Home > Essex Bank > Securities
Essex Bank, Securities
| 2021-09-30 | Rank | |
| Total securities | $394,897,000 | 530 |
| U.S. Government securities | $111,596,000 | 1,018 |
| U.S. Treasury securities | $19,880,000 | 571 |
| U.S. Government agency obligations | $91,716,000 | 1,065 |
| Securities issued by states & political subdivisions | $212,343,000 | 227 |
| Other domestic debt securities | $70,958,000 | 284 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,729,000 | 106 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $24,229,000 | 337 |
| 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 | $71,023,000 | 853 |
| Mortgage-backed securities | $38,908,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $956,000 | 3,539 |
| Issued or guaranteed by U.S. | $956,000 | 3,450 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,140,000 | 1,464 |
| CMOs issued by government agencies or sponsored agencies | $6,140,000 | 1,419 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $31,812,000 | 454 |
| Commercial mortgage pass-through securities | $19,593,000 | 312 |
| Other commercial mortgage-backed securities | $12,219,000 | 522 |
| Held to maturity securities (book value) | $19,052,000 | 585 |
| Available-for-sale securities (fair market value) | $375,845,000 | 502 |
| Total debt securities | $394,896,000 | 525 |
| Structured notes | ||
| Amortized cost | $11,691,000 | 95 |
| Fair value | $11,774,000 | 96 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $341,583,000 | 599 |
| U.S. Government securities | $96,013,000 | 1,098 |
| U.S. Treasury securities | $10,229,000 | 750 |
| U.S. Government agency obligations | $85,784,000 | 1,093 |
| Securities issued by states & political subdivisions | $171,133,000 | 276 |
| Other domestic debt securities | $74,437,000 | 264 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $47,767,000 | 103 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $26,670,000 | 310 |
| 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 | $70,892,000 | 841 |
| Mortgage-backed securities | $38,024,000 | 1,571 |
| Certificates of participation in pools of residential mortgages | $1,096,000 | 3,514 |
| Issued or guaranteed by U.S. | $1,096,000 | 3,414 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $6,862,000 | 1,339 |
| CMOs issued by government agencies or sponsored agencies | $6,862,000 | 1,298 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $30,066,000 | 459 |
| Commercial mortgage pass-through securities | $24,173,000 | 265 |
| Other commercial mortgage-backed securities | $5,893,000 | 720 |
| Held to maturity securities (book value) | $19,824,000 | 533 |
| Available-for-sale securities (fair market value) | $321,759,000 | 562 |
| Total debt securities | $341,585,000 | 584 |
| Structured notes | ||
| Amortized cost | $10,057,000 | 90 |
| Fair value | $10,159,000 | 90 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $293,397,000 | 625 |
| U.S. Government securities | $76,201,000 | 1,189 |
| U.S. Treasury securities | $7,804,000 | 675 |
| U.S. Government agency obligations | $68,397,000 | 1,216 |
| Securities issued by states & political subdivisions | $144,882,000 | 320 |
| Other domestic debt securities | $72,314,000 | 248 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,712,000 | 106 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $25,602,000 | 299 |
| 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 | $59,379,000 | 943 |
| Mortgage-backed securities | $32,274,000 | 1,660 |
| Certificates of participation in pools of residential mortgages | $1,275,000 | 3,450 |
| Issued or guaranteed by U.S. | $1,275,000 | 3,354 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,703,000 | 1,422 |
| CMOs issued by government agencies or sponsored agencies | $5,703,000 | 1,381 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $25,296,000 | 484 |
| Commercial mortgage pass-through securities | $19,437,000 | 287 |
| Other commercial mortgage-backed securities | $5,859,000 | 683 |
| Held to maturity securities (book value) | $20,271,000 | 496 |
| Available-for-sale securities (fair market value) | $273,126,000 | 604 |
| Total debt securities | $293,401,000 | 613 |
| Structured notes | ||
| Amortized cost | $9,060,000 | 70 |
| Fair value | $9,135,000 | 72 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $292,523,000 | 569 |
| U.S. Government securities | $81,541,000 | 1,023 |
| U.S. Treasury securities | $23,500,000 | 251 |
| U.S. Government agency obligations | $58,041,000 | 1,268 |
| Securities issued by states & political subdivisions | $146,896,000 | 289 |
| Other domestic debt securities | $64,086,000 | 257 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $37,488,000 | 116 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $26,598,000 | 271 |
| 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 | $60,084,000 | 909 |
| Mortgage-backed securities | $32,188,000 | 1,595 |
| Certificates of participation in pools of residential mortgages | $1,460,000 | 3,382 |
| Issued or guaranteed by U.S. | $1,460,000 | 3,294 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,710,000 | 1,335 |
| CMOs issued by government agencies or sponsored agencies | $6,710,000 | 1,291 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $24,018,000 | 467 |
| Commercial mortgage pass-through securities | $16,395,000 | 314 |
| Other commercial mortgage-backed securities | $7,623,000 | 590 |
| Held to maturity securities (book value) | $21,176,000 | 465 |
| Available-for-sale securities (fair market value) | $271,347,000 | 557 |
| Total debt securities | $292,523,000 | 559 |
| Structured notes | ||
| Amortized cost | $9,063,000 | 46 |
| Fair value | $9,120,000 | 46 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $256,679,000 | 601 |
| U.S. Government securities | $62,196,000 | 1,226 |
| U.S. Treasury securities | $12,500,000 | 357 |
| U.S. Government agency obligations | $49,696,000 | 1,381 |
| Securities issued by states & political subdivisions | $139,560,000 | 279 |
| Other domestic debt securities | $54,923,000 | 275 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,986,000 | 127 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $25,937,000 | 262 |
| 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 | $57,667,000 | 907 |
| Mortgage-backed securities | $29,951,000 | 1,622 |
| Certificates of participation in pools of residential mortgages | $3,061,000 | 2,991 |
| Issued or guaranteed by U.S. | $3,061,000 | 2,903 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,068,000 | 1,246 |
| CMOs issued by government agencies or sponsored agencies | $8,068,000 | 1,206 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $18,822,000 | 526 |
| Commercial mortgage pass-through securities | $11,131,000 | 389 |
| Other commercial mortgage-backed securities | $7,691,000 | 565 |
| Held to maturity securities (book value) | $23,026,000 | 436 |
| Available-for-sale securities (fair market value) | $233,653,000 | 594 |
| Total debt securities | $256,679,000 | 590 |
| Structured notes | ||
| Amortized cost | $6,058,000 | 62 |
| Fair value | $6,114,000 | 61 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $251,036,000 | 595 |
| U.S. Government securities | $74,274,000 | 1,027 |
| U.S. Treasury securities | $21,749,000 | 275 |
| U.S. Government agency obligations | $52,525,000 | 1,298 |
| Securities issued by states & political subdivisions | $133,838,000 | 268 |
| Other domestic debt securities | $42,924,000 | 322 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,149,000 | 134 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $19,775,000 | 314 |
| 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 | $52,423,000 | 993 |
| Mortgage-backed securities | $32,245,000 | 1,538 |
| Certificates of participation in pools of residential mortgages | $3,444,000 | 2,922 |
| Issued or guaranteed by U.S. | $3,444,000 | 2,841 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,791,000 | 1,162 |
| CMOs issued by government agencies or sponsored agencies | $9,791,000 | 1,124 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $19,010,000 | 521 |
| Commercial mortgage pass-through securities | $11,310,000 | 387 |
| Other commercial mortgage-backed securities | $7,700,000 | 544 |
| Held to maturity securities (book value) | $24,169,000 | 427 |
| Available-for-sale securities (fair market value) | $226,867,000 | 591 |
| Total debt securities | $251,036,000 | 587 |
| Structured notes | ||
| Amortized cost | $6,557,000 | 51 |
| Fair value | $6,569,000 | 51 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $227,360,000 | 631 |
| U.S. Government securities | $75,302,000 | 1,031 |
| U.S. Treasury securities | $7,500,000 | 510 |
| U.S. Government agency obligations | $67,802,000 | 1,066 |
| Securities issued by states & political subdivisions | $126,837,000 | 260 |
| Other domestic debt securities | $25,221,000 | 426 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,926,000 | 173 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $12,295,000 | 386 |
| 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 | $52,802,000 | 937 |
| Mortgage-backed securities | $46,998,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $6,296,000 | 2,477 |
| Issued or guaranteed by U.S. | $6,296,000 | 2,394 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $12,671,000 | 1,035 |
| CMOs issued by government agencies or sponsored agencies | $12,671,000 | 1,004 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $28,031,000 | 401 |
| Commercial mortgage pass-through securities | $11,708,000 | 362 |
| Other commercial mortgage-backed securities | $16,323,000 | 372 |
| Held to maturity securities (book value) | $24,649,000 | 434 |
| Available-for-sale securities (fair market value) | $202,711,000 | 627 |
| Total debt securities | $227,361,000 | 622 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 287 |
| Fair value | $1,012,000 | 284 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $222,702,000 | 622 |
| U.S. Government securities | $80,676,000 | 999 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $80,676,000 | 944 |
| Securities issued by states & political subdivisions | $124,325,000 | 234 |
| Other domestic debt securities | $17,701,000 | 479 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $11,604,000 | 173 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $6,097,000 | 543 |
| 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 | $54,082,000 | 903 |
| Mortgage-backed securities | $48,740,000 | 1,138 |
| Certificates of participation in pools of residential mortgages | $4,692,000 | 2,665 |
| Issued or guaranteed by U.S. | $4,692,000 | 2,583 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $16,517,000 | 888 |
| CMOs issued by government agencies or sponsored agencies | $16,517,000 | 858 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $27,531,000 | 400 |
| Commercial mortgage pass-through securities | $11,679,000 | 361 |
| Other commercial mortgage-backed securities | $15,852,000 | 359 |
| Held to maturity securities (book value) | $35,733,000 | 365 |
| Available-for-sale securities (fair market value) | $186,969,000 | 661 |
| Total debt securities | $222,702,000 | 613 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 399 |
| Fair value | $1,011,000 | 398 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $228,372,000 | 606 |
| U.S. Government securities | $88,706,000 | 935 |
| U.S. Treasury securities | $7,957,000 | 530 |
| U.S. Government agency obligations | $80,749,000 | 939 |
| Securities issued by states & political subdivisions | $122,883,000 | 237 |
| Other domestic debt securities | $16,783,000 | 481 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $10,708,000 | 174 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,075,000 | 550 |
| 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 | $53,152,000 | 922 |
| Mortgage-backed securities | $47,793,000 | 1,130 |
| Certificates of participation in pools of residential mortgages | $5,114,000 | 2,582 |
| Issued or guaranteed by U.S. | $5,114,000 | 2,505 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $17,849,000 | 861 |
| CMOs issued by government agencies or sponsored agencies | $17,849,000 | 831 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $24,830,000 | 431 |
| Commercial mortgage pass-through securities | $12,200,000 | 361 |
| Other commercial mortgage-backed securities | $12,630,000 | 390 |
| Held to maturity securities (book value) | $38,213,000 | 372 |
| Available-for-sale securities (fair market value) | $190,159,000 | 632 |
| Total debt securities | $228,371,000 | 595 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 491 |
| Fair value | $1,007,000 | 493 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $252,272,000 | 558 |
| U.S. Government securities | $107,755,000 | 811 |
| U.S. Treasury securities | $22,898,000 | 260 |
| U.S. Government agency obligations | $84,857,000 | 930 |
| Securities issued by states & political subdivisions | $127,658,000 | 225 |
| Other domestic debt securities | $16,859,000 | 462 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $10,790,000 | 158 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $6,069,000 | 557 |
| 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 | $57,750,000 | 876 |
| Mortgage-backed securities | $50,635,000 | 1,059 |
| Certificates of participation in pools of residential mortgages | $5,461,000 | 2,518 |
| Issued or guaranteed by U.S. | $5,461,000 | 2,462 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $14,251,000 | 955 |
| CMOs issued by government agencies or sponsored agencies | $14,251,000 | 916 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $30,923,000 | 362 |
| Commercial mortgage pass-through securities | $15,327,000 | 311 |
| Other commercial mortgage-backed securities | $15,596,000 | 339 |
| Held to maturity securities (book value) | $40,368,000 | 373 |
| Available-for-sale securities (fair market value) | $211,904,000 | 580 |
| Total debt securities | $252,271,000 | 546 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 545 |
| Fair value | $1,014,000 | 542 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $241,552,000 | 584 |
| U.S. Government securities | $86,889,000 | 963 |
| U.S. Treasury securities | $11,748,000 | 418 |
| U.S. Government agency obligations | $75,141,000 | 1,025 |
| Securities issued by states & political subdivisions | $143,390,000 | 211 |
| Other domestic debt securities | $11,273,000 | 576 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $5,270,000 | 202 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,003,000 | 560 |
| 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 | $60,898,000 | 854 |
| Mortgage-backed securities | $41,293,000 | 1,222 |
| Certificates of participation in pools of residential mortgages | $5,713,000 | 2,507 |
| Issued or guaranteed by U.S. | $5,713,000 | 2,451 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $13,155,000 | 1,007 |
| CMOs issued by government agencies or sponsored agencies | $13,155,000 | 967 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $22,425,000 | 429 |
| Commercial mortgage pass-through securities | $14,521,000 | 318 |
| Other commercial mortgage-backed securities | $7,904,000 | 424 |
| Held to maturity securities (book value) | $41,458,000 | 380 |
| Available-for-sale securities (fair market value) | $200,094,000 | 605 |
| Total debt securities | $241,552,000 | 577 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 559 |
| Fair value | $1,003,000 | 559 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $248,834,000 | 568 |
| U.S. Government securities | $94,150,000 | 907 |
| U.S. Treasury securities | $13,124,000 | 379 |
| U.S. Government agency obligations | $81,026,000 | 971 |
| Securities issued by states & political subdivisions | $144,650,000 | 218 |
| Other domestic debt securities | $10,034,000 | 598 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $5,411,000 | 194 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,623,000 | 631 |
| 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 | $62,511,000 | 841 |
| Mortgage-backed securities | $46,417,000 | 1,116 |
| Certificates of participation in pools of residential mortgages | $9,635,000 | 2,029 |
| Issued or guaranteed by U.S. | $9,635,000 | 1,998 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $14,239,000 | 935 |
| CMOs issued by government agencies or sponsored agencies | $14,239,000 | 899 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $22,543,000 | 414 |
| Commercial mortgage pass-through securities | $14,718,000 | 309 |
| Other commercial mortgage-backed securities | $7,825,000 | 418 |
| Held to maturity securities (book value) | $42,108,000 | 397 |
| Available-for-sale securities (fair market value) | $206,726,000 | 592 |
| Total debt securities | $248,834,000 | 559 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 569 |
| Fair value | $992,000 | 599 |
| 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 | $244,162,000 | 571 |
| U.S. Government securities | $85,208,000 | 985 |
| U.S. Treasury securities | $14,475,000 | 340 |
| U.S. Government agency obligations | $70,733,000 | 1,078 |
| Securities issued by states & political subdivisions | $149,303,000 | 206 |
| Other domestic debt securities | $9,651,000 | 595 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $5,518,000 | 180 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $4,133,000 | 653 |
| 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 | $65,358,000 | 800 |
| Mortgage-backed securities | $40,747,000 | 1,222 |
| Certificates of participation in pools of residential mortgages | $7,586,000 | 2,264 |
| Issued or guaranteed by U.S. | $7,586,000 | 2,254 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,055,000 | 1,031 |
| CMOs issued by government agencies or sponsored agencies | $12,055,000 | 993 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $21,106,000 | 417 |
| Commercial mortgage pass-through securities | $14,390,000 | 307 |
| Other commercial mortgage-backed securities | $6,716,000 | 453 |
| Held to maturity securities (book value) | $43,559,000 | 396 |
| Available-for-sale securities (fair market value) | $200,603,000 | 598 |
| Total debt securities | $244,162,000 | 565 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 558 |
| Fair value | $993,000 | 570 |
| 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 | $243,152,000 | 582 |
| U.S. Government securities | $80,830,000 | 1,041 |
| U.S. Treasury securities | $14,503,000 | 328 |
| U.S. Government agency obligations | $66,327,000 | 1,143 |
| Securities issued by states & political subdivisions | $153,664,000 | 205 |
| Other domestic debt securities | $8,658,000 | 719 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $6,990,000 | 160 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,668,000 | 1,000 |
| 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 | $64,065,000 | 846 |
| Mortgage-backed securities | $27,366,000 | 1,611 |
| Certificates of participation in pools of residential mortgages | $7,532,000 | 2,319 |
| Issued or guaranteed by U.S. | $7,532,000 | 2,213 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $8,363,000 | 1,265 |
| CMOs issued by government agencies or sponsored agencies | $8,363,000 | 1,223 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $11,471,000 | 566 |
| Commercial mortgage pass-through securities | $4,697,000 | 576 |
| Other commercial mortgage-backed securities | $6,774,000 | 439 |
| Held to maturity securities (book value) | $43,989,000 | 399 |
| Available-for-sale securities (fair market value) | $199,163,000 | 601 |
| Total debt securities | $243,152,000 | 575 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $246,699,000 | 584 |
| U.S. Government securities | $81,200,000 | 1,058 |
| U.S. Treasury securities | $14,528,000 | 329 |
| U.S. Government agency obligations | $66,672,000 | 1,170 |
| Securities issued by states & political subdivisions | $157,685,000 | 200 |
| Other domestic debt securities | $7,814,000 | 667 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $7,100,000 | 153 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $714,000 | 1,300 |
| 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 | $67,987,000 | 803 |
| Mortgage-backed securities | $24,372,000 | 1,711 |
| Certificates of participation in pools of residential mortgages | $7,410,000 | 2,385 |
| Issued or guaranteed by U.S. | $7,410,000 | 2,382 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,382,000 | 1,323 |
| CMOs issued by government agencies or sponsored agencies | $7,382,000 | 1,274 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $9,580,000 | 547 |
| Commercial mortgage pass-through securities | $2,752,000 | 595 |
| Other commercial mortgage-backed securities | $6,828,000 | 418 |
| Held to maturity securities (book value) | $44,534,000 | 403 |
| Available-for-sale securities (fair market value) | $202,165,000 | 598 |
| Total debt securities | $246,699,000 | 576 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $250,980,000 | 575 |
| U.S. Government securities | $82,082,000 | 1,051 |
| U.S. Treasury securities | $14,644,000 | 323 |
| U.S. Government agency obligations | $67,438,000 | 1,157 |
| Securities issued by states & political subdivisions | $161,438,000 | 200 |
| Other domestic debt securities | $7,460,000 | 677 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $7,221,000 | 149 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $239,000 | 1,539 |
| 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 | $71,535,000 | 791 |
| Mortgage-backed securities | $22,547,000 | 1,808 |
| Certificates of participation in pools of residential mortgages | $6,367,000 | 2,570 |
| Issued or guaranteed by U.S. | $6,367,000 | 2,568 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,400,000 | 1,400 |
| CMOs issued by government agencies or sponsored agencies | $6,400,000 | 1,351 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $9,780,000 | 533 |
| Commercial mortgage pass-through securities | $2,820,000 | 587 |
| Other commercial mortgage-backed securities | $6,960,000 | 397 |
| Held to maturity securities (book value) | $46,146,000 | 401 |
| Available-for-sale securities (fair market value) | $204,834,000 | 604 |
| Total debt securities | $250,978,000 | 564 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $256,907,000 | 573 |
| U.S. Government securities | $81,591,000 | 1,059 |
| U.S. Treasury securities | $14,746,000 | 306 |
| U.S. Government agency obligations | $66,845,000 | 1,193 |
| Securities issued by states & political subdivisions | $160,294,000 | 200 |
| Other domestic debt securities | $15,022,000 | 458 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $14,779,000 | 112 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $243,000 | 1,573 |
| 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 | $69,690,000 | 818 |
| Mortgage-backed securities | $22,461,000 | 1,836 |
| Certificates of participation in pools of residential mortgages | $7,931,000 | 2,400 |
| Issued or guaranteed by U.S. | $7,931,000 | 2,398 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,907,000 | 1,443 |
| CMOs issued by government agencies or sponsored agencies | $5,907,000 | 1,395 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $8,623,000 | 549 |
| Commercial mortgage pass-through securities | $6,725,000 | 373 |
| Other commercial mortgage-backed securities | $1,898,000 | 666 |
| Held to maturity securities (book value) | $46,460,000 | 417 |
| Available-for-sale securities (fair market value) | $210,447,000 | 589 |
| Total debt securities | $256,907,000 | 564 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $259,257,000 | 567 |
| U.S. Government securities | $80,942,000 | 1,101 |
| U.S. Treasury securities | $14,736,000 | 313 |
| U.S. Government agency obligations | $66,206,000 | 1,217 |
| Securities issued by states & political subdivisions | $162,225,000 | 197 |
| Other domestic debt securities | $16,090,000 | 451 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $14,850,000 | 104 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,240,000 | 1,195 |
| 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 | $71,490,000 | 800 |
| Mortgage-backed securities | $21,323,000 | 1,927 |
| Certificates of participation in pools of residential mortgages | $10,103,000 | 2,190 |
| Issued or guaranteed by U.S. | $10,103,000 | 2,188 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,178,000 | 1,706 |
| CMOs issued by government agencies or sponsored agencies | $4,178,000 | 1,647 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $7,042,000 | 598 |
| Commercial mortgage pass-through securities | $5,139,000 | 426 |
| Other commercial mortgage-backed securities | $1,903,000 | 645 |
| Held to maturity securities (book value) | $46,914,000 | 418 |
| Available-for-sale securities (fair market value) | $212,343,000 | 596 |
| Total debt securities | $259,257,000 | 558 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $260,213,000 | 583 |
| U.S. Government securities | $81,234,000 | 1,094 |
| U.S. Treasury securities | $17,626,000 | 287 |
| U.S. Government agency obligations | $63,608,000 | 1,273 |
| Securities issued by states & political subdivisions | $162,918,000 | 194 |
| Other domestic debt securities | $16,061,000 | 461 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $14,829,000 | 105 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,232,000 | 1,208 |
| 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 | $76,415,000 | 777 |
| Mortgage-backed securities | $19,418,000 | 2,035 |
| Certificates of participation in pools of residential mortgages | $11,063,000 | 2,141 |
| Issued or guaranteed by U.S. | $11,063,000 | 2,141 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,370,000 | 2,347 |
| CMOs issued by government agencies or sponsored agencies | $1,370,000 | 2,281 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $6,985,000 | 595 |
| Commercial mortgage pass-through securities | $5,095,000 | 412 |
| Other commercial mortgage-backed securities | $1,890,000 | 630 |
| Held to maturity securities (book value) | $46,500,000 | 433 |
| Available-for-sale securities (fair market value) | $213,713,000 | 604 |
| Total debt securities | $260,213,000 | 574 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $262,729,000 | 576 |
| U.S. Government securities | $88,606,000 | 1,003 |
| U.S. Treasury securities | $27,586,000 | 216 |
| U.S. Government agency obligations | $61,020,000 | 1,295 |
| Securities issued by states & political subdivisions | $158,620,000 | 196 |
| Other domestic debt securities | $15,503,000 | 461 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $14,287,000 | 107 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,216,000 | 1,216 |
| 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 | $80,017,000 | 748 |
| Mortgage-backed securities | $17,294,000 | 2,189 |
| Certificates of participation in pools of residential mortgages | $10,009,000 | 2,241 |
| Issued or guaranteed by U.S. | $10,009,000 | 2,240 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $319,000 | 2,825 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 2,733 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $6,966,000 | 571 |
| Commercial mortgage pass-through securities | $5,069,000 | 396 |
| Other commercial mortgage-backed securities | $1,897,000 | 600 |
| Held to maturity securities (book value) | $46,608,000 | 427 |
| Available-for-sale securities (fair market value) | $216,121,000 | 584 |
| Total debt securities | $262,729,000 | 565 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $239,511,000 | 619 |
| U.S. Government securities | $65,198,000 | 1,286 |
| U.S. Treasury securities | $2,009,000 | 764 |
| U.S. Government agency obligations | $63,189,000 | 1,264 |
| Securities issued by states & political subdivisions | $158,990,000 | 194 |
| Other domestic debt securities | $15,323,000 | 469 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $14,054,000 | 105 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,269,000 | 1,194 |
| 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 | $67,847,000 | 859 |
| Mortgage-backed securities | $22,569,000 | 1,902 |
| Certificates of participation in pools of residential mortgages | $11,671,000 | 2,111 |
| Issued or guaranteed by U.S. | $11,671,000 | 2,111 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,532,000 | 2,328 |
| CMOs issued by government agencies or sponsored agencies | $1,532,000 | 2,263 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $9,366,000 | 470 |
| Commercial mortgage pass-through securities | $7,389,000 | 294 |
| Other commercial mortgage-backed securities | $1,977,000 | 575 |
| Held to maturity securities (book value) | $45,616,000 | 435 |
| Available-for-sale securities (fair market value) | $193,895,000 | 655 |
| Total debt securities | $239,511,000 | 609 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $253,033,000 | 600 |
| U.S. Government securities | $73,600,000 | 1,173 |
| U.S. Treasury securities | $2,020,000 | 787 |
| U.S. Government agency obligations | $71,580,000 | 1,150 |
| Securities issued by states & political subdivisions | $163,914,000 | 190 |
| Other domestic debt securities | $15,519,000 | 481 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $1,996,000 | 100 |
| Asset backed securities | $12,250,000 | 108 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,273,000 | 1,195 |
| 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 | $72,942,000 | 819 |
| Mortgage-backed securities | $22,577,000 | 1,923 |
| Certificates of participation in pools of residential mortgages | $13,451,000 | 1,981 |
| Issued or guaranteed by U.S. | $13,451,000 | 1,977 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,702,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $1,702,000 | 2,227 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $7,424,000 | 499 |
| Commercial mortgage pass-through securities | $7,424,000 | 276 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $49,192,000 | 424 |
| Available-for-sale securities (fair market value) | $203,841,000 | 625 |
| Total debt securities | $253,033,000 | 589 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $250,902,000 | 605 |
| U.S. Government securities | $69,431,000 | 1,269 |
| U.S. Treasury securities | $6,025,000 | 489 |
| U.S. Government agency obligations | $63,406,000 | 1,308 |
| Securities issued by states & political subdivisions | $166,419,000 | 178 |
| Other domestic debt securities | $15,052,000 | 479 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $12,431,000 | 108 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,621,000 | 922 |
| 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 | $81,584,000 | 748 |
| Mortgage-backed securities | $20,450,000 | 2,044 |
| Certificates of participation in pools of residential mortgages | $15,506,000 | 1,831 |
| Issued or guaranteed by U.S. | $15,506,000 | 1,830 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $383,000 | 2,874 |
| CMOs issued by government agencies or sponsored agencies | $383,000 | 2,783 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $4,561,000 | 606 |
| Commercial mortgage pass-through securities | $2,587,000 | 439 |
| Other commercial mortgage-backed securities | $1,974,000 | 546 |
| Held to maturity securities (book value) | $44,298,000 | 464 |
| Available-for-sale securities (fair market value) | $206,604,000 | 627 |
| Total debt securities | $250,902,000 | 596 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $279,746,000 | 555 |
| U.S. Government securities | $88,496,000 | 1,049 |
| U.S. Treasury securities | $5,962,000 | 530 |
| U.S. Government agency obligations | $82,534,000 | 1,058 |
| Securities issued by states & political subdivisions | $176,954,000 | 162 |
| Other domestic debt securities | $14,296,000 | 480 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $11,731,000 | 113 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,565,000 | 908 |
| 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 | $89,156,000 | 684 |
| Mortgage-backed securities | $37,814,000 | 1,389 |
| Certificates of participation in pools of residential mortgages | $19,369,000 | 1,593 |
| Issued or guaranteed by U.S. | $19,369,000 | 1,592 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $18,445,000 | 818 |
| CMOs issued by government agencies or sponsored agencies | $18,445,000 | 780 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $36,478,000 | 543 |
| Available-for-sale securities (fair market value) | $243,268,000 | 540 |
| Total debt securities | $279,746,000 | 544 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $305,693,000 | 507 |
| U.S. Government securities | $104,334,000 | 919 |
| U.S. Treasury securities | $5,066,000 | 525 |
| U.S. Government agency obligations | $99,268,000 | 909 |
| Securities issued by states & political subdivisions | $181,243,000 | 155 |
| Other domestic debt securities | $20,116,000 | 392 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $12,150,000 | 120 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,966,000 | 486 |
| 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 | $57,959,000 | 1,015 |
| Mortgage-backed securities | $46,561,000 | 1,205 |
| Certificates of participation in pools of residential mortgages | $24,555,000 | 1,368 |
| Issued or guaranteed by U.S. | $24,555,000 | 1,368 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $22,006,000 | 749 |
| CMOs issued by government agencies or sponsored agencies | $22,006,000 | 717 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $38,732,000 | 522 |
| Available-for-sale securities (fair market value) | $266,961,000 | 494 |
| Total debt securities | $305,693,000 | 501 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $301,278,000 | 516 |
| U.S. Government securities | $103,891,000 | 937 |
| U.S. Treasury securities | $6,032,000 | 491 |
| U.S. Government agency obligations | $97,859,000 | 951 |
| Securities issued by states & political subdivisions | $176,846,000 | 157 |
| Other domestic debt securities | $20,541,000 | 394 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $12,637,000 | 117 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $7,904,000 | 475 |
| 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 | $55,225,000 | 1,066 |
| Mortgage-backed securities | $41,376,000 | 1,356 |
| Certificates of participation in pools of residential mortgages | $17,279,000 | 1,793 |
| Issued or guaranteed by U.S. | $17,279,000 | 1,793 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $24,097,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $24,097,000 | 703 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $38,465,000 | 526 |
| Available-for-sale securities (fair market value) | $262,813,000 | 503 |
| Total debt securities | $301,278,000 | 509 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $277,873,000 | 562 |
| U.S. Government securities | $91,432,000 | 1,073 |
| U.S. Treasury securities | $10,000,000 | 371 |
| U.S. Government agency obligations | $81,432,000 | 1,124 |
| Securities issued by states & political subdivisions | $172,433,000 | 152 |
| Other domestic debt securities | $14,008,000 | 489 |
| Privately issued residential mortgage-backed securities | $2,092,000 | 299 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $3,927,000 | 203 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $7,989,000 | 475 |
| 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 | $100,409,000 | 643 |
| Mortgage-backed securities | $22,133,000 | 2,077 |
| Certificates of participation in pools of residential mortgages | $12,659,000 | 2,174 |
| Issued or guaranteed by U.S. | $12,659,000 | 2,174 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,474,000 | 1,335 |
| CMOs issued by government agencies or sponsored agencies | $7,382,000 | 1,434 |
| Privately issued | $2,092,000 | 284 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $37,840,000 | 530 |
| Available-for-sale securities (fair market value) | $240,033,000 | 552 |
| Total debt securities | $277,873,000 | 553 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $310,763,000 | 496 |
| U.S. Government securities | $129,727,000 | 785 |
| U.S. Treasury securities | $20,000,000 | 246 |
| U.S. Government agency obligations | $109,727,000 | 873 |
| Securities issued by states & political subdivisions | $169,153,000 | 155 |
| Other domestic debt securities | $11,883,000 | 538 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $4,001,000 | 197 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $7,882,000 | 479 |
| 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 | $111,711,000 | 582 |
| Mortgage-backed securities | $31,020,000 | 1,704 |
| Certificates of participation in pools of residential mortgages | $17,469,000 | 1,837 |
| Issued or guaranteed by U.S. | $17,469,000 | 1,835 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,589,000 | 1,497 |
| CMOs issued by government agencies or sponsored agencies | $7,589,000 | 1,435 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $5,962,000 | 433 |
| Commercial mortgage pass-through securities | $5,962,000 | 248 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $36,196,000 | 544 |
| Available-for-sale securities (fair market value) | $274,567,000 | 480 |
| Total debt securities | $310,764,000 | 492 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $304,685,000 | 502 |
| U.S. Government securities | $123,777,000 | 828 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $123,777,000 | 797 |
| Securities issued by states & political subdivisions | $168,966,000 | 152 |
| Other domestic debt securities | $11,942,000 | 550 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $4,075,000 | 196 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $7,867,000 | 486 |
| 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 | $76,738,000 | 795 |
| Mortgage-backed securities | $42,847,000 | 1,409 |
| Certificates of participation in pools of residential mortgages | $27,650,000 | 1,352 |
| Issued or guaranteed by U.S. | $27,650,000 | 1,352 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $9,324,000 | 1,398 |
| CMOs issued by government agencies or sponsored agencies | $9,324,000 | 1,320 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $5,873,000 | 427 |
| Commercial mortgage pass-through securities | $5,873,000 | 252 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $46,476,000 | 465 |
| Available-for-sale securities (fair market value) | $258,209,000 | 505 |
| Total debt securities | $304,685,000 | 497 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $292,955,000 | 523 |
| U.S. Government securities | $133,214,000 | 783 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $133,214,000 | 751 |
| Securities issued by states & political subdivisions | $147,649,000 | 182 |
| Other domestic debt securities | $12,092,000 | 564 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $4,149,000 | 207 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $7,943,000 | 496 |
| 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 | $60,571,000 | 992 |
| Mortgage-backed securities | $47,304,000 | 1,314 |
| Certificates of participation in pools of residential mortgages | $31,647,000 | 1,260 |
| Issued or guaranteed by U.S. | $31,647,000 | 1,260 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,728,000 | 1,378 |
| CMOs issued by government agencies or sponsored agencies | $9,728,000 | 1,311 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $5,929,000 | 421 |
| Commercial mortgage pass-through securities | $5,929,000 | 245 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $26,183,000 | 671 |
| Available-for-sale securities (fair market value) | $266,772,000 | 488 |
| Total debt securities | $292,955,000 | 516 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $297,969,000 | 521 |
| U.S. Government securities | $151,546,000 | 694 |
| U.S. Treasury securities | $14,999,000 | 254 |
| U.S. Government agency obligations | $136,547,000 | 729 |
| Securities issued by states & political subdivisions | $140,934,000 | 191 |
| Other domestic debt securities | $5,489,000 | 890 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $3,715,000 | 223 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,774,000 | 1,203 |
| 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 | $72,433,000 | 843 |
| Mortgage-backed securities | $44,918,000 | 1,364 |
| Certificates of participation in pools of residential mortgages | $32,363,000 | 1,247 |
| Issued or guaranteed by U.S. | $32,363,000 | 1,247 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $7,698,000 | 1,534 |
| CMOs issued by government agencies or sponsored agencies | $7,698,000 | 1,468 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $4,857,000 | 433 |
| Commercial mortgage pass-through securities | $4,857,000 | 271 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $26,625,000 | 652 |
| Available-for-sale securities (fair market value) | $271,344,000 | 484 |
| Total debt securities | $297,969,000 | 513 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,737 |
| Fair value | $1,004,000 | 1,589 |
| 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 | $294,340,000 | 520 |
| U.S. Government securities | $144,510,000 | 719 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $144,510,000 | 693 |
| Securities issued by states & political subdivisions | $143,481,000 | 185 |
| Other domestic debt securities | $6,349,000 | 865 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,332,000 | 239 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,017,000 | 949 |
| 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 | $107,935,000 | 601 |
| Mortgage-backed securities | $45,037,000 | 1,365 |
| Certificates of participation in pools of residential mortgages | $39,100,000 | 1,057 |
| Issued or guaranteed by U.S. | $39,100,000 | 1,056 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,937,000 | 1,735 |
| CMOs issued by government agencies or sponsored agencies | $5,937,000 | 1,648 |
| 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) | $28,563,000 | 611 |
| Available-for-sale securities (fair market value) | $265,777,000 | 498 |
| Total debt securities | $294,340,000 | 512 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 1,444 |
| Fair value | $1,494,000 | 1,398 |
| 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 | $303,548,000 | 508 |
| U.S. Government securities | $150,540,000 | 685 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $150,540,000 | 664 |
| Securities issued by states & political subdivisions | $145,599,000 | 176 |
| Other domestic debt securities | $7,409,000 | 816 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $3,376,000 | 236 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,033,000 | 843 |
| 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 | $74,231,000 | 818 |
| Mortgage-backed securities | $50,222,000 | 1,263 |
| Certificates of participation in pools of residential mortgages | $37,452,000 | 1,092 |
| Issued or guaranteed by U.S. | $37,452,000 | 1,091 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,770,000 | 1,215 |
| CMOs issued by government agencies or sponsored agencies | $12,770,000 | 1,147 |
| 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) | $32,910,000 | 529 |
| Available-for-sale securities (fair market value) | $270,638,000 | 494 |
| Total debt securities | $303,548,000 | 498 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 1,432 |
| Fair value | $1,493,000 | 1,388 |
| 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 | $313,872,000 | 487 |
| U.S. Government securities | $161,623,000 | 647 |
| U.S. Treasury securities | $10,000,000 | 281 |
| U.S. Government agency obligations | $151,623,000 | 664 |
| Securities issued by states & political subdivisions | $145,247,000 | 176 |
| Other domestic debt securities | $7,002,000 | 859 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $2,975,000 | 244 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,027,000 | 851 |
| 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 | $102,969,000 | 600 |
| Mortgage-backed securities | $48,418,000 | 1,314 |
| Certificates of participation in pools of residential mortgages | $28,231,000 | 1,389 |
| Issued or guaranteed by U.S. | $28,231,000 | 1,387 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $20,187,000 | 941 |
| CMOs issued by government agencies or sponsored agencies | $20,187,000 | 890 |
| 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) | $35,747,000 | 469 |
| Available-for-sale securities (fair market value) | $278,125,000 | 491 |
| Total debt securities | $313,872,000 | 478 |
| Structured notes | ||
| Amortized cost | $1,495,000 | 1,414 |
| Fair value | $1,491,000 | 1,363 |
| 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 | $312,767,000 | 498 |
| U.S. Government securities | $172,370,000 | 620 |
| U.S. Treasury securities | $17,998,000 | 200 |
| U.S. Government agency obligations | $154,372,000 | 659 |
| Securities issued by states & political subdivisions | $134,878,000 | 193 |
| Other domestic debt securities | $5,519,000 | 994 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $978,000 | 326 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,541,000 | 781 |
| 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 | $110,776,000 | 573 |
| Mortgage-backed securities | $51,015,000 | 1,288 |
| Certificates of participation in pools of residential mortgages | $30,047,000 | 1,348 |
| Issued or guaranteed by U.S. | $30,047,000 | 1,346 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $20,968,000 | 968 |
| CMOs issued by government agencies or sponsored agencies | $20,968,000 | 909 |
| 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) | $38,677,000 | 426 |
| Available-for-sale securities (fair market value) | $274,090,000 | 509 |
| Total debt securities | $312,767,000 | 487 |
| Structured notes | ||
| Amortized cost | $1,494,000 | 1,445 |
| Fair value | $1,489,000 | 1,443 |
| 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 | $351,361,000 | 434 |
| U.S. Government securities | $214,322,000 | 503 |
| U.S. Treasury securities | $40,000,000 | 103 |
| U.S. Government agency obligations | $174,322,000 | 576 |
| Securities issued by states & political subdivisions | $129,421,000 | 192 |
| Other domestic debt securities | $7,618,000 | 811 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,008,000 | 298 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $6,610,000 | 591 |
| 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 | $113,045,000 | 561 |
| Mortgage-backed securities | $60,541,000 | 1,097 |
| Certificates of participation in pools of residential mortgages | $32,503,000 | 1,247 |
| Issued or guaranteed by U.S. | $32,503,000 | 1,245 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $28,038,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $28,038,000 | 747 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $42,283,000 | 386 |
| Available-for-sale securities (fair market value) | $309,078,000 | 437 |
| Total debt securities | $351,363,000 | 426 |
| Structured notes | ||
| Amortized cost | $1,493,000 | 1,488 |
| Fair value | $1,485,000 | 1,489 |
| 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 | $305,083,000 | 511 |
| U.S. Government securities | $180,906,000 | 596 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $180,906,000 | 571 |
| Securities issued by states & political subdivisions | $117,569,000 | 205 |
| Other domestic debt securities | $6,608,000 | 902 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $6,608,000 | 615 |
| 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 | $86,852,000 | 687 |
| Mortgage-backed securities | $69,498,000 | 1,027 |
| Certificates of participation in pools of residential mortgages | $35,656,000 | 1,212 |
| Issued or guaranteed by U.S. | $35,656,000 | 1,212 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $33,842,000 | 740 |
| CMOs issued by government agencies or sponsored agencies | $33,842,000 | 688 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $48,689,000 | 351 |
| Available-for-sale securities (fair market value) | $256,394,000 | 541 |
| Total debt securities | $305,083,000 | 502 |
| Structured notes | ||
| Amortized cost | $1,493,000 | 1,607 |
| Fair value | $1,485,000 | 1,610 |
| 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 | $312,634,000 | 495 |
| U.S. Government securities | $174,685,000 | 626 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $174,685,000 | 606 |
| Securities issued by states & political subdivisions | $127,896,000 | 173 |
| Other domestic debt securities | $10,053,000 | 724 |
| Privately issued residential mortgage-backed securities | $2,355,000 | 494 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $7,698,000 | 569 |
| 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 | $46,706,000 | 1,203 |
| Mortgage-backed securities | $86,366,000 | 861 |
| Certificates of participation in pools of residential mortgages | $39,559,000 | 1,134 |
| Issued or guaranteed by U.S. | $39,559,000 | 1,134 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $46,807,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $44,452,000 | 549 |
| Privately issued | $2,355,000 | 476 |
| 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) | $53,207,000 | 330 |
| Available-for-sale securities (fair market value) | $259,427,000 | 540 |
| Total debt securities | $312,634,000 | 488 |
| Structured notes | ||
| Amortized cost | $1,492,000 | 1,800 |
| Fair value | $1,483,000 | 1,803 |
| 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 | $294,428,000 | 537 |
| U.S. Government securities | $184,024,000 | 613 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $184,024,000 | 591 |
| Securities issued by states & political subdivisions | $93,533,000 | 253 |
| Other domestic debt securities | $16,871,000 | 518 |
| Privately issued residential mortgage-backed securities | $10,132,000 | 250 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $6,739,000 | 618 |
| 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 | $47,678,000 | 1,190 |
| Mortgage-backed securities | $177,678,000 | 478 |
| Certificates of participation in pools of residential mortgages | $64,913,000 | 735 |
| Issued or guaranteed by U.S. | $64,913,000 | 735 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $112,765,000 | 333 |
| CMOs issued by government agencies or sponsored agencies | $102,633,000 | 331 |
| Privately issued | $10,132,000 | 241 |
| 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) | $59,117,000 | 315 |
| Available-for-sale securities (fair market value) | $235,311,000 | 605 |
| Total debt securities | $294,428,000 | 529 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $500,000 | 2,745 |
| 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 | $297,186,000 | 510 |
| U.S. Government securities | $202,358,000 | 540 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $202,358,000 | 519 |
| Securities issued by states & political subdivisions | $74,210,000 | 351 |
| Other domestic debt securities | $20,618,000 | 475 |
| Privately issued residential mortgage-backed securities | $15,987,000 | 235 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $4,631,000 | 727 |
| 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 | $34,748,000 | 1,423 |
| Mortgage-backed securities | $209,898,000 | 394 |
| Certificates of participation in pools of residential mortgages | $84,811,000 | 541 |
| Issued or guaranteed by U.S. | $84,811,000 | 540 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $125,087,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $109,100,000 | 295 |
| Privately issued | $15,987,000 | 228 |
| 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) | $64,422,000 | 283 |
| Available-for-sale securities (fair market value) | $232,764,000 | 579 |
| Total debt securities | $297,186,000 | 504 |
| 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 | $284,887,000 | 523 |
| U.S. Government securities | $205,946,000 | 525 |
| U.S. Treasury securities | $50,000,000 | 87 |
| U.S. Government agency obligations | $155,946,000 | 649 |
| Securities issued by states & political subdivisions | $71,721,000 | 341 |
| Other domestic debt securities | $7,220,000 | 870 |
| Privately issued residential mortgage-backed securities | $2,524,000 | 591 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,696,000 | 690 |
| 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 | $38,606,000 | 1,297 |
| Mortgage-backed securities | $147,888,000 | 528 |
| Certificates of participation in pools of residential mortgages | $60,842,000 | 717 |
| Issued or guaranteed by U.S. | $60,842,000 | 713 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $87,046,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $84,522,000 | 353 |
| Privately issued | $2,524,000 | 557 |
| 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) | $68,342,000 | 267 |
| Available-for-sale securities (fair market value) | $216,545,000 | 600 |
| Total debt securities | $284,887,000 | 516 |
| 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 | $304,666,000 | 480 |
| U.S. Government securities | $224,403,000 | 472 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $224,403,000 | 457 |
| Securities issued by states & political subdivisions | $62,489,000 | 383 |
| Other domestic debt securities | $17,774,000 | 500 |
| Privately issued residential mortgage-backed securities | $2,475,000 | 601 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $15,299,000 | 298 |
| 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 | $41,447,000 | 1,235 |
| Mortgage-backed securities | $216,860,000 | 364 |
| Certificates of participation in pools of residential mortgages | $100,230,000 | 445 |
| Issued or guaranteed by U.S. | $100,230,000 | 441 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $116,630,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $114,155,000 | 267 |
| Privately issued | $2,475,000 | 570 |
| 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) | $72,388,000 | 248 |
| Available-for-sale securities (fair market value) | $232,278,000 | 561 |
| Total debt securities | $304,666,000 | 473 |
| 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 | $291,140,000 | 500 |
| U.S. Government securities | $223,326,000 | 472 |
| U.S. Treasury securities | $70,648,000 | 86 |
| U.S. Government agency obligations | $152,678,000 | 674 |
| Securities issued by states & political subdivisions | $62,720,000 | 370 |
| Other domestic debt securities | $5,094,000 | 1,040 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $5,094,000 | 603 |
| 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 | $33,777,000 | 1,447 |
| Mortgage-backed securities | $145,596,000 | 495 |
| Certificates of participation in pools of residential mortgages | $101,183,000 | 431 |
| Issued or guaranteed by U.S. | $101,183,000 | 427 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $44,413,000 | 621 |
| CMOs issued by government agencies or sponsored agencies | $44,413,000 | 533 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $77,793,000 | 241 |
| Available-for-sale securities (fair market value) | $213,347,000 | 612 |
| Total debt securities | $291,140,000 | 494 |
| 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 | $300,331,000 | 469 |
| U.S. Government securities | $212,352,000 | 483 |
| U.S. Treasury securities | $80,561,000 | 84 |
| U.S. Government agency obligations | $131,791,000 | 733 |
| Securities issued by states & political subdivisions | $83,404,000 | 244 |
| Other domestic debt securities | $4,575,000 | 1,151 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $4,575,000 | 649 |
| 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 | $36,732,000 | 1,353 |
| Mortgage-backed securities | $122,778,000 | 561 |
| Certificates of participation in pools of residential mortgages | $108,596,000 | 380 |
| Issued or guaranteed by U.S. | $108,596,000 | 378 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,182,000 | 1,227 |
| CMOs issued by government agencies or sponsored agencies | $14,182,000 | 1,054 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $84,771,000 | 220 |
| Available-for-sale securities (fair market value) | $215,560,000 | 584 |
| Total debt securities | $300,331,000 | 463 |
| 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 | $328,827,000 | 403 |
| U.S. Government securities | $179,701,000 | 535 |
| U.S. Treasury securities | $6,689,000 | 384 |
| U.S. Government agency obligations | $173,012,000 | 528 |
| Securities issued by states & political subdivisions | $145,897,000 | 113 |
| Other domestic debt securities | $3,229,000 | 1,410 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,229,000 | 799 |
| 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 | $40,626,000 | 1,247 |
| Mortgage-backed securities | $155,755,000 | 436 |
| Certificates of participation in pools of residential mortgages | $133,036,000 | 303 |
| Issued or guaranteed by U.S. | $133,036,000 | 300 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $22,719,000 | 926 |
| CMOs issued by government agencies or sponsored agencies | $22,719,000 | 787 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $91,766,000 | 208 |
| Available-for-sale securities (fair market value) | $237,061,000 | 507 |
| Total debt securities | $328,827,000 | 396 |
| 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 | $311,337,000 | 416 |
| U.S. Government securities | $169,086,000 | 582 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $169,086,000 | 554 |
| Securities issued by states & political subdivisions | $139,053,000 | 110 |
| Other domestic debt securities | $3,198,000 | 1,413 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $3,198,000 | 771 |
| 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 | $43,021,000 | 1,201 |
| Mortgage-backed securities | $153,958,000 | 434 |
| Certificates of participation in pools of residential mortgages | $130,264,000 | 305 |
| Issued or guaranteed by U.S. | $130,264,000 | 302 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $23,694,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $23,694,000 | 731 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $98,070,000 | 199 |
| Available-for-sale securities (fair market value) | $213,267,000 | 548 |
| Total debt securities | $311,337,000 | 411 |
| 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 | $293,905,000 | 452 |
| U.S. Government securities | $157,061,000 | 613 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $157,061,000 | 583 |
| Securities issued by states & political subdivisions | $133,679,000 | 113 |
| Other domestic debt securities | $3,165,000 | 1,463 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $3,165,000 | 800 |
| 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 | $41,923,000 | 1,271 |
| Mortgage-backed securities | $139,993,000 | 495 |
| Certificates of participation in pools of residential mortgages | $115,317,000 | 372 |
| Issued or guaranteed by U.S. | $115,317,000 | 370 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $24,676,000 | 827 |
| CMOs issued by government agencies or sponsored agencies | $24,676,000 | 687 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $105,319,000 | 181 |
| Available-for-sale securities (fair market value) | $188,586,000 | 616 |
| Total debt securities | $293,903,000 | 443 |
| 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 | $291,736,000 | 445 |
| U.S. Government securities | $169,871,000 | 548 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $169,871,000 | 531 |
| Securities issued by states & political subdivisions | $119,235,000 | 130 |
| Other domestic debt securities | $2,630,000 | 1,628 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $2,630,000 | 906 |
| 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 | $30,332,000 | 1,649 |
| Mortgage-backed securities | $151,297,000 | 464 |
| Certificates of participation in pools of residential mortgages | $125,645,000 | 347 |
| Issued or guaranteed by U.S. | $125,645,000 | 345 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $25,652,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $25,652,000 | 637 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $113,164,000 | 167 |
| Available-for-sale securities (fair market value) | $178,572,000 | 633 |
| Total debt securities | $291,736,000 | 438 |
| 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 | $290,852,000 | 455 |
| U.S. Government securities | $179,457,000 | 508 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $179,457,000 | 492 |
| Securities issued by states & political subdivisions | $107,138,000 | 155 |
| Other domestic debt securities | $4,257,000 | 1,399 |
| Privately issued residential mortgage-backed securities | $393,000 | 1,371 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $3,864,000 | 767 |
| 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 | $30,927,000 | 1,613 |
| Mortgage-backed securities | $162,998,000 | 447 |
| Certificates of participation in pools of residential mortgages | $135,976,000 | 340 |
| Issued or guaranteed by U.S. | $135,976,000 | 336 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $27,022,000 | 766 |
| CMOs issued by government agencies or sponsored agencies | $26,629,000 | 608 |
| Privately issued | $393,000 | 1,310 |
| 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) | $121,023,000 | 167 |
| Available-for-sale securities (fair market value) | $169,829,000 | 651 |
| Total debt securities | $290,852,000 | 441 |
| 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 | $307,664,000 | 422 |
| U.S. Government securities | $207,979,000 | 431 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $207,979,000 | 414 |
| Securities issued by states & political subdivisions | $91,462,000 | 188 |
| Other domestic debt securities | $8,213,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $429,000 | 1,377 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $7,784,000 | 483 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $10,000 | 1,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,224,000 | 1,601 |
| Mortgage-backed securities | $192,278,000 | 390 |
| Certificates of participation in pools of residential mortgages | $169,408,000 | 279 |
| Issued or guaranteed by U.S. | $169,408,000 | 275 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $22,870,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $22,441,000 | 644 |
| Privately issued | $429,000 | 1,312 |
| 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) | $130,113,000 | 160 |
| Available-for-sale securities (fair market value) | $177,551,000 | 615 |
| Total debt securities | $307,654,000 | 412 |
| 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 | $332,414,000 | 401 |
| U.S. Government securities | $242,271,000 | 382 |
| U.S. Treasury securities | $1,012,000 | 644 |
| U.S. Government agency obligations | $241,259,000 | 373 |
| Securities issued by states & political subdivisions | $81,041,000 | 204 |
| Other domestic debt securities | $9,102,000 | 926 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,102,000 | 425 |
| 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 | $38,797,000 | 1,356 |
| Mortgage-backed securities | $220,240,000 | 355 |
| Certificates of participation in pools of residential mortgages | $196,559,000 | 258 |
| Issued or guaranteed by U.S. | $196,559,000 | 252 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $23,681,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $23,681,000 | 617 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $143,464,000 | 142 |
| Available-for-sale securities (fair market value) | $188,950,000 | 561 |
| Total debt securities | $332,415,000 | 393 |
| 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 | $288,432,000 | 437 |
| U.S. Government securities | $208,341,000 | 417 |
| U.S. Treasury securities | $3,274,000 | 359 |
| U.S. Government agency obligations | $205,067,000 | 410 |
| Securities issued by states & political subdivisions | $72,167,000 | 228 |
| Other domestic debt securities | $7,924,000 | 962 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,924,000 | 463 |
| 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 | $19,101,000 | 2,363 |
| Mortgage-backed securities | $173,948,000 | 409 |
| Certificates of participation in pools of residential mortgages | $164,906,000 | 287 |
| Issued or guaranteed by U.S. | $164,906,000 | 282 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $9,042,000 | 1,382 |
| CMOs issued by government agencies or sponsored agencies | $9,042,000 | 1,111 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $94,865,000 | 206 |
| Available-for-sale securities (fair market value) | $193,567,000 | 542 |
| Total debt securities | $288,430,000 | 428 |
| 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 | $82,550,000 | 1,438 |
| U.S. Government securities | $39,475,000 | 2,046 |
| U.S. Treasury securities | $3,269,000 | 374 |
| U.S. Government agency obligations | $36,206,000 | 2,169 |
| Securities issued by states & political subdivisions | $37,713,000 | 496 |
| Other domestic debt securities | $5,362,000 | 1,155 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,362,000 | 604 |
| 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 | $6,886,000 | 4,054 |
| Mortgage-backed securities | $17,963,000 | 2,403 |
| Certificates of participation in pools of residential mortgages | $17,963,000 | 1,820 |
| Issued or guaranteed by U.S. | $17,963,000 | 1,808 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 1,966 |
| Available-for-sale securities (fair market value) | $79,550,000 | 1,284 |
| Total debt securities | $82,550,000 | 1,417 |
| 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 | $55,204,000 | 2,123 |
| U.S. Government securities | $16,322,000 | 4,035 |
| U.S. Treasury securities | $501,000 | 796 |
| U.S. Government agency obligations | $15,821,000 | 4,035 |
| Securities issued by states & political subdivisions | $37,435,000 | 514 |
| Other domestic debt securities | $1,082,000 | 2,182 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,556 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,080,000 | 1,482 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $365,000 | 1,372 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,467,000 | 4,125 |
| Mortgage-backed securities | $12,572,000 | 2,893 |
| Certificates of participation in pools of residential mortgages | $12,570,000 | 2,295 |
| Issued or guaranteed by U.S. | $12,570,000 | 2,281 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,000 | 3,726 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $2,000 | 1,464 |
| 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) | $3,000,000 | 1,966 |
| Available-for-sale securities (fair market value) | $52,204,000 | 1,949 |
| Total debt securities | $54,837,000 | 2,096 |
| 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 | $55,101,000 | 2,119 |
| U.S. Government securities | $16,697,000 | 3,973 |
| U.S. Treasury securities | $505,000 | 812 |
| U.S. Government agency obligations | $16,192,000 | 3,971 |
| Securities issued by states & political subdivisions | $37,652,000 | 518 |
| Other domestic debt securities | $752,000 | 2,368 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $752,000 | 1,671 |
| 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 | $6,585,000 | 4,045 |
| Mortgage-backed securities | $12,940,000 | 2,784 |
| Certificates of participation in pools of residential mortgages | $12,940,000 | 2,182 |
| Issued or guaranteed by U.S. | $12,940,000 | 2,171 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 1,993 |
| Available-for-sale securities (fair market value) | $52,101,000 | 1,959 |
| Total debt securities | $55,102,000 | 2,069 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $55,115,000 | 2,104 |
| U.S. Government securities | $17,145,000 | 3,985 |
| U.S. Treasury securities | $498,000 | 950 |
| U.S. Government agency obligations | $16,647,000 | 3,975 |
| Securities issued by states & political subdivisions | $37,266,000 | 506 |
| Other domestic debt securities | $704,000 | 2,234 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $704,000 | 1,582 |
| 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 | $6,576,000 | 4,094 |
| Mortgage-backed securities | $13,399,000 | 2,488 |
| Certificates of participation in pools of residential mortgages | $13,399,000 | 1,917 |
| Issued or guaranteed by U.S. | $13,399,000 | 1,907 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,056 |
| Available-for-sale securities (fair market value) | $52,115,000 | 1,931 |
| Total debt securities | $55,115,000 | 2,056 |
| 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 | $51,947,000 | 2,222 |
| U.S. Government securities | $14,715,000 | 4,428 |
| U.S. Treasury securities | $492,000 | 1,030 |
| U.S. Government agency obligations | $14,223,000 | 4,416 |
| Securities issued by states & political subdivisions | $36,524,000 | 511 |
| Other domestic debt securities | $708,000 | 2,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $708,000 | 1,547 |
| 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 | $6,550,000 | 4,104 |
| Mortgage-backed securities | $10,976,000 | 2,599 |
| Certificates of participation in pools of residential mortgages | $10,976,000 | 2,005 |
| Issued or guaranteed by U.S. | $10,976,000 | 1,995 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,095 |
| Available-for-sale securities (fair market value) | $48,947,000 | 2,021 |
| Total debt securities | $51,947,000 | 2,175 |
| 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 | $53,286,000 | 2,165 |
| U.S. Government securities | $15,703,000 | 4,290 |
| U.S. Treasury securities | $485,000 | 1,142 |
| U.S. Government agency obligations | $15,218,000 | 4,254 |
| Securities issued by states & political subdivisions | $36,876,000 | 497 |
| Other domestic debt securities | $707,000 | 2,117 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $707,000 | 1,510 |
| 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 | $6,700,000 | 4,093 |
| Mortgage-backed securities | $10,463,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $10,463,000 | 2,017 |
| Issued or guaranteed by U.S. | $10,463,000 | 2,011 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,122 |
| Available-for-sale securities (fair market value) | $50,286,000 | 1,974 |
| Total debt securities | $53,286,000 | 2,119 |
| 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 | $57,048,000 | 2,027 |
| U.S. Government securities | $17,484,000 | 4,026 |
| U.S. Treasury securities | $485,000 | 1,233 |
| U.S. Government agency obligations | $16,999,000 | 3,998 |
| Securities issued by states & political subdivisions | $38,279,000 | 476 |
| Other domestic debt securities | $1,285,000 | 1,772 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,285,000 | 1,235 |
| 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 | $6,854,000 | 4,071 |
| Mortgage-backed securities | $10,232,000 | 2,623 |
| Certificates of participation in pools of residential mortgages | $10,232,000 | 2,038 |
| Issued or guaranteed by U.S. | $10,232,000 | 2,031 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,152 |
| Available-for-sale securities (fair market value) | $54,048,000 | 1,835 |
| Total debt securities | $57,048,000 | 1,987 |
| 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 | $58,619,000 | 2,009 |
| U.S. Government securities | $19,106,000 | 3,843 |
| U.S. Treasury securities | $980,000 | 1,057 |
| U.S. Government agency obligations | $18,126,000 | 3,881 |
| Securities issued by states & political subdivisions | $38,225,000 | 481 |
| Other domestic debt securities | $1,288,000 | 1,781 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,288,000 | 1,261 |
| 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 | $7,604,000 | 3,894 |
| Mortgage-backed securities | $8,760,000 | 2,828 |
| Certificates of participation in pools of residential mortgages | $8,760,000 | 2,258 |
| Issued or guaranteed by U.S. | $8,760,000 | 2,245 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,188 |
| Available-for-sale securities (fair market value) | $55,619,000 | 1,822 |
| Total debt securities | $58,619,000 | 1,971 |
| 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 | $56,609,000 | 2,102 |
| U.S. Government securities | $17,261,000 | 4,158 |
| U.S. Treasury securities | $979,000 | 1,124 |
| U.S. Government agency obligations | $16,282,000 | 4,208 |
| Securities issued by states & political subdivisions | $38,057,000 | 465 |
| Other domestic debt securities | $1,291,000 | 1,794 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,291,000 | 1,281 |
| 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 | $7,560,000 | 3,910 |
| Mortgage-backed securities | $7,298,000 | 3,070 |
| Certificates of participation in pools of residential mortgages | $7,298,000 | 2,505 |
| Issued or guaranteed by U.S. | $7,298,000 | 2,490 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,245 |
| Available-for-sale securities (fair market value) | $53,609,000 | 1,879 |
| Total debt securities | $56,609,000 | 2,057 |
| 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 | $53,803,000 | 2,176 |
| U.S. Government securities | $15,238,000 | 4,480 |
| U.S. Treasury securities | $1,215,000 | 990 |
| U.S. Government agency obligations | $14,023,000 | 4,564 |
| Securities issued by states & political subdivisions | $37,091,000 | 465 |
| Other domestic debt securities | $1,474,000 | 1,744 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,474,000 | 1,250 |
| 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 | $7,742,000 | 3,868 |
| Mortgage-backed securities | $6,584,000 | 3,219 |
| Certificates of participation in pools of residential mortgages | $6,584,000 | 2,668 |
| Issued or guaranteed by U.S. | $6,584,000 | 2,655 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,261 |
| Available-for-sale securities (fair market value) | $50,803,000 | 1,974 |
| Total debt securities | $53,803,000 | 2,135 |
| 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 | $54,394,000 | 2,181 |
| U.S. Government securities | $15,786,000 | 4,426 |
| U.S. Treasury securities | $1,221,000 | 1,049 |
| U.S. Government agency obligations | $14,565,000 | 4,496 |
| Securities issued by states & political subdivisions | $37,112,000 | 471 |
| Other domestic debt securities | $1,496,000 | 1,781 |
| 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 | $1,496,000 | 1,293 |
| 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 | $7,832,000 | 3,846 |
| Mortgage-backed securities | $7,094,000 | 3,150 |
| Certificates of participation in pools of residential mortgages | $7,094,000 | 2,622 |
| Issued or guaranteed by U.S. | $7,094,000 | 2,609 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,310 |
| Available-for-sale securities (fair market value) | $51,394,000 | 1,974 |
| Total debt securities | $54,394,000 | 2,140 |
| 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 | $55,093,000 | 2,189 |
| U.S. Government securities | $17,233,000 | 4,191 |
| U.S. Treasury securities | $1,710,000 | 970 |
| U.S. Government agency obligations | $15,523,000 | 4,313 |
| Securities issued by states & political subdivisions | $36,849,000 | 471 |
| Other domestic debt securities | $1,011,000 | 2,061 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,011,000 | 1,570 |
| 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 | $8,322,000 | 3,723 |
| Mortgage-backed securities | $7,448,000 | 3,116 |
| Certificates of participation in pools of residential mortgages | $7,448,000 | 2,566 |
| Issued or guaranteed by U.S. | $7,448,000 | 2,557 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,355 |
| Available-for-sale securities (fair market value) | $52,093,000 | 1,932 |
| Total debt securities | $55,093,000 | 2,139 |
| Structured notes | ||
| Amortized cost | $160,000 | 3,021 |
| Fair value | $160,000 | 3,021 |
| 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 | $57,413,000 | 2,080 |
| U.S. Government securities | $18,395,000 | 3,979 |
| U.S. Treasury securities | $2,216,000 | 843 |
| U.S. Government agency obligations | $16,179,000 | 4,177 |
| Securities issued by states & political subdivisions | $37,993,000 | 459 |
| Other domestic debt securities | $1,025,000 | 2,071 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,025,000 | 1,606 |
| 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 | $6,637,000 | 4,110 |
| Mortgage-backed securities | $8,069,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | $8,069,000 | 2,479 |
| Issued or guaranteed by U.S. | $8,069,000 | 2,468 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,376 |
| Available-for-sale securities (fair market value) | $54,413,000 | 1,828 |
| Total debt securities | $57,413,000 | 2,031 |
| Structured notes | ||
| Amortized cost | $160,000 | 2,967 |
| Fair value | $161,000 | 2,967 |
| 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 | $58,606,000 | 2,054 |
| U.S. Government securities | $18,998,000 | 3,921 |
| U.S. Treasury securities | $2,470,000 | 842 |
| U.S. Government agency obligations | $16,528,000 | 4,183 |
| Securities issued by states & political subdivisions | $38,320,000 | 454 |
| Other domestic debt securities | $1,288,000 | 1,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,288,000 | 1,566 |
| 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 | $4,809,000 | 4,658 |
| Mortgage-backed securities | $8,743,000 | 2,990 |
| Certificates of participation in pools of residential mortgages | $8,743,000 | 2,430 |
| Issued or guaranteed by U.S. | $8,743,000 | 2,420 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,402 |
| Available-for-sale securities (fair market value) | $55,606,000 | 1,793 |
| Total debt securities | $58,606,000 | 2,003 |
| Structured notes | ||
| Amortized cost | $160,000 | 2,945 |
| Fair value | $160,000 | 2,944 |
| 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 | $56,612,000 | 2,160 |
| U.S. Government securities | $19,269,000 | 3,986 |
| U.S. Treasury securities | $2,451,000 | 919 |
| U.S. Government agency obligations | $16,818,000 | 4,188 |
| Securities issued by states & political subdivisions | $35,706,000 | 486 |
| Other domestic debt securities | $1,637,000 | 1,886 |
| 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 | $1,637,000 | 1,494 |
| 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 | $4,221,000 | 4,891 |
| Mortgage-backed securities | $9,228,000 | 2,994 |
| Certificates of participation in pools of residential mortgages | $9,228,000 | 2,424 |
| Issued or guaranteed by U.S. | $9,228,000 | 2,416 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,422 |
| Available-for-sale securities (fair market value) | $53,612,000 | 1,894 |
| Total debt securities | $56,612,000 | 2,111 |
| 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 | $57,720,000 | 2,142 |
| U.S. Government securities | $20,057,000 | 3,869 |
| U.S. Treasury securities | $2,476,000 | 940 |
| U.S. Government agency obligations | $17,581,000 | 4,066 |
| Securities issued by states & political subdivisions | $34,733,000 | 506 |
| Other domestic debt securities | $2,930,000 | 1,516 |
| 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 | $2,930,000 | 1,155 |
| 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 | $4,591,000 | 4,743 |
| Mortgage-backed securities | $9,414,000 | 3,035 |
| Certificates of participation in pools of residential mortgages | $9,414,000 | 2,455 |
| Issued or guaranteed by U.S. | $9,414,000 | 2,448 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,457 |
| Available-for-sale securities (fair market value) | $54,720,000 | 1,875 |
| Total debt securities | $57,720,000 | 2,083 |
| 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 | $49,163,000 | 2,435 |
| U.S. Government securities | $12,225,000 | 5,212 |
| U.S. Treasury securities | $1,994,000 | 1,047 |
| U.S. Government agency obligations | $10,231,000 | 5,493 |
| Securities issued by states & political subdivisions | $33,718,000 | 519 |
| Other domestic debt securities | $3,220,000 | 1,443 |
| 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 | $3,220,000 | 1,111 |
| 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 | $4,154,000 | 4,908 |
| Mortgage-backed securities | $8,287,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | $8,287,000 | 2,619 |
| Issued or guaranteed by U.S. | $8,287,000 | 2,610 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $49,163,000 | 2,060 |
| Total debt securities | $49,163,000 | 2,386 |
| 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 | $52,841,000 | 2,329 |
| U.S. Government securities | $15,993,000 | 4,503 |
| U.S. Treasury securities | $1,968,000 | 1,125 |
| U.S. Government agency obligations | $14,025,000 | 4,716 |
| Securities issued by states & political subdivisions | $33,366,000 | 518 |
| Other domestic debt securities | $3,482,000 | 1,448 |
| 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 | $3,482,000 | 1,119 |
| 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 | $4,151,000 | 4,904 |
| Mortgage-backed securities | $10,070,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $10,070,000 | 2,404 |
| Issued or guaranteed by U.S. | $10,070,000 | 2,395 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $52,841,000 | 1,970 |
| Total debt securities | $52,840,000 | 2,276 |
| 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 | $50,889,000 | 2,400 |
| U.S. Government securities | $12,252,000 | 5,187 |
| U.S. Treasury securities | $1,520,000 | 1,165 |
| U.S. Government agency obligations | $10,732,000 | 5,418 |
| Securities issued by states & political subdivisions | $33,582,000 | 513 |
| Other domestic debt securities | $5,055,000 | 1,271 |
| 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 | $5,055,000 | 959 |
| 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 | $4,363,000 | 4,778 |
| Mortgage-backed securities | $7,869,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $7,869,000 | 2,768 |
| Issued or guaranteed by U.S. | $7,869,000 | 2,757 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $50,889,000 | 2,043 |
| Total debt securities | $50,889,000 | 2,334 |
| 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 | $52,036,000 | 2,413 |
| U.S. Government securities | $14,098,000 | 4,854 |
| U.S. Treasury securities | $1,500,000 | 1,266 |
| U.S. Government agency obligations | $12,598,000 | 5,013 |
| Securities issued by states & political subdivisions | $32,869,000 | 537 |
| Other domestic debt securities | $5,069,000 | 1,270 |
| 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 | $5,069,000 | 1,029 |
| 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 | $4,026,000 | 4,851 |
| Mortgage-backed securities | $10,028,000 | 3,004 |
| Certificates of participation in pools of residential mortgages | $10,028,000 | 2,424 |
| Issued or guaranteed by U.S. | $10,028,000 | 2,414 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $52,036,000 | 2,050 |
| Total debt securities | $52,036,000 | 2,355 |
| 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 | $46,797,000 | 2,580 |
| U.S. Government securities | $9,836,000 | 5,662 |
| U.S. Treasury securities | $501,000 | 1,886 |
| U.S. Government agency obligations | $9,335,000 | 5,623 |
| Securities issued by states & political subdivisions | $31,646,000 | 567 |
| Other domestic debt securities | $5,315,000 | 1,296 |
| 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 | $5,315,000 | 1,063 |
| 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 | $2,676,000 | 5,453 |
| Mortgage-backed securities | $7,780,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $7,780,000 | 2,772 |
| Issued or guaranteed by U.S. | $7,780,000 | 2,758 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $46,797,000 | 2,208 |
| Total debt securities | $46,797,000 | 2,514 |
| 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 | $45,265,000 | 2,601 |
| U.S. Government securities | $7,525,000 | 6,243 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,525,000 | 6,067 |
| Securities issued by states & political subdivisions | $32,074,000 | 533 |
| Other domestic debt securities | $5,666,000 | 1,282 |
| 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 | $5,666,000 | 1,029 |
| 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 | $3,134,000 | 5,194 |
| Mortgage-backed securities | $6,201,000 | 3,814 |
| Certificates of participation in pools of residential mortgages | $6,201,000 | 3,117 |
| Issued or guaranteed by U.S. | $6,201,000 | 3,104 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $45,265,000 | 2,225 |
| Total debt securities | $45,265,000 | 2,535 |
| 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 | $44,144,000 | 2,605 |
| U.S. Government securities | $7,349,000 | 6,345 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,349,000 | 6,164 |
| Securities issued by states & political subdivisions | $31,026,000 | 526 |
| Other domestic debt securities | $5,769,000 | 1,282 |
| 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 | $5,769,000 | 1,036 |
| 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 | $3,548,000 | 5,023 |
| Mortgage-backed securities | $6,042,000 | 3,879 |
| Certificates of participation in pools of residential mortgages | $6,042,000 | 3,125 |
| Issued or guaranteed by U.S. | $6,042,000 | 3,112 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $44,144,000 | 2,230 |
| Total debt securities | $44,144,000 | 2,538 |
| 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 | $45,377,000 | 2,524 |
| U.S. Government securities | $9,144,000 | 5,821 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,144,000 | 5,624 |
| Securities issued by states & political subdivisions | $30,275,000 | 528 |
| Other domestic debt securities | $5,958,000 | 1,271 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,958,000 | 1,037 |
| 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 | $2,991,000 | 5,345 |
| Mortgage-backed securities | $7,259,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $7,252,000 | 2,788 |
| Issued or guaranteed by U.S. | $7,252,000 | 2,777 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,000 | 4,384 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 4,169 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $45,377,000 | 2,138 |
| Total debt securities | $45,377,000 | 2,456 |
| 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 | $38,136,000 | 2,773 |
| U.S. Government securities | $7,159,000 | 6,392 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,159,000 | 6,160 |
| Securities issued by states & political subdivisions | $25,029,000 | 615 |
| Other domestic debt securities | $5,948,000 | 1,284 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,948,000 | 1,025 |
| 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 | $1,886,000 | 6,034 |
| Mortgage-backed securities | $5,018,000 | 3,977 |
| Certificates of participation in pools of residential mortgages | $4,833,000 | 3,193 |
| Issued or guaranteed by U.S. | $4,833,000 | 3,177 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $185,000 | 4,139 |
| CMOs issued by government agencies or sponsored agencies | $185,000 | 3,953 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $38,136,000 | 2,303 |
| Total debt securities | $38,136,000 | 2,701 |
| 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 | $36,156,000 | 2,942 |
| U.S. Government securities | $11,305,000 | 5,446 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $11,305,000 | 5,117 |
| Securities issued by states & political subdivisions | $18,232,000 | 862 |
| Other domestic debt securities | $5,274,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,274,000 | 978 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,345,000 | 2,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,114,000 | 6,937 |
| Mortgage-backed securities | $3,258,000 | 4,049 |
| Certificates of participation in pools of residential mortgages | $2,879,000 | 3,432 |
| Issued or guaranteed by U.S. | $2,879,000 | 3,415 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $379,000 | 3,496 |
| CMOs issued by government agencies or sponsored agencies | $379,000 | 3,336 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,121,000 | 3,369 |
| Available-for-sale securities (fair market value) | $33,035,000 | 2,561 |
| Total debt securities | $34,811,000 | 2,933 |
| 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 | $25,221,000 | 4,106 |
| U.S. Government securities | $6,033,000 | 7,596 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,033,000 | 7,059 |
| Securities issued by states & political subdivisions | $16,243,000 | 1,010 |
| Other domestic debt securities | $1,890,000 | 1,914 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,890,000 | 1,595 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,055,000 | 2,326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,098,000 | 7,065 |
| Mortgage-backed securities | $3,728,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $3,355,000 | 3,433 |
| Issued or guaranteed by U.S. | $3,355,000 | 3,421 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $373,000 | 3,727 |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 3,564 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,642,000 | 3,523 |
| Available-for-sale securities (fair market value) | $21,579,000 | 3,673 |
| Total debt securities | $24,166,000 | 4,122 |
| 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 | $25,778,000 | 4,072 |
| U.S. Government securities | $11,028,000 | 5,775 |
| U.S. Treasury securities | $1,543,000 | 4,305 |
| U.S. Government agency obligations | $9,485,000 | 5,444 |
| Securities issued by states & political subdivisions | $12,803,000 | 1,299 |
| Other domestic debt securities | $1,191,000 | 2,041 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,191,000 | 1,680 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $756,000 | 2,809 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,000 | 8,130 |
| Mortgage-backed securities | $5,211,000 | 3,762 |
| Certificates of participation in pools of residential mortgages | $4,741,000 | 3,043 |
| Issued or guaranteed by U.S. | $4,741,000 | 3,031 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $470,000 | 3,836 |
| CMOs issued by government agencies or sponsored agencies | $470,000 | 3,678 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,790,000 | 3,865 |
| Available-for-sale securities (fair market value) | $21,988,000 | 3,541 |
| Total debt securities | $25,022,000 | 4,049 |
| 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 | $27,643,000 | 3,877 |
| U.S. Government securities | $15,733,000 | 4,889 |
| U.S. Treasury securities | $2,432,000 | 4,776 |
| U.S. Government agency obligations | $13,301,000 | 4,364 |
| Securities issued by states & political subdivisions | $10,283,000 | 1,426 |
| Other domestic debt securities | $1,027,000 | 1,794 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,027,000 | 1,416 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $600,000 | 3,235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $941,000 | 7,667 |
| Mortgage-backed securities | $1,756,000 | 5,598 |
| Certificates of participation in pools of residential mortgages | $1,383,000 | 4,928 |
| Issued or guaranteed by U.S. | $1,383,000 | 4,909 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $373,000 | 4,218 |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 4,075 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,919,000 | 3,256 |
| Available-for-sale securities (fair market value) | $19,724,000 | 3,650 |
| Total debt securities | $27,043,000 | 3,844 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 1,150 |
| Fair value | $1,040,000 | 1,152 |
| 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 | $25,592,000 | 4,443 |
| U.S. Government securities | $15,307,000 | 5,416 |
| U.S. Treasury securities | $3,119,000 | 4,924 |
| U.S. Government agency obligations | $12,188,000 | 4,872 |
| Securities issued by states & political subdivisions | $9,225,000 | 1,579 |
| Other domestic debt securities | $525,000 | 2,588 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $525,000 | 1,969 |
| Foreign debt securities | NA | NA |
| Equity securities | $535,000 | 3,378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,471,000 | 6,326 |
| Mortgage-backed securities | $2,717,000 | 5,390 |
| Certificates of participation in pools of residential mortgages | $2,083,000 | 4,681 |
| Issued or guaranteed by U.S. | $2,083,000 | 4,657 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $634,000 | 4,253 |
| CMOs issued by government agencies or sponsored agencies | $634,000 | 4,098 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,983,000 | 3,407 |
| Available-for-sale securities (fair market value) | $16,609,000 | 4,400 |
| Total debt securities | $25,057,000 | 4,399 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 1,631 |
| Fair value | $1,019,000 | 1,647 |
| 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 | $24,425,000 | 4,789 |
| U.S. Government securities | $16,146,000 | 5,438 |
| U.S. Treasury securities | $2,572,000 | 6,420 |
| U.S. Government agency obligations | $13,574,000 | 4,493 |
| Securities issued by states & political subdivisions | $7,356,000 | 1,997 |
| Other domestic debt securities | $409,000 | 3,405 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $409,000 | 2,674 |
| Foreign debt securities | NA | NA |
| Equity securities | $514,000 | 3,240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,019,000 | 6,832 |
| Mortgage-backed securities | $3,411,000 | 5,278 |
| Certificates of participation in pools of residential mortgages | $1,809,000 | 5,104 |
| Issued or guaranteed by U.S. | $1,809,000 | 5,071 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,602,000 | 3,737 |
| CMOs issued by government agencies or sponsored agencies | $1,602,000 | 3,568 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,473,000 | 3,530 |
| Available-for-sale securities (fair market value) | $14,952,000 | 4,889 |
| Total debt securities | $23,911,000 | 4,770 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 2,392 |
| Fair value | $1,108,000 | 2,415 |
| 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 | $19,172,000 | 6,062 |
| U.S. Government securities | $10,290,000 | 7,623 |
| U.S. Treasury securities | $2,053,000 | 8,118 |
| U.S. Government agency obligations | $8,237,000 | 6,073 |
| Securities issued by states & political subdivisions | $5,949,000 | 2,525 |
| Other domestic debt securities | $2,789,000 | 1,685 |
| 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 | $2,789,000 | 1,321 |
| Foreign debt securities | NA | NA |
| Equity securities | $144,000 | 5,385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,366,000 | 7,889 |
| Mortgage-backed securities | $4,291,000 | 5,061 |
| Certificates of participation in pools of residential mortgages | $2,318,000 | 4,908 |
| Issued or guaranteed by U.S. | $2,318,000 | 4,882 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,973,000 | 3,659 |
| CMOs issued by government agencies or sponsored agencies | $1,973,000 | 3,489 |
| 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) | $11,973,000 | 5,071 |
| Available-for-sale securities (fair market value) | $7,199,000 | 5,789 |
| Total debt securities | $19,028,000 | 5,996 |
| 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 | $22,793,000 | 5,583 |
| U.S. Government securities | $13,063,000 | 6,827 |
| U.S. Treasury securities | $3,014,000 | 7,331 |
| U.S. Government agency obligations | $10,049,000 | 5,546 |
| Securities issued by states & political subdivisions | $5,161,000 | 2,933 |
| Other domestic debt securities | $4,432,000 | 1,500 |
| 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 | $4,432,000 | 1,131 |
| Foreign debt securities | NA | NA |
| Equity securities | $137,000 | 5,148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,058,000 | 5,936 |
| Mortgage-backed securities | $4,079,000 | 5,773 |
| Certificates of participation in pools of residential mortgages | $3,785,000 | 4,377 |
| Issued or guaranteed by U.S. | $3,785,000 | 4,338 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $294,000 | 6,130 |
| CMOs issued by government agencies or sponsored agencies | $294,000 | 5,870 |
| 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 | $22,656,000 | 5,479 |
| 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 | $20,370,000 | 6,046 |
| U.S. Government securities | $12,268,000 | 7,149 |
| U.S. Treasury securities | $4,993,000 | 5,857 |
| U.S. Government agency obligations | $7,275,000 | 6,690 |
| Securities issued by states & political subdivisions | $3,634,000 | 3,561 |
| Other domestic debt securities | $4,331,000 | 1,848 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,331,000 | 1,310 |
| Foreign debt securities | NA | NA |
| Equity securities | $137,000 | 4,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,508,000 | 7,792 |
| Mortgage-backed securities | $3,159,000 | 6,644 |
| Certificates of participation in pools of residential mortgages | $2,866,000 | 5,290 |
| Issued or guaranteed by U.S. | $2,866,000 | 5,233 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $293,000 | 6,363 |
| CMOs issued by government agencies or sponsored agencies | $293,000 | 5,923 |
| Privately issued | $0 | 3,547 |
| 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 | $20,233,000 | 5,951 |
| 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 |