,000 | 1,818 |
| U.S. Treasury securities | $1,103,000 | 2,410 |
| U.S. Government agency obligations | $56,832,000 | 1,562 |
| Securities issued by states & political subdivisions | $237,036,000 | 204 |
| Other domestic debt securities | $183,354,000 | 166 |
| Privately issued residential mortgage-backed securities | $682,000 | 532 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $163,018,000 | 53 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $19,654,000 | 441 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,644,000 | 794 |
| Mortgage-backed securities | $20,897,000 | 2,153 |
| Certificates of participation in pools of residential mortgages | $2,658,000 | 3,145 |
| Issued or guaranteed by U.S. | $2,658,000 | 3,056 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $882,000 | 2,357 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 2,590 |
| Privately issued | $682,000 | 382 |
| Commercial mortgage-backed securities | $17,357,000 | 671 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $17,357,000 | 453 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $478,325,000 | 425 |
| Total debt securities | $478,326,000 | 486 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $964,000 | 776 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $536,853,000 | 432 |
| U.S. Government securities | $73,588,000 | 1,476 |
| U.S. Treasury securities | $1,111,000 | 1,926 |
| U.S. Government agency obligations | $72,477,000 | 1,322 |
| Securities issued by states & political subdivisions | $269,854,000 | 189 |
| Other domestic debt securities | $193,411,000 | 151 |
| Privately issued residential mortgage-backed securities | $661,000 | 499 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $171,992,000 | 55 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $20,758,000 | 402 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,392,000 | 755 |
| Mortgage-backed securities | $33,401,000 | 1,755 |
| Certificates of participation in pools of residential mortgages | $2,999,000 | 3,084 |
| Issued or guaranteed by U.S. | $2,999,000 | 2,991 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $909,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $248,000 | 2,565 |
| Privately issued | $661,000 | 339 |
| Commercial mortgage-backed securities | $29,493,000 | 485 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $29,493,000 | 328 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $536,853,000 | 377 |
| Total debt securities | $536,854,000 | 423 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 656 |
| Fair value | $970,000 | 750 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $505,447,000 | 429 |
| U.S. Government securities | $78,531,000 | 1,346 |
| U.S. Treasury securities | $1,118,000 | 1,702 |
| U.S. Government agency obligations | $77,413,000 | 1,217 |
| Securities issued by states & political subdivisions | $245,168,000 | 194 |
| Other domestic debt securities | $181,748,000 | 143 |
| Privately issued residential mortgage-backed securities | $649,000 | 470 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $160,233,000 | 55 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $20,866,000 | 376 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,918,000 | 743 |
| Mortgage-backed securities | $45,724,000 | 1,428 |
| Certificates of participation in pools of residential mortgages | $3,497,000 | 3,034 |
| Issued or guaranteed by U.S. | $3,497,000 | 2,949 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $934,000 | 2,356 |
| CMOs issued by government agencies or sponsored agencies | $285,000 | 2,586 |
| Privately issued | $649,000 | 321 |
| Commercial mortgage-backed securities | $41,293,000 | 398 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $41,293,000 | 282 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $505,447,000 | 383 |
| Total debt securities | $505,447,000 | 422 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 586 |
| Fair value | $999,000 | 612 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $519,095,000 | 410 |
| U.S. Government securities | $103,511,000 | 1,033 |
| U.S. Treasury securities | $1,121,000 | 1,594 |
| U.S. Government agency obligations | $102,390,000 | 945 |
| Securities issued by states & political subdivisions | $249,825,000 | 181 |
| Other domestic debt securities | $165,759,000 | 152 |
| Privately issued residential mortgage-backed securities | $647,000 | 471 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $142,249,000 | 58 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $22,863,000 | 340 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,931,000 | 744 |
| Mortgage-backed securities | $70,164,000 | 1,070 |
| Certificates of participation in pools of residential mortgages | $4,135,000 | 2,934 |
| Issued or guaranteed by U.S. | $4,135,000 | 2,845 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $972,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 2,561 |
| Privately issued | $647,000 | 308 |
| Commercial mortgage-backed securities | $65,057,000 | 289 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $65,057,000 | 208 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $519,095,000 | 361 |
| Total debt securities | $519,094,000 | 404 |
| Structured notes | ||
| Amortized cost | $3,001,000 | 285 |
| Fair value | $3,011,000 | 287 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $483,665,000 | 405 |
| U.S. Government securities | $101,653,000 | 953 |
| U.S. Treasury securities | $1,225,000 | 1,282 |
| U.S. Government agency obligations | $100,428,000 | 898 |
| Securities issued by states & political subdivisions | $220,274,000 | 198 |
| Other domestic debt securities | $161,738,000 | 144 |
| Privately issued residential mortgage-backed securities | $647,000 | 474 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $128,648,000 | 58 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $32,443,000 | 248 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,637,000 | 713 |
| Mortgage-backed securities | $70,577,000 | 999 |
| Certificates of participation in pools of residential mortgages | $4,737,000 | 2,807 |
| Issued or guaranteed by U.S. | $4,737,000 | 2,721 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,043,000 | 1,985 |
| CMOs issued by government agencies or sponsored agencies | $1,396,000 | 2,100 |
| Privately issued | $647,000 | 301 |
| Commercial mortgage-backed securities | $63,797,000 | 285 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $63,797,000 | 196 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $483,665,000 | 360 |
| Total debt securities | $483,665,000 | 399 |
| Structured notes | ||
| Amortized cost | $3,001,000 | 188 |
| Fair value | $3,019,000 | 188 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $459,735,000 | 390 |
| U.S. Government securities | $115,157,000 | 784 |
| U.S. Treasury securities | $1,230,000 | 897 |
| U.S. Government agency obligations | $113,927,000 | 757 |
| Securities issued by states & political subdivisions | $169,510,000 | 251 |
| Other domestic debt securities | $175,068,000 | 122 |
| Privately issued residential mortgage-backed securities | $787,000 | 435 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $141,550,000 | 53 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $32,731,000 | 231 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,713,000 | 661 |
| Mortgage-backed securities | $82,850,000 | 812 |
| Certificates of participation in pools of residential mortgages | $6,608,000 | 2,463 |
| Issued or guaranteed by U.S. | $6,608,000 | 2,391 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,848,000 | 1,544 |
| CMOs issued by government agencies or sponsored agencies | $4,061,000 | 1,611 |
| Privately issued | $787,000 | 284 |
| Commercial mortgage-backed securities | $71,394,000 | 251 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $71,394,000 | 167 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $459,735,000 | 354 |
| Total debt securities | $459,729,000 | 386 |
| Structured notes | ||
| Amortized cost | $4,888,000 | 77 |
| Fair value | $4,959,000 | 72 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $433,327,000 | 385 |
| U.S. Government securities | $121,378,000 | 712 |
| U.S. Treasury securities | $1,235,000 | 895 |
| U.S. Government agency obligations | $120,143,000 | 677 |
| Securities issued by states & political subdivisions | $126,600,000 | 304 |
| Other domestic debt securities | $185,349,000 | 116 |
| Privately issued residential mortgage-backed securities | $814,000 | 433 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $152,222,000 | 49 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $32,313,000 | 219 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,872,000 | 699 |
| Mortgage-backed securities | $87,643,000 | 745 |
| Certificates of participation in pools of residential mortgages | $7,673,000 | 2,315 |
| Issued or guaranteed by U.S. | $7,673,000 | 2,244 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,691,000 | 1,359 |
| CMOs issued by government agencies or sponsored agencies | $5,877,000 | 1,410 |
| Privately issued | $814,000 | 269 |
| Commercial mortgage-backed securities | $73,279,000 | 230 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $73,279,000 | 160 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $433,327,000 | 349 |
| Total debt securities | $433,334,000 | 380 |
| Structured notes | ||
| Amortized cost | $4,876,000 | 78 |
| Fair value | $4,940,000 | 73 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $412,534,000 | 386 |
| U.S. Government securities | $126,362,000 | 668 |
| U.S. Treasury securities | $1,239,000 | 928 |
| U.S. Government agency obligations | $125,123,000 | 633 |
| Securities issued by states & political subdivisions | $86,258,000 | 446 |
| Other domestic debt securities | $199,914,000 | 114 |
| Privately issued residential mortgage-backed securities | $3,887,000 | 262 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $164,238,000 | 44 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $31,789,000 | 220 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,904,000 | 682 |
| Mortgage-backed securities | $92,745,000 | 711 |
| Certificates of participation in pools of residential mortgages | $8,972,000 | 2,137 |
| Issued or guaranteed by U.S. | $8,972,000 | 2,080 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $10,177,000 | 1,134 |
| CMOs issued by government agencies or sponsored agencies | $6,290,000 | 1,411 |
| Privately issued | $3,887,000 | 162 |
| Commercial mortgage-backed securities | $73,596,000 | 226 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $73,596,000 | 161 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $412,534,000 | 347 |
| Total debt securities | $412,536,000 | 381 |
| Structured notes | ||
| Amortized cost | $4,863,000 | 83 |
| Fair value | $4,960,000 | 79 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $408,205,000 | 380 |
| U.S. Government securities | $129,483,000 | 666 |
| U.S. Treasury securities | $1,239,000 | 981 |
| U.S. Government agency obligations | $128,244,000 | 639 |
| Securities issued by states & political subdivisions | $69,128,000 | 513 |
| Other domestic debt securities | $209,594,000 | 102 |
| Privately issued residential mortgage-backed securities | $6,760,000 | 210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $161,100,000 | 40 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $41,734,000 | 167 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,231,000 | 673 |
| Mortgage-backed securities | $96,396,000 | 711 |
| Certificates of participation in pools of residential mortgages | $10,693,000 | 1,972 |
| Issued or guaranteed by U.S. | $10,693,000 | 1,915 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $13,274,000 | 1,008 |
| CMOs issued by government agencies or sponsored agencies | $6,514,000 | 1,405 |
| Privately issued | $6,760,000 | 128 |
| Commercial mortgage-backed securities | $72,429,000 | 232 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $72,429,000 | 167 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $408,205,000 | 338 |
| Total debt securities | $408,205,000 | 373 |
| Structured notes | ||
| Amortized cost | $4,850,000 | 109 |
| Fair value | $4,914,000 | 105 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $362,624,000 | 411 |
| U.S. Government securities | $120,991,000 | 711 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $120,991,000 | 667 |
| Securities issued by states & political subdivisions | $68,422,000 | 480 |
| Other domestic debt securities | $173,211,000 | 120 |
| Privately issued residential mortgage-backed securities | $4,527,000 | 235 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $141,180,000 | 44 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $27,504,000 | 213 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,646,000 | 636 |
| Mortgage-backed securities | $89,725,000 | 721 |
| Certificates of participation in pools of residential mortgages | $10,815,000 | 1,922 |
| Issued or guaranteed by U.S. | $10,815,000 | 1,869 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $11,255,000 | 1,108 |
| CMOs issued by government agencies or sponsored agencies | $6,728,000 | 1,382 |
| Privately issued | $4,527,000 | 147 |
| Commercial mortgage-backed securities | $67,655,000 | 241 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $67,655,000 | 173 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $362,624,000 | 364 |
| Total debt securities | $362,624,000 | 403 |
| Structured notes | ||
| Amortized cost | $4,838,000 | 146 |
| Fair value | $4,861,000 | 144 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $325,697,000 | 442 |
| U.S. Government securities | $94,759,000 | 883 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $94,759,000 | 836 |
| Securities issued by states & political subdivisions | $68,996,000 | 460 |
| Other domestic debt securities | $161,942,000 | 118 |
| Privately issued residential mortgage-backed securities | $4,883,000 | 224 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $129,486,000 | 47 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $27,573,000 | 206 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,551,000 | 632 |
| Mortgage-backed securities | $63,138,000 | 924 |
| Certificates of participation in pools of residential mortgages | $11,267,000 | 1,871 |
| Issued or guaranteed by U.S. | $11,267,000 | 1,815 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $11,920,000 | 1,080 |
| CMOs issued by government agencies or sponsored agencies | $7,037,000 | 1,360 |
| Privately issued | $4,883,000 | 140 |
| Commercial mortgage-backed securities | $39,951,000 | 315 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $39,951,000 | 222 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $325,697,000 | 395 |
| Total debt securities | $325,698,000 | 434 |
| Structured notes | ||
| Amortized cost | $4,825,000 | 201 |
| Fair value | $4,852,000 | 199 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $319,099,000 | 451 |
| U.S. Government securities | $94,931,000 | 901 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $94,931,000 | 853 |
| Securities issued by states & political subdivisions | $71,029,000 | 441 |
| Other domestic debt securities | $153,139,000 | 117 |
| Privately issued residential mortgage-backed securities | $5,091,000 | 208 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $122,832,000 | 48 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $25,216,000 | 213 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,616,000 | 625 |
| Mortgage-backed securities | $64,064,000 | 897 |
| Certificates of participation in pools of residential mortgages | $7,645,000 | 2,213 |
| Issued or guaranteed by U.S. | $7,645,000 | 2,168 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $12,322,000 | 1,047 |
| CMOs issued by government agencies or sponsored agencies | $7,231,000 | 1,337 |
| Privately issued | $5,091,000 | 147 |
| Commercial mortgage-backed securities | $44,097,000 | 293 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $44,097,000 | 207 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $319,099,000 | 399 |
| Total debt securities | $319,098,000 | 443 |
| Structured notes | ||
| Amortized cost | $4,813,000 | 228 |
| Fair value | $4,841,000 | 227 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $347,332,000 | 424 |
| U.S. Government securities | $120,656,000 | 729 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $120,656,000 | 685 |
| Securities issued by states & political subdivisions | $73,313,000 | 449 |
| Other domestic debt securities | $153,363,000 | 114 |
| Privately issued residential mortgage-backed securities | $5,106,000 | 206 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $123,177,000 | 46 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $25,080,000 | 212 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,431,000 | 513 |
| Mortgage-backed securities | $84,424,000 | 725 |
| Certificates of participation in pools of residential mortgages | $7,937,000 | 2,201 |
| Issued or guaranteed by U.S. | $7,937,000 | 2,154 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,171,000 | 1,231 |
| CMOs issued by government agencies or sponsored agencies | $4,065,000 | 1,666 |
| Privately issued | $5,106,000 | 146 |
| Commercial mortgage-backed securities | $67,316,000 | 220 |
| Commercial mortgage pass-through securities | $5,074,000 | 585 |
| Other commercial mortgage-backed securities | $62,242,000 | 159 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $347,332,000 | 370 |
| Total debt securities | $347,334,000 | 415 |
| Structured notes | ||
| Amortized cost | $3,034,000 | 324 |
| Fair value | $2,910,000 | 347 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $358,587,000 | 414 |
| U.S. Government securities | $145,238,000 | 629 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $145,238,000 | 594 |
| Securities issued by states & political subdivisions | $80,487,000 | 411 |
| Other domestic debt securities | $132,862,000 | 115 |
| Privately issued residential mortgage-backed securities | $5,391,000 | 186 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $102,365,000 | 46 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $25,106,000 | 209 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,066,000 | 458 |
| Mortgage-backed securities | $105,316,000 | 609 |
| Certificates of participation in pools of residential mortgages | $8,170,000 | 2,179 |
| Issued or guaranteed by U.S. | $8,170,000 | 2,145 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,724,000 | 1,185 |
| CMOs issued by government agencies or sponsored agencies | $4,333,000 | 1,629 |
| Privately issued | $5,391,000 | 142 |
| Commercial mortgage-backed securities | $87,422,000 | 182 |
| Commercial mortgage pass-through securities | $11,081,000 | 367 |
| Other commercial mortgage-backed securities | $76,341,000 | 143 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $358,587,000 | 365 |
| Total debt securities | $358,587,000 | 407 |
| Structured notes | ||
| Amortized cost | $3,038,000 | 336 |
| Fair value | $2,948,000 | 346 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $353,342,000 | 422 |
| U.S. Government securities | $143,720,000 | 636 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $143,720,000 | 598 |
| Securities issued by states & political subdivisions | $78,637,000 | 420 |
| Other domestic debt securities | $130,985,000 | 113 |
| Privately issued residential mortgage-backed securities | $5,591,000 | 156 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $100,224,000 | 48 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $25,170,000 | 204 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,490,000 | 821 |
| Mortgage-backed securities | $103,684,000 | 614 |
| Certificates of participation in pools of residential mortgages | $28,038,000 | 1,041 |
| Issued or guaranteed by U.S. | $28,038,000 | 1,035 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,068,000 | 1,151 |
| CMOs issued by government agencies or sponsored agencies | $4,477,000 | 1,579 |
| Privately issued | $5,591,000 | 138 |
| Commercial mortgage-backed securities | $65,578,000 | 218 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $65,578,000 | 152 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $353,342,000 | 367 |
| Total debt securities | $353,342,000 | 416 |
| Structured notes | ||
| Amortized cost | $3,046,000 | 333 |
| Fair value | $2,941,000 | 344 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $334,670,000 | 442 |
| U.S. Government securities | $126,044,000 | 708 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $126,044,000 | 664 |
| Securities issued by states & political subdivisions | $77,865,000 | 444 |
| Other domestic debt securities | $130,761,000 | 113 |
| Privately issued residential mortgage-backed securities | $5,905,000 | 264 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $99,597,000 | 49 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $25,259,000 | 209 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,490,000 | 848 |
| Mortgage-backed securities | $85,389,000 | 724 |
| Certificates of participation in pools of residential mortgages | $7,950,000 | 2,259 |
| Issued or guaranteed by U.S. | $7,950,000 | 2,156 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $10,691,000 | 1,118 |
| CMOs issued by government agencies or sponsored agencies | $4,786,000 | 1,549 |
| Privately issued | $5,905,000 | 137 |
| Commercial mortgage-backed securities | $66,748,000 | 203 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $66,748,000 | 139 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $334,670,000 | 387 |
| Total debt securities | $334,672,000 | 433 |
| Structured notes | ||
| Amortized cost | $3,046,000 | 333 |
| Fair value | $2,941,000 | 345 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $323,192,000 | 460 |
| U.S. Government securities | $114,211,000 | 781 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $114,211,000 | 741 |
| Securities issued by states & political subdivisions | $74,376,000 | 474 |
| Other domestic debt securities | $134,605,000 | 112 |
| Privately issued residential mortgage-backed securities | $6,099,000 | 138 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $112,168,000 | 46 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $16,338,000 | 295 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,586,000 | 887 |
| Mortgage-backed securities | $77,569,000 | 763 |
| Certificates of participation in pools of residential mortgages | $8,397,000 | 2,247 |
| Issued or guaranteed by U.S. | $8,397,000 | 2,245 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,240,000 | 1,071 |
| CMOs issued by government agencies or sponsored agencies | $5,141,000 | 1,497 |
| Privately issued | $6,099,000 | 131 |
| Commercial mortgage-backed securities | $57,932,000 | 210 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $57,932,000 | 148 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $323,192,000 | 404 |
| Total debt securities | $323,191,000 | 453 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 551 |
| Fair value | $937,000 | 661 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $291,888,000 | 505 |
| U.S. Government securities | $98,395,000 | 888 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $98,395,000 | 851 |
| Securities issued by states & political subdivisions | $71,669,000 | 525 |
| Other domestic debt securities | $121,824,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $107,436,000 | 45 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $14,388,000 | 330 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,511,000 | 1,003 |
| Mortgage-backed securities | $59,480,000 | 952 |
| Certificates of participation in pools of residential mortgages | $8,909,000 | 2,240 |
| Issued or guaranteed by U.S. | $8,909,000 | 2,237 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,576,000 | 1,489 |
| CMOs issued by government agencies or sponsored agencies | $5,576,000 | 1,439 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $44,995,000 | 230 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $44,995,000 | 155 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $291,888,000 | 438 |
| Total debt securities | $291,888,000 | 497 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 554 |
| Fair value | $940,000 | 665 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $265,620,000 | 545 |
| U.S. Government securities | $77,068,000 | 1,110 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $77,068,000 | 1,057 |
| Securities issued by states & political subdivisions | $62,983,000 | 624 |
| Other domestic debt securities | $125,569,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $111,279,000 | 42 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $14,290,000 | 339 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,684,000 | 1,029 |
| Mortgage-backed securities | $48,395,000 | 1,117 |
| Certificates of participation in pools of residential mortgages | $9,491,000 | 2,218 |
| Issued or guaranteed by U.S. | $9,491,000 | 2,216 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $6,487,000 | 1,390 |
| CMOs issued by government agencies or sponsored agencies | $6,487,000 | 1,343 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $32,417,000 | 265 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $32,417,000 | 177 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $265,620,000 | 476 |
| Total debt securities | $265,620,000 | 537 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 587 |
| Fair value | $939,000 | 692 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $278,170,000 | 538 |
| U.S. Government securities | $66,062,000 | 1,277 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $66,062,000 | 1,223 |
| Securities issued by states & political subdivisions | $69,023,000 | 558 |
| Other domestic debt securities | $143,085,000 | 108 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $125,095,000 | 42 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $17,990,000 | 296 |
| 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 | $54,751,000 | 1,008 |
| Mortgage-backed securities | $51,894,000 | 1,084 |
| Certificates of participation in pools of residential mortgages | $10,081,000 | 2,195 |
| Issued or guaranteed by U.S. | $10,081,000 | 2,193 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,867,000 | 1,356 |
| CMOs issued by government agencies or sponsored agencies | $6,867,000 | 1,307 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $34,946,000 | 258 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $34,946,000 | 167 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $278,170,000 | 465 |
| Total debt securities | $278,170,000 | 531 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 611 |
| Fair value | $942,000 | 740 |
| 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 | $313,983,000 | 490 |
| U.S. Government securities | $73,524,000 | 1,186 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $73,524,000 | 1,133 |
| Securities issued by states & political subdivisions | $70,031,000 | 552 |
| Other domestic debt securities | $170,428,000 | 99 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $153,154,000 | 38 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $17,274,000 | 314 |
| 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 | $54,868,000 | 1,021 |
| Mortgage-backed securities | $59,227,000 | 997 |
| Certificates of participation in pools of residential mortgages | $10,779,000 | 2,163 |
| Issued or guaranteed by U.S. | $10,779,000 | 2,163 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,426,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $7,426,000 | 1,259 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $41,022,000 | 235 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $41,022,000 | 149 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $313,983,000 | 421 |
| Total debt securities | $313,983,000 | 483 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 638 |
| Fair value | $945,000 | 765 |
| 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 | $286,311,000 | 526 |
| U.S. Government securities | $71,277,000 | 1,200 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $71,277,000 | 1,149 |
| Securities issued by states & political subdivisions | $68,912,000 | 558 |
| Other domestic debt securities | $146,122,000 | 104 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $132,191,000 | 44 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $13,931,000 | 342 |
| 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 | $59,462,000 | 942 |
| Mortgage-backed securities | $56,881,000 | 1,018 |
| Certificates of participation in pools of residential mortgages | $11,441,000 | 2,112 |
| Issued or guaranteed by U.S. | $11,441,000 | 2,111 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,597,000 | 1,289 |
| CMOs issued by government agencies or sponsored agencies | $7,597,000 | 1,228 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $37,843,000 | 236 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $37,843,000 | 151 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $286,311,000 | 454 |
| Total debt securities | $286,311,000 | 518 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 635 |
| Fair value | $947,000 | 750 |
| 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 | $289,993,000 | 530 |
| U.S. Government securities | $61,556,000 | 1,349 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $61,556,000 | 1,292 |
| Securities issued by states & political subdivisions | $83,474,000 | 440 |
| Other domestic debt securities | $144,963,000 | 109 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $129,524,000 | 42 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $15,439,000 | 324 |
| 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 | $63,637,000 | 900 |
| Mortgage-backed securities | $50,246,000 | 1,122 |
| Certificates of participation in pools of residential mortgages | $12,259,000 | 2,054 |
| Issued or guaranteed by U.S. | $12,259,000 | 2,054 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,183,000 | 800 |
| CMOs issued by government agencies or sponsored agencies | $18,183,000 | 759 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $19,804,000 | 319 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $19,804,000 | 202 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $289,993,000 | 451 |
| Total debt securities | $289,993,000 | 520 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 621 |
| Fair value | $928,000 | 753 |
| 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 | $281,653,000 | 545 |
| U.S. Government securities | $60,835,000 | 1,383 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $60,835,000 | 1,329 |
| Securities issued by states & political subdivisions | $91,623,000 | 396 |
| Other domestic debt securities | $129,195,000 | 118 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $113,648,000 | 46 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $15,547,000 | 330 |
| 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 | $76,152,000 | 787 |
| Mortgage-backed securities | $44,498,000 | 1,227 |
| Certificates of participation in pools of residential mortgages | $13,364,000 | 1,994 |
| Issued or guaranteed by U.S. | $13,364,000 | 1,990 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,902,000 | 1,242 |
| CMOs issued by government agencies or sponsored agencies | $8,902,000 | 1,181 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $22,232,000 | 281 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $22,232,000 | 180 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $281,653,000 | 468 |
| Total debt securities | $281,653,000 | 533 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 724 |
| Fair value | $945,000 | 873 |
| 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 | $285,860,000 | 543 |
| U.S. Government securities | $58,568,000 | 1,469 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $58,568,000 | 1,404 |
| Securities issued by states & political subdivisions | $99,949,000 | 343 |
| Other domestic debt securities | $127,343,000 | 118 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $106,801,000 | 45 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $20,542,000 | 262 |
| 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 | $78,380,000 | 772 |
| Mortgage-backed securities | $43,315,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | $14,280,000 | 1,933 |
| Issued or guaranteed by U.S. | $14,280,000 | 1,932 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,092,000 | 1,165 |
| CMOs issued by government agencies or sponsored agencies | $10,092,000 | 1,106 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $18,943,000 | 295 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $18,943,000 | 185 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $285,860,000 | 463 |
| Total debt securities | $285,860,000 | 535 |
| Structured notes | ||
| Amortized cost | $1,857,000 | 720 |
| Fair value | $1,801,000 | 722 |
| 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 | $293,597,000 | 525 |
| U.S. Government securities | $70,976,000 | 1,273 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $70,976,000 | 1,208 |
| Securities issued by states & political subdivisions | $118,643,000 | 275 |
| Other domestic debt securities | $103,978,000 | 133 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $84,396,000 | 51 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $19,582,000 | 271 |
| 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 | $79,644,000 | 756 |
| Mortgage-backed securities | $53,042,000 | 1,091 |
| Certificates of participation in pools of residential mortgages | $14,883,000 | 1,887 |
| Issued or guaranteed by U.S. | $14,883,000 | 1,885 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,052,000 | 1,116 |
| CMOs issued by government agencies or sponsored agencies | $11,052,000 | 1,061 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $27,107,000 | 219 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $27,107,000 | 141 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $293,597,000 | 447 |
| Total debt securities | $293,597,000 | 518 |
| Structured notes | ||
| Amortized cost | $596,000 | 1,234 |
| Fair value | $600,000 | 1,229 |
| 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 | $305,248,000 | 508 |
| U.S. Government securities | $80,013,000 | 1,146 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $80,013,000 | 1,085 |
| Securities issued by states & political subdivisions | $125,173,000 | 249 |
| Other domestic debt securities | $100,062,000 | 142 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $75,808,000 | 53 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $24,254,000 | 227 |
| 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 | $91,783,000 | 663 |
| Mortgage-backed securities | $52,718,000 | 1,079 |
| Certificates of participation in pools of residential mortgages | $15,982,000 | 1,821 |
| Issued or guaranteed by U.S. | $15,982,000 | 1,821 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $11,798,000 | 1,089 |
| CMOs issued by government agencies or sponsored agencies | $11,798,000 | 1,039 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $24,938,000 | 217 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $24,938,000 | 134 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $305,248,000 | 428 |
| Total debt securities | $305,248,000 | 502 |
| Structured notes | ||
| Amortized cost | $4,415,000 | 523 |
| Fair value | $4,494,000 | 509 |
| 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 | $297,253,000 | 523 |
| U.S. Government securities | $90,573,000 | 1,063 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $90,573,000 | 1,011 |
| Securities issued by states & political subdivisions | $113,219,000 | 269 |
| Other domestic debt securities | $93,461,000 | 140 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $1,008,000 | 97 |
| Asset backed securities | $69,032,000 | 54 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $23,421,000 | 234 |
| 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 | $98,851,000 | 640 |
| Mortgage-backed securities | $55,394,000 | 1,061 |
| Certificates of participation in pools of residential mortgages | $15,967,000 | 1,879 |
| Issued or guaranteed by U.S. | $15,967,000 | 1,879 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,679,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $12,679,000 | 1,044 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $26,748,000 | 192 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $26,748,000 | 122 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $297,253,000 | 440 |
| Total debt securities | $297,253,000 | 515 |
| Structured notes | ||
| Amortized cost | $6,134,000 | 446 |
| Fair value | $6,134,000 | 445 |
| 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 | $284,288,000 | 544 |
| U.S. Government securities | $82,972,000 | 1,167 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $82,972,000 | 1,101 |
| Securities issued by states & political subdivisions | $101,620,000 | 301 |
| Other domestic debt securities | $99,696,000 | 133 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $69,639,000 | 52 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $30,057,000 | 191 |
| 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 | $90,197,000 | 694 |
| Mortgage-backed securities | $41,383,000 | 1,377 |
| Certificates of participation in pools of residential mortgages | $17,248,000 | 1,805 |
| Issued or guaranteed by U.S. | $17,248,000 | 1,805 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $13,295,000 | 1,099 |
| CMOs issued by government agencies or sponsored agencies | $13,295,000 | 1,051 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $10,840,000 | 315 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $10,840,000 | 184 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $284,288,000 | 462 |
| Total debt securities | $284,288,000 | 536 |
| Structured notes | ||
| Amortized cost | $10,610,000 | 321 |
| Fair value | $10,717,000 | 317 |
| 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 | $258,580,000 | 598 |
| U.S. Government securities | $97,385,000 | 1,010 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $97,385,000 | 961 |
| Securities issued by states & political subdivisions | $89,451,000 | 352 |
| Other domestic debt securities | $71,744,000 | 172 |
| Privately issued residential mortgage-backed securities | $4,534,000 | 204 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $37,262,000 | 64 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $29,948,000 | 192 |
| 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 | $98,477,000 | 647 |
| Mortgage-backed securities | $40,754,000 | 1,429 |
| Certificates of participation in pools of residential mortgages | $18,087,000 | 1,794 |
| Issued or guaranteed by U.S. | $18,087,000 | 1,792 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,115,000 | 1,088 |
| CMOs issued by government agencies or sponsored agencies | $9,581,000 | 1,292 |
| Privately issued | $4,534,000 | 192 |
| Commercial mortgage-backed securities | $8,552,000 | 361 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $8,552,000 | 210 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $258,580,000 | 509 |
| Total debt securities | $258,580,000 | 586 |
| Structured notes | ||
| Amortized cost | $10,602,000 | 326 |
| Fair value | $10,638,000 | 325 |
| 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 | $277,871,000 | 552 |
| U.S. Government securities | $93,235,000 | 1,076 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $93,235,000 | 1,021 |
| Securities issued by states & political subdivisions | $73,159,000 | 453 |
| Other domestic debt securities | $111,477,000 | 124 |
| Privately issued residential mortgage-backed securities | $3,452,000 | 248 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $79,555,000 | 47 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $28,470,000 | 202 |
| 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 | $100,549,000 | 628 |
| Mortgage-backed securities | $30,786,000 | 1,771 |
| Certificates of participation in pools of residential mortgages | $17,168,000 | 1,920 |
| Issued or guaranteed by U.S. | $17,168,000 | 1,919 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $13,618,000 | 1,128 |
| CMOs issued by government agencies or sponsored agencies | $10,166,000 | 1,262 |
| Privately issued | $3,452,000 | 238 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $277,871,000 | 472 |
| Total debt securities | $277,871,000 | 543 |
| Structured notes | ||
| Amortized cost | $10,360,000 | 377 |
| Fair value | $10,292,000 | 373 |
| 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 | $263,267,000 | 578 |
| U.S. Government securities | $84,624,000 | 1,201 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $84,624,000 | 1,144 |
| Securities issued by states & political subdivisions | $72,122,000 | 457 |
| Other domestic debt securities | $106,521,000 | 130 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $68,794,000 | 50 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $37,727,000 | 175 |
| 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 | $114,963,000 | 568 |
| Mortgage-backed securities | $20,741,000 | 2,289 |
| Certificates of participation in pools of residential mortgages | $10,121,000 | 2,615 |
| Issued or guaranteed by U.S. | $10,121,000 | 2,615 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,620,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $10,620,000 | 1,259 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $263,267,000 | 495 |
| Total debt securities | $263,267,000 | 567 |
| Structured notes | ||
| Amortized cost | $7,872,000 | 520 |
| Fair value | $7,815,000 | 503 |
| 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 | $245,468,000 | 627 |
| U.S. Government securities | $62,107,000 | 1,563 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $62,107,000 | 1,501 |
| Securities issued by states & political subdivisions | $88,780,000 | 347 |
| Other domestic debt securities | $94,581,000 | 144 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $55,285,000 | 57 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $39,296,000 | 175 |
| 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 | $106,278,000 | 598 |
| Mortgage-backed securities | $13,012,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | $8,503,000 | 2,867 |
| Issued or guaranteed by U.S. | $8,503,000 | 2,867 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,509,000 | 1,930 |
| CMOs issued by government agencies or sponsored agencies | $4,509,000 | 1,850 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $245,468,000 | 539 |
| Total debt securities | $245,468,000 | 616 |
| Structured notes | ||
| Amortized cost | $5,167,000 | 713 |
| Fair value | $5,098,000 | 704 |
| 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 | $248,124,000 | 627 |
| U.S. Government securities | $48,192,000 | 1,928 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $48,192,000 | 1,877 |
| Securities issued by states & political subdivisions | $99,605,000 | 295 |
| Other domestic debt securities | $100,327,000 | 141 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $72,539,000 | 55 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $27,788,000 | 226 |
| 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 | $74,923,000 | 815 |
| Mortgage-backed securities | $8,877,000 | 3,336 |
| Certificates of participation in pools of residential mortgages | $8,877,000 | 2,820 |
| Issued or guaranteed by U.S. | $8,877,000 | 2,819 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $248,124,000 | 538 |
| Total debt securities | $248,124,000 | 617 |
| Structured notes | ||
| Amortized cost | $5,162,000 | 709 |
| Fair value | $4,979,000 | 707 |
| 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 | $243,437,000 | 634 |
| U.S. Government securities | $41,696,000 | 2,192 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $41,696,000 | 2,133 |
| Securities issued by states & political subdivisions | $93,322,000 | 313 |
| Other domestic debt securities | $108,419,000 | 136 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $78,880,000 | 54 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $29,539,000 | 211 |
| 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 | $77,350,000 | 783 |
| Mortgage-backed securities | $11,844,000 | 3,011 |
| Certificates of participation in pools of residential mortgages | $11,844,000 | 2,444 |
| Issued or guaranteed by U.S. | $11,844,000 | 2,442 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $243,437,000 | 555 |
| Total debt securities | $243,437,000 | 623 |
| Structured notes | ||
| Amortized cost | $7,824,000 | 518 |
| Fair value | $7,724,000 | 500 |
| 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 | $205,011,000 | 760 |
| U.S. Government securities | $23,508,000 | 3,212 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $23,508,000 | 3,130 |
| Securities issued by states & political subdivisions | $78,607,000 | 400 |
| Other domestic debt securities | $102,896,000 | 146 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $77,281,000 | 55 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $25,615,000 | 246 |
| 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 | $66,726,000 | 864 |
| Mortgage-backed securities | $7,141,000 | 3,621 |
| Certificates of participation in pools of residential mortgages | $7,141,000 | 3,068 |
| Issued or guaranteed by U.S. | $7,141,000 | 3,065 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $205,011,000 | 674 |
| Total debt securities | $205,011,000 | 749 |
| Structured notes | ||
| Amortized cost | $1,977,000 | 1,292 |
| Fair value | $1,891,000 | 1,277 |
| 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 | $163,294,000 | 954 |
| U.S. Government securities | $19,466,000 | 3,590 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $19,466,000 | 3,498 |
| Securities issued by states & political subdivisions | $55,529,000 | 633 |
| Other domestic debt securities | $88,299,000 | 159 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $68,905,000 | 59 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $19,394,000 | 303 |
| 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 | $48,320,000 | 1,173 |
| Mortgage-backed securities | $5,067,000 | 4,059 |
| Certificates of participation in pools of residential mortgages | $3,718,000 | 3,831 |
| Issued or guaranteed by U.S. | $3,718,000 | 3,827 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,349,000 | 2,854 |
| CMOs issued by government agencies or sponsored agencies | $1,349,000 | 2,736 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $163,294,000 | 852 |
| Total debt securities | $163,294,000 | 940 |
| 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 | $157,464,000 | 970 |
| U.S. Government securities | $17,082,000 | 3,801 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $17,082,000 | 3,706 |
| Securities issued by states & political subdivisions | $52,755,000 | 666 |
| Other domestic debt securities | $87,627,000 | 159 |
| Privately issued residential mortgage-backed securities | $20,759,000 | 125 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $66,868,000 | 59 |
| 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 | $70,621,000 | 837 |
| Mortgage-backed securities | $28,687,000 | 1,934 |
| Certificates of participation in pools of residential mortgages | $1,359,000 | 4,557 |
| Issued or guaranteed by U.S. | $1,359,000 | 4,556 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $27,328,000 | 815 |
| CMOs issued by government agencies or sponsored agencies | $6,569,000 | 1,727 |
| Privately issued | $20,759,000 | 117 |
| 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) | $157,464,000 | 863 |
| Total debt securities | $140,302,000 | 1,065 |
| 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 | $150,531,000 | 1,020 |
| U.S. Government securities | $18,463,000 | 3,735 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $18,463,000 | 3,655 |
| Securities issued by states & political subdivisions | $53,299,000 | 620 |
| Other domestic debt securities | $78,769,000 | 175 |
| Privately issued residential mortgage-backed securities | $21,468,000 | 131 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $57,301,000 | 68 |
| 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 | $70,017,000 | 847 |
| Mortgage-backed securities | $30,427,000 | 1,962 |
| Certificates of participation in pools of residential mortgages | $1,359,000 | 4,673 |
| Issued or guaranteed by U.S. | $1,359,000 | 4,671 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $29,068,000 | 829 |
| CMOs issued by government agencies or sponsored agencies | $7,600,000 | 1,676 |
| Privately issued | $21,468,000 | 124 |
| 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) | $150,531,000 | 912 |
| Total debt securities | $134,120,000 | 1,126 |
| 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 | $160,097,000 | 967 |
| U.S. Government securities | $19,805,000 | 3,658 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $19,805,000 | 3,583 |
| Securities issued by states & political subdivisions | $61,955,000 | 472 |
| Other domestic debt securities | $78,337,000 | 174 |
| Privately issued residential mortgage-backed securities | $21,095,000 | 140 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $57,242,000 | 67 |
| 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 | $74,874,000 | 807 |
| Mortgage-backed securities | $30,965,000 | 1,958 |
| Certificates of participation in pools of residential mortgages | $1,356,000 | 4,710 |
| Issued or guaranteed by U.S. | $1,356,000 | 4,708 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $29,609,000 | 827 |
| CMOs issued by government agencies or sponsored agencies | $8,514,000 | 1,620 |
| Privately issued | $21,095,000 | 135 |
| 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) | $160,097,000 | 859 |
| Total debt securities | $143,191,000 | 1,072 |
| 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 | $156,320,000 | 997 |
| U.S. Government securities | $20,861,000 | 3,634 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $20,861,000 | 3,553 |
| Securities issued by states & political subdivisions | $61,845,000 | 450 |
| Other domestic debt securities | $73,614,000 | 180 |
| Privately issued residential mortgage-backed securities | $23,883,000 | 137 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $49,731,000 | 61 |
| 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 | $53,862,000 | 1,062 |
| Mortgage-backed securities | $34,422,000 | 1,824 |
| Certificates of participation in pools of residential mortgages | $1,362,000 | 4,727 |
| Issued or guaranteed by U.S. | $1,362,000 | 4,724 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $33,060,000 | 791 |
| CMOs issued by government agencies or sponsored agencies | $9,177,000 | 1,570 |
| Privately issued | $23,883,000 | 130 |
| 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) | $156,320,000 | 885 |
| Total debt securities | $139,769,000 | 1,104 |
| 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 | $145,434,000 | 1,030 |
| U.S. Government securities | $22,099,000 | 3,432 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $22,099,000 | 3,354 |
| Securities issued by states & political subdivisions | $68,790,000 | 381 |
| Other domestic debt securities | $54,545,000 | 234 |
| Privately issued residential mortgage-backed securities | $24,431,000 | 173 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $30,114,000 | 51 |
| 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 | $53,117,000 | 1,015 |
| Mortgage-backed securities | $35,765,000 | 1,706 |
| Certificates of participation in pools of residential mortgages | $1,337,000 | 4,672 |
| Issued or guaranteed by U.S. | $1,337,000 | 4,665 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $34,428,000 | 770 |
| CMOs issued by government agencies or sponsored agencies | $9,997,000 | 1,436 |
| Privately issued | $24,431,000 | 168 |
| 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) | $145,434,000 | 909 |
| Total debt securities | $128,100,000 | 1,156 |
| 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 | $136,957,000 | 1,064 |
| U.S. Government securities | $23,369,000 | 3,245 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $23,369,000 | 3,162 |
| Securities issued by states & political subdivisions | $65,388,000 | 376 |
| Other domestic debt securities | $48,200,000 | 255 |
| Privately issued residential mortgage-backed securities | $32,270,000 | 159 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $15,930,000 | 58 |
| 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 | $59,280,000 | 902 |
| Mortgage-backed securities | $44,500,000 | 1,378 |
| Certificates of participation in pools of residential mortgages | $1,351,000 | 4,661 |
| Issued or guaranteed by U.S. | $1,351,000 | 4,649 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $43,149,000 | 642 |
| CMOs issued by government agencies or sponsored agencies | $10,879,000 | 1,354 |
| Privately issued | $32,270,000 | 153 |
| 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) | $136,957,000 | 939 |
| Total debt securities | $136,957,000 | 1,050 |
| 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 | $110,614,000 | 1,288 |
| U.S. Government securities | $25,573,000 | 3,126 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $25,573,000 | 3,045 |
| Securities issued by states & political subdivisions | $52,251,000 | 488 |
| Other domestic debt securities | $32,790,000 | 321 |
| Privately issued residential mortgage-backed securities | $32,790,000 | 166 |
| 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 | $59,599,000 | 907 |
| Mortgage-backed securities | $46,783,000 | 1,322 |
| Certificates of participation in pools of residential mortgages | $2,296,000 | 4,283 |
| Issued or guaranteed by U.S. | $2,296,000 | 4,271 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $44,487,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $11,697,000 | 1,270 |
| Privately issued | $32,790,000 | 161 |
| 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) | $110,614,000 | 1,157 |
| Total debt securities | $110,614,000 | 1,275 |
| 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 | $98,001,000 | 1,439 |
| U.S. Government securities | $17,099,000 | 3,951 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $17,099,000 | 3,842 |
| Securities issued by states & political subdivisions | $47,327,000 | 532 |
| Other domestic debt securities | $33,575,000 | 321 |
| Privately issued residential mortgage-backed securities | $33,575,000 | 165 |
| 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 | $36,977,000 | 1,351 |
| Mortgage-backed securities | $39,450,000 | 1,452 |
| Certificates of participation in pools of residential mortgages | $2,290,000 | 4,239 |
| Issued or guaranteed by U.S. | $2,290,000 | 4,229 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $37,160,000 | 704 |
| CMOs issued by government agencies or sponsored agencies | $3,585,000 | 2,040 |
| Privately issued | $33,575,000 | 161 |
| 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) | $98,001,000 | 1,284 |
| Total debt securities | $98,001,000 | 1,414 |
| 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 | $97,509,000 | 1,373 |
| U.S. Government securities | $18,411,000 | 3,642 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $18,411,000 | 3,540 |
| Securities issued by states & political subdivisions | $41,372,000 | 607 |
| Other domestic debt securities | $37,726,000 | 322 |
| Privately issued residential mortgage-backed securities | $37,726,000 | 167 |
| 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 | $46,370,000 | 1,102 |
| Mortgage-backed securities | $44,303,000 | 1,294 |
| Certificates of participation in pools of residential mortgages | $2,306,000 | 4,127 |
| Issued or guaranteed by U.S. | $2,306,000 | 4,119 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $41,997,000 | 619 |
| CMOs issued by government agencies or sponsored agencies | $4,271,000 | 1,876 |
| Privately issued | $37,726,000 | 161 |
| 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) | $97,509,000 | 1,222 |
| Total debt securities | $97,509,000 | 1,356 |
| 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 | $82,193,000 | 1,567 |
| U.S. Government securities | $19,051,000 | 3,540 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $19,051,000 | 3,435 |
| Securities issued by states & political subdivisions | $24,507,000 | 1,111 |
| Other domestic debt securities | $38,635,000 | 315 |
| Privately issued residential mortgage-backed securities | $38,635,000 | 172 |
| 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 | $39,952,000 | 1,269 |
| Mortgage-backed securities | $45,036,000 | 1,241 |
| Certificates of participation in pools of residential mortgages | $1,244,000 | 4,574 |
| Issued or guaranteed by U.S. | $1,244,000 | 4,567 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $43,792,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $5,157,000 | 1,725 |
| Privately issued | $38,635,000 | 167 |
| 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) | $82,193,000 | 1,402 |
| Total debt securities | $82,193,000 | 1,551 |
| 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 | $84,832,000 | 1,525 |
| U.S. Government securities | $20,568,000 | 3,433 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $20,568,000 | 3,346 |
| Securities issued by states & political subdivisions | $24,056,000 | 1,057 |
| Other domestic debt securities | $40,208,000 | 299 |
| Privately issued residential mortgage-backed securities | $40,208,000 | 168 |
| 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 | $41,617,000 | 1,235 |
| Mortgage-backed securities | $47,556,000 | 1,164 |
| Certificates of participation in pools of residential mortgages | $1,177,000 | 4,648 |
| Issued or guaranteed by U.S. | $1,177,000 | 4,640 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $46,379,000 | 561 |
| CMOs issued by government agencies or sponsored agencies | $6,171,000 | 1,525 |
| Privately issued | $40,208,000 | 164 |
| 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) | $84,832,000 | 1,354 |
| Total debt securities | $84,832,000 | 1,510 |
| 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 | $86,516,000 | 1,503 |
| U.S. Government securities | $20,548,000 | 3,492 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $20,548,000 | 3,409 |
| Securities issued by states & political subdivisions | $24,179,000 | 1,030 |
| Other domestic debt securities | $41,789,000 | 312 |
| Privately issued residential mortgage-backed securities | $41,789,000 | 180 |
| 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 | $32,101,000 | 1,577 |
| Mortgage-backed securities | $49,081,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $1,210,000 | 4,773 |
| Issued or guaranteed by U.S. | $1,210,000 | 4,763 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $47,871,000 | 545 |
| CMOs issued by government agencies or sponsored agencies | $6,082,000 | 1,478 |
| Privately issued | $41,789,000 | 175 |
| 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) | $86,516,000 | 1,328 |
| Total debt securities | $86,516,000 | 1,482 |
| 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 | $81,487,000 | 1,553 |
| U.S. Government securities | $9,722,000 | 5,044 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,722,000 | 4,947 |
| Securities issued by states & political subdivisions | $24,574,000 | 1,008 |
| Other domestic debt securities | $47,191,000 | 291 |
| Privately issued residential mortgage-backed securities | $47,191,000 | 172 |
| 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 | $38,238,000 | 1,389 |
| Mortgage-backed securities | $55,564,000 | 1,090 |
| Certificates of participation in pools of residential mortgages | $1,235,000 | 4,839 |
| Issued or guaranteed by U.S. | $1,235,000 | 4,829 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $54,329,000 | 491 |
| CMOs issued by government agencies or sponsored agencies | $7,138,000 | 1,346 |
| Privately issued | $47,191,000 | 168 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $81,487,000 | 1,369 |
| Total debt securities | $81,487,000 | 1,533 |
| 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 | $90,972,000 | 1,405 |
| U.S. Government securities | $10,793,000 | 4,853 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,793,000 | 4,766 |
| Securities issued by states & political subdivisions | $25,587,000 | 953 |
| Other domestic debt securities | $54,592,000 | 290 |
| Privately issued residential mortgage-backed securities | $54,592,000 | 170 |
| 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 | $34,131,000 | 1,475 |
| Mortgage-backed securities | $64,024,000 | 971 |
| Certificates of participation in pools of residential mortgages | $1,277,000 | 4,921 |
| Issued or guaranteed by U.S. | $1,277,000 | 4,908 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $62,747,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $8,155,000 | 1,250 |
| Privately issued | $54,592,000 | 168 |
| 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) | $90,972,000 | 1,225 |
| Total debt securities | $90,972,000 | 1,378 |
| 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 | $92,455,000 | 1,368 |
| U.S. Government securities | $12,102,000 | 4,599 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $12,102,000 | 4,503 |
| Securities issued by states & political subdivisions | $24,070,000 | 977 |
| Other domestic debt securities | $56,283,000 | 299 |
| Privately issued residential mortgage-backed securities | $56,283,000 | 188 |
| 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 | $30,139,000 | 1,646 |
| Mortgage-backed securities | $67,025,000 | 940 |
| Certificates of participation in pools of residential mortgages | $1,297,000 | 4,959 |
| Issued or guaranteed by U.S. | $1,297,000 | 4,946 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $65,728,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $9,445,000 | 1,121 |
| Privately issued | $56,283,000 | 181 |
| 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) | $92,455,000 | 1,188 |
| Total debt securities | $92,455,000 | 1,344 |
| 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 | $96,492,000 | 1,291 |
| U.S. Government securities | $13,741,000 | 4,400 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,741,000 | 4,321 |
| Securities issued by states & political subdivisions | $19,570,000 | 1,156 |
| Other domestic debt securities | $63,181,000 | 267 |
| Privately issued residential mortgage-backed securities | $62,684,000 | 183 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $497,000 | 1,950 |
| 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 | $33,852,000 | 1,529 |
| Mortgage-backed securities | $75,054,000 | 859 |
| Certificates of participation in pools of residential mortgages | $1,312,000 | 5,023 |
| Issued or guaranteed by U.S. | $1,312,000 | 5,006 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $73,742,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $11,058,000 | 1,019 |
| Privately issued | $62,684,000 | 174 |
| 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) | $96,492,000 | 1,124 |
| Total debt securities | $96,492,000 | 1,271 |
| 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 | $98,164,000 | 1,250 |
| U.S. Government securities | $15,024,000 | 4,238 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $15,024,000 | 4,163 |
| Securities issued by states & political subdivisions | $18,478,000 | 1,205 |
| Other domestic debt securities | $64,662,000 | 262 |
| Privately issued residential mortgage-backed securities | $64,197,000 | 177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $465,000 | 1,966 |
| 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 | $38,768,000 | 1,360 |
| Mortgage-backed securities | $77,833,000 | 815 |
| Certificates of participation in pools of residential mortgages | $1,397,000 | 4,979 |
| Issued or guaranteed by U.S. | $1,397,000 | 4,964 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $76,436,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $12,239,000 | 928 |
| Privately issued | $64,197,000 | 169 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $98,164,000 | 1,083 |
| Total debt securities | $98,164,000 | 1,230 |
| 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 | $89,393,000 | 1,326 |
| U.S. Government securities | $15,706,000 | 4,095 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,706,000 | 4,016 |
| Securities issued by states & political subdivisions | $18,678,000 | 1,155 |
| Other domestic debt securities | $55,009,000 | 296 |
| Privately issued residential mortgage-backed securities | $54,559,000 | 201 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $450,000 | 1,960 |
| 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 | $42,209,000 | 1,232 |
| Mortgage-backed securities | $68,958,000 | 867 |
| Certificates of participation in pools of residential mortgages | $1,391,000 | 4,955 |
| Issued or guaranteed by U.S. | $1,391,000 | 4,939 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $67,567,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $13,008,000 | 853 |
| Privately issued | $54,559,000 | 192 |
| 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) | $89,393,000 | 1,147 |
| Total debt securities | $89,393,000 | 1,306 |
| 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 | $81,821,000 | 1,472 |
| U.S. Government securities | $16,967,000 | 3,944 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,967,000 | 3,880 |
| Securities issued by states & political subdivisions | $19,191,000 | 1,140 |
| Other domestic debt securities | $45,663,000 | 339 |
| Privately issued residential mortgage-backed securities | $45,171,000 | 234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $492,000 | 1,925 |
| 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 | $43,732,000 | 1,166 |
| Mortgage-backed securities | $60,836,000 | 969 |
| Certificates of participation in pools of residential mortgages | $1,393,000 | 4,963 |
| Issued or guaranteed by U.S. | $1,393,000 | 4,944 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $59,443,000 | 406 |
| CMOs issued by government agencies or sponsored agencies | $14,272,000 | 787 |
| Privately issued | $45,171,000 | 222 |
| 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) | $81,821,000 | 1,272 |
| Total debt securities | $81,821,000 | 1,446 |
| 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 | $83,960,000 | 1,435 |
| U.S. Government securities | $23,186,000 | 3,176 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $23,186,000 | 3,122 |
| Securities issued by states & political subdivisions | $19,515,000 | 1,118 |
| Other domestic debt securities | $41,259,000 | 354 |
| Privately issued residential mortgage-backed securities | $39,240,000 | 248 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,019,000 | 1,123 |
| 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 | $34,998,000 | 1,410 |
| Mortgage-backed securities | $57,017,000 | 974 |
| Certificates of participation in pools of residential mortgages | $1,420,000 | 4,897 |
| Issued or guaranteed by U.S. | $1,420,000 | 4,875 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $55,597,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $16,357,000 | 692 |
| Privately issued | $39,240,000 | 234 |
| 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) | $83,960,000 | 1,247 |
| Total debt securities | $83,960,000 | 1,398 |
| 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 | $36,731,000 | 2,972 |
| U.S. Government securities | $13,714,000 | 4,540 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,714,000 | 4,453 |
| Securities issued by states & political subdivisions | $14,764,000 | 1,505 |
| Other domestic debt securities | $8,253,000 | 893 |
| Privately issued residential mortgage-backed securities | $8,253,000 | 499 |
| 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 | $22,966,000 | 1,997 |
| Mortgage-backed securities | $19,979,000 | 1,921 |
| Certificates of participation in pools of residential mortgages | $1,389,000 | 4,695 |
| Issued or guaranteed by U.S. | $1,389,000 | 4,675 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $18,590,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $10,337,000 | 910 |
| Privately issued | $8,253,000 | 471 |
| 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) | $36,731,000 | 2,605 |
| Total debt securities | $36,731,000 | 2,926 |
| 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 | $37,889,000 | 2,893 |
| U.S. Government securities | $16,656,000 | 4,110 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,656,000 | 4,023 |
| Securities issued by states & political subdivisions | $15,014,000 | 1,433 |
| Other domestic debt securities | $6,219,000 | 967 |
| Privately issued residential mortgage-backed securities | $6,219,000 | 538 |
| 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 | $25,074,000 | 1,818 |
| Mortgage-backed securities | $18,881,000 | 1,876 |
| Certificates of participation in pools of residential mortgages | $1,428,000 | 4,524 |
| Issued or guaranteed by U.S. | $1,428,000 | 4,510 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $17,453,000 | 770 |
| CMOs issued by government agencies or sponsored agencies | $11,234,000 | 816 |
| Privately issued | $6,219,000 | 509 |
| 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) | $37,889,000 | 2,521 |
| Total debt securities | $37,889,000 | 2,844 |
| 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 | $36,178,000 | 2,987 |
| U.S. Government securities | $17,889,000 | 3,948 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $17,889,000 | 3,850 |
| Securities issued by states & political subdivisions | $15,177,000 | 1,386 |
| Other domestic debt securities | $3,112,000 | 1,261 |
| Privately issued residential mortgage-backed securities | $3,112,000 | 651 |
| 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 | $23,862,000 | 1,896 |
| Mortgage-backed securities | $17,045,000 | 1,945 |
| Certificates of participation in pools of residential mortgages | $1,455,000 | 4,491 |
| Issued or guaranteed by U.S. | $1,455,000 | 4,477 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $15,590,000 | 809 |
| CMOs issued by government agencies or sponsored agencies | $12,478,000 | 731 |
| Privately issued | $3,112,000 | 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 | 3,791 |
| Available-for-sale securities (fair market value) | $36,178,000 | 2,613 |
| Total debt securities | $36,178,000 | 2,945 |
| 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 | $40,927,000 | 2,737 |
| U.S. Government securities | $20,613,000 | 3,590 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $20,613,000 | 3,499 |
| Securities issued by states & political subdivisions | $16,411,000 | 1,258 |
| Other domestic debt securities | $3,903,000 | 1,173 |
| Privately issued residential mortgage-backed securities | $1,947,000 | 743 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,956,000 | 1,057 |
| 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 | $23,507,000 | 1,922 |
| Mortgage-backed securities | $16,604,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $1,620,000 | 4,400 |
| Issued or guaranteed by U.S. | $1,620,000 | 4,383 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $14,984,000 | 825 |
| CMOs issued by government agencies or sponsored agencies | $13,037,000 | 713 |
| Privately issued | $1,947,000 | 697 |
| 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) | $40,927,000 | 2,377 |
| Total debt securities | $40,927,000 | 2,689 |
| 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 | $42,368,000 | 2,673 |
| U.S. Government securities | $21,928,000 | 3,492 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $21,928,000 | 3,391 |
| Securities issued by states & political subdivisions | $16,421,000 | 1,256 |
| Other domestic debt securities | $4,019,000 | 1,136 |
| Privately issued residential mortgage-backed securities | $2,053,000 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,966,000 | 1,073 |
| 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 | $24,922,000 | 1,838 |
| Mortgage-backed securities | $18,047,000 | 1,890 |
| Certificates of participation in pools of residential mortgages | $1,673,000 | 4,366 |
| Issued or guaranteed by U.S. | $1,673,000 | 4,351 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $16,374,000 | 789 |
| CMOs issued by government agencies or sponsored agencies | $14,321,000 | 686 |
| Privately issued | $2,053,000 | 676 |
| 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) | $42,368,000 | 2,324 |
| Total debt securities | $42,368,000 | 2,636 |
| 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 | $44,027,000 | 2,609 |
| U.S. Government securities | $22,422,000 | 3,460 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $22,422,000 | 3,355 |
| Securities issued by states & political subdivisions | $17,472,000 | 1,152 |
| Other domestic debt securities | $4,133,000 | 1,119 |
| Privately issued residential mortgage-backed securities | $2,158,000 | 698 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,975,000 | 1,067 |
| 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 | $23,353,000 | 1,924 |
| Mortgage-backed securities | $18,658,000 | 1,853 |
| Certificates of participation in pools of residential mortgages | $1,761,000 | 4,326 |
| Issued or guaranteed by U.S. | $1,761,000 | 4,303 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $16,897,000 | 770 |
| CMOs issued by government agencies or sponsored agencies | $14,739,000 | 661 |
| Privately issued | $2,158,000 | 654 |
| 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) | $44,027,000 | 2,244 |
| Total debt securities | $44,027,000 | 2,566 |
| 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 | $44,697,000 | 2,568 |
| U.S. Government securities | $25,644,000 | 3,122 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $25,644,000 | 3,030 |
| Securities issued by states & political subdivisions | $16,140,000 | 1,230 |
| Other domestic debt securities | $2,913,000 | 1,312 |
| Privately issued residential mortgage-backed securities | $938,000 | 867 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,975,000 | 1,089 |
| 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 | $23,771,000 | 1,881 |
| Mortgage-backed securities | $20,742,000 | 1,714 |
| Certificates of participation in pools of residential mortgages | $1,775,000 | 4,317 |
| Issued or guaranteed by U.S. | $1,775,000 | 4,301 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $18,967,000 | 707 |
| CMOs issued by government agencies or sponsored agencies | $18,029,000 | 580 |
| Privately issued | $938,000 | 810 |
| 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) | $44,697,000 | 2,211 |
| Total debt securities | $44,697,000 | 2,525 |
| 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 | $43,577,000 | 2,658 |
| U.S. Government securities | $24,209,000 | 3,323 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $24,209,000 | 3,202 |
| Securities issued by states & political subdivisions | $17,373,000 | 1,151 |
| Other domestic debt securities | $1,995,000 | 1,588 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,995,000 | 1,134 |
| 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 | $24,112,000 | 1,856 |
| Mortgage-backed securities | $18,331,000 | 1,907 |
| Certificates of participation in pools of residential mortgages | $1,845,000 | 4,313 |
| Issued or guaranteed by U.S. | $1,845,000 | 4,298 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $16,486,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $16,486,000 | 629 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $43,577,000 | 2,280 |
| Total debt securities | $43,577,000 | 2,616 |
| 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 | $45,621,000 | 2,566 |
| U.S. Government securities | $25,505,000 | 3,185 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $25,505,000 | 3,088 |
| Securities issued by states & political subdivisions | $18,104,000 | 1,095 |
| Other domestic debt securities | $2,012,000 | 1,625 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,012,000 | 1,182 |
| 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 | $27,448,000 | 1,640 |
| Mortgage-backed securities | $19,609,000 | 1,832 |
| Certificates of participation in pools of residential mortgages | $1,916,000 | 4,290 |
| Issued or guaranteed by U.S. | $1,916,000 | 4,273 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $17,693,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $17,693,000 | 590 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $45,621,000 | 2,209 |
| Total debt securities | $45,621,000 | 2,520 |
| 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 | $46,783,000 | 2,489 |
| U.S. Government securities | $25,604,000 | 3,125 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $25,604,000 | 3,023 |
| Securities issued by states & political subdivisions | $19,144,000 | 1,037 |
| Other domestic debt securities | $2,035,000 | 1,635 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,035,000 | 1,206 |
| 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 | $24,576,000 | 1,749 |
| Mortgage-backed securities | $17,518,000 | 1,968 |
| Certificates of participation in pools of residential mortgages | $826,000 | 5,123 |
| Issued or guaranteed by U.S. | $826,000 | 5,104 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $16,692,000 | 769 |
| CMOs issued by government agencies or sponsored agencies | $16,692,000 | 621 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $46,783,000 | 2,115 |
| Total debt securities | $46,783,000 | 2,439 |
| 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 | $50,171,000 | 2,354 |
| U.S. Government securities | $28,369,000 | 2,920 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $28,369,000 | 2,815 |
| Securities issued by states & political subdivisions | $19,739,000 | 979 |
| Other domestic debt securities | $2,063,000 | 1,649 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,063,000 | 1,232 |
| 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 | $24,310,000 | 1,761 |
| Mortgage-backed securities | $20,173,000 | 1,849 |
| Certificates of participation in pools of residential mortgages | $1,025,000 | 5,002 |
| Issued or guaranteed by U.S. | $1,025,000 | 4,983 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $19,148,000 | 718 |
| CMOs issued by government agencies or sponsored agencies | $19,148,000 | 590 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $50,171,000 | 1,980 |
| Total debt securities | $50,171,000 | 2,306 |
| 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 | $57,345,000 | 2,136 |
| U.S. Government securities | $34,617,000 | 2,519 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $34,617,000 | 2,431 |
| Securities issued by states & political subdivisions | $20,669,000 | 911 |
| Other domestic debt securities | $2,059,000 | 1,696 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,059,000 | 1,308 |
| 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 | $23,985,000 | 1,801 |
| Mortgage-backed securities | $26,549,000 | 1,592 |
| Certificates of participation in pools of residential mortgages | $1,470,000 | 4,770 |
| Issued or guaranteed by U.S. | $1,470,000 | 4,756 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $25,079,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $25,079,000 | 509 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $57,345,000 | 1,793 |
| Total debt securities | $57,345,000 | 2,091 |
| 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 | $59,245,000 | 2,106 |
| U.S. Government securities | $33,288,000 | 2,633 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $33,288,000 | 2,525 |
| Securities issued by states & political subdivisions | $23,845,000 | 803 |
| Other domestic debt securities | $2,112,000 | 1,744 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,112,000 | 1,362 |
| 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 | $24,340,000 | 1,758 |
| Mortgage-backed securities | $25,043,000 | 1,663 |
| Certificates of participation in pools of residential mortgages | $1,810,000 | 4,586 |
| Issued or guaranteed by U.S. | $1,810,000 | 4,571 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $23,233,000 | 674 |
| CMOs issued by government agencies or sponsored agencies | $23,233,000 | 561 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $59,245,000 | 1,773 |
| Total debt securities | $59,245,000 | 2,044 |
| 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 | $59,945,000 | 2,048 |
| U.S. Government securities | $31,981,000 | 2,699 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $31,981,000 | 2,595 |
| Securities issued by states & political subdivisions | $25,820,000 | 722 |
| Other domestic debt securities | $2,144,000 | 1,739 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,144,000 | 1,392 |
| 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 | $24,476,000 | 1,707 |
| Mortgage-backed securities | $25,906,000 | 1,644 |
| Certificates of participation in pools of residential mortgages | $1,904,000 | 4,573 |
| Issued or guaranteed by U.S. | $1,904,000 | 4,559 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $24,002,000 | 650 |
| CMOs issued by government agencies or sponsored agencies | $24,002,000 | 542 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $59,945,000 | 1,720 |
| Total debt securities | $59,945,000 | 1,998 |
| 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 | $57,373,000 | 2,158 |
| U.S. Government securities | $30,829,000 | 2,804 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $30,829,000 | 2,691 |
| Securities issued by states & political subdivisions | $24,414,000 | 761 |
| Other domestic debt securities | $2,130,000 | 1,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,130,000 | 1,477 |
| 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 | $22,714,000 | 1,814 |
| Mortgage-backed securities | $24,861,000 | 1,700 |
| Certificates of participation in pools of residential mortgages | $2,524,000 | 4,297 |
| Issued or guaranteed by U.S. | $2,524,000 | 4,284 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $22,337,000 | 682 |
| CMOs issued by government agencies or sponsored agencies | $22,337,000 | 578 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $57,373,000 | 1,823 |
| Total debt securities | $57,373,000 | 2,109 |
| 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 | $54,008,000 | 2,289 |
| U.S. Government securities | $25,908,000 | 3,187 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $25,908,000 | 3,082 |
| Securities issued by states & political subdivisions | $25,878,000 | 714 |
| Other domestic debt securities | $2,222,000 | 1,886 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,222,000 | 1,543 |
| 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 | $23,418,000 | 1,762 |
| Mortgage-backed securities | $21,723,000 | 1,904 |
| Certificates of participation in pools of residential mortgages | $2,802,000 | 4,212 |
| Issued or guaranteed by U.S. | $2,802,000 | 4,200 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $18,921,000 | 790 |
| CMOs issued by government agencies or sponsored agencies | $18,921,000 | 673 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $54,008,000 | 1,940 |
| Total debt securities | $54,008,000 | 2,226 |
| 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 | $56,435,000 | 2,241 |
| U.S. Government securities | $27,587,000 | 3,095 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $27,587,000 | 2,988 |
| Securities issued by states & political subdivisions | $26,640,000 | 685 |
| Other domestic debt securities | $2,208,000 | 1,931 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,208,000 | 1,648 |
| 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 | $23,538,000 | 1,719 |
| Mortgage-backed securities | $23,480,000 | 1,834 |
| Certificates of participation in pools of residential mortgages | $2,840,000 | 4,168 |
| Issued or guaranteed by U.S. | $2,840,000 | 4,154 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $20,640,000 | 754 |
| CMOs issued by government agencies or sponsored agencies | $20,640,000 | 692 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $56,435,000 | 1,898 |
| Total debt securities | $56,435,000 | 2,186 |
| 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 | $47,902,000 | 2,533 |
| U.S. Government securities | $23,730,000 | 3,377 |
| U.S. Treasury securities | $8,601,000 | 450 |
| U.S. Government agency obligations | $15,129,000 | 4,370 |
| Securities issued by states & political subdivisions | $24,172,000 | 772 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,353,000 | 1,552 |
| Mortgage-backed securities | $15,129,000 | 2,399 |
| Certificates of participation in pools of residential mortgages | $3,992,000 | 3,744 |
| Issued or guaranteed by U.S. | $3,992,000 | 3,732 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $11,137,000 | 1,064 |
| CMOs issued by government agencies or sponsored agencies | $11,137,000 | 988 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $47,902,000 | 2,165 |
| Total debt securities | $47,902,000 | 2,471 |
| 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 | $48,152,000 | 2,471 |
| U.S. Government securities | $25,185,000 | 3,133 |
| U.S. Treasury securities | $8,725,000 | 456 |
| U.S. Government agency obligations | $16,460,000 | 4,060 |
| Securities issued by states & political subdivisions | $22,967,000 | 811 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,177,000 | 1,634 |
| Mortgage-backed securities | $16,460,000 | 2,294 |
| Certificates of participation in pools of residential mortgages | $4,013,000 | 3,764 |
| Issued or guaranteed by U.S. | $4,013,000 | 3,754 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $12,447,000 | 1,071 |
| CMOs issued by government agencies or sponsored agencies | $12,447,000 | 996 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $48,152,000 | 2,101 |
| Total debt securities | $48,152,000 | 2,410 |
| 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 | $46,336,000 | 2,528 |
| U.S. Government securities | $25,608,000 | 3,075 |
| U.S. Treasury securities | $8,744,000 | 475 |
| U.S. Government agency obligations | $16,864,000 | 4,010 |
| Securities issued by states & political subdivisions | $20,728,000 | 864 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,665,000 | 1,335 |
| Mortgage-backed securities | $16,864,000 | 2,249 |
| Certificates of participation in pools of residential mortgages | $3,319,000 | 4,029 |
| Issued or guaranteed by U.S. | $3,319,000 | 4,014 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $13,545,000 | 1,061 |
| CMOs issued by government agencies or sponsored agencies | $13,545,000 | 976 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $46,336,000 | 2,154 |
| Total debt securities | $46,336,000 | 2,460 |
| 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 | $44,735,000 | 2,554 |
| U.S. Government securities | $23,735,000 | 3,251 |
| U.S. Treasury securities | $8,810,000 | 493 |
| U.S. Government agency obligations | $14,925,000 | 4,316 |
| Securities issued by states & political subdivisions | $20,231,000 | 867 |
| Other domestic debt securities | $769,000 | 3,020 |
| Privately issued residential mortgage-backed securities | $769,000 | 778 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,423,000 | 1,402 |
| Mortgage-backed securities | $15,694,000 | 2,330 |
| Certificates of participation in pools of residential mortgages | $3,598,000 | 3,889 |
| Issued or guaranteed by U.S. | $3,598,000 | 3,875 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $12,096,000 | 1,133 |
| CMOs issued by government agencies or sponsored agencies | $11,327,000 | 1,093 |
| Privately issued | $769,000 | 700 |
| 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) | $44,735,000 | 2,164 |
| Total debt securities | $44,735,000 | 2,492 |
| 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 | $40,385,000 | 2,626 |
| U.S. Government securities | $21,514,000 | 3,324 |
| U.S. Treasury securities | $5,615,000 | 713 |
| U.S. Government agency obligations | $15,899,000 | 4,014 |
| Securities issued by states & political subdivisions | $16,376,000 | 1,036 |
| Other domestic debt securities | $2,495,000 | 2,062 |
| Privately issued residential mortgage-backed securities | $2,495,000 | 571 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,946,000 | 1,353 |
| Mortgage-backed securities | $18,394,000 | 1,961 |
| Certificates of participation in pools of residential mortgages | $763,000 | 5,432 |
| Issued or guaranteed by U.S. | $763,000 | 5,411 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $17,631,000 | 899 |
| CMOs issued by government agencies or sponsored agencies | $15,136,000 | 910 |
| Privately issued | $2,495,000 | 512 |
| 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) | $40,385,000 | 2,192 |
| Total debt securities | $40,385,000 | 2,558 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $47,852,000 | 2,273 |
| U.S. Government securities | $27,718,000 | 2,822 |
| U.S. Treasury securities | $5,551,000 | 972 |
| U.S. Government agency obligations | $22,167,000 | 3,124 |
| Securities issued by states & political subdivisions | $15,896,000 | 1,021 |
| Other domestic debt securities | $3,025,000 | 1,561 |
| Privately issued residential mortgage-backed securities | $3,025,000 | 477 |
| 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 | $1,213,000 | 2,227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,169,000 | 1,279 |
| Mortgage-backed securities | $25,192,000 | 1,264 |
| Certificates of participation in pools of residential mortgages | $370,000 | 5,686 |
| Issued or guaranteed by U.S. | $370,000 | 5,667 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $24,822,000 | 587 |
| CMOs issued by government agencies or sponsored agencies | $21,797,000 | 569 |
| Privately issued | $3,025,000 | 422 |
| 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) | $47,852,000 | 1,806 |
| Total debt securities | $46,639,000 | 2,242 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $47,736,000 | 2,374 |
| U.S. Government securities | $30,778,000 | 2,694 |
| U.S. Treasury securities | $4,762,000 | 1,643 |
| U.S. Government agency obligations | $26,016,000 | 2,811 |
| Securities issued by states & political subdivisions | $12,154,000 | 1,382 |
| Other domestic debt securities | $3,950,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $3,950,000 | 451 |
| 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 | $854,000 | 2,708 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,579,000 | 1,152 |
| Mortgage-backed securities | $29,966,000 | 1,223 |
| Certificates of participation in pools of residential mortgages | $509,000 | 5,723 |
| Issued or guaranteed by U.S. | $509,000 | 5,709 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $29,457,000 | 571 |
| CMOs issued by government agencies or sponsored agencies | $25,507,000 | 568 |
| Privately issued | $3,950,000 | 396 |
| 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) | $47,736,000 | 1,814 |
| Total debt securities | $46,882,000 | 2,331 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $35,780,000 | 3,114 |
| U.S. Government securities | $22,779,000 | 3,558 |
| U.S. Treasury securities | $5,618,000 | 2,043 |
| U.S. Government agency obligations | $17,161,000 | 3,739 |
| Securities issued by states & political subdivisions | $8,066,000 | 2,068 |
| Other domestic debt securities | $2,444,000 | 1,580 |
| Privately issued residential mortgage-backed securities | $2,040,000 | 544 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $404,000 | 2,398 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $2,491,000 | 1,320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,589,000 | 1,376 |
| Mortgage-backed securities | $18,228,000 | 1,811 |
| Certificates of participation in pools of residential mortgages | $741,000 | 5,592 |
| Issued or guaranteed by U.S. | $741,000 | 5,574 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $17,487,000 | 832 |
| CMOs issued by government agencies or sponsored agencies | $15,447,000 | 818 |
| Privately issued | $2,040,000 | 464 |
| 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) | $35,780,000 | 2,356 |
| Total debt securities | $33,289,000 | 3,231 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $32,211,000 | 3,415 |
| U.S. Government securities | $16,423,000 | 4,735 |
| U.S. Treasury securities | $5,066,000 | 3,129 |
| U.S. Government agency obligations | $11,357,000 | 4,830 |
| Securities issued by states & political subdivisions | $10,288,000 | 1,425 |
| Other domestic debt securities | $3,143,000 | 1,078 |
| Privately issued residential mortgage-backed securities | $2,173,000 | 443 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $970,000 | 1,510 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,357,000 | 1,322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,110,000 | 2,057 |
| Mortgage-backed securities | $13,330,000 | 2,193 |
| Certificates of participation in pools of residential mortgages | $1,015,000 | 5,352 |
| Issued or guaranteed by U.S. | $1,015,000 | 5,330 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $12,315,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $10,142,000 | 1,042 |
| Privately issued | $2,173,000 | 335 |
| 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) | $32,211,000 | 2,455 |
| Total debt securities | $29,854,000 | 3,551 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,615 |
| Fair value | $200,000 | 2,620 |
| 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 | $41,382,000 | 2,923 |
| U.S. Government securities | $24,542,000 | 3,789 |
| U.S. Treasury securities | $7,785,000 | 2,757 |
| U.S. Government agency obligations | $16,757,000 | 3,839 |
| Securities issued by states & political subdivisions | $12,342,000 | 1,149 |
| Other domestic debt securities | $2,304,000 | 1,400 |
| Privately issued residential mortgage-backed securities | $1,322,000 | 647 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $982,000 | 1,606 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,194,000 | 1,385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,727,000 | 2,256 |
| Mortgage-backed securities | $17,129,000 | 2,061 |
| Certificates of participation in pools of residential mortgages | $3,567,000 | 3,787 |
| Issued or guaranteed by U.S. | $3,567,000 | 3,765 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $13,562,000 | 992 |
| CMOs issued by government agencies or sponsored agencies | $12,240,000 | 1,014 |
| Privately issued | $1,322,000 | 482 |
| 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) | $41,382,000 | 1,995 |
| Total debt securities | $39,188,000 | 2,999 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,352 |
| Fair value | $198,000 | 3,417 |
| 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 | $43,851,000 | 2,872 |
| U.S. Government securities | $29,433,000 | 3,390 |
| U.S. Treasury securities | $10,592,000 | 2,544 |
| U.S. Government agency obligations | $18,841,000 | 3,473 |
| Securities issued by states & political subdivisions | $10,942,000 | 1,347 |
| Other domestic debt securities | $1,450,000 | 2,093 |
| Privately issued residential mortgage-backed securities | $446,000 | 1,241 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,004,000 | 1,936 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $2,026,000 | 1,414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,175,000 | 2,338 |
| Mortgage-backed securities | $17,171,000 | 2,167 |
| Certificates of participation in pools of residential mortgages | $5,648,000 | 3,085 |
| Issued or guaranteed by U.S. | $5,648,000 | 3,060 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $11,523,000 | 1,261 |
| CMOs issued by government agencies or sponsored agencies | $11,077,000 | 1,234 |
| Privately issued | $446,000 | 982 |
| 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) | $43,851,000 | 1,925 |
| Total debt securities | $41,825,000 | 2,938 |
| Structured notes | ||
| Amortized cost | $200,000 | 4,276 |
| Fair value | $195,000 | 4,379 |
| 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 | $20,187,000 | 5,843 |
| U.S. Government securities | $11,703,000 | 7,081 |
| U.S. Treasury securities | $6,653,000 | 4,606 |
| U.S. Government agency obligations | $5,050,000 | 7,665 |
| Securities issued by states & political subdivisions | $3,652,000 | 3,692 |
| Other domestic debt securities | $2,808,000 | 1,676 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,808,000 | 1,318 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,024,000 | 1,284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,892,000 | 3,215 |
| Mortgage-backed securities | $4,082,000 | 5,162 |
| Certificates of participation in pools of residential mortgages | $687,000 | 6,976 |
| Issued or guaranteed by U.S. | $687,000 | 6,950 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,395,000 | 2,857 |
| CMOs issued by government agencies or sponsored agencies | $3,395,000 | 2,707 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,652,000 | 8,854 |
| Available-for-sale securities (fair market value) | $16,535,000 | 3,292 |
| Total debt securities | $18,163,000 | 6,199 |
| 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 | $18,976,000 | 6,374 |
| U.S. Government securities | $10,216,000 | 7,912 |
| U.S. Treasury securities | $4,984,000 | 5,781 |
| U.S. Government agency obligations | $5,232,000 | 7,740 |
| Securities issued by states & political subdivisions | $3,275,000 | 4,034 |
| Other domestic debt securities | $4,106,000 | 1,574 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,106,000 | 1,190 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,379,000 | 1,765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,247,000 | 3,558 |
| Mortgage-backed securities | $2,412,000 | 6,882 |
| Certificates of participation in pools of residential mortgages | $1,005,000 | 7,073 |
| Issued or guaranteed by U.S. | $1,005,000 | 7,019 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,407,000 | 4,556 |
| CMOs issued by government agencies or sponsored agencies | $1,407,000 | 4,340 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $17,597,000 | 6,548 |
| 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 | $17,846,000 | 6,568 |
| U.S. Government securities | $14,150,000 | 6,531 |
| U.S. Treasury securities | $4,228,000 | 6,363 |
| U.S. Government agency obligations | $9,922,000 | 5,565 |
| Securities issued by states & political subdivisions | $707,000 | 7,200 |
| Other domestic debt securities | $2,989,000 | 2,349 |
| Privately issued residential mortgage-backed securities | $317,000 | 2,732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,672,000 | 1,754 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,068,000 | 3,525 |
| Mortgage-backed securities | $3,561,000 | 6,345 |
| Certificates of participation in pools of residential mortgages | $1,838,000 | 6,352 |
| Issued or guaranteed by U.S. | $1,838,000 | 6,284 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,723,000 | 4,273 |
| CMOs issued by government agencies or sponsored agencies | $1,406,000 | 4,209 |
| Privately issued | $317,000 | 2,319 |
| 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 | $17,846,000 | 6,461 |
| 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 |