Home > Merchants Bank of Indiana > Securities
Merchants Bank of Indiana, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,583,881,000 | 178 |
| U.S. Government securities | $391,680,000 | 362 |
| U.S. Treasury securities | $118,780,000 | 225 |
| U.S. Government agency obligations | $272,900,000 | 448 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $1,192,201,000 | 52 |
| Privately issued residential mortgage-backed securities | $472,539,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,048,635,000 | 138 |
| Mortgage-backed securities | $1,217,346,000 | 124 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,129,000 | 1,827 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $472,539,000 | 20 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,016,000 | 411 |
| Other commercial mortgage-backed securities | $719,662,000 | 47 |
| Held to maturity securities (book value) | $1,204,217,000 | 79 |
| Available-for-sale securities (fair market value) | $379,664,000 | 453 |
| Total debt securities | $1,583,881,000 | 174 |
| Structured notes | ||
| Amortized cost | $45,000,000 | 37 |
| Fair value | $43,760,000 | 36 |
| Trading account assets | $722,497,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,626,458,000 | 175 |
| U.S. Government securities | $623,408,000 | 256 |
| U.S. Treasury securities | $128,371,000 | 221 |
| U.S. Government agency obligations | $495,037,000 | 282 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $1,003,050,000 | 54 |
| Privately issued residential mortgage-backed securities | $208,475,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $679,244,000 | 197 |
| Mortgage-backed securities | $1,273,689,000 | 123 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $260,888,000 | 239 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $208,475,000 | 35 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,751,000 | 461 |
| Other commercial mortgage-backed securities | $794,575,000 | 43 |
| Held to maturity securities (book value) | $1,012,801,000 | 92 |
| Available-for-sale securities (fair market value) | $613,657,000 | 284 |
| Total debt securities | $1,626,460,000 | 171 |
| Structured notes | ||
| Amortized cost | $45,000,000 | 35 |
| Fair value | $43,088,000 | 33 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,700,049,000 | 172 |
| U.S. Government securities | $642,281,000 | 250 |
| U.S. Treasury securities | $149,429,000 | 197 |
| U.S. Government agency obligations | $492,852,000 | 281 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $1,057,768,000 | 52 |
| Privately issued residential mortgage-backed securities | $222,120,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,128,000 | 193 |
| Mortgage-backed securities | $1,309,048,000 | 125 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $247,031,000 | 251 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $222,120,000 | 35 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,249,000 | 707 |
| Other commercial mortgage-backed securities | $835,648,000 | 43 |
| Held to maturity securities (book value) | $1,062,017,000 | 89 |
| Available-for-sale securities (fair market value) | $638,032,000 | 283 |
| Total debt securities | $1,700,048,000 | 168 |
| Structured notes | ||
| Amortized cost | $65,000,000 | 25 |
| Fair value | $61,602,000 | 25 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,773,649,000 | 175 |
| U.S. Government securities | $670,352,000 | 257 |
| U.S. Treasury securities | $165,998,000 | 189 |
| U.S. Government agency obligations | $504,354,000 | 270 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $1,103,297,000 | 55 |
| Privately issued residential mortgage-backed securities | $236,225,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $735,149,000 | 182 |
| Mortgage-backed securities | $1,317,320,000 | 131 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $212,485,000 | 297 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $236,225,000 | 34 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,538,000 | 1,097 |
| Other commercial mortgage-backed securities | $867,072,000 | 43 |
| Held to maturity securities (book value) | $1,104,835,000 | 88 |
| Available-for-sale securities (fair market value) | $668,814,000 | 289 |
| Total debt securities | $1,773,649,000 | 171 |
| Structured notes | ||
| Amortized cost | $65,000,000 | 28 |
| Fair value | $61,672,000 | 28 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,432,641,000 | 212 |
| U.S. Government securities | $313,563,000 | 484 |
| U.S. Treasury securities | $28,213,000 | 858 |
| U.S. Government agency obligations | $285,350,000 | 428 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $1,119,078,000 | 55 |
| Privately issued residential mortgage-backed securities | $247,306,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $531,634,000 | 194 |
| Mortgage-backed securities | $1,132,538,000 | 147 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,460,000 | 1,885 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $247,306,000 | 35 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $871,772,000 | 45 |
| Held to maturity securities (book value) | $1,119,078,000 | 91 |
| Available-for-sale securities (fair market value) | $313,563,000 | 601 |
| Total debt securities | $1,432,640,000 | 209 |
| Structured notes | ||
| Amortized cost | $65,000,000 | 33 |
| Fair value | $60,755,000 | 33 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,317,591,000 | 225 |
| U.S. Government securities | $312,104,000 | 488 |
| U.S. Treasury securities | $28,210,000 | 880 |
| U.S. Government agency obligations | $283,894,000 | 432 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $1,005,487,000 | 55 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $283,403,000 | 309 |
| Mortgage-backed securities | $1,019,028,000 | 161 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,541,000 | 1,898 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $1,005,487,000 | 44 |
| Held to maturity securities (book value) | $1,005,487,000 | 98 |
| Available-for-sale securities (fair market value) | $312,104,000 | 606 |
| Total debt securities | $1,317,591,000 | 223 |
| Structured notes | ||
| Amortized cost | $65,000,000 | 31 |
| Fair value | $60,445,000 | 31 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $328,592,000 | 698 |
| U.S. Government securities | $317,213,000 | 502 |
| U.S. Treasury securities | $28,742,000 | 855 |
| U.S. Government agency obligations | $288,471,000 | 447 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $11,379,000 | 935 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $297,713,000 | 294 |
| Mortgage-backed securities | $24,999,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $13,620,000 | 1,982 |
| Issued or guaranteed by U.S. | $13,620,000 | 1,937 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $11,379,000 | 831 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $11,379,000 | 553 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $328,592,000 | 605 |
| Total debt securities | $328,592,000 | 691 |
| Structured notes | ||
| Amortized cost | $65,000,000 | 29 |
| Fair value | $62,038,000 | 29 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $305,803,000 | 736 |
| U.S. Government securities | $293,094,000 | 530 |
| U.S. Treasury securities | $1,965,000 | 2,249 |
| U.S. Government agency obligations | $291,129,000 | 452 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $12,709,000 | 864 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $301,363,000 | 286 |
| Mortgage-backed securities | $26,975,000 | 1,944 |
| Certificates of participation in pools of residential mortgages | $13,698,000 | 2,008 |
| Issued or guaranteed by U.S. | $13,698,000 | 1,964 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $13,277,000 | 778 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $13,277,000 | 522 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $305,803,000 | 650 |
| Total debt securities | $305,803,000 | 728 |
| Structured notes | ||
| Amortized cost | $65,000,000 | 27 |
| Fair value | $62,506,000 | 27 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $301,878,000 | 733 |
| U.S. Government securities | $281,113,000 | 518 |
| U.S. Treasury securities | $1,989,000 | 1,779 |
| U.S. Government agency obligations | $279,124,000 | 467 |
| Securities issued by states & political subdivisions | $4,300,000 | 3,277 |
| Other domestic debt securities | $16,465,000 | 728 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $293,084,000 | 283 |
| Mortgage-backed securities | $32,294,000 | 1,791 |
| Certificates of participation in pools of residential mortgages | $15,110,000 | 1,926 |
| Issued or guaranteed by U.S. | $15,110,000 | 1,874 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $17,184,000 | 663 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $17,184,000 | 441 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $301,878,000 | 654 |
| Total debt securities | $301,877,000 | 720 |
| Structured notes | ||
| Amortized cost | $65,000,000 | 24 |
| Fair value | $64,475,000 | 25 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $290,997,000 | 710 |
| U.S. Government securities | $263,900,000 | 515 |
| U.S. Treasury securities | $1,997,000 | 1,582 |
| U.S. Government agency obligations | $261,903,000 | 474 |
| Securities issued by states & political subdivisions | $4,300,000 | 3,301 |
| Other domestic debt securities | $22,797,000 | 583 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $281,416,000 | 287 |
| Mortgage-backed securities | $39,929,000 | 1,556 |
| Certificates of participation in pools of residential mortgages | $15,194,000 | 1,920 |
| Issued or guaranteed by U.S. | $15,194,000 | 1,867 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $24,735,000 | 535 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $24,735,000 | 348 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $290,997,000 | 646 |
| Total debt securities | $290,998,000 | 701 |
| Structured notes | ||
| Amortized cost | $65,000,000 | 23 |
| Fair value | $64,963,000 | 23 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $304,559,000 | 655 |
| U.S. Government securities | $300,259,000 | 441 |
| U.S. Treasury securities | $1,996,000 | 1,479 |
| U.S. Government agency obligations | $298,263,000 | 412 |
| Securities issued by states & political subdivisions | $4,300,000 | 3,311 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $294,929,000 | 271 |
| Mortgage-backed securities | $43,699,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $15,276,000 | 1,885 |
| Issued or guaranteed by U.S. | $15,276,000 | 1,838 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $28,423,000 | 475 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $28,423,000 | 324 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $304,559,000 | 596 |
| Total debt securities | $304,559,000 | 645 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $230,546,000 | 761 |
| U.S. Government securities | $226,246,000 | 494 |
| U.S. Treasury securities | $1,003,000 | 1,368 |
| U.S. Government agency obligations | $225,243,000 | 468 |
| Securities issued by states & political subdivisions | $4,300,000 | 3,293 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,165,000 | 319 |
| Mortgage-backed securities | $15,357,000 | 2,336 |
| Certificates of participation in pools of residential mortgages | $15,357,000 | 1,809 |
| Issued or guaranteed by U.S. | $15,357,000 | 1,754 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $230,546,000 | 691 |
| Total debt securities | $230,546,000 | 753 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $255,785,000 | 635 |
| U.S. Government securities | $251,485,000 | 415 |
| U.S. Treasury securities | $1,008,000 | 968 |
| U.S. Government agency obligations | $250,477,000 | 400 |
| Securities issued by states & political subdivisions | $4,300,000 | 3,290 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,480,000 | 291 |
| Mortgage-backed securities | $15,438,000 | 2,265 |
| Certificates of participation in pools of residential mortgages | $15,438,000 | 1,695 |
| Issued or guaranteed by U.S. | $15,438,000 | 1,653 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $255,785,000 | 580 |
| Total debt securities | $255,786,000 | 623 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $266,775,000 | 580 |
| U.S. Government securities | $262,475,000 | 390 |
| U.S. Treasury securities | $1,013,000 | 967 |
| U.S. Government agency obligations | $261,462,000 | 369 |
| Securities issued by states & political subdivisions | $4,300,000 | 3,216 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $260,478,000 | 281 |
| Mortgage-backed securities | $15,517,000 | 2,245 |
| Certificates of participation in pools of residential mortgages | $15,517,000 | 1,674 |
| Issued or guaranteed by U.S. | $15,517,000 | 1,631 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $266,775,000 | 530 |
| Total debt securities | $266,776,000 | 569 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $242,486,000 | 613 |
| U.S. Government securities | $242,486,000 | 408 |
| U.S. Treasury securities | $1,017,000 | 1,002 |
| U.S. Government agency obligations | $241,469,000 | 389 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,477,000 | 293 |
| Mortgage-backed securities | $15,595,000 | 2,230 |
| Certificates of participation in pools of residential mortgages | $15,595,000 | 1,621 |
| Issued or guaranteed by U.S. | $15,595,000 | 1,577 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $242,486,000 | 557 |
| Total debt securities | $242,486,000 | 606 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $323,269,000 | 463 |
| U.S. Government securities | $323,269,000 | 329 |
| U.S. Treasury securities | $1,022,000 | 1,043 |
| U.S. Government agency obligations | $322,247,000 | 313 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $321,275,000 | 231 |
| Mortgage-backed securities | $15,672,000 | 2,220 |
| Certificates of participation in pools of residential mortgages | $15,672,000 | 1,612 |
| Issued or guaranteed by U.S. | $15,672,000 | 1,568 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $323,269,000 | 412 |
| Total debt securities | $323,268,000 | 453 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $271,025,000 | 520 |
| U.S. Government securities | $271,025,000 | 365 |
| U.S. Treasury securities | $1,005,000 | 1,087 |
| U.S. Government agency obligations | $270,020,000 | 351 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| 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 | $0 | 1,491 |
| 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 | $268,447,000 | 239 |
| Mortgage-backed securities | $25,047,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | $25,047,000 | 1,140 |
| Issued or guaranteed by U.S. | $25,047,000 | 1,113 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| 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) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $271,025,000 | 466 |
| Total debt securities | $271,026,000 | 511 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $269,891,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $283,559,000 | 497 |
| U.S. Government securities | $283,559,000 | 355 |
| U.S. Treasury securities | $1,005,000 | 1,126 |
| U.S. Government agency obligations | $282,554,000 | 340 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| 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 | $0 | 1,498 |
| 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 | $281,206,000 | 233 |
| Mortgage-backed securities | $25,166,000 | 1,699 |
| Certificates of participation in pools of residential mortgages | $25,166,000 | 1,094 |
| Issued or guaranteed by U.S. | $25,166,000 | 1,063 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| 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) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $283,559,000 | 445 |
| Total debt securities | $283,559,000 | 488 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $227,914,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $235,155,000 | 601 |
| U.S. Government securities | $235,155,000 | 422 |
| U.S. Treasury securities | $1,004,000 | 1,150 |
| U.S. Government agency obligations | $234,151,000 | 407 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| 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 | $0 | 1,516 |
| 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 | $232,865,000 | 271 |
| Mortgage-backed securities | $25,284,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | $25,284,000 | 1,080 |
| Issued or guaranteed by U.S. | $25,284,000 | 1,068 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| 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) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $235,155,000 | 529 |
| Total debt securities | $235,156,000 | 589 |
| Structured notes | ||
| Amortized cost | $35,720,000 | 41 |
| Fair value | $35,718,000 | 42 |
| Trading account assets | $101,514,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $261,599,000 | 538 |
| U.S. Government securities | $261,599,000 | 391 |
| U.S. Treasury securities | $998,000 | 1,176 |
| U.S. Government agency obligations | $260,601,000 | 372 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| 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 | $0 | 1,527 |
| 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 | $259,235,000 | 253 |
| Mortgage-backed securities | $25,400,000 | 1,658 |
| Certificates of participation in pools of residential mortgages | $25,400,000 | 1,097 |
| Issued or guaranteed by U.S. | $25,400,000 | 1,085 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $261,599,000 | 473 |
| Total debt securities | $261,599,000 | 531 |
| Structured notes | ||
| Amortized cost | $55,719,000 | 24 |
| Fair value | $55,619,000 | 24 |
| Trading account assets | $129,914,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $263,440,000 | 539 |
| U.S. Government securities | $263,440,000 | 386 |
| U.S. Treasury securities | $995,000 | 1,198 |
| U.S. Government agency obligations | $262,445,000 | 365 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,539 |
| 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 | $261,198,000 | 253 |
| Mortgage-backed securities | $25,515,000 | 1,645 |
| Certificates of participation in pools of residential mortgages | $25,515,000 | 1,104 |
| Issued or guaranteed by U.S. | $25,515,000 | 1,096 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $263,440,000 | 471 |
| Total debt securities | $263,439,000 | 533 |
| Structured notes | ||
| Amortized cost | $73,060,000 | 22 |
| Fair value | $72,792,000 | 22 |
| Trading account assets | $163,419,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $267,236,000 | 533 |
| U.S. Government securities | $267,164,000 | 384 |
| U.S. Treasury securities | $992,000 | 1,189 |
| U.S. Government agency obligations | $266,172,000 | 362 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| 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 | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $72,000 | 459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $264,181,000 | 254 |
| Mortgage-backed securities | $25,628,000 | 1,655 |
| Certificates of participation in pools of residential mortgages | $25,628,000 | 1,116 |
| Issued or guaranteed by U.S. | $25,628,000 | 1,110 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $267,236,000 | 469 |
| Total debt securities | $267,163,000 | 527 |
| Structured notes | ||
| Amortized cost | $77,494,000 | 21 |
| Fair value | $76,898,000 | 20 |
| Trading account assets | $74,116,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $383,440,000 | 399 |
| U.S. Government securities | $376,920,000 | 303 |
| U.S. Treasury securities | $990,000 | 1,165 |
| U.S. Government agency obligations | $375,930,000 | 287 |
| Securities issued by states & political subdivisions | $6,431,000 | 3,038 |
| Other domestic debt securities | $0 | 2,226 |
| 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 | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $89,000 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $374,227,000 | 201 |
| Mortgage-backed securities | $25,740,000 | 1,679 |
| Certificates of participation in pools of residential mortgages | $25,740,000 | 1,142 |
| Issued or guaranteed by U.S. | $25,740,000 | 1,108 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $383,440,000 | 348 |
| Total debt securities | $383,354,000 | 391 |
| Structured notes | ||
| Amortized cost | $92,472,000 | 15 |
| Fair value | $91,947,000 | 14 |
| Trading account assets | $135,075,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $410,973,000 | 380 |
| U.S. Government securities | $404,455,000 | 291 |
| U.S. Treasury securities | $989,000 | 1,133 |
| U.S. Government agency obligations | $403,466,000 | 277 |
| Securities issued by states & political subdivisions | $6,431,000 | 3,073 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $87,000 | 514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $401,784,000 | 194 |
| Mortgage-backed securities | $25,851,000 | 1,652 |
| Certificates of participation in pools of residential mortgages | $25,851,000 | 1,165 |
| Issued or guaranteed by U.S. | $25,851,000 | 1,162 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $410,973,000 | 337 |
| Total debt securities | $410,889,000 | 374 |
| Structured notes | ||
| Amortized cost | $85,125,000 | 17 |
| Fair value | $84,639,000 | 17 |
| Trading account assets | $200,030,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $408,361,000 | 380 |
| U.S. Government securities | $401,673,000 | 290 |
| U.S. Treasury securities | $992,000 | 1,086 |
| U.S. Government agency obligations | $400,681,000 | 275 |
| Securities issued by states & political subdivisions | $6,688,000 | 3,109 |
| Other domestic debt securities | $0 | 2,035 |
| 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 | $0 | 1,619 |
| 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 | $399,483,000 | 200 |
| Mortgage-backed securities | $25,960,000 | 1,656 |
| Certificates of participation in pools of residential mortgages | $25,960,000 | 1,181 |
| Issued or guaranteed by U.S. | $25,960,000 | 1,180 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $408,361,000 | 334 |
| Total debt securities | $408,360,000 | 374 |
| Structured notes | ||
| Amortized cost | $86,695,000 | 14 |
| Fair value | $86,420,000 | 14 |
| Trading account assets | $140,837,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $430,581,000 | 373 |
| U.S. Government securities | $430,581,000 | 276 |
| U.S. Treasury securities | $997,000 | 1,073 |
| U.S. Government agency obligations | $429,584,000 | 267 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| 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 | $0 | 1,656 |
| 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 | $428,568,000 | 192 |
| Mortgage-backed securities | $26,067,000 | 1,679 |
| Certificates of participation in pools of residential mortgages | $26,067,000 | 1,201 |
| Issued or guaranteed by U.S. | $26,067,000 | 1,199 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $430,581,000 | 318 |
| Total debt securities | $430,581,000 | 368 |
| Structured notes | ||
| Amortized cost | $109,320,000 | 14 |
| Fair value | $109,169,000 | 14 |
| Trading account assets | $58,822,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $378,295,000 | 413 |
| U.S. Government securities | $378,295,000 | 307 |
| U.S. Treasury securities | $1,000,000 | 1,058 |
| U.S. Government agency obligations | $377,295,000 | 293 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $369,800,000 | 208 |
| Mortgage-backed securities | $26,173,000 | 1,689 |
| Certificates of participation in pools of residential mortgages | $26,173,000 | 1,227 |
| Issued or guaranteed by U.S. | $26,173,000 | 1,226 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $378,295,000 | 363 |
| Total debt securities | $378,295,000 | 405 |
| Structured notes | ||
| Amortized cost | $87,075,000 | 16 |
| Fair value | $86,920,000 | 16 |
| Trading account assets | $143,196,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $341,006,000 | 455 |
| U.S. Government securities | $331,506,000 | 336 |
| U.S. Treasury securities | $999,000 | 1,096 |
| U.S. Government agency obligations | $330,507,000 | 322 |
| Securities issued by states & political subdivisions | $9,500,000 | 2,831 |
| Other domestic debt securities | $0 | 2,154 |
| 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 | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $337,783,000 | 224 |
| Mortgage-backed securities | $26,278,000 | 1,713 |
| Certificates of participation in pools of residential mortgages | $26,278,000 | 1,258 |
| Issued or guaranteed by U.S. | $26,278,000 | 1,257 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $341,006,000 | 393 |
| Total debt securities | $341,006,000 | 449 |
| Structured notes | ||
| Amortized cost | $97,074,000 | 15 |
| Fair value | $96,933,000 | 15 |
| Trading account assets | $180,101,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $325,874,000 | 465 |
| U.S. Government securities | $316,374,000 | 336 |
| U.S. Treasury securities | $999,000 | 1,079 |
| U.S. Government agency obligations | $315,375,000 | 321 |
| Securities issued by states & political subdivisions | $9,500,000 | 2,853 |
| Other domestic debt securities | $0 | 2,175 |
| 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 | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $319,904,000 | 226 |
| Mortgage-backed securities | $26,382,000 | 1,716 |
| Certificates of participation in pools of residential mortgages | $26,382,000 | 1,263 |
| Issued or guaranteed by U.S. | $26,382,000 | 1,262 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $325,874,000 | 396 |
| Total debt securities | $325,875,000 | 459 |
| Structured notes | ||
| Amortized cost | $82,074,000 | 17 |
| Fair value | $81,879,000 | 16 |
| Trading account assets | $136,024,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $321,958,000 | 476 |
| U.S. Government securities | $312,458,000 | 340 |
| U.S. Treasury securities | $999,000 | 997 |
| U.S. Government agency obligations | $311,459,000 | 323 |
| Securities issued by states & political subdivisions | $9,500,000 | 2,873 |
| Other domestic debt securities | $0 | 2,187 |
| 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 | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $315,021,000 | 228 |
| Mortgage-backed securities | $26,484,000 | 1,743 |
| Certificates of participation in pools of residential mortgages | $26,484,000 | 1,269 |
| Issued or guaranteed by U.S. | $26,484,000 | 1,268 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $321,958,000 | 403 |
| Total debt securities | $321,958,000 | 470 |
| Structured notes | ||
| Amortized cost | $72,075,000 | 18 |
| Fair value | $72,064,000 | 18 |
| Trading account assets | $217,173,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $303,858,000 | 505 |
| U.S. Government securities | $294,358,000 | 364 |
| U.S. Treasury securities | $1,000,000 | 1,024 |
| U.S. Government agency obligations | $293,358,000 | 350 |
| Securities issued by states & political subdivisions | $9,500,000 | 2,860 |
| Other domestic debt securities | $0 | 2,228 |
| 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 | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $296,772,000 | 234 |
| Mortgage-backed securities | $33,470,000 | 1,489 |
| Certificates of participation in pools of residential mortgages | $33,470,000 | 1,070 |
| Issued or guaranteed by U.S. | $33,470,000 | 1,066 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $303,858,000 | 428 |
| Total debt securities | $303,857,000 | 498 |
| Structured notes | ||
| Amortized cost | $83,825,000 | 18 |
| Fair value | $83,842,000 | 18 |
| Trading account assets | $119,852,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $298,673,000 | 520 |
| U.S. Government securities | $289,173,000 | 375 |
| U.S. Treasury securities | $997,000 | 1,055 |
| U.S. Government agency obligations | $288,176,000 | 357 |
| Securities issued by states & political subdivisions | $9,500,000 | 2,861 |
| Other domestic debt securities | $0 | 2,247 |
| 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 | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $294,170,000 | 250 |
| Mortgage-backed securities | $35,791,000 | 1,427 |
| Certificates of participation in pools of residential mortgages | $35,791,000 | 1,019 |
| Issued or guaranteed by U.S. | $35,791,000 | 1,018 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $298,673,000 | 442 |
| Total debt securities | $298,674,000 | 511 |
| Structured notes | ||
| Amortized cost | $53,355,000 | 31 |
| Fair value | $53,367,000 | 31 |
| Trading account assets | $39,509,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $254,456,000 | 602 |
| U.S. Government securities | $244,956,000 | 429 |
| U.S. Treasury securities | $992,000 | 1,107 |
| U.S. Government agency obligations | $243,964,000 | 409 |
| Securities issued by states & political subdivisions | $9,500,000 | 2,872 |
| Other domestic debt securities | $0 | 2,244 |
| 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 | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,455,000 | 286 |
| Mortgage-backed securities | $35,886,000 | 1,444 |
| Certificates of participation in pools of residential mortgages | $26,782,000 | 1,267 |
| Issued or guaranteed by U.S. | $26,782,000 | 1,266 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $9,104,000 | 415 |
| Commercial mortgage pass-through securities | $9,104,000 | 229 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $254,456,000 | 520 |
| Total debt securities | $254,456,000 | 591 |
| Structured notes | ||
| Amortized cost | $38,355,000 | 50 |
| Fair value | $38,205,000 | 50 |
| Trading account assets | $106,175,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $237,686,000 | 637 |
| U.S. Government securities | $228,186,000 | 456 |
| U.S. Treasury securities | $998,000 | 1,039 |
| U.S. Government agency obligations | $227,188,000 | 437 |
| Securities issued by states & political subdivisions | $9,500,000 | 2,894 |
| Other domestic debt securities | $0 | 2,283 |
| 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 | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $233,065,000 | 310 |
| Mortgage-backed securities | $33,838,000 | 1,504 |
| Certificates of participation in pools of residential mortgages | $26,879,000 | 1,268 |
| Issued or guaranteed by U.S. | $26,879,000 | 1,268 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $6,959,000 | 449 |
| Commercial mortgage pass-through securities | $6,959,000 | 263 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $237,686,000 | 550 |
| Total debt securities | $237,686,000 | 629 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 127 |
| Fair value | $20,004,000 | 127 |
| Trading account assets | $73,931,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $240,950,000 | 636 |
| U.S. Government securities | $240,950,000 | 440 |
| U.S. Treasury securities | $1,000,000 | 1,037 |
| U.S. Government agency obligations | $239,950,000 | 420 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| 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 | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,867,000 | 329 |
| Mortgage-backed securities | $33,957,000 | 1,542 |
| Certificates of participation in pools of residential mortgages | $26,974,000 | 1,302 |
| Issued or guaranteed by U.S. | $26,974,000 | 1,302 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $6,983,000 | 421 |
| Commercial mortgage pass-through securities | $6,983,000 | 241 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $240,950,000 | 546 |
| Total debt securities | $240,950,000 | 628 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 156 |
| Fair value | $19,974,000 | 158 |
| Trading account assets | $100,028,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $206,342,000 | 730 |
| U.S. Government securities | $206,342,000 | 515 |
| U.S. Treasury securities | $1,000,000 | 1,024 |
| U.S. Government agency obligations | $205,342,000 | 495 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| 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 | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,958,000 | 357 |
| Mortgage-backed securities | $34,076,000 | 1,574 |
| Certificates of participation in pools of residential mortgages | $27,069,000 | 1,305 |
| Issued or guaranteed by U.S. | $27,069,000 | 1,305 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $7,007,000 | 400 |
| Commercial mortgage pass-through securities | $7,007,000 | 228 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $206,342,000 | 633 |
| Total debt securities | $206,343,000 | 724 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 337 |
| Fair value | $10,008,000 | 342 |
| Trading account assets | $41,188,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $304,864,000 | 503 |
| U.S. Government securities | $222,627,000 | 476 |
| U.S. Treasury securities | $1,000,000 | 1,026 |
| U.S. Government agency obligations | $221,627,000 | 456 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $82,237,000 | 153 |
| Privately issued residential mortgage-backed securities | $82,237,000 | 44 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,372,000 | 357 |
| Mortgage-backed securities | $123,420,000 | 557 |
| Certificates of participation in pools of residential mortgages | $27,162,000 | 1,337 |
| Issued or guaranteed by U.S. | $27,162,000 | 1,335 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $82,237,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $82,237,000 | 42 |
| Commercial mortgage-backed securities | $14,021,000 | 269 |
| Commercial mortgage pass-through securities | $14,021,000 | 151 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $304,864,000 | 427 |
| Total debt securities | $304,865,000 | 499 |
| Structured notes | ||
| Amortized cost | $26,950,000 | 120 |
| Fair value | $26,935,000 | 117 |
| 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 | $243,687,000 | 615 |
| U.S. Government securities | $217,033,000 | 490 |
| U.S. Treasury securities | $1,001,000 | 1,018 |
| U.S. Government agency obligations | $216,032,000 | 474 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $26,654,000 | 326 |
| Privately issued residential mortgage-backed securities | $26,654,000 | 80 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $212,489,000 | 330 |
| Mortgage-backed securities | $68,084,000 | 930 |
| Certificates of participation in pools of residential mortgages | $34,376,000 | 1,149 |
| Issued or guaranteed by U.S. | $34,376,000 | 1,149 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $26,654,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $26,654,000 | 75 |
| Commercial mortgage-backed securities | $7,054,000 | 379 |
| Commercial mortgage pass-through securities | $7,054,000 | 229 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $243,687,000 | 527 |
| Total debt securities | $243,687,000 | 605 |
| Structured notes | ||
| Amortized cost | $58,496,000 | 64 |
| Fair value | $58,528,000 | 64 |
| 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 | $288,161,000 | 535 |
| U.S. Government securities | $216,981,000 | 496 |
| U.S. Treasury securities | $1,001,000 | 974 |
| U.S. Government agency obligations | $215,980,000 | 477 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $71,180,000 | 169 |
| Privately issued residential mortgage-backed securities | $71,180,000 | 48 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,339,000 | 326 |
| Mortgage-backed securities | $105,601,000 | 654 |
| Certificates of participation in pools of residential mortgages | $27,344,000 | 1,394 |
| Issued or guaranteed by U.S. | $27,344,000 | 1,394 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $71,180,000 | 369 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $71,180,000 | 47 |
| Commercial mortgage-backed securities | $7,077,000 | 375 |
| Commercial mortgage pass-through securities | $7,077,000 | 221 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $288,161,000 | 457 |
| Total debt securities | $288,161,000 | 526 |
| Structured notes | ||
| Amortized cost | $71,494,000 | 48 |
| Fair value | $71,533,000 | 47 |
| 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 | $255,878,000 | 603 |
| U.S. Government securities | $213,814,000 | 512 |
| U.S. Treasury securities | $1,001,000 | 868 |
| U.S. Government agency obligations | $212,813,000 | 498 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $42,064,000 | 254 |
| Privately issued residential mortgage-backed securities | $42,064,000 | 62 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,951,000 | 340 |
| Mortgage-backed securities | $76,254,000 | 868 |
| Certificates of participation in pools of residential mortgages | $34,190,000 | 1,189 |
| Issued or guaranteed by U.S. | $34,190,000 | 1,189 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $42,064,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $42,064,000 | 60 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $255,878,000 | 517 |
| Total debt securities | $255,878,000 | 594 |
| Structured notes | ||
| Amortized cost | $39,993,000 | 102 |
| Fair value | $39,947,000 | 98 |
| 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 | $221,850,000 | 690 |
| U.S. Government securities | $208,309,000 | 520 |
| U.S. Treasury securities | $1,000,000 | 842 |
| U.S. Government agency obligations | $207,309,000 | 503 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $13,541,000 | 561 |
| Privately issued residential mortgage-backed securities | $13,541,000 | 134 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $208,012,000 | 322 |
| Mortgage-backed securities | $47,820,000 | 1,299 |
| Certificates of participation in pools of residential mortgages | $34,279,000 | 1,176 |
| Issued or guaranteed by U.S. | $34,279,000 | 1,176 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $13,541,000 | 1,161 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $13,541,000 | 128 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $221,850,000 | 600 |
| Total debt securities | $221,850,000 | 680 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 227 |
| Fair value | $19,981,000 | 213 |
| 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 | $244,829,000 | 630 |
| U.S. Government securities | $182,993,000 | 583 |
| U.S. Treasury securities | $1,000,000 | 829 |
| U.S. Government agency obligations | $181,993,000 | 567 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $61,836,000 | 205 |
| Privately issued residential mortgage-backed securities | $61,836,000 | 52 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,043,000 | 364 |
| Mortgage-backed securities | $95,859,000 | 696 |
| Certificates of participation in pools of residential mortgages | $34,023,000 | 1,178 |
| Issued or guaranteed by U.S. | $34,023,000 | 1,177 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $61,836,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $61,836,000 | 47 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $244,829,000 | 549 |
| Total debt securities | $244,829,000 | 620 |
| 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 | $260,781,000 | 599 |
| U.S. Government securities | $180,558,000 | 592 |
| U.S. Treasury securities | $1,000,000 | 839 |
| U.S. Government agency obligations | $179,558,000 | 579 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $80,223,000 | 173 |
| Privately issued residential mortgage-backed securities | $80,223,000 | 48 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,128,000 | 354 |
| Mortgage-backed securities | $112,107,000 | 621 |
| Certificates of participation in pools of residential mortgages | $31,884,000 | 1,240 |
| Issued or guaranteed by U.S. | $31,884,000 | 1,239 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $80,223,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $80,223,000 | 47 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $260,781,000 | 525 |
| Total debt securities | $260,781,000 | 589 |
| 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 | $216,057,000 | 724 |
| U.S. Government securities | $152,837,000 | 691 |
| U.S. Treasury securities | $1,001,000 | 865 |
| U.S. Government agency obligations | $151,836,000 | 668 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $63,220,000 | 201 |
| Privately issued residential mortgage-backed securities | $63,220,000 | 54 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,046,000 | 426 |
| Mortgage-backed securities | $93,968,000 | 745 |
| Certificates of participation in pools of residential mortgages | $30,748,000 | 1,324 |
| Issued or guaranteed by U.S. | $30,748,000 | 1,323 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $63,220,000 | 426 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $63,220,000 | 51 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $216,057,000 | 654 |
| Total debt securities | $216,057,000 | 712 |
| 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 | $188,360,000 | 808 |
| U.S. Government securities | $144,760,000 | 717 |
| U.S. Treasury securities | $1,001,000 | 851 |
| U.S. Government agency obligations | $143,759,000 | 689 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $43,600,000 | 266 |
| Privately issued residential mortgage-backed securities | $43,600,000 | 81 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,550,000 | 462 |
| Mortgage-backed securities | $71,207,000 | 954 |
| Certificates of participation in pools of residential mortgages | $27,607,000 | 1,418 |
| Issued or guaranteed by U.S. | $27,607,000 | 1,415 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $43,600,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $43,600,000 | 76 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $188,360,000 | 714 |
| Total debt securities | $188,360,000 | 794 |
| Structured notes | ||
| Amortized cost | $30,000,000 | 142 |
| Fair value | $30,009,000 | 144 |
| 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 | $216,206,000 | 716 |
| U.S. Government securities | $136,769,000 | 770 |
| U.S. Treasury securities | $1,100,000 | 747 |
| U.S. Government agency obligations | $135,669,000 | 752 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $79,437,000 | 172 |
| Privately issued residential mortgage-backed securities | $79,437,000 | 56 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,573,000 | 475 |
| Mortgage-backed securities | $105,812,000 | 704 |
| Certificates of participation in pools of residential mortgages | $26,375,000 | 1,525 |
| Issued or guaranteed by U.S. | $26,375,000 | 1,523 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $79,437,000 | 392 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $79,437,000 | 53 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $216,206,000 | 647 |
| Total debt securities | $216,206,000 | 704 |
| Structured notes | ||
| Amortized cost | $48,099,000 | 74 |
| Fair value | $48,123,000 | 74 |
| 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 | $210,285,000 | 725 |
| U.S. Government securities | $153,056,000 | 698 |
| U.S. Treasury securities | $1,100,000 | 735 |
| U.S. Government agency obligations | $151,956,000 | 680 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $57,229,000 | 219 |
| Privately issued residential mortgage-backed securities | $57,229,000 | 71 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,868,000 | 424 |
| Mortgage-backed securities | $83,681,000 | 883 |
| Certificates of participation in pools of residential mortgages | $26,452,000 | 1,555 |
| Issued or guaranteed by U.S. | $26,452,000 | 1,553 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $57,229,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $57,229,000 | 68 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $210,285,000 | 650 |
| Total debt securities | $210,285,000 | 715 |
| Structured notes | ||
| Amortized cost | $79,346,000 | 37 |
| Fair value | $79,363,000 | 37 |
| 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 | $181,876,000 | 858 |
| U.S. Government securities | $137,072,000 | 818 |
| U.S. Treasury securities | $101,000 | 1,118 |
| U.S. Government agency obligations | $136,971,000 | 789 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $44,804,000 | 269 |
| Privately issued residential mortgage-backed securities | $44,804,000 | 88 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,138,000 | 494 |
| Mortgage-backed securities | $71,332,000 | 1,032 |
| Certificates of participation in pools of residential mortgages | $26,528,000 | 1,529 |
| Issued or guaranteed by U.S. | $26,528,000 | 1,526 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $44,804,000 | 623 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $44,804,000 | 83 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $181,876,000 | 761 |
| Total debt securities | $181,876,000 | 847 |
| Structured notes | ||
| Amortized cost | $109,337,000 | 26 |
| Fair value | $109,343,000 | 24 |
| 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 | $167,685,000 | 907 |
| U.S. Government securities | $115,907,000 | 896 |
| U.S. Treasury securities | $101,000 | 1,037 |
| U.S. Government agency obligations | $115,806,000 | 869 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $51,778,000 | 244 |
| Privately issued residential mortgage-backed securities | $51,778,000 | 107 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,310,000 | 521 |
| Mortgage-backed securities | $78,381,000 | 914 |
| Certificates of participation in pools of residential mortgages | $26,603,000 | 1,449 |
| Issued or guaranteed by U.S. | $26,603,000 | 1,446 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $51,778,000 | 550 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $51,778,000 | 103 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $167,685,000 | 800 |
| Total debt securities | $167,685,000 | 891 |
| Structured notes | ||
| Amortized cost | $88,101,000 | 43 |
| Fair value | $88,103,000 | 44 |
| 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 | $134,353,000 | 1,083 |
| U.S. Government securities | $127,907,000 | 807 |
| U.S. Treasury securities | $101,000 | 1,085 |
| U.S. Government agency obligations | $127,806,000 | 781 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $6,446,000 | 911 |
| Privately issued residential mortgage-backed securities | $6,446,000 | 400 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,372,000 | 476 |
| Mortgage-backed securities | $33,123,000 | 1,748 |
| Certificates of participation in pools of residential mortgages | $26,677,000 | 1,388 |
| Issued or guaranteed by U.S. | $26,677,000 | 1,383 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,446,000 | 1,907 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $6,446,000 | 383 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $134,353,000 | 957 |
| Total debt securities | $134,353,000 | 1,070 |
| Structured notes | ||
| Amortized cost | $90,012,000 | 39 |
| Fair value | $90,030,000 | 39 |
| 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 | $203,571,000 | 725 |
| U.S. Government securities | $140,603,000 | 757 |
| U.S. Treasury securities | $101,000 | 1,184 |
| U.S. Government agency obligations | $140,502,000 | 732 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $62,968,000 | 218 |
| Privately issued residential mortgage-backed securities | $62,968,000 | 102 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,506,000 | 445 |
| Mortgage-backed securities | $89,718,000 | 783 |
| Certificates of participation in pools of residential mortgages | $26,750,000 | 1,348 |
| Issued or guaranteed by U.S. | $26,750,000 | 1,342 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $62,968,000 | 489 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $62,968,000 | 98 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $203,571,000 | 642 |
| Total debt securities | $203,571,000 | 711 |
| Structured notes | ||
| Amortized cost | $102,580,000 | 39 |
| Fair value | $102,626,000 | 38 |
| 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 | $258,198,000 | 573 |
| U.S. Government securities | $137,073,000 | 768 |
| U.S. Treasury securities | $101,000 | 1,229 |
| U.S. Government agency obligations | $136,972,000 | 737 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $121,125,000 | 144 |
| Privately issued residential mortgage-backed securities | $121,125,000 | 72 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,521,000 | 510 |
| Mortgage-backed securities | $150,016,000 | 482 |
| Certificates of participation in pools of residential mortgages | $28,891,000 | 1,241 |
| Issued or guaranteed by U.S. | $28,891,000 | 1,234 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $121,125,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $121,125,000 | 70 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $258,198,000 | 513 |
| Total debt securities | $258,198,000 | 562 |
| Structured notes | ||
| Amortized cost | $87,201,000 | 49 |
| Fair value | $87,024,000 | 48 |
| 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 | $142,544,000 | 959 |
| U.S. Government securities | $105,682,000 | 911 |
| U.S. Treasury securities | $101,000 | 1,235 |
| U.S. Government agency obligations | $105,581,000 | 870 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $36,862,000 | 327 |
| Privately issued residential mortgage-backed securities | $36,862,000 | 171 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,809,000 | 634 |
| Mortgage-backed securities | $66,555,000 | 917 |
| Certificates of participation in pools of residential mortgages | $29,693,000 | 1,158 |
| Issued or guaranteed by U.S. | $29,693,000 | 1,147 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $36,862,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $36,862,000 | 165 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $142,544,000 | 848 |
| Total debt securities | $142,543,000 | 948 |
| Structured notes | ||
| Amortized cost | $69,842,000 | 56 |
| Fair value | $69,761,000 | 56 |
| 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 | $186,903,000 | 734 |
| U.S. Government securities | $110,451,000 | 858 |
| U.S. Treasury securities | $101,000 | 1,146 |
| U.S. Government agency obligations | $110,350,000 | 819 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $76,452,000 | 191 |
| Privately issued residential mortgage-backed securities | $76,452,000 | 103 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,070,000 | 602 |
| Mortgage-backed securities | $105,813,000 | 625 |
| Certificates of participation in pools of residential mortgages | $29,361,000 | 1,153 |
| Issued or guaranteed by U.S. | $29,361,000 | 1,141 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $76,452,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $76,452,000 | 98 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $186,903,000 | 639 |
| Total debt securities | $186,903,000 | 721 |
| Structured notes | ||
| Amortized cost | $59,860,000 | 68 |
| Fair value | $59,835,000 | 67 |
| 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 | $196,730,000 | 686 |
| U.S. Government securities | $86,744,000 | 1,082 |
| U.S. Treasury securities | $101,000 | 1,088 |
| U.S. Government agency obligations | $86,643,000 | 1,042 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $109,986,000 | 152 |
| Privately issued residential mortgage-backed securities | $109,986,000 | 87 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,375,000 | 787 |
| Mortgage-backed securities | $140,483,000 | 474 |
| Certificates of participation in pools of residential mortgages | $30,497,000 | 1,119 |
| Issued or guaranteed by U.S. | $30,497,000 | 1,112 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $109,986,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $109,986,000 | 82 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $196,730,000 | 593 |
| Total debt securities | $196,730,000 | 673 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 148 |
| Fair value | $35,017,000 | 151 |
| 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 | $125,167,000 | 1,050 |
| U.S. Government securities | $83,205,000 | 1,136 |
| U.S. Treasury securities | $99,000 | 1,114 |
| U.S. Government agency obligations | $83,106,000 | 1,094 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $41,962,000 | 310 |
| Privately issued residential mortgage-backed securities | $41,962,000 | 178 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,423,000 | 1,023 |
| Mortgage-backed securities | $84,529,000 | 749 |
| Certificates of participation in pools of residential mortgages | $42,567,000 | 887 |
| Issued or guaranteed by U.S. | $42,567,000 | 878 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $41,962,000 | 599 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $41,962,000 | 173 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $125,167,000 | 925 |
| Total debt securities | $125,167,000 | 1,038 |
| Structured notes | ||
| Amortized cost | $17,460,000 | 314 |
| Fair value | $17,464,000 | 311 |
| 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 | $186,743,000 | 697 |
| U.S. Government securities | $137,333,000 | 675 |
| U.S. Treasury securities | $100,000 | 1,051 |
| U.S. Government agency obligations | $137,233,000 | 646 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $49,410,000 | 281 |
| Privately issued residential mortgage-backed securities | $49,410,000 | 165 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,788,000 | 1,099 |
| Mortgage-backed securities | $144,117,000 | 490 |
| Certificates of participation in pools of residential mortgages | $94,707,000 | 448 |
| Issued or guaranteed by U.S. | $94,707,000 | 446 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $49,410,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $49,410,000 | 161 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $186,743,000 | 603 |
| Total debt securities | $186,743,000 | 686 |
| Structured notes | ||
| Amortized cost | $27,460,000 | 110 |
| Fair value | $27,490,000 | 107 |
| 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 | $95,492,000 | 1,341 |
| U.S. Government securities | $88,697,000 | 992 |
| U.S. Treasury securities | $101,000 | 1,015 |
| U.S. Government agency obligations | $88,596,000 | 960 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $6,795,000 | 1,103 |
| Privately issued residential mortgage-backed securities | $6,795,000 | 614 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,756,000 | 638 |
| Mortgage-backed securities | $17,744,000 | 2,516 |
| Certificates of participation in pools of residential mortgages | $10,949,000 | 2,537 |
| Issued or guaranteed by U.S. | $10,949,000 | 2,528 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,795,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $6,795,000 | 588 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $95,492,000 | 1,171 |
| Total debt securities | $95,492,000 | 1,315 |
| Structured notes | ||
| Amortized cost | $42,469,000 | 40 |
| Fair value | $42,563,000 | 39 |
| 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 | $103,707,000 | 1,219 |
| U.S. Government securities | $54,954,000 | 1,545 |
| U.S. Treasury securities | $101,000 | 1,003 |
| U.S. Government agency obligations | $54,853,000 | 1,504 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $48,753,000 | 326 |
| Privately issued residential mortgage-backed securities | $39,011,000 | 223 |
| Commercial mortgage-backed securities - Total | $9,742,000 | 79 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,320,000 | 949 |
| Mortgage-backed securities | $60,967,000 | 1,021 |
| Certificates of participation in pools of residential mortgages | $12,214,000 | 2,429 |
| Issued or guaranteed by U.S. | $12,214,000 | 2,420 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $39,011,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $39,011,000 | 212 |
| Commercial mortgage-backed securities | $9,742,000 | 79 |
| Commercial mortgage pass-through securities | $9,742,000 | 32 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $103,707,000 | 1,047 |
| Total debt securities | $103,707,000 | 1,191 |
| Structured notes | ||
| Amortized cost | $17,460,000 | 80 |
| Fair value | $17,530,000 | 78 |
| 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 | $87,853,000 | 1,403 |
| U.S. Government securities | $46,241,000 | 1,811 |
| U.S. Treasury securities | $101,000 | 944 |
| U.S. Government agency obligations | $46,140,000 | 1,773 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $41,612,000 | 354 |
| Privately issued residential mortgage-backed securities | $41,612,000 | 235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,757,000 | 665 |
| Mortgage-backed securities | $41,612,000 | 1,418 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $41,612,000 | 550 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $41,612,000 | 222 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $87,853,000 | 1,232 |
| Total debt securities | $87,853,000 | 1,382 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 104 |
| Fair value | $10,010,000 | 104 |
| 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 | $60,885,000 | 1,937 |
| U.S. Government securities | $44,104,000 | 1,908 |
| U.S. Treasury securities | $102,000 | 925 |
| U.S. Government agency obligations | $44,002,000 | 1,878 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $16,781,000 | 606 |
| Privately issued residential mortgage-backed securities | $16,781,000 | 381 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,104,000 | 1,226 |
| Mortgage-backed securities | $16,781,000 | 2,598 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $16,781,000 | 968 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $16,781,000 | 365 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $60,885,000 | 1,696 |
| Total debt securities | $60,885,000 | 1,919 |
| Structured notes | ||
| Amortized cost | $5,419,000 | 259 |
| Fair value | $5,426,000 | 257 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $89,301,000 | 1,328 |
| U.S. Government securities | $68,933,000 | 1,228 |
| U.S. Treasury securities | $100,000 | 986 |
| U.S. Government agency obligations | $68,833,000 | 1,195 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $20,368,000 | 517 |
| Privately issued residential mortgage-backed securities | $20,368,000 | 349 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,238,000 | 974 |
| Mortgage-backed securities | $20,368,000 | 2,217 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $20,368,000 | 822 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $20,368,000 | 335 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $89,301,000 | 1,148 |
| Total debt securities | $89,300,000 | 1,308 |
| Structured notes | ||
| Amortized cost | $5,433,000 | 238 |
| Fair value | $5,437,000 | 233 |
| 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 | $94,075,000 | 1,286 |
| U.S. Government securities | $78,157,000 | 1,061 |
| U.S. Treasury securities | $99,000 | 995 |
| U.S. Government agency obligations | $78,058,000 | 1,038 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $15,918,000 | 647 |
| Privately issued residential mortgage-backed securities | $15,918,000 | 399 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,143,000 | 660 |
| Mortgage-backed securities | $15,918,000 | 2,578 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $15,918,000 | 950 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $15,918,000 | 379 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $94,075,000 | 1,115 |
| Total debt securities | $94,076,000 | 1,255 |
| Structured notes | ||
| Amortized cost | $5,447,000 | 254 |
| Fair value | $5,443,000 | 251 |
| 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 | $104,570,000 | 1,168 |
| U.S. Government securities | $81,116,000 | 1,029 |
| U.S. Treasury securities | $100,000 | 1,010 |
| U.S. Government agency obligations | $81,016,000 | 1,004 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $23,454,000 | 489 |
| Privately issued residential mortgage-backed securities | $23,454,000 | 316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,945,000 | 675 |
| Mortgage-backed securities | $23,454,000 | 1,933 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $23,454,000 | 712 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $23,454,000 | 295 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $104,570,000 | 1,019 |
| Total debt securities | $104,570,000 | 1,136 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $90,589,000 | 1,326 |
| U.S. Government securities | $78,142,000 | 1,068 |
| U.S. Treasury securities | $100,000 | 1,106 |
| U.S. Government agency obligations | $78,042,000 | 1,038 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $12,447,000 | 697 |
| Privately issued residential mortgage-backed securities | $12,447,000 | 401 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,589,000 | 607 |
| Mortgage-backed securities | $12,450,000 | 2,593 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,320 |
| Issued or guaranteed by U.S. | $3,000 | 6,299 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,447,000 | 1,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $12,447,000 | 374 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $90,589,000 | 1,152 |
| Total debt securities | $90,589,000 | 1,289 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $85,151,000 | 1,400 |
| U.S. Government securities | $69,124,000 | 1,244 |
| U.S. Treasury securities | $100,000 | 1,189 |
| U.S. Government agency obligations | $69,024,000 | 1,216 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $16,027,000 | 565 |
| Privately issued residential mortgage-backed securities | $16,027,000 | 343 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,940,000 | 704 |
| Mortgage-backed securities | $16,031,000 | 2,079 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,267 |
| Issued or guaranteed by U.S. | $4,000 | 6,244 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $16,027,000 | 816 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $16,027,000 | 320 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $85,151,000 | 1,210 |
| Total debt securities | $85,152,000 | 1,370 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $88,507,000 | 1,348 |
| U.S. Government securities | $77,963,000 | 1,127 |
| U.S. Treasury securities | $100,000 | 1,305 |
| U.S. Government agency obligations | $77,863,000 | 1,098 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $10,544,000 | 681 |
| Privately issued residential mortgage-backed securities | $10,544,000 | 395 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,870,000 | 704 |
| Mortgage-backed securities | $10,548,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,296 |
| Issued or guaranteed by U.S. | $4,000 | 6,276 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,544,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $10,544,000 | 375 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $88,507,000 | 1,177 |
| Total debt securities | $88,507,000 | 1,322 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $82,431,000 | 1,443 |
| U.S. Government securities | $70,519,000 | 1,225 |
| U.S. Treasury securities | $100,000 | 1,395 |
| U.S. Government agency obligations | $70,419,000 | 1,198 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $11,912,000 | 657 |
| Privately issued residential mortgage-backed securities | $11,912,000 | 373 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,580,000 | 744 |
| Mortgage-backed securities | $11,916,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,320 |
| Issued or guaranteed by U.S. | $4,000 | 6,296 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $11,912,000 | 944 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $11,912,000 | 351 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $82,431,000 | 1,251 |
| Total debt securities | $82,431,000 | 1,414 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $64,461,000 | 1,841 |
| U.S. Government securities | $64,461,000 | 1,378 |
| U.S. Treasury securities | $100,000 | 1,441 |
| U.S. Government agency obligations | $64,361,000 | 1,347 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,461,000 | 793 |
| Mortgage-backed securities | $4,000 | 6,609 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,344 |
| Issued or guaranteed by U.S. | $4,000 | 6,319 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $64,461,000 | 1,573 |
| Total debt securities | $64,460,000 | 1,806 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $79,371,000 | 1,536 |
| U.S. Government securities | $69,875,000 | 1,285 |
| U.S. Treasury securities | $100,000 | 1,519 |
| U.S. Government agency obligations | $69,775,000 | 1,252 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $9,496,000 | 731 |
| Privately issued residential mortgage-backed securities | $9,496,000 | 406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,007,000 | 672 |
| Mortgage-backed securities | $9,859,000 | 2,656 |
| Certificates of participation in pools of residential mortgages | $363,000 | 5,443 |
| Issued or guaranteed by U.S. | $363,000 | 5,417 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $9,496,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $9,496,000 | 383 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $79,371,000 | 1,325 |
| Total debt securities | $79,372,000 | 1,505 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $68,288,000 | 1,757 |
| U.S. Government securities | $65,723,000 | 1,363 |
| U.S. Treasury securities | $99,000 | 1,580 |
| U.S. Government agency obligations | $65,624,000 | 1,331 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $2,565,000 | 1,382 |
| Privately issued residential mortgage-backed securities | $2,565,000 | 639 |
| 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 | $68,150,000 | 766 |
| Mortgage-backed securities | $3,018,000 | 4,278 |
| Certificates of participation in pools of residential mortgages | $453,000 | 5,359 |
| Issued or guaranteed by U.S. | $453,000 | 5,336 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,565,000 | 1,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $2,565,000 | 600 |
| 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) | $68,288,000 | 1,495 |
| Total debt securities | $68,288,000 | 1,722 |
| 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 | $113,792,000 | 1,107 |
| U.S. Government securities | $64,445,000 | 1,419 |
| U.S. Treasury securities | $99,000 | 1,664 |
| U.S. Government agency obligations | $64,346,000 | 1,379 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $49,347,000 | 292 |
| Privately issued residential mortgage-backed securities | $49,347,000 | 184 |
| 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 | $113,693,000 | 485 |
| Mortgage-backed securities | $49,804,000 | 948 |
| Certificates of participation in pools of residential mortgages | $457,000 | 5,388 |
| Issued or guaranteed by U.S. | $457,000 | 5,367 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $49,347,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $49,347,000 | 173 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $113,792,000 | 932 |
| Total debt securities | $113,797,000 | 1,074 |
| 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 | $61,194,000 | 1,977 |
| U.S. Government securities | $58,579,000 | 1,566 |
| U.S. Treasury securities | $97,000 | 1,714 |
| U.S. Government agency obligations | $58,482,000 | 1,506 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $2,615,000 | 1,449 |
| Privately issued residential mortgage-backed securities | $2,615,000 | 623 |
| 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 | $58,479,000 | 861 |
| Mortgage-backed securities | $3,079,000 | 4,304 |
| Certificates of participation in pools of residential mortgages | $464,000 | 5,419 |
| Issued or guaranteed by U.S. | $464,000 | 5,394 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,615,000 | 1,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $2,615,000 | 583 |
| 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) | $61,194,000 | 1,689 |
| Total debt securities | $61,192,000 | 1,935 |
| 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 | $66,008,000 | 1,830 |
| U.S. Government securities | $61,570,000 | 1,471 |
| U.S. Treasury securities | $98,000 | 1,749 |
| U.S. Government agency obligations | $61,472,000 | 1,422 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $4,438,000 | 1,143 |
| Privately issued residential mortgage-backed securities | $4,438,000 | 517 |
| 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 | $61,513,000 | 814 |
| Mortgage-backed securities | $4,909,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | $471,000 | 5,441 |
| Issued or guaranteed by U.S. | $471,000 | 5,419 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,438,000 | 1,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $4,438,000 | 484 |
| 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) | $66,008,000 | 1,538 |
| Total debt securities | $66,008,000 | 1,785 |
| 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 | $59,997,000 | 2,008 |
| U.S. Government securities | $59,714,000 | 1,525 |
| U.S. Treasury securities | $98,000 | 1,814 |
| U.S. Government agency obligations | $59,616,000 | 1,466 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $283,000 | 2,920 |
| Privately issued residential mortgage-backed securities | $283,000 | 986 |
| 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 | $54,353,000 | 888 |
| Mortgage-backed securities | $763,000 | 5,678 |
| Certificates of participation in pools of residential mortgages | $480,000 | 5,509 |
| Issued or guaranteed by U.S. | $480,000 | 5,482 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $283,000 | 3,122 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $283,000 | 904 |
| 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) | $59,997,000 | 1,690 |
| Total debt securities | $59,996,000 | 1,957 |
| 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 | $61,421,000 | 2,011 |
| U.S. Government securities | $59,333,000 | 1,562 |
| U.S. Treasury securities | $98,000 | 1,932 |
| U.S. Government agency obligations | $59,235,000 | 1,502 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $2,088,000 | 1,680 |
| Privately issued residential mortgage-backed securities | $2,088,000 | 622 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,745,000 | 1,275 |
| Mortgage-backed securities | $20,068,000 | 1,907 |
| Certificates of participation in pools of residential mortgages | $17,980,000 | 1,597 |
| Issued or guaranteed by U.S. | $17,980,000 | 1,585 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,088,000 | 2,119 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $2,088,000 | 578 |
| 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) | $61,421,000 | 1,687 |
| Total debt securities | $61,420,000 | 1,961 |
| 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 | $47,169,000 | 2,524 |
| U.S. Government securities | $44,746,000 | 2,046 |
| U.S. Treasury securities | $99,000 | 1,921 |
| U.S. Government agency obligations | $44,647,000 | 1,965 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $2,423,000 | 1,651 |
| Privately issued residential mortgage-backed securities | $2,423,000 | 593 |
| 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 | $44,705,000 | 1,047 |
| Mortgage-backed securities | $3,077,000 | 4,588 |
| Certificates of participation in pools of residential mortgages | $654,000 | 5,414 |
| Issued or guaranteed by U.S. | $654,000 | 5,396 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,423,000 | 2,049 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $2,423,000 | 553 |
| 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) | $47,169,000 | 2,144 |
| Total debt securities | $47,169,000 | 2,483 |
| 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 | $53,200,000 | 2,280 |
| U.S. Government securities | $41,649,000 | 2,132 |
| U.S. Treasury securities | $99,000 | 1,948 |
| U.S. Government agency obligations | $41,550,000 | 2,054 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $11,551,000 | 743 |
| Privately issued residential mortgage-backed securities | $11,551,000 | 323 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,705,000 | 1,102 |
| Mortgage-backed securities | $13,229,000 | 2,519 |
| Certificates of participation in pools of residential mortgages | $1,678,000 | 4,703 |
| Issued or guaranteed by U.S. | $1,678,000 | 4,690 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,551,000 | 1,019 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $11,551,000 | 293 |
| 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) | $53,200,000 | 1,924 |
| Total debt securities | $53,200,000 | 2,232 |
| 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 | $47,092,000 | 2,580 |
| U.S. Government securities | $38,108,000 | 2,351 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $38,108,000 | 2,267 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $8,984,000 | 876 |
| Privately issued residential mortgage-backed securities | $8,984,000 | 350 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,061,000 | 1,162 |
| Mortgage-backed securities | $9,645,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | $661,000 | 5,512 |
| Issued or guaranteed by U.S. | $661,000 | 5,495 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,984,000 | 1,171 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $8,984,000 | 327 |
| 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) | $47,092,000 | 2,193 |
| Total debt securities | $47,092,000 | 2,520 |
| 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 | $58,520,000 | 2,115 |
| U.S. Government securities | $36,441,000 | 2,407 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $36,441,000 | 2,338 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $22,079,000 | 541 |
| Privately issued residential mortgage-backed securities | $22,079,000 | 248 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,142,000 | 1,294 |
| Mortgage-backed securities | $22,743,000 | 1,848 |
| Certificates of participation in pools of residential mortgages | $664,000 | 5,539 |
| Issued or guaranteed by U.S. | $664,000 | 5,521 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $22,079,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $22,079,000 | 233 |
| 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) | $58,520,000 | 1,809 |
| Total debt securities | $58,520,000 | 2,056 |
| 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 | $54,351,000 | 2,321 |
| U.S. Government securities | $27,487,000 | 3,106 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $27,487,000 | 2,997 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $26,864,000 | 449 |
| Privately issued residential mortgage-backed securities | $26,864,000 | 180 |
| 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 | $54,005,000 | 837 |
| Mortgage-backed securities | $27,541,000 | 1,631 |
| Certificates of participation in pools of residential mortgages | $677,000 | 5,565 |
| Issued or guaranteed by U.S. | $677,000 | 5,544 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $26,864,000 | 636 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $26,864,000 | 156 |
| 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) | $54,351,000 | 1,975 |
| Total debt securities | $54,351,000 | 2,263 |
| 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 | $36,716,000 | 3,129 |
| U.S. Government securities | $27,588,000 | 2,988 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $27,588,000 | 2,885 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $9,128,000 | 927 |
| Privately issued residential mortgage-backed securities | $9,128,000 | 286 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,716,000 | 1,125 |
| Mortgage-backed securities | $9,816,000 | 3,017 |
| Certificates of participation in pools of residential mortgages | $688,000 | 5,589 |
| Issued or guaranteed by U.S. | $688,000 | 5,566 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $9,128,000 | 1,191 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $9,128,000 | 249 |
| 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) | $36,716,000 | 2,705 |
| Total debt securities | $36,716,000 | 3,062 |
| 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 | $40,420,000 | 2,852 |
| U.S. Government securities | $12,397,000 | 4,997 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $12,397,000 | 4,836 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $28,023,000 | 473 |
| Privately issued residential mortgage-backed securities | $28,023,000 | 175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,478,000 | 1,064 |
| Mortgage-backed securities | $28,727,000 | 1,587 |
| Certificates of participation in pools of residential mortgages | $704,000 | 5,631 |
| Issued or guaranteed by U.S. | $704,000 | 5,609 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $28,023,000 | 660 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $28,023,000 | 154 |
| 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) | $40,420,000 | 2,455 |
| Total debt securities | $40,420,000 | 2,774 |
| 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 | $26,352,000 | 3,871 |
| U.S. Government securities | $7,383,000 | 6,331 |
| U.S. Treasury securities | $1,003,000 | 1,604 |
| U.S. Government agency obligations | $6,380,000 | 6,468 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $18,969,000 | 621 |
| Privately issued residential mortgage-backed securities | $18,969,000 | 208 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 7,316 |
| Mortgage-backed securities | $19,671,000 | 2,037 |
| Certificates of participation in pools of residential mortgages | $702,000 | 5,662 |
| Issued or guaranteed by U.S. | $702,000 | 5,644 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $18,969,000 | 866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $18,969,000 | 185 |
| 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) | $26,352,000 | 3,338 |
| Total debt securities | $26,352,000 | 3,790 |
| 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 | $16,479,000 | 5,204 |
| U.S. Government securities | $15,930,000 | 4,303 |
| U.S. Treasury securities | $1,513,000 | 1,403 |
| U.S. Government agency obligations | $14,417,000 | 4,409 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $549,000 | 3,201 |
| Privately issued residential mortgage-backed securities | $549,000 | 849 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,377,000 | 2,246 |
| Mortgage-backed securities | $1,266,000 | 5,739 |
| Certificates of participation in pools of residential mortgages | $717,000 | 5,619 |
| Issued or guaranteed by U.S. | $717,000 | 5,602 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $549,000 | 3,535 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $549,000 | 758 |
| 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) | $16,479,000 | 4,492 |
| Total debt securities | $16,478,000 | 5,114 |
| 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 | $1,109,000 | 9,113 |
| U.S. Government securities | $1,109,000 | 8,841 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,109,000 | 8,667 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $150,000 | 7,501 |
| Mortgage-backed securities | $704,000 | 6,149 |
| Certificates of participation in pools of residential mortgages | $704,000 | 5,489 |
| Issued or guaranteed by U.S. | $704,000 | 5,467 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $1,109,000 | 8,191 |
| Total debt securities | $1,109,000 | 9,036 |
| Structured notes | ||
| Amortized cost | $199,000 | 809 |
| Fair value | $203,000 | 793 |
| 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 | $1,469,000 | 9,417 |
| U.S. Government securities | $1,452,000 | 9,182 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $1,452,000 | 8,917 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,000 | 7,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,000 | 7,803 |
| Mortgage-backed securities | $650,000 | 5,911 |
| Certificates of participation in pools of residential mortgages | $650,000 | 5,209 |
| Issued or guaranteed by U.S. | $650,000 | 5,195 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,469,000 | 8,353 |
| Total debt securities | $1,452,000 | 9,323 |
| Structured notes | ||
| Amortized cost | $597,000 | 508 |
| Fair value | $602,000 | 503 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $1,503,000 | 9,756 |
| U.S. Government securities | $1,503,000 | 9,520 |
| U.S. Treasury securities | $100,000 | 5,289 |
| U.S. Government agency obligations | $1,403,000 | 9,200 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 8,074 |
| Mortgage-backed securities | $660,000 | 6,230 |
| Certificates of participation in pools of residential mortgages | $660,000 | 5,471 |
| Issued or guaranteed by U.S. | $660,000 | 5,460 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $1,503,000 | 8,578 |
| Total debt securities | $1,503,000 | 9,662 |
| Structured notes | ||
| Amortized cost | $596,000 | 722 |
| Fair value | $597,000 | 713 |
| 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 | $1,112,000 | 10,035 |
| U.S. Government securities | $1,112,000 | 9,792 |
| U.S. Treasury securities | $254,000 | 6,442 |
| U.S. Government agency obligations | $858,000 | 9,419 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 8,269 |
| Mortgage-backed securities | $658,000 | 6,482 |
| Certificates of participation in pools of residential mortgages | $658,000 | 5,725 |
| Issued or guaranteed by U.S. | $658,000 | 5,708 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $1,112,000 | 8,825 |
| Total debt securities | $1,112,000 | 9,917 |
| 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 | $1,345,000 | 10,490 |
| U.S. Government securities | $1,121,000 | 10,353 |
| U.S. Treasury securities | $352,000 | 7,460 |
| U.S. Government agency obligations | $769,000 | 9,833 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $224,000 | 2,861 |
| Privately issued residential mortgage-backed securities | $224,000 | 1,014 |
| 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 | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 8,712 |
| Mortgage-backed securities | $793,000 | 6,582 |
| Certificates of participation in pools of residential mortgages | $793,000 | 5,678 |
| Issued or guaranteed by U.S. | $569,000 | 6,012 |
| Privately issued | $224,000 | 293 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $1,345,000 | 9,030 |
| Total debt securities | $1,345,000 | 10,404 |
| 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 | $1,460,000 | 11,019 |
| U.S. Government securities | $1,460,000 | 10,815 |
| U.S. Treasury securities | $250,000 | 8,476 |
| U.S. Government agency obligations | $1,210,000 | 10,021 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 9,118 |
| Mortgage-backed securities | $414,000 | 7,733 |
| Certificates of participation in pools of residential mortgages | $414,000 | 6,884 |
| Issued or guaranteed by U.S. | $414,000 | 6,865 |
| Privately issued | $0 | 472 |
| 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) | $1,460,000 | 9,295 |
| Total debt securities | $1,460,000 | 10,930 |
| 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 | $2,392,000 | 11,247 |
| U.S. Government securities | $2,366,000 | 10,926 |
| U.S. Treasury securities | $603,000 | 9,159 |
| U.S. Government agency obligations | $1,763,000 | 9,932 |
| Securities issued by states & political subdivisions | $26,000 | 8,917 |
| 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 | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,000 | 9,509 |
| Mortgage-backed securities | $657,000 | 7,768 |
| Certificates of participation in pools of residential mortgages | $657,000 | 6,684 |
| Issued or guaranteed by U.S. | $657,000 | 6,652 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $2,392,000 | 9,222 |
| Total debt securities | $2,392,000 | 11,144 |
| 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 | $3,496,000 | 11,487 |
| U.S. Government securities | $3,271,000 | 11,087 |
| U.S. Treasury securities | $1,978,000 | 8,320 |
| U.S. Government agency obligations | $1,293,000 | 10,581 |
| Securities issued by states & political subdivisions | $125,000 | 8,943 |
| Other domestic debt securities | $100,000 | 5,037 |
| 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 | $100,000 | 3,983 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 9,820 |
| Mortgage-backed securities | $354,000 | 8,846 |
| Certificates of participation in pools of residential mortgages | $354,000 | 7,819 |
| Issued or guaranteed by U.S. | $354,000 | 7,792 |
| 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) | $3,496,000 | 8,971 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $3,496,000 | 11,386 |
| 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 | $3,504,000 | 11,944 |
| U.S. Government securities | $3,129,000 | 11,569 |
| U.S. Treasury securities | $1,615,000 | 8,970 |
| U.S. Government agency obligations | $1,514,000 | 10,686 |
| Securities issued by states & political subdivisions | $175,000 | 8,981 |
| Other domestic debt securities | $200,000 | 5,291 |
| 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 | $200,000 | 4,147 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 10,200 |
| Mortgage-backed securities | $705,000 | 8,878 |
| Certificates of participation in pools of residential mortgages | $705,000 | 7,611 |
| Issued or guaranteed by U.S. | $705,000 | 7,564 |
| 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 | $3,504,000 | 11,832 |
| 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 | $4,010,000 | 12,125 |
| U.S. Government securities | $3,386,000 | 11,852 |
| U.S. Treasury securities | $1,904,000 | 8,992 |
| U.S. Government agency obligations | $1,482,000 | 11,053 |
| Securities issued by states & political subdivisions | $125,000 | 9,116 |
| Other domestic debt securities | $499,000 | 5,123 |
| 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 | $499,000 | 3,886 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 10,489 |
| Mortgage-backed securities | $681,000 | 9,436 |
| Certificates of participation in pools of residential mortgages | $681,000 | 8,149 |
| Issued or guaranteed by U.S. | $681,000 | 8,089 |
| 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 | $4,010,000 | 11,996 |
| 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 |