Home > First American Bank > Securities
First American Bank, Securities
| 2019-12-31 | Rank | |
| Total securities | $107,650,000 | 1,192 |
| U.S. Government securities | $81,917,000 | 984 |
| U.S. Treasury securities | $30,972,000 | 211 |
| U.S. Government agency obligations | $50,945,000 | 1,355 |
| Securities issued by states & political subdivisions | $25,383,000 | 1,279 |
| Other domestic debt securities | $350,000 | 1,774 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $350,000 | 1,371 |
| 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 | $94,769,000 | 565 |
| Mortgage-backed securities | $39,460,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $6,294,000 | 2,426 |
| Issued or guaranteed by U.S. | $6,294,000 | 2,364 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $33,166,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $33,166,000 | 537 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $350,000 | 1,529 |
| Available-for-sale securities (fair market value) | $107,300,000 | 1,080 |
| Total debt securities | $107,650,000 | 1,165 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $97,419,000 | 1,289 |
| U.S. Government securities | $55,371,000 | 1,344 |
| U.S. Treasury securities | $1,006,000 | 1,119 |
| U.S. Government agency obligations | $54,365,000 | 1,273 |
| Securities issued by states & political subdivisions | $41,698,000 | 788 |
| Other domestic debt securities | $350,000 | 1,813 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $350,000 | 1,375 |
| 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 | $76,503,000 | 673 |
| Mortgage-backed securities | $42,903,000 | 1,233 |
| Certificates of participation in pools of residential mortgages | $6,819,000 | 2,317 |
| Issued or guaranteed by U.S. | $6,819,000 | 2,249 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $36,084,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $36,084,000 | 500 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $350,000 | 1,598 |
| Available-for-sale securities (fair market value) | $97,069,000 | 1,178 |
| Total debt securities | $97,419,000 | 1,273 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $133,801,000 | 994 |
| U.S. Government securities | $78,660,000 | 1,048 |
| U.S. Treasury securities | $1,006,000 | 1,139 |
| U.S. Government agency obligations | $77,654,000 | 1,000 |
| Securities issued by states & political subdivisions | $54,791,000 | 613 |
| Other domestic debt securities | $350,000 | 1,806 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $350,000 | 1,403 |
| 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 | $106,051,000 | 521 |
| Mortgage-backed securities | $66,211,000 | 881 |
| Certificates of participation in pools of residential mortgages | $24,142,000 | 1,116 |
| Issued or guaranteed by U.S. | $24,142,000 | 1,104 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $42,069,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $42,069,000 | 421 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $350,000 | 1,643 |
| Available-for-sale securities (fair market value) | $133,451,000 | 889 |
| Total debt securities | $133,801,000 | 982 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $168,089,000 | 795 |
| U.S. Government securities | $97,688,000 | 881 |
| U.S. Treasury securities | $10,974,000 | 432 |
| U.S. Government agency obligations | $86,714,000 | 908 |
| Securities issued by states & political subdivisions | $70,051,000 | 466 |
| Other domestic debt securities | $350,000 | 1,810 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $350,000 | 1,408 |
| 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 | $133,544,000 | 445 |
| Mortgage-backed securities | $70,350,000 | 830 |
| Certificates of participation in pools of residential mortgages | $25,376,000 | 1,099 |
| Issued or guaranteed by U.S. | $25,376,000 | 1,087 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $44,974,000 | 426 |
| CMOs issued by government agencies or sponsored agencies | $44,974,000 | 400 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $350,000 | 1,670 |
| Available-for-sale securities (fair market value) | $167,739,000 | 706 |
| Total debt securities | $168,089,000 | 786 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $180,733,000 | 753 |
| U.S. Government securities | $104,279,000 | 840 |
| U.S. Treasury securities | $10,911,000 | 421 |
| U.S. Government agency obligations | $93,368,000 | 861 |
| Securities issued by states & political subdivisions | $76,104,000 | 441 |
| Other domestic debt securities | $350,000 | 1,798 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $350,000 | 1,413 |
| 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 | $140,635,000 | 432 |
| Mortgage-backed securities | $73,570,000 | 798 |
| Certificates of participation in pools of residential mortgages | $25,827,000 | 1,094 |
| Issued or guaranteed by U.S. | $25,827,000 | 1,086 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $47,743,000 | 410 |
| CMOs issued by government agencies or sponsored agencies | $47,743,000 | 386 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $350,000 | 1,703 |
| Available-for-sale securities (fair market value) | $180,383,000 | 663 |
| Total debt securities | $180,733,000 | 744 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $179,209,000 | 758 |
| U.S. Government securities | $101,017,000 | 850 |
| U.S. Treasury securities | $973,000 | 1,244 |
| U.S. Government agency obligations | $100,044,000 | 806 |
| Securities issued by states & political subdivisions | $77,842,000 | 426 |
| Other domestic debt securities | $350,000 | 1,763 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $350,000 | 1,414 |
| 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 | $111,155,000 | 523 |
| Mortgage-backed securities | $77,847,000 | 763 |
| Certificates of participation in pools of residential mortgages | $26,351,000 | 1,097 |
| Issued or guaranteed by U.S. | $26,351,000 | 1,091 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $50,782,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $50,782,000 | 365 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $714,000 | 1,516 |
| Commercial mortgage pass-through securities | $714,000 | 1,143 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $350,000 | 1,741 |
| Available-for-sale securities (fair market value) | $178,859,000 | 664 |
| Total debt securities | $179,209,000 | 748 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $186,719,000 | 742 |
| U.S. Government securities | $107,279,000 | 811 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $107,279,000 | 762 |
| Securities issued by states & political subdivisions | $79,090,000 | 437 |
| Other domestic debt securities | $350,000 | 1,955 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $350,000 | 1,416 |
| 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 | $115,707,000 | 515 |
| Mortgage-backed securities | $81,088,000 | 750 |
| Certificates of participation in pools of residential mortgages | $25,165,000 | 1,161 |
| Issued or guaranteed by U.S. | $25,165,000 | 1,125 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $55,198,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $55,198,000 | 344 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $725,000 | 1,486 |
| Commercial mortgage pass-through securities | $725,000 | 1,119 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $350,000 | 1,767 |
| Available-for-sale securities (fair market value) | $186,369,000 | 643 |
| Total debt securities | $186,719,000 | 729 |
| 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 | $229,206,000 | 615 |
| U.S. Government securities | $142,010,000 | 645 |
| U.S. Treasury securities | $29,913,000 | 203 |
| U.S. Government agency obligations | $112,097,000 | 750 |
| Securities issued by states & political subdivisions | $86,846,000 | 388 |
| Other domestic debt securities | $350,000 | 1,790 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $350,000 | 1,461 |
| 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 | $121,492,000 | 504 |
| Mortgage-backed securities | $83,899,000 | 730 |
| Certificates of participation in pools of residential mortgages | $24,353,000 | 1,218 |
| Issued or guaranteed by U.S. | $24,353,000 | 1,215 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $59,546,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $59,546,000 | 333 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $350,000 | 1,791 |
| Available-for-sale securities (fair market value) | $228,856,000 | 543 |
| Total debt securities | $229,206,000 | 606 |
| 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 | $210,662,000 | 673 |
| U.S. Government securities | $118,557,000 | 768 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $118,557,000 | 729 |
| Securities issued by states & political subdivisions | $91,755,000 | 389 |
| Other domestic debt securities | $350,000 | 1,798 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $350,000 | 1,481 |
| 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 | $90,932,000 | 655 |
| Mortgage-backed securities | $90,237,000 | 694 |
| Certificates of participation in pools of residential mortgages | $25,757,000 | 1,191 |
| Issued or guaranteed by U.S. | $25,757,000 | 1,190 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $64,480,000 | 338 |
| CMOs issued by government agencies or sponsored agencies | $64,480,000 | 317 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $350,000 | 1,822 |
| Available-for-sale securities (fair market value) | $210,312,000 | 594 |
| Total debt securities | $210,662,000 | 666 |
| 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 | $222,226,000 | 636 |
| U.S. Government securities | $128,618,000 | 720 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $128,618,000 | 679 |
| Securities issued by states & political subdivisions | $93,258,000 | 385 |
| Other domestic debt securities | $350,000 | 1,824 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $350,000 | 1,517 |
| 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 | $88,262,000 | 668 |
| Mortgage-backed securities | $97,646,000 | 648 |
| Certificates of participation in pools of residential mortgages | $27,457,000 | 1,159 |
| Issued or guaranteed by U.S. | $27,457,000 | 1,157 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $70,189,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $70,189,000 | 308 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $350,000 | 1,873 |
| Available-for-sale securities (fair market value) | $221,876,000 | 560 |
| Total debt securities | $222,226,000 | 628 |
| 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 | $233,844,000 | 624 |
| U.S. Government securities | $140,185,000 | 670 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $140,185,000 | 635 |
| Securities issued by states & political subdivisions | $93,309,000 | 387 |
| Other domestic debt securities | $350,000 | 1,853 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $350,000 | 1,544 |
| 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 | $73,726,000 | 778 |
| Mortgage-backed securities | $104,707,000 | 624 |
| Certificates of participation in pools of residential mortgages | $28,748,000 | 1,143 |
| Issued or guaranteed by U.S. | $28,748,000 | 1,142 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $75,959,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $75,959,000 | 290 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $350,000 | 1,901 |
| Available-for-sale securities (fair market value) | $233,494,000 | 549 |
| Total debt securities | $233,844,000 | 614 |
| 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 | $249,318,000 | 602 |
| U.S. Government securities | $146,227,000 | 650 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $146,227,000 | 610 |
| Securities issued by states & political subdivisions | $102,741,000 | 358 |
| Other domestic debt securities | $350,000 | 1,923 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $350,000 | 1,592 |
| 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 | $77,882,000 | 763 |
| Mortgage-backed securities | $110,778,000 | 613 |
| Certificates of participation in pools of residential mortgages | $29,833,000 | 1,145 |
| Issued or guaranteed by U.S. | $29,833,000 | 1,144 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $80,945,000 | 300 |
| CMOs issued by government agencies or sponsored agencies | $80,945,000 | 276 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $350,000 | 1,939 |
| Available-for-sale securities (fair market value) | $248,968,000 | 527 |
| Total debt securities | $249,318,000 | 592 |
| 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 | $285,600,000 | 527 |
| U.S. Government securities | $166,980,000 | 570 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $166,980,000 | 536 |
| Securities issued by states & political subdivisions | $118,270,000 | 294 |
| Other domestic debt securities | $350,000 | 1,943 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $350,000 | 1,600 |
| 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 | $124,415,000 | 501 |
| Mortgage-backed securities | $118,529,000 | 556 |
| Certificates of participation in pools of residential mortgages | $30,984,000 | 1,104 |
| Issued or guaranteed by U.S. | $30,984,000 | 1,103 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $87,545,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $87,545,000 | 264 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $350,000 | 1,958 |
| Available-for-sale securities (fair market value) | $285,250,000 | 456 |
| Total debt securities | $285,600,000 | 519 |
| 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 | $305,332,000 | 501 |
| U.S. Government securities | $181,033,000 | 532 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $181,033,000 | 508 |
| Securities issued by states & political subdivisions | $123,949,000 | 268 |
| Other domestic debt securities | $350,000 | 1,953 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $350,000 | 1,605 |
| 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 | $137,326,000 | 468 |
| Mortgage-backed securities | $127,126,000 | 529 |
| Certificates of participation in pools of residential mortgages | $33,793,000 | 1,041 |
| Issued or guaranteed by U.S. | $33,793,000 | 1,040 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $93,333,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $93,333,000 | 265 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $350,000 | 1,975 |
| Available-for-sale securities (fair market value) | $304,982,000 | 421 |
| Total debt securities | $305,332,000 | 495 |
| 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 | $306,831,000 | 500 |
| U.S. Government securities | $180,963,000 | 549 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $180,963,000 | 521 |
| Securities issued by states & political subdivisions | $125,518,000 | 267 |
| Other domestic debt securities | $350,000 | 1,988 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $350,000 | 1,615 |
| 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 | $150,837,000 | 441 |
| Mortgage-backed securities | $124,385,000 | 550 |
| Certificates of participation in pools of residential mortgages | $35,220,000 | 1,033 |
| Issued or guaranteed by U.S. | $35,220,000 | 1,029 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $89,165,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $89,165,000 | 276 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $350,000 | 2,014 |
| Available-for-sale securities (fair market value) | $306,481,000 | 425 |
| Total debt securities | $306,831,000 | 492 |
| 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 | $321,008,000 | 487 |
| U.S. Government securities | $182,480,000 | 546 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $182,480,000 | 520 |
| Securities issued by states & political subdivisions | $138,178,000 | 222 |
| Other domestic debt securities | $350,000 | 2,003 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $350,000 | 1,625 |
| 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 | $167,294,000 | 406 |
| Mortgage-backed securities | $126,232,000 | 542 |
| Certificates of participation in pools of residential mortgages | $36,111,000 | 1,009 |
| Issued or guaranteed by U.S. | $36,111,000 | 1,008 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $90,121,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $90,121,000 | 279 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $350,000 | 2,055 |
| Available-for-sale securities (fair market value) | $320,658,000 | 411 |
| Total debt securities | $321,008,000 | 479 |
| 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 | $332,852,000 | 474 |
| U.S. Government securities | $185,528,000 | 539 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $185,528,000 | 510 |
| Securities issued by states & political subdivisions | $146,974,000 | 206 |
| Other domestic debt securities | $350,000 | 1,986 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $350,000 | 1,615 |
| 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 | $176,730,000 | 386 |
| Mortgage-backed securities | $129,652,000 | 523 |
| Certificates of participation in pools of residential mortgages | $33,882,000 | 1,074 |
| Issued or guaranteed by U.S. | $33,882,000 | 1,072 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $95,770,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $95,770,000 | 268 |
| 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) | $350,000 | 2,098 |
| Available-for-sale securities (fair market value) | $332,502,000 | 401 |
| Total debt securities | $332,852,000 | 467 |
| 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 | $334,241,000 | 472 |
| U.S. Government securities | $187,639,000 | 547 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $187,639,000 | 524 |
| Securities issued by states & political subdivisions | $146,252,000 | 206 |
| Other domestic debt securities | $350,000 | 2,014 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $350,000 | 1,625 |
| 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 | $173,556,000 | 395 |
| Mortgage-backed securities | $131,337,000 | 517 |
| Certificates of participation in pools of residential mortgages | $27,086,000 | 1,261 |
| Issued or guaranteed by U.S. | $27,086,000 | 1,261 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $104,251,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $104,251,000 | 254 |
| 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) | $350,000 | 2,110 |
| Available-for-sale securities (fair market value) | $333,891,000 | 390 |
| Total debt securities | $334,241,000 | 464 |
| 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 | $335,826,000 | 467 |
| U.S. Government securities | $193,037,000 | 541 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $193,037,000 | 520 |
| Securities issued by states & political subdivisions | $142,439,000 | 204 |
| Other domestic debt securities | $350,000 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $350,000 | 1,644 |
| 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 | $188,427,000 | 379 |
| Mortgage-backed securities | $136,995,000 | 508 |
| Certificates of participation in pools of residential mortgages | $20,922,000 | 1,570 |
| Issued or guaranteed by U.S. | $20,922,000 | 1,570 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $116,073,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $116,073,000 | 246 |
| 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) | $350,000 | 2,158 |
| Available-for-sale securities (fair market value) | $335,476,000 | 391 |
| Total debt securities | $335,826,000 | 460 |
| 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 | $351,163,000 | 450 |
| U.S. Government securities | $200,736,000 | 525 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $200,736,000 | 504 |
| Securities issued by states & political subdivisions | $150,077,000 | 190 |
| Other domestic debt securities | $350,000 | 2,080 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $350,000 | 1,673 |
| 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 | $210,942,000 | 346 |
| Mortgage-backed securities | $144,222,000 | 506 |
| Certificates of participation in pools of residential mortgages | $17,896,000 | 1,763 |
| Issued or guaranteed by U.S. | $17,896,000 | 1,763 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $126,326,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $126,326,000 | 233 |
| Privately issued | $0 | 776 |
| 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) | $350,000 | 2,156 |
| Available-for-sale securities (fair market value) | $350,813,000 | 374 |
| Total debt securities | $351,163,000 | 445 |
| 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 | $361,797,000 | 439 |
| U.S. Government securities | $205,214,000 | 520 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $205,214,000 | 501 |
| Securities issued by states & political subdivisions | $156,233,000 | 174 |
| Other domestic debt securities | $350,000 | 2,103 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $350,000 | 1,703 |
| 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 | $225,288,000 | 318 |
| Mortgage-backed securities | $148,495,000 | 494 |
| Certificates of participation in pools of residential mortgages | $17,712,000 | 1,823 |
| Issued or guaranteed by U.S. | $17,712,000 | 1,821 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $130,783,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $130,783,000 | 231 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $350,000 | 2,184 |
| Available-for-sale securities (fair market value) | $361,447,000 | 356 |
| Total debt securities | $361,797,000 | 430 |
| 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 | $371,466,000 | 424 |
| U.S. Government securities | $214,030,000 | 497 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $214,030,000 | 479 |
| Securities issued by states & political subdivisions | $157,086,000 | 168 |
| Other domestic debt securities | $350,000 | 2,166 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $350,000 | 1,734 |
| 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 | $237,037,000 | 299 |
| Mortgage-backed securities | $150,482,000 | 491 |
| Certificates of participation in pools of residential mortgages | $11,906,000 | 2,364 |
| Issued or guaranteed by U.S. | $11,906,000 | 2,361 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $138,576,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $138,576,000 | 230 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $350,000 | 2,220 |
| Available-for-sale securities (fair market value) | $371,116,000 | 344 |
| Total debt securities | $371,466,000 | 418 |
| 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 | $380,645,000 | 417 |
| U.S. Government securities | $229,114,000 | 474 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $229,114,000 | 457 |
| Securities issued by states & political subdivisions | $151,181,000 | 174 |
| Other domestic debt securities | $350,000 | 2,217 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $350,000 | 1,787 |
| 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 | $248,073,000 | 295 |
| Mortgage-backed securities | $155,774,000 | 478 |
| Certificates of participation in pools of residential mortgages | $9,160,000 | 2,760 |
| Issued or guaranteed by U.S. | $9,160,000 | 2,760 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $146,614,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $146,614,000 | 215 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $350,000 | 2,240 |
| Available-for-sale securities (fair market value) | $380,295,000 | 343 |
| Total debt securities | $380,645,000 | 411 |
| 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 | $390,460,000 | 404 |
| U.S. Government securities | $233,597,000 | 469 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $233,597,000 | 453 |
| Securities issued by states & political subdivisions | $156,513,000 | 165 |
| Other domestic debt securities | $350,000 | 2,271 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $350,000 | 1,833 |
| 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 | $230,496,000 | 313 |
| Mortgage-backed securities | $157,911,000 | 470 |
| Certificates of participation in pools of residential mortgages | $6,678,000 | 3,140 |
| Issued or guaranteed by U.S. | $6,678,000 | 3,140 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $151,233,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $151,233,000 | 208 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $350,000 | 2,246 |
| Available-for-sale securities (fair market value) | $390,110,000 | 340 |
| Total debt securities | $390,460,000 | 396 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $397,200,000 | 396 |
| U.S. Government securities | $237,833,000 | 465 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $237,833,000 | 448 |
| Securities issued by states & political subdivisions | $159,017,000 | 160 |
| Other domestic debt securities | $350,000 | 2,328 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $350,000 | 1,874 |
| 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 | $241,959,000 | 295 |
| Mortgage-backed securities | $158,441,000 | 468 |
| Certificates of participation in pools of residential mortgages | $5,557,000 | 3,364 |
| Issued or guaranteed by U.S. | $5,557,000 | 3,362 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $152,884,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $152,884,000 | 203 |
| 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) | $350,000 | 2,252 |
| Available-for-sale securities (fair market value) | $396,850,000 | 339 |
| Total debt securities | $397,200,000 | 388 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $421,997,000 | 366 |
| U.S. Government securities | $261,945,000 | 421 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $261,945,000 | 408 |
| Securities issued by states & political subdivisions | $159,702,000 | 154 |
| Other domestic debt securities | $350,000 | 2,389 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $350,000 | 1,909 |
| 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 | $252,238,000 | 274 |
| Mortgage-backed securities | $170,603,000 | 449 |
| Certificates of participation in pools of residential mortgages | $5,753,000 | 3,339 |
| Issued or guaranteed by U.S. | $5,753,000 | 3,336 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $164,850,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $164,850,000 | 203 |
| 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) | $350,000 | 2,245 |
| Available-for-sale securities (fair market value) | $421,647,000 | 313 |
| Total debt securities | $421,997,000 | 358 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $429,095,000 | 358 |
| U.S. Government securities | $281,083,000 | 391 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $281,083,000 | 376 |
| Securities issued by states & political subdivisions | $147,662,000 | 169 |
| Other domestic debt securities | $350,000 | 2,458 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $350,000 | 1,952 |
| 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 | $237,686,000 | 272 |
| Mortgage-backed securities | $177,120,000 | 439 |
| Certificates of participation in pools of residential mortgages | $5,840,000 | 3,304 |
| Issued or guaranteed by U.S. | $5,840,000 | 3,301 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $171,280,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $171,280,000 | 196 |
| 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) | $350,000 | 2,188 |
| Available-for-sale securities (fair market value) | $428,745,000 | 311 |
| Total debt securities | $429,095,000 | 350 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $391,388,000 | 392 |
| U.S. Government securities | $247,619,000 | 460 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $247,619,000 | 444 |
| Securities issued by states & political subdivisions | $143,419,000 | 173 |
| Other domestic debt securities | $350,000 | 2,456 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $350,000 | 1,928 |
| 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 | $242,157,000 | 281 |
| Mortgage-backed securities | $168,523,000 | 465 |
| Certificates of participation in pools of residential mortgages | $4,988,000 | 3,524 |
| Issued or guaranteed by U.S. | $4,988,000 | 3,522 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $163,535,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $163,535,000 | 210 |
| 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) | $350,000 | 2,175 |
| Available-for-sale securities (fair market value) | $391,038,000 | 341 |
| Total debt securities | $391,388,000 | 387 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $406,625,000 | 371 |
| U.S. Government securities | $267,006,000 | 419 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $267,006,000 | 405 |
| Securities issued by states & political subdivisions | $139,269,000 | 175 |
| Other domestic debt securities | $350,000 | 2,449 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $350,000 | 1,895 |
| 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 | $265,597,000 | 261 |
| Mortgage-backed securities | $180,477,000 | 442 |
| Certificates of participation in pools of residential mortgages | $5,208,000 | 3,476 |
| Issued or guaranteed by U.S. | $5,208,000 | 3,474 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $175,269,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $175,269,000 | 200 |
| 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) | $350,000 | 2,206 |
| Available-for-sale securities (fair market value) | $406,275,000 | 323 |
| Total debt securities | $406,625,000 | 364 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $397,866,000 | 384 |
| U.S. Government securities | $272,866,000 | 420 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $272,866,000 | 401 |
| Securities issued by states & political subdivisions | $124,650,000 | 194 |
| Other domestic debt securities | $350,000 | 2,515 |
| 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 | $350,000 | 1,959 |
| 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 | $236,634,000 | 291 |
| Mortgage-backed securities | $196,319,000 | 427 |
| Certificates of participation in pools of residential mortgages | $4,428,000 | 3,813 |
| Issued or guaranteed by U.S. | $4,428,000 | 3,811 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $191,891,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $191,891,000 | 195 |
| 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) | $350,000 | 2,249 |
| Available-for-sale securities (fair market value) | $397,516,000 | 341 |
| Total debt securities | $397,516,000 | 381 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $388,217,000 | 397 |
| U.S. Government securities | $279,925,000 | 404 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $279,925,000 | 384 |
| Securities issued by states & political subdivisions | $107,942,000 | 220 |
| Other domestic debt securities | $350,000 | 2,507 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $350,000 | 1,951 |
| 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 | $250,066,000 | 271 |
| Mortgage-backed securities | $206,939,000 | 408 |
| Certificates of participation in pools of residential mortgages | $3,266,000 | 4,125 |
| Issued or guaranteed by U.S. | $3,266,000 | 4,123 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $203,673,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $203,673,000 | 190 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $350,000 | 2,277 |
| Available-for-sale securities (fair market value) | $387,867,000 | 352 |
| Total debt securities | $387,867,000 | 389 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $406,375,000 | 385 |
| U.S. Government securities | $295,893,000 | 383 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $295,893,000 | 372 |
| Securities issued by states & political subdivisions | $110,132,000 | 210 |
| Other domestic debt securities | $350,000 | 2,488 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $350,000 | 1,946 |
| 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 | $243,017,000 | 281 |
| Mortgage-backed securities | $218,068,000 | 399 |
| Certificates of participation in pools of residential mortgages | $3,320,000 | 4,124 |
| Issued or guaranteed by U.S. | $3,320,000 | 4,120 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $214,748,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $214,748,000 | 192 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $350,000 | 2,328 |
| Available-for-sale securities (fair market value) | $406,025,000 | 345 |
| Total debt securities | $406,025,000 | 380 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $430,757,000 | 357 |
| U.S. Government securities | $320,761,000 | 342 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $320,761,000 | 332 |
| Securities issued by states & political subdivisions | $109,646,000 | 200 |
| Other domestic debt securities | $350,000 | 2,479 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $350,000 | 1,869 |
| 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 | $264,338,000 | 237 |
| Mortgage-backed securities | $238,631,000 | 364 |
| Certificates of participation in pools of residential mortgages | $6,274,000 | 3,352 |
| Issued or guaranteed by U.S. | $6,274,000 | 3,351 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $232,357,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $232,357,000 | 166 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $350,000 | 2,428 |
| Available-for-sale securities (fair market value) | $430,407,000 | 317 |
| Total debt securities | $430,407,000 | 349 |
| 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 | $406,520,000 | 361 |
| U.S. Government securities | $319,024,000 | 327 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $319,024,000 | 318 |
| Securities issued by states & political subdivisions | $87,146,000 | 261 |
| Other domestic debt securities | $350,000 | 2,477 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $350,000 | 1,841 |
| 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 | $162,824,000 | 371 |
| Mortgage-backed securities | $223,647,000 | 366 |
| Certificates of participation in pools of residential mortgages | $11,567,000 | 2,465 |
| Issued or guaranteed by U.S. | $11,567,000 | 2,458 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $212,080,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $212,080,000 | 176 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $350,000 | 2,449 |
| Available-for-sale securities (fair market value) | $406,170,000 | 318 |
| Total debt securities | $406,170,000 | 351 |
| 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 | $415,757,000 | 353 |
| U.S. Government securities | $343,771,000 | 317 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $343,771,000 | 308 |
| Securities issued by states & political subdivisions | $71,636,000 | 327 |
| Other domestic debt securities | $350,000 | 2,431 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $350,000 | 1,768 |
| 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 | $172,855,000 | 354 |
| Mortgage-backed securities | $192,755,000 | 396 |
| Certificates of participation in pools of residential mortgages | $17,055,000 | 1,890 |
| Issued or guaranteed by U.S. | $17,055,000 | 1,888 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $175,700,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $175,700,000 | 193 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $350,000 | 2,484 |
| Available-for-sale securities (fair market value) | $415,407,000 | 311 |
| Total debt securities | $415,757,000 | 341 |
| 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 | $386,631,000 | 370 |
| U.S. Government securities | $314,173,000 | 342 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $314,173,000 | 329 |
| Securities issued by states & political subdivisions | $72,108,000 | 318 |
| Other domestic debt securities | $350,000 | 2,480 |
| 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 | $350,000 | 1,816 |
| 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 | $177,505,000 | 340 |
| Mortgage-backed securities | $158,429,000 | 462 |
| Certificates of participation in pools of residential mortgages | $15,611,000 | 1,952 |
| Issued or guaranteed by U.S. | $15,611,000 | 1,949 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $142,818,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $142,818,000 | 219 |
| 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) | $350,000 | 2,490 |
| Available-for-sale securities (fair market value) | $386,281,000 | 330 |
| Total debt securities | $386,631,000 | 364 |
| 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 | $348,601,000 | 405 |
| U.S. Government securities | $274,689,000 | 375 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $274,689,000 | 362 |
| Securities issued by states & political subdivisions | $73,562,000 | 300 |
| Other domestic debt securities | $350,000 | 2,629 |
| 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 | $350,000 | 1,823 |
| 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 | $191,146,000 | 311 |
| Mortgage-backed securities | $94,807,000 | 698 |
| Certificates of participation in pools of residential mortgages | $3,234,000 | 3,827 |
| Issued or guaranteed by U.S. | $3,234,000 | 3,817 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $91,573,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $91,573,000 | 292 |
| 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) | $350,000 | 2,512 |
| Available-for-sale securities (fair market value) | $348,251,000 | 360 |
| Total debt securities | $348,601,000 | 402 |
| 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 | $309,267,000 | 431 |
| U.S. Government securities | $231,200,000 | 420 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $231,200,000 | 401 |
| Securities issued by states & political subdivisions | $77,717,000 | 256 |
| Other domestic debt securities | $350,000 | 2,710 |
| 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 | $350,000 | 1,845 |
| 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 | $242,183,000 | 239 |
| Mortgage-backed securities | $66,442,000 | 909 |
| Certificates of participation in pools of residential mortgages | $3,357,000 | 3,776 |
| Issued or guaranteed by U.S. | $3,357,000 | 3,768 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $63,085,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $63,085,000 | 387 |
| 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) | $350,000 | 2,581 |
| Available-for-sale securities (fair market value) | $308,917,000 | 379 |
| Total debt securities | $309,267,000 | 421 |
| 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 | $314,054,000 | 412 |
| U.S. Government securities | $219,922,000 | 437 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $219,922,000 | 419 |
| Securities issued by states & political subdivisions | $93,782,000 | 177 |
| Other domestic debt securities | $350,000 | 2,695 |
| 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 | $350,000 | 1,789 |
| 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 | $254,813,000 | 239 |
| Mortgage-backed securities | $64,498,000 | 919 |
| Certificates of participation in pools of residential mortgages | $3,424,000 | 3,787 |
| Issued or guaranteed by U.S. | $3,424,000 | 3,780 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $61,074,000 | 466 |
| CMOs issued by government agencies or sponsored agencies | $61,074,000 | 375 |
| 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) | $350,000 | 2,639 |
| Available-for-sale securities (fair market value) | $313,704,000 | 363 |
| Total debt securities | $314,055,000 | 408 |
| 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 | $261,487,000 | 502 |
| U.S. Government securities | $175,600,000 | 549 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $175,600,000 | 520 |
| Securities issued by states & political subdivisions | $85,537,000 | 198 |
| Other domestic debt securities | $350,000 | 2,758 |
| 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 | $350,000 | 1,811 |
| 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 | $251,304,000 | 252 |
| Mortgage-backed securities | $22,746,000 | 2,081 |
| Certificates of participation in pools of residential mortgages | $4,052,000 | 3,714 |
| Issued or guaranteed by U.S. | $4,052,000 | 3,708 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $18,694,000 | 982 |
| CMOs issued by government agencies or sponsored agencies | $18,694,000 | 806 |
| 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) | $350,000 | 2,697 |
| Available-for-sale securities (fair market value) | $261,137,000 | 438 |
| Total debt securities | $261,487,000 | 497 |
| 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 | $280,380,000 | 464 |
| U.S. Government securities | $176,634,000 | 532 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $176,634,000 | 513 |
| Securities issued by states & political subdivisions | $103,396,000 | 155 |
| Other domestic debt securities | $350,000 | 2,829 |
| 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 | $350,000 | 1,855 |
| 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 | $274,748,000 | 232 |
| Mortgage-backed securities | $63,798,000 | 955 |
| Certificates of participation in pools of residential mortgages | $40,917,000 | 946 |
| Issued or guaranteed by U.S. | $40,917,000 | 938 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $22,881,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $22,881,000 | 692 |
| 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) | $350,000 | 2,756 |
| Available-for-sale securities (fair market value) | $280,030,000 | 407 |
| Total debt securities | $280,380,000 | 457 |
| 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 | $282,367,000 | 465 |
| U.S. Government securities | $181,829,000 | 501 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $181,829,000 | 485 |
| Securities issued by states & political subdivisions | $100,188,000 | 169 |
| Other domestic debt securities | $350,000 | 2,918 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $350,000 | 1,944 |
| 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 | $240,377,000 | 262 |
| Mortgage-backed securities | $68,582,000 | 906 |
| Certificates of participation in pools of residential mortgages | $44,677,000 | 902 |
| Issued or guaranteed by U.S. | $44,677,000 | 893 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $23,905,000 | 824 |
| CMOs issued by government agencies or sponsored agencies | $23,905,000 | 648 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $350,000 | 2,836 |
| Available-for-sale securities (fair market value) | $282,017,000 | 403 |
| Total debt securities | $282,367,000 | 452 |
| 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 | $266,585,000 | 488 |
| U.S. Government securities | $172,079,000 | 523 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $172,079,000 | 506 |
| Securities issued by states & political subdivisions | $94,156,000 | 182 |
| Other domestic debt securities | $350,000 | 2,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $350,000 | 2,011 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,400,000 | 279 |
| Mortgage-backed securities | $55,929,000 | 1,101 |
| Certificates of participation in pools of residential mortgages | $35,216,000 | 1,130 |
| Issued or guaranteed by U.S. | $35,216,000 | 1,122 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $20,713,000 | 883 |
| CMOs issued by government agencies or sponsored agencies | $20,713,000 | 680 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $350,000 | 2,876 |
| Available-for-sale securities (fair market value) | $266,235,000 | 417 |
| Total debt securities | $266,585,000 | 476 |
| 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 | $246,109,000 | 518 |
| U.S. Government securities | $166,131,000 | 539 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $166,131,000 | 520 |
| Securities issued by states & political subdivisions | $79,628,000 | 214 |
| Other domestic debt securities | $350,000 | 2,906 |
| 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 | $350,000 | 2,112 |
| 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 | $222,666,000 | 291 |
| Mortgage-backed securities | $100,129,000 | 656 |
| Certificates of participation in pools of residential mortgages | $64,837,000 | 667 |
| Issued or guaranteed by U.S. | $64,837,000 | 655 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $35,292,000 | 629 |
| CMOs issued by government agencies or sponsored agencies | $35,292,000 | 447 |
| 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) | $350,000 | 2,917 |
| Available-for-sale securities (fair market value) | $245,759,000 | 449 |
| Total debt securities | $246,109,000 | 503 |
| 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 | $292,485,000 | 430 |
| U.S. Government securities | $206,833,000 | 419 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $206,833,000 | 407 |
| Securities issued by states & political subdivisions | $85,302,000 | 194 |
| Other domestic debt securities | $350,000 | 2,847 |
| 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 | $350,000 | 2,068 |
| 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 | $273,269,000 | 249 |
| Mortgage-backed securities | $160,492,000 | 434 |
| Certificates of participation in pools of residential mortgages | $80,226,000 | 539 |
| Issued or guaranteed by U.S. | $80,226,000 | 533 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $80,266,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $80,266,000 | 245 |
| 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) | $350,000 | 2,946 |
| Available-for-sale securities (fair market value) | $292,135,000 | 369 |
| Total debt securities | $292,485,000 | 422 |
| 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 | $271,026,000 | 460 |
| U.S. Government securities | $188,344,000 | 455 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $188,344,000 | 442 |
| Securities issued by states & political subdivisions | $82,332,000 | 185 |
| Other domestic debt securities | $350,000 | 2,812 |
| 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 | $350,000 | 2,042 |
| 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 | $223,436,000 | 283 |
| Mortgage-backed securities | $127,855,000 | 506 |
| Certificates of participation in pools of residential mortgages | $56,284,000 | 710 |
| Issued or guaranteed by U.S. | $56,284,000 | 700 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $71,571,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $71,571,000 | 240 |
| 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) | $350,000 | 2,962 |
| Available-for-sale securities (fair market value) | $270,676,000 | 390 |
| Total debt securities | $271,025,000 | 451 |
| 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 | $263,699,000 | 470 |
| U.S. Government securities | $181,743,000 | 470 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $181,743,000 | 459 |
| Securities issued by states & political subdivisions | $81,606,000 | 192 |
| Other domestic debt securities | $350,000 | 2,782 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,057 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,887,000 | 316 |
| Mortgage-backed securities | $120,214,000 | 530 |
| Certificates of participation in pools of residential mortgages | $49,637,000 | 797 |
| Issued or guaranteed by U.S. | $49,637,000 | 787 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $70,577,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $70,577,000 | 240 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $350,000 | 2,981 |
| Available-for-sale securities (fair market value) | $263,349,000 | 403 |
| Total debt securities | $263,699,000 | 456 |
| 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 | $282,066,000 | 448 |
| U.S. Government securities | $200,761,000 | 432 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $200,761,000 | 421 |
| Securities issued by states & political subdivisions | $80,955,000 | 190 |
| Other domestic debt securities | $350,000 | 2,726 |
| 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 | $350,000 | 2,013 |
| 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 | $231,577,000 | 275 |
| Mortgage-backed securities | $128,179,000 | 487 |
| Certificates of participation in pools of residential mortgages | $54,749,000 | 688 |
| Issued or guaranteed by U.S. | $54,749,000 | 680 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $73,430,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $73,430,000 | 230 |
| 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) | $350,000 | 3,015 |
| Available-for-sale securities (fair market value) | $281,716,000 | 387 |
| Total debt securities | $282,065,000 | 435 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,599 |
| Fair value | $501,000 | 1,548 |
| 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 | $302,722,000 | 417 |
| U.S. Government securities | $224,535,000 | 392 |
| U.S. Treasury securities | $1,999,000 | 574 |
| U.S. Government agency obligations | $222,536,000 | 383 |
| Securities issued by states & political subdivisions | $77,837,000 | 199 |
| Other domestic debt securities | $350,000 | 2,560 |
| 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 | $350,000 | 1,888 |
| 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 | $228,498,000 | 277 |
| Mortgage-backed securities | $129,923,000 | 451 |
| Certificates of participation in pools of residential mortgages | $60,136,000 | 571 |
| Issued or guaranteed by U.S. | $60,136,000 | 563 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $69,787,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $69,787,000 | 242 |
| 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) | $350,000 | 3,065 |
| Available-for-sale securities (fair market value) | $302,372,000 | 361 |
| Total debt securities | $302,722,000 | 404 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,058 |
| Fair value | $496,000 | 2,122 |
| 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 | $281,786,000 | 445 |
| U.S. Government securities | $216,147,000 | 419 |
| U.S. Treasury securities | $2,994,000 | 483 |
| U.S. Government agency obligations | $213,153,000 | 410 |
| Securities issued by states & political subdivisions | $64,589,000 | 249 |
| Other domestic debt securities | $1,050,000 | 1,919 |
| 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 | $1,050,000 | 1,324 |
| 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 | $240,331,000 | 261 |
| Mortgage-backed securities | $110,932,000 | 493 |
| Certificates of participation in pools of residential mortgages | $58,347,000 | 568 |
| Issued or guaranteed by U.S. | $58,347,000 | 561 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $52,585,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $52,585,000 | 289 |
| 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) | $1,050,000 | 2,697 |
| Available-for-sale securities (fair market value) | $280,736,000 | 380 |
| Total debt securities | $281,786,000 | 434 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,479 |
| Fair value | $1,492,000 | 1,490 |
| 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 | $241,130,000 | 513 |
| U.S. Government securities | $180,828,000 | 490 |
| U.S. Treasury securities | $2,973,000 | 542 |
| U.S. Government agency obligations | $177,855,000 | 482 |
| Securities issued by states & political subdivisions | $58,852,000 | 280 |
| Other domestic debt securities | $1,450,000 | 1,709 |
| 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 | $1,450,000 | 1,183 |
| 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 | $199,482,000 | 303 |
| Mortgage-backed securities | $80,255,000 | 631 |
| Certificates of participation in pools of residential mortgages | $51,505,000 | 641 |
| Issued or guaranteed by U.S. | $51,505,000 | 630 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $28,750,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $28,750,000 | 434 |
| 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) | $1,450,000 | 2,576 |
| Available-for-sale securities (fair market value) | $239,680,000 | 442 |
| Total debt securities | $241,130,000 | 502 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,561 |
| Fair value | $1,481,000 | 1,570 |
| 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 | $242,913,000 | 514 |
| U.S. Government securities | $186,817,000 | 485 |
| U.S. Treasury securities | $2,963,000 | 590 |
| U.S. Government agency obligations | $183,854,000 | 476 |
| Securities issued by states & political subdivisions | $54,446,000 | 311 |
| Other domestic debt securities | $1,650,000 | 1,627 |
| 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 | $1,650,000 | 1,119 |
| 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 | $180,483,000 | 323 |
| Mortgage-backed securities | $80,047,000 | 632 |
| Certificates of participation in pools of residential mortgages | $54,219,000 | 606 |
| Issued or guaranteed by U.S. | $54,219,000 | 595 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $25,828,000 | 600 |
| CMOs issued by government agencies or sponsored agencies | $25,828,000 | 457 |
| 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) | $1,650,000 | 2,525 |
| Available-for-sale securities (fair market value) | $241,263,000 | 438 |
| Total debt securities | $242,914,000 | 503 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,642 |
| Fair value | $1,485,000 | 1,653 |
| 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 | $249,460,000 | 508 |
| U.S. Government securities | $196,148,000 | 472 |
| U.S. Treasury securities | $2,952,000 | 638 |
| U.S. Government agency obligations | $193,196,000 | 461 |
| Securities issued by states & political subdivisions | $51,162,000 | 332 |
| Other domestic debt securities | $2,150,000 | 1,465 |
| 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 | $2,150,000 | 1,002 |
| 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 | $190,039,000 | 311 |
| Mortgage-backed securities | $83,177,000 | 625 |
| Certificates of participation in pools of residential mortgages | $57,597,000 | 584 |
| Issued or guaranteed by U.S. | $57,597,000 | 576 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $25,580,000 | 599 |
| CMOs issued by government agencies or sponsored agencies | $25,580,000 | 470 |
| 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) | $2,150,000 | 2,422 |
| Available-for-sale securities (fair market value) | $247,310,000 | 435 |
| Total debt securities | $249,460,000 | 495 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,743 |
| Fair value | $1,482,000 | 1,747 |
| 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 | $178,213,000 | 712 |
| U.S. Government securities | $140,740,000 | 671 |
| U.S. Treasury securities | $2,946,000 | 662 |
| U.S. Government agency obligations | $137,794,000 | 669 |
| Securities issued by states & political subdivisions | $35,323,000 | 508 |
| Other domestic debt securities | $2,150,000 | 1,472 |
| 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 | $2,150,000 | 1,005 |
| 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 | $141,999,000 | 399 |
| Mortgage-backed securities | $39,979,000 | 1,105 |
| Certificates of participation in pools of residential mortgages | $20,956,000 | 1,282 |
| Issued or guaranteed by U.S. | $20,956,000 | 1,271 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $19,023,000 | 710 |
| CMOs issued by government agencies or sponsored agencies | $19,023,000 | 563 |
| 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) | $2,150,000 | 2,470 |
| Available-for-sale securities (fair market value) | $176,063,000 | 595 |
| Total debt securities | $178,213,000 | 698 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,826 |
| Fair value | $1,477,000 | 1,836 |
| 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 | $163,373,000 | 775 |
| U.S. Government securities | $139,772,000 | 671 |
| U.S. Treasury securities | $7,913,000 | 359 |
| U.S. Government agency obligations | $131,859,000 | 684 |
| Securities issued by states & political subdivisions | $23,601,000 | 817 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,568,000 | 377 |
| Mortgage-backed securities | $37,419,000 | 1,176 |
| Certificates of participation in pools of residential mortgages | $16,260,000 | 1,556 |
| Issued or guaranteed by U.S. | $16,260,000 | 1,547 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $21,159,000 | 662 |
| CMOs issued by government agencies or sponsored agencies | $21,159,000 | 518 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $163,373,000 | 648 |
| Total debt securities | $163,373,000 | 764 |
| 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 | $151,324,000 | 827 |
| U.S. Government securities | $129,408,000 | 726 |
| U.S. Treasury securities | $1,935,000 | 928 |
| U.S. Government agency obligations | $127,473,000 | 708 |
| Securities issued by states & political subdivisions | $21,916,000 | 883 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,960,000 | 424 |
| Mortgage-backed securities | $40,431,000 | 1,110 |
| Certificates of participation in pools of residential mortgages | $17,620,000 | 1,486 |
| Issued or guaranteed by U.S. | $17,620,000 | 1,479 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $22,811,000 | 630 |
| CMOs issued by government agencies or sponsored agencies | $22,811,000 | 499 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $151,324,000 | 694 |
| Total debt securities | $151,324,000 | 809 |
| 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 | $176,772,000 | 728 |
| U.S. Government securities | $154,302,000 | 627 |
| U.S. Treasury securities | $21,937,000 | 193 |
| U.S. Government agency obligations | $132,365,000 | 689 |
| Securities issued by states & political subdivisions | $22,470,000 | 853 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,139,000 | 377 |
| Mortgage-backed securities | $43,909,000 | 1,053 |
| Certificates of participation in pools of residential mortgages | $18,573,000 | 1,442 |
| Issued or guaranteed by U.S. | $18,573,000 | 1,433 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $25,336,000 | 590 |
| CMOs issued by government agencies or sponsored agencies | $25,336,000 | 467 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $176,772,000 | 610 |
| Total debt securities | $176,772,000 | 712 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $158,926,000 | 794 |
| U.S. Government securities | $136,094,000 | 689 |
| U.S. Treasury securities | $1,952,000 | 941 |
| U.S. Government agency obligations | $134,142,000 | 672 |
| Securities issued by states & political subdivisions | $22,832,000 | 830 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,775,000 | 399 |
| Mortgage-backed securities | $46,270,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | $20,074,000 | 1,391 |
| Issued or guaranteed by U.S. | $20,074,000 | 1,381 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $26,196,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $26,196,000 | 458 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $158,926,000 | 664 |
| Total debt securities | $158,926,000 | 778 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $178,111,000 | 715 |
| U.S. Government securities | $155,642,000 | 618 |
| U.S. Treasury securities | $1,970,000 | 970 |
| U.S. Government agency obligations | $153,672,000 | 600 |
| Securities issued by states & political subdivisions | $22,469,000 | 838 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $170,570,000 | 335 |
| Mortgage-backed securities | $53,092,000 | 931 |
| Certificates of participation in pools of residential mortgages | $21,391,000 | 1,375 |
| Issued or guaranteed by U.S. | $21,391,000 | 1,362 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $31,701,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $31,701,000 | 418 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $178,111,000 | 595 |
| Total debt securities | $178,111,000 | 701 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $143,831,000 | 874 |
| U.S. Government securities | $115,554,000 | 815 |
| U.S. Treasury securities | $1,944,000 | 1,056 |
| U.S. Government agency obligations | $113,610,000 | 797 |
| Securities issued by states & political subdivisions | $21,277,000 | 880 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $7,000,000 | 404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,087,000 | 466 |
| Mortgage-backed securities | $53,638,000 | 965 |
| Certificates of participation in pools of residential mortgages | $15,641,000 | 1,752 |
| Issued or guaranteed by U.S. | $15,641,000 | 1,741 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $37,997,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $37,997,000 | 386 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $143,831,000 | 738 |
| Total debt securities | $136,831,000 | 889 |
| 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 | $132,742,000 | 962 |
| U.S. Government securities | $116,083,000 | 826 |
| U.S. Treasury securities | $2,981,000 | 878 |
| U.S. Government agency obligations | $113,102,000 | 812 |
| Securities issued by states & political subdivisions | $16,659,000 | 1,146 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,671,000 | 431 |
| Mortgage-backed securities | $58,627,000 | 909 |
| Certificates of participation in pools of residential mortgages | $15,016,000 | 1,822 |
| Issued or guaranteed by U.S. | $15,016,000 | 1,814 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $43,611,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $43,611,000 | 360 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $132,742,000 | 818 |
| Total debt securities | $132,742,000 | 936 |
| 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 | $127,108,000 | 1,002 |
| U.S. Government securities | $96,300,000 | 984 |
| U.S. Treasury securities | $3,001,000 | 835 |
| U.S. Government agency obligations | $93,299,000 | 968 |
| Securities issued by states & political subdivisions | $15,808,000 | 1,224 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $15,000,000 | 240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,629,000 | 476 |
| Mortgage-backed securities | $52,035,000 | 993 |
| Certificates of participation in pools of residential mortgages | $14,240,000 | 1,904 |
| Issued or guaranteed by U.S. | $14,240,000 | 1,896 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $37,795,000 | 489 |
| CMOs issued by government agencies or sponsored agencies | $37,795,000 | 393 |
| 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) | $127,108,000 | 860 |
| Total debt securities | $112,108,000 | 1,107 |
| 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 | $152,453,000 | 862 |
| U.S. Government securities | $93,099,000 | 1,032 |
| U.S. Treasury securities | $2,968,000 | 902 |
| U.S. Government agency obligations | $90,131,000 | 1,017 |
| Securities issued by states & political subdivisions | $14,354,000 | 1,356 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $45,000,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,661,000 | 535 |
| Mortgage-backed securities | $48,149,000 | 1,075 |
| Certificates of participation in pools of residential mortgages | $10,909,000 | 2,283 |
| Issued or guaranteed by U.S. | $10,909,000 | 2,273 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $37,240,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $37,240,000 | 404 |
| 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) | $152,453,000 | 739 |
| Total debt securities | $107,453,000 | 1,164 |
| 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 | $125,400,000 | 1,036 |
| U.S. Government securities | $79,322,000 | 1,193 |
| U.S. Treasury securities | $3,057,000 | 837 |
| U.S. Government agency obligations | $76,265,000 | 1,196 |
| Securities issued by states & political subdivisions | $19,078,000 | 1,008 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $27,000,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,968,000 | 910 |
| Mortgage-backed securities | $49,179,000 | 1,085 |
| Certificates of participation in pools of residential mortgages | $12,025,000 | 2,160 |
| Issued or guaranteed by U.S. | $12,025,000 | 2,152 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $37,154,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $37,154,000 | 430 |
| 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) | $125,400,000 | 878 |
| Total debt securities | $98,400,000 | 1,291 |
| 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 | $100,316,000 | 1,357 |
| U.S. Government securities | $83,094,000 | 1,197 |
| U.S. Treasury securities | $3,013,000 | 918 |
| U.S. Government agency obligations | $80,081,000 | 1,187 |
| Securities issued by states & political subdivisions | $17,222,000 | 1,131 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,473,000 | 753 |
| Mortgage-backed securities | $49,536,000 | 1,085 |
| Certificates of participation in pools of residential mortgages | $13,295,000 | 2,063 |
| Issued or guaranteed by U.S. | $13,295,000 | 2,049 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $36,241,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $36,241,000 | 479 |
| 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) | $100,316,000 | 1,158 |
| Total debt securities | $100,316,000 | 1,315 |
| 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 | $119,237,000 | 1,116 |
| U.S. Government securities | $83,448,000 | 1,183 |
| U.S. Treasury securities | $3,018,000 | 912 |
| U.S. Government agency obligations | $80,430,000 | 1,183 |
| Securities issued by states & political subdivisions | $17,789,000 | 1,093 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $18,000,000 | 255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,237,000 | 699 |
| Mortgage-backed securities | $49,019,000 | 1,072 |
| Certificates of participation in pools of residential mortgages | $10,552,000 | 2,319 |
| Issued or guaranteed by U.S. | $10,552,000 | 2,308 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $38,467,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $38,467,000 | 473 |
| 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) | $119,237,000 | 954 |
| Total debt securities | $101,237,000 | 1,262 |
| 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 | $128,733,000 | 1,010 |
| U.S. Government securities | $83,603,000 | 1,120 |
| U.S. Treasury securities | $3,593,000 | 815 |
| U.S. Government agency obligations | $80,010,000 | 1,124 |
| Securities issued by states & political subdivisions | $17,130,000 | 1,110 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $28,000,000 | 175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,200,000 | 802 |
| Mortgage-backed securities | $53,846,000 | 1,007 |
| Certificates of participation in pools of residential mortgages | $15,126,000 | 1,840 |
| Issued or guaranteed by U.S. | $15,126,000 | 1,829 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $38,720,000 | 546 |
| CMOs issued by government agencies or sponsored agencies | $38,720,000 | 503 |
| 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) | $128,733,000 | 865 |
| Total debt securities | $100,733,000 | 1,238 |
| 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 | $138,903,000 | 939 |
| U.S. Government securities | $70,259,000 | 1,299 |
| U.S. Treasury securities | $3,512,000 | 844 |
| U.S. Government agency obligations | $66,747,000 | 1,308 |
| Securities issued by states & political subdivisions | $16,644,000 | 1,098 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $52,000,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,021,000 | 787 |
| Mortgage-backed securities | $48,462,000 | 1,071 |
| Certificates of participation in pools of residential mortgages | $20,103,000 | 1,493 |
| Issued or guaranteed by U.S. | $20,103,000 | 1,489 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $28,359,000 | 679 |
| CMOs issued by government agencies or sponsored agencies | $28,359,000 | 623 |
| 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) | $138,903,000 | 798 |
| Total debt securities | $86,903,000 | 1,405 |
| 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 | $97,886,000 | 1,268 |
| U.S. Government securities | $57,597,000 | 1,533 |
| U.S. Treasury securities | $1,521,000 | 1,394 |
| U.S. Government agency obligations | $56,076,000 | 1,498 |
| Securities issued by states & political subdivisions | $16,289,000 | 1,099 |
| Other domestic debt securities | $0 | 4,152 |
| 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 | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $24,000,000 | 200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,267,000 | 728 |
| Mortgage-backed securities | $40,528,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $17,843,000 | 1,591 |
| Issued or guaranteed by U.S. | $17,843,000 | 1,582 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $22,685,000 | 766 |
| CMOs issued by government agencies or sponsored agencies | $22,685,000 | 698 |
| 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) | $97,886,000 | 1,060 |
| Total debt securities | $73,886,000 | 1,612 |
| 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 | $100,101,000 | 1,135 |
| U.S. Government securities | $83,155,000 | 970 |
| U.S. Treasury securities | $1,800,000 | 1,513 |
| U.S. Government agency obligations | $81,355,000 | 930 |
| Securities issued by states & political subdivisions | $16,946,000 | 1,006 |
| Other domestic debt securities | $0 | 4,224 |
| 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 | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,457,000 | 574 |
| Mortgage-backed securities | $54,083,000 | 892 |
| Certificates of participation in pools of residential mortgages | $12,535,000 | 1,816 |
| Issued or guaranteed by U.S. | $12,535,000 | 1,805 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $41,548,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $41,548,000 | 456 |
| 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) | $100,101,000 | 946 |
| Total debt securities | $100,101,000 | 1,094 |
| 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 | $104,569,000 | 1,064 |
| U.S. Government securities | $85,581,000 | 954 |
| U.S. Treasury securities | $5,768,000 | 956 |
| U.S. Government agency obligations | $79,813,000 | 965 |
| Securities issued by states & political subdivisions | $16,835,000 | 947 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,153,000 | 1,511 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,626,000 | 568 |
| Mortgage-backed securities | $50,495,000 | 770 |
| Certificates of participation in pools of residential mortgages | $21,245,000 | 1,033 |
| Issued or guaranteed by U.S. | $21,245,000 | 1,024 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $29,250,000 | 536 |
| CMOs issued by government agencies or sponsored agencies | $29,250,000 | 469 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $104,569,000 | 828 |
| Total debt securities | $102,416,000 | 1,037 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $61,241,000 | 1,872 |
| U.S. Government securities | $48,073,000 | 1,746 |
| U.S. Treasury securities | $9,955,000 | 890 |
| U.S. Government agency obligations | $38,118,000 | 1,965 |
| Securities issued by states & political subdivisions | $12,381,000 | 1,358 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $787,000 | 2,844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,376,000 | 1,564 |
| Mortgage-backed securities | $27,012,000 | 1,312 |
| Certificates of participation in pools of residential mortgages | $8,127,000 | 2,119 |
| Issued or guaranteed by U.S. | $8,127,000 | 2,108 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $18,885,000 | 763 |
| CMOs issued by government agencies or sponsored agencies | $18,885,000 | 689 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $61,241,000 | 1,409 |
| Total debt securities | $60,454,000 | 1,815 |
| 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 | $64,013,000 | 1,831 |
| U.S. Government securities | $51,974,000 | 1,673 |
| U.S. Treasury securities | $14,174,000 | 940 |
| U.S. Government agency obligations | $37,800,000 | 1,929 |
| Securities issued by states & political subdivisions | $11,331,000 | 1,493 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $708,000 | 2,928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,842,000 | 1,420 |
| Mortgage-backed securities | $30,226,000 | 1,290 |
| Certificates of participation in pools of residential mortgages | $10,190,000 | 1,957 |
| Issued or guaranteed by U.S. | $10,190,000 | 1,942 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $20,036,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $20,036,000 | 688 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $64,013,000 | 1,373 |
| Total debt securities | $63,305,000 | 1,782 |
| 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 | $57,550,000 | 2,013 |
| U.S. Government securities | $48,381,000 | 1,888 |
| U.S. Treasury securities | $13,083,000 | 1,422 |
| U.S. Government agency obligations | $35,298,000 | 1,972 |
| Securities issued by states & political subdivisions | $7,707,000 | 1,924 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,462,000 | 1,815 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,089,000 | 1,365 |
| Mortgage-backed securities | $23,796,000 | 1,483 |
| Certificates of participation in pools of residential mortgages | $2,455,000 | 4,062 |
| Issued or guaranteed by U.S. | $2,455,000 | 4,046 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $21,341,000 | 659 |
| CMOs issued by government agencies or sponsored agencies | $21,341,000 | 616 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $57,550,000 | 1,367 |
| Total debt securities | $56,088,000 | 1,988 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $61,102,000 | 1,989 |
| U.S. Government securities | $38,855,000 | 2,502 |
| U.S. Treasury securities | $17,025,000 | 1,356 |
| U.S. Government agency obligations | $21,830,000 | 3,121 |
| Securities issued by states & political subdivisions | $3,376,000 | 3,668 |
| Other domestic debt securities | $17,622,000 | 390 |
| Privately issued residential mortgage-backed securities | $17,622,000 | 203 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,249,000 | 2,027 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,126,000 | 1,346 |
| Mortgage-backed securities | $18,606,000 | 1,960 |
| Certificates of participation in pools of residential mortgages | $18,606,000 | 1,402 |
| Issued or guaranteed by U.S. | $984,000 | 5,827 |
| Privately issued | $17,622,000 | 91 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $61,102,000 | 1,328 |
| Total debt securities | $59,853,000 | 1,958 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $67,217,000 | 1,872 |
| U.S. Government securities | $61,011,000 | 1,658 |
| U.S. Treasury securities | $31,180,000 | 891 |
| U.S. Government agency obligations | $29,831,000 | 2,342 |
| Securities issued by states & political subdivisions | $4,957,000 | 2,822 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,249,000 | 1,919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,276,000 | 1,336 |
| Mortgage-backed securities | $8,491,000 | 3,408 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $8,491,000 | 1,545 |
| CMOs issued by government agencies or sponsored agencies | $8,491,000 | 1,489 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $67,217,000 | 1,256 |
| Total debt securities | $65,967,000 | 1,850 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $48,573,000 | 2,694 |
| U.S. Government securities | $41,903,000 | 2,485 |
| U.S. Treasury securities | $34,961,000 | 989 |
| U.S. Government agency obligations | $6,942,000 | 6,685 |
| Securities issued by states & political subdivisions | $5,621,000 | 2,672 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,049,000 | 1,958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,570,000 | 2,264 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $48,573,000 | 1,183 |
| Total debt securities | $47,524,000 | 2,679 |
| 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 | $43,714,000 | 3,192 |
| U.S. Government securities | $35,681,000 | 3,038 |
| U.S. Treasury securities | $33,151,000 | 1,117 |
| U.S. Government agency obligations | $2,530,000 | 9,777 |
| Securities issued by states & political subdivisions | $7,130,000 | 2,198 |
| Other domestic debt securities | $0 | 6,562 |
| 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 | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $903,000 | 2,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,156,000 | 1,035 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $42,811,000 | 3,177 |
| 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 | $41,734,000 | 3,280 |
| U.S. Government securities | $35,606,000 | 3,029 |
| U.S. Treasury securities | $29,831,000 | 1,248 |
| U.S. Government agency obligations | $5,775,000 | 7,511 |
| Securities issued by states & political subdivisions | $5,245,000 | 2,661 |
| Other domestic debt securities | $500,000 | 5,073 |
| 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 | $500,000 | 3,807 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $383,000 | 2,980 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,251,000 | 1,374 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $41,351,000 | 3,227 |
| 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 |