Home > The Farmers & Merchants Bank > Securities
The Farmers & Merchants Bank, Securities
| 2020-06-30 | Rank | |
| Total securities | $30,354,000 | 2,856 |
| U.S. Government securities | $22,115,000 | 2,369 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $22,115,000 | 2,245 |
| Securities issued by states & political subdivisions | $8,239,000 | 2,615 |
| 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 | $18,882,000 | 1,961 |
| Mortgage-backed securities | $15,462,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $9,710,000 | 2,071 |
| Issued or guaranteed by U.S. | $9,710,000 | 2,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,752,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $5,752,000 | 1,473 |
| 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) | $30,354,000 | 2,680 |
| Total debt securities | $30,356,000 | 2,837 |
| 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 | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $32,273,000 | 2,733 |
| U.S. Government securities | $28,730,000 | 2,062 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $28,730,000 | 1,958 |
| Securities issued by states & political subdivisions | $3,543,000 | 3,245 |
| 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 | $18,316,000 | 1,932 |
| Mortgage-backed securities | $16,867,000 | 2,154 |
| Certificates of participation in pools of residential mortgages | $9,529,000 | 2,095 |
| Issued or guaranteed by U.S. | $9,529,000 | 2,037 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $7,338,000 | 1,358 |
| CMOs issued by government agencies or sponsored agencies | $7,338,000 | 1,321 |
| 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) | $32,273,000 | 2,568 |
| Total debt securities | $32,274,000 | 2,715 |
| 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 | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $44,275,000 | 2,291 |
| U.S. Government securities | $32,863,000 | 1,954 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $32,863,000 | 1,849 |
| Securities issued by states & political subdivisions | $11,412,000 | 2,153 |
| 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 | $18,246,000 | 1,944 |
| Mortgage-backed securities | $25,004,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $16,271,000 | 1,513 |
| Issued or guaranteed by U.S. | $16,271,000 | 1,470 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,733,000 | 1,246 |
| CMOs issued by government agencies or sponsored agencies | $8,733,000 | 1,211 |
| 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) | $44,275,000 | 2,130 |
| Total debt securities | $44,273,000 | 2,275 |
| Structured notes | ||
| Amortized cost | $103,000 | 696 |
| Fair value | $105,000 | 695 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $41,912,000 | 2,387 |
| U.S. Government securities | $32,602,000 | 1,973 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $32,602,000 | 1,876 |
| Securities issued by states & political subdivisions | $9,310,000 | 2,374 |
| 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 | $19,643,000 | 1,856 |
| Mortgage-backed securities | $24,705,000 | 1,713 |
| Certificates of participation in pools of residential mortgages | $16,176,000 | 1,496 |
| Issued or guaranteed by U.S. | $16,176,000 | 1,451 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $7,876,000 | 1,334 |
| CMOs issued by government agencies or sponsored agencies | $7,876,000 | 1,296 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $653,000 | 1,667 |
| Commercial mortgage pass-through securities | $653,000 | 1,220 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $41,912,000 | 2,208 |
| Total debt securities | $41,913,000 | 2,366 |
| Structured notes | ||
| Amortized cost | $103,000 | 850 |
| Fair value | $104,000 | 850 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $49,633,000 | 2,137 |
| U.S. Government securities | $31,634,000 | 2,037 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $31,634,000 | 1,924 |
| Securities issued by states & political subdivisions | $17,958,000 | 1,682 |
| Other domestic debt securities | $41,000 | 1,967 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $41,000 | 407 |
| 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 | $20,669,000 | 1,860 |
| Mortgage-backed securities | $23,542,000 | 1,731 |
| Certificates of participation in pools of residential mortgages | $15,223,000 | 1,555 |
| Issued or guaranteed by U.S. | $15,223,000 | 1,529 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $7,660,000 | 1,333 |
| CMOs issued by government agencies or sponsored agencies | $7,660,000 | 1,295 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $659,000 | 1,652 |
| Commercial mortgage pass-through securities | $659,000 | 1,214 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $49,633,000 | 1,979 |
| Total debt securities | $49,633,000 | 2,125 |
| Structured notes | ||
| Amortized cost | $103,000 | 908 |
| Fair value | $104,000 | 908 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $52,342,000 | 2,077 |
| U.S. Government securities | $33,858,000 | 1,974 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $33,858,000 | 1,860 |
| Securities issued by states & political subdivisions | $18,442,000 | 1,709 |
| Other domestic debt securities | $42,000 | 1,977 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $42,000 | 398 |
| 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 | $19,339,000 | 1,956 |
| Mortgage-backed securities | $23,992,000 | 1,719 |
| Certificates of participation in pools of residential mortgages | $15,480,000 | 1,534 |
| Issued or guaranteed by U.S. | $15,480,000 | 1,508 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,861,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $7,861,000 | 1,286 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $651,000 | 1,584 |
| Commercial mortgage pass-through securities | $651,000 | 1,191 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $52,342,000 | 1,922 |
| Total debt securities | $52,340,000 | 2,064 |
| Structured notes | ||
| Amortized cost | $102,000 | 931 |
| Fair value | $100,000 | 931 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $51,575,000 | 2,130 |
| U.S. Government securities | $33,572,000 | 2,009 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $33,572,000 | 1,894 |
| Securities issued by states & political subdivisions | $17,960,000 | 1,783 |
| Other domestic debt securities | $43,000 | 1,978 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $43,000 | 401 |
| 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 | $19,230,000 | 1,980 |
| Mortgage-backed securities | $23,995,000 | 1,719 |
| Certificates of participation in pools of residential mortgages | $16,566,000 | 1,475 |
| Issued or guaranteed by U.S. | $16,566,000 | 1,460 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,779,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $6,779,000 | 1,351 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $650,000 | 1,547 |
| Commercial mortgage pass-through securities | $650,000 | 1,178 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $51,575,000 | 1,965 |
| Total debt securities | $51,574,000 | 2,116 |
| Structured notes | ||
| Amortized cost | $102,000 | 951 |
| Fair value | $98,000 | 952 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $51,370,000 | 2,151 |
| U.S. Government securities | $34,216,000 | 1,996 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $34,216,000 | 1,886 |
| Securities issued by states & political subdivisions | $17,107,000 | 1,864 |
| Other domestic debt securities | $47,000 | 1,953 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $47,000 | 394 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,773,000 | 1,942 |
| Mortgage-backed securities | $23,887,000 | 1,727 |
| Certificates of participation in pools of residential mortgages | $16,927,000 | 1,479 |
| Issued or guaranteed by U.S. | $16,927,000 | 1,473 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,305,000 | 1,411 |
| CMOs issued by government agencies or sponsored agencies | $6,305,000 | 1,363 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $655,000 | 1,536 |
| Commercial mortgage pass-through securities | $655,000 | 1,159 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $51,370,000 | 1,978 |
| Total debt securities | $51,369,000 | 2,136 |
| Structured notes | ||
| Amortized cost | $102,000 | 934 |
| Fair value | $96,000 | 937 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $54,022,000 | 2,128 |
| U.S. Government securities | $35,961,000 | 1,911 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $35,961,000 | 1,802 |
| Securities issued by states & political subdivisions | $18,012,000 | 1,841 |
| Other domestic debt securities | $49,000 | 2,152 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $49,000 | 392 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,428,000 | 1,933 |
| Mortgage-backed securities | $25,245,000 | 1,699 |
| Certificates of participation in pools of residential mortgages | $17,918,000 | 1,465 |
| Issued or guaranteed by U.S. | $17,918,000 | 1,407 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $6,658,000 | 1,383 |
| CMOs issued by government agencies or sponsored agencies | $6,658,000 | 1,338 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $669,000 | 1,501 |
| Commercial mortgage pass-through securities | $669,000 | 1,132 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $54,022,000 | 1,952 |
| Total debt securities | $54,021,000 | 2,107 |
| Structured notes | ||
| Amortized cost | $102,000 | 939 |
| Fair value | $98,000 | 941 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $52,785,000 | 2,189 |
| U.S. Government securities | $34,438,000 | 2,022 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $34,438,000 | 1,920 |
| Securities issued by states & political subdivisions | $18,296,000 | 1,870 |
| Other domestic debt securities | $51,000 | 1,977 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $51,000 | 382 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,577,000 | 1,959 |
| Mortgage-backed securities | $23,857,000 | 1,736 |
| Certificates of participation in pools of residential mortgages | $17,557,000 | 1,523 |
| Issued or guaranteed by U.S. | $17,557,000 | 1,520 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,614,000 | 1,497 |
| CMOs issued by government agencies or sponsored agencies | $5,614,000 | 1,448 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $686,000 | 1,325 |
| Commercial mortgage pass-through securities | $686,000 | 921 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $52,785,000 | 2,002 |
| Total debt securities | $52,785,000 | 2,167 |
| Structured notes | ||
| Amortized cost | $101,000 | 903 |
| Fair value | $98,000 | 906 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $51,735,000 | 2,242 |
| U.S. Government securities | $34,282,000 | 2,027 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $34,282,000 | 1,934 |
| Securities issued by states & political subdivisions | $17,400,000 | 1,993 |
| Other domestic debt securities | $53,000 | 1,981 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $53,000 | 355 |
| 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 | $26,563,000 | 1,688 |
| Mortgage-backed securities | $25,190,000 | 1,690 |
| Certificates of participation in pools of residential mortgages | $18,472,000 | 1,504 |
| Issued or guaranteed by U.S. | $18,472,000 | 1,502 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,003,000 | 1,441 |
| CMOs issued by government agencies or sponsored agencies | $6,003,000 | 1,394 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $715,000 | 1,308 |
| Commercial mortgage pass-through securities | $715,000 | 916 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $51,735,000 | 2,056 |
| Total debt securities | $51,735,000 | 2,219 |
| Structured notes | ||
| Amortized cost | $101,000 | 917 |
| Fair value | $101,000 | 917 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $53,217,000 | 2,225 |
| U.S. Government securities | $36,731,000 | 1,941 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $36,731,000 | 1,857 |
| Securities issued by states & political subdivisions | $16,430,000 | 2,096 |
| Other domestic debt securities | $56,000 | 2,004 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $56,000 | 350 |
| 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 | $27,673,000 | 1,661 |
| Mortgage-backed securities | $26,296,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | $19,106,000 | 1,507 |
| Issued or guaranteed by U.S. | $19,106,000 | 1,505 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $6,454,000 | 1,392 |
| CMOs issued by government agencies or sponsored agencies | $6,454,000 | 1,345 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $736,000 | 1,289 |
| Commercial mortgage pass-through securities | $736,000 | 904 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $53,217,000 | 2,041 |
| Total debt securities | $53,217,000 | 2,206 |
| Structured notes | ||
| Amortized cost | $1,470,000 | 547 |
| Fair value | $1,470,000 | 544 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $59,398,000 | 2,088 |
| U.S. Government securities | $39,340,000 | 1,893 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $39,340,000 | 1,809 |
| Securities issued by states & political subdivisions | $20,003,000 | 1,860 |
| Other domestic debt securities | $55,000 | 2,044 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $55,000 | 339 |
| 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 | $29,154,000 | 1,633 |
| Mortgage-backed securities | $26,876,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | $19,640,000 | 1,515 |
| Issued or guaranteed by U.S. | $19,640,000 | 1,514 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,487,000 | 1,402 |
| CMOs issued by government agencies or sponsored agencies | $6,487,000 | 1,349 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $749,000 | 1,245 |
| Commercial mortgage pass-through securities | $749,000 | 877 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $59,398,000 | 1,909 |
| Total debt securities | $59,398,000 | 2,065 |
| Structured notes | ||
| Amortized cost | $1,470,000 | 565 |
| Fair value | $1,469,000 | 563 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $58,856,000 | 2,126 |
| U.S. Government securities | $37,919,000 | 1,965 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $37,919,000 | 1,880 |
| Securities issued by states & political subdivisions | $20,880,000 | 1,808 |
| Other domestic debt securities | $57,000 | 2,093 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $57,000 | 343 |
| 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 | $30,072,000 | 1,602 |
| Mortgage-backed securities | $25,418,000 | 1,756 |
| Certificates of participation in pools of residential mortgages | $18,933,000 | 1,579 |
| Issued or guaranteed by U.S. | $18,933,000 | 1,579 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,997,000 | 1,469 |
| CMOs issued by government agencies or sponsored agencies | $5,997,000 | 1,406 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $488,000 | 1,303 |
| Commercial mortgage pass-through securities | $488,000 | 887 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $58,856,000 | 1,952 |
| Total debt securities | $58,856,000 | 2,107 |
| Structured notes | ||
| Amortized cost | $1,470,000 | 584 |
| Fair value | $1,466,000 | 578 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $58,583,000 | 2,127 |
| U.S. Government securities | $39,658,000 | 1,889 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $39,658,000 | 1,789 |
| Securities issued by states & political subdivisions | $18,865,000 | 1,958 |
| Other domestic debt securities | $60,000 | 2,109 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $60,000 | 344 |
| 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 | $30,741,000 | 1,562 |
| Mortgage-backed securities | $26,513,000 | 1,711 |
| Certificates of participation in pools of residential mortgages | $20,124,000 | 1,523 |
| Issued or guaranteed by U.S. | $20,124,000 | 1,523 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,896,000 | 1,459 |
| CMOs issued by government agencies or sponsored agencies | $5,896,000 | 1,399 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $493,000 | 1,244 |
| Commercial mortgage pass-through securities | $493,000 | 852 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $58,583,000 | 1,947 |
| Total debt securities | $58,583,000 | 2,102 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $61,902,000 | 2,029 |
| U.S. Government securities | $42,795,000 | 1,792 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $42,795,000 | 1,706 |
| Securities issued by states & political subdivisions | $19,050,000 | 1,934 |
| Other domestic debt securities | $57,000 | 2,124 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $57,000 | 344 |
| 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 | $33,120,000 | 1,500 |
| Mortgage-backed securities | $26,249,000 | 1,755 |
| Certificates of participation in pools of residential mortgages | $20,661,000 | 1,526 |
| Issued or guaranteed by U.S. | $20,661,000 | 1,526 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,588,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $5,588,000 | 1,450 |
| 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) | $61,902,000 | 1,868 |
| Total debt securities | $61,902,000 | 2,006 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $63,613,000 | 2,024 |
| U.S. Government securities | $43,477,000 | 1,804 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $43,477,000 | 1,722 |
| Securities issued by states & political subdivisions | $20,072,000 | 1,877 |
| Other domestic debt securities | $64,000 | 2,155 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $64,000 | 349 |
| 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 | $32,846,000 | 1,539 |
| Mortgage-backed securities | $26,510,000 | 1,736 |
| Certificates of participation in pools of residential mortgages | $22,025,000 | 1,469 |
| Issued or guaranteed by U.S. | $22,025,000 | 1,465 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,095,000 | 1,755 |
| CMOs issued by government agencies or sponsored agencies | $4,095,000 | 1,688 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $390,000 | 1,160 |
| Commercial mortgage pass-through securities | $390,000 | 776 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $63,613,000 | 1,834 |
| Total debt securities | $63,613,000 | 1,999 |
| Structured notes | ||
| Amortized cost | $144,000 | 1,211 |
| Fair value | $145,000 | 1,212 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $48,242,000 | 2,516 |
| U.S. Government securities | $26,513,000 | 2,612 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $26,513,000 | 2,515 |
| Securities issued by states & political subdivisions | $21,663,000 | 1,749 |
| Other domestic debt securities | $66,000 | 2,176 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $66,000 | 350 |
| 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 | $13,017,000 | 2,745 |
| Mortgage-backed securities | $24,135,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $19,394,000 | 1,591 |
| Issued or guaranteed by U.S. | $19,394,000 | 1,590 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,359,000 | 1,721 |
| CMOs issued by government agencies or sponsored agencies | $4,359,000 | 1,653 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $382,000 | 1,128 |
| Commercial mortgage pass-through securities | $382,000 | 755 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $48,242,000 | 2,284 |
| Total debt securities | $48,242,000 | 2,494 |
| Structured notes | ||
| Amortized cost | $143,000 | 1,396 |
| Fair value | $145,000 | 1,396 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $46,060,000 | 2,614 |
| U.S. Government securities | $24,935,000 | 2,728 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $24,935,000 | 2,630 |
| Securities issued by states & political subdivisions | $21,052,000 | 1,803 |
| Other domestic debt securities | $73,000 | 2,166 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $73,000 | 357 |
| 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 | $13,529,000 | 2,706 |
| Mortgage-backed securities | $22,150,000 | 1,965 |
| Certificates of participation in pools of residential mortgages | $17,183,000 | 1,720 |
| Issued or guaranteed by U.S. | $17,183,000 | 1,718 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,589,000 | 1,691 |
| CMOs issued by government agencies or sponsored agencies | $4,589,000 | 1,632 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $378,000 | 1,083 |
| Commercial mortgage pass-through securities | $378,000 | 730 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $46,060,000 | 2,389 |
| Total debt securities | $46,060,000 | 2,597 |
| Structured notes | ||
| Amortized cost | $143,000 | 1,572 |
| Fair value | $143,000 | 1,574 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $47,231,000 | 2,587 |
| U.S. Government securities | $26,012,000 | 2,707 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $26,012,000 | 2,617 |
| Securities issued by states & political subdivisions | $21,149,000 | 1,787 |
| Other domestic debt securities | $70,000 | 2,212 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $70,000 | 370 |
| 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 | $14,522,000 | 2,635 |
| Mortgage-backed securities | $22,205,000 | 1,959 |
| Certificates of participation in pools of residential mortgages | $17,281,000 | 1,727 |
| Issued or guaranteed by U.S. | $17,281,000 | 1,727 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,540,000 | 1,723 |
| CMOs issued by government agencies or sponsored agencies | $4,540,000 | 1,661 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $384,000 | 1,041 |
| Commercial mortgage pass-through securities | $384,000 | 705 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $47,231,000 | 2,369 |
| Total debt securities | $47,231,000 | 2,569 |
| Structured notes | ||
| Amortized cost | $143,000 | 1,757 |
| Fair value | $144,000 | 1,758 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $50,580,000 | 2,510 |
| U.S. Government securities | $31,194,000 | 2,494 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $31,194,000 | 2,406 |
| Securities issued by states & political subdivisions | $19,314,000 | 1,882 |
| Other domestic debt securities | $72,000 | 2,239 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $72,000 | 371 |
| 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 | $14,707,000 | 2,632 |
| Mortgage-backed securities | $25,926,000 | 1,850 |
| Certificates of participation in pools of residential mortgages | $21,141,000 | 1,561 |
| Issued or guaranteed by U.S. | $21,141,000 | 1,561 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,785,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $4,785,000 | 1,685 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $50,580,000 | 2,294 |
| Total debt securities | $50,580,000 | 2,487 |
| Structured notes | ||
| Amortized cost | $143,000 | 1,898 |
| Fair value | $139,000 | 1,901 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $47,827,000 | 2,636 |
| U.S. Government securities | $30,058,000 | 2,589 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $30,058,000 | 2,500 |
| Securities issued by states & political subdivisions | $17,696,000 | 2,002 |
| Other domestic debt securities | $73,000 | 2,301 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $73,000 | 381 |
| 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 | $15,016,000 | 2,634 |
| Mortgage-backed securities | $25,970,000 | 1,875 |
| Certificates of participation in pools of residential mortgages | $21,308,000 | 1,574 |
| Issued or guaranteed by U.S. | $21,308,000 | 1,574 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,662,000 | 1,815 |
| CMOs issued by government agencies or sponsored agencies | $4,662,000 | 1,745 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $47,827,000 | 2,406 |
| Total debt securities | $47,827,000 | 2,614 |
| Structured notes | ||
| Amortized cost | $393,000 | 1,841 |
| Fair value | $395,000 | 1,845 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $44,341,000 | 2,801 |
| U.S. Government securities | $27,274,000 | 2,773 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $27,274,000 | 2,677 |
| Securities issued by states & political subdivisions | $16,992,000 | 2,073 |
| Other domestic debt securities | $75,000 | 2,323 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $75,000 | 380 |
| 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 | $17,109,000 | 2,478 |
| Mortgage-backed securities | $22,642,000 | 2,091 |
| Certificates of participation in pools of residential mortgages | $20,016,000 | 1,680 |
| Issued or guaranteed by U.S. | $20,016,000 | 1,677 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,626,000 | 2,222 |
| CMOs issued by government agencies or sponsored agencies | $2,626,000 | 2,149 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $44,341,000 | 2,554 |
| Total debt securities | $44,341,000 | 2,781 |
| Structured notes | ||
| Amortized cost | $1,388,000 | 1,336 |
| Fair value | $1,391,000 | 1,334 |
| 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 | $45,288,000 | 2,823 |
| U.S. Government securities | $25,825,000 | 2,955 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $25,825,000 | 2,858 |
| Securities issued by states & political subdivisions | $19,385,000 | 1,886 |
| Other domestic debt securities | $78,000 | 2,381 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $78,000 | 387 |
| 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 | $18,309,000 | 2,367 |
| Mortgage-backed securities | $22,212,000 | 2,168 |
| Certificates of participation in pools of residential mortgages | $19,790,000 | 1,743 |
| Issued or guaranteed by U.S. | $19,790,000 | 1,743 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,422,000 | 2,324 |
| CMOs issued by government agencies or sponsored agencies | $2,422,000 | 2,238 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $45,288,000 | 2,565 |
| Total debt securities | $45,288,000 | 2,795 |
| Structured notes | ||
| Amortized cost | $1,089,000 | 1,511 |
| Fair value | $1,083,000 | 1,509 |
| 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 | $46,845,000 | 2,805 |
| U.S. Government securities | $27,496,000 | 2,901 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $27,496,000 | 2,812 |
| Securities issued by states & political subdivisions | $19,270,000 | 1,911 |
| Other domestic debt securities | $79,000 | 2,440 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $79,000 | 406 |
| 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 | $20,455,000 | 2,220 |
| Mortgage-backed securities | $23,351,000 | 2,135 |
| Certificates of participation in pools of residential mortgages | $21,294,000 | 1,689 |
| Issued or guaranteed by U.S. | $21,294,000 | 1,689 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,057,000 | 2,466 |
| CMOs issued by government agencies or sponsored agencies | $2,057,000 | 2,386 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $46,845,000 | 2,554 |
| Total debt securities | $46,845,000 | 2,776 |
| Structured notes | ||
| Amortized cost | $1,584,000 | 1,388 |
| Fair value | $1,576,000 | 1,384 |
| 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 | $49,099,000 | 2,721 |
| U.S. Government securities | $27,228,000 | 2,927 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $27,228,000 | 2,850 |
| Securities issued by states & political subdivisions | $21,791,000 | 1,711 |
| Other domestic debt securities | $80,000 | 2,502 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $80,000 | 422 |
| 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 | $19,642,000 | 2,289 |
| Mortgage-backed securities | $22,702,000 | 2,171 |
| Certificates of participation in pools of residential mortgages | $21,599,000 | 1,690 |
| Issued or guaranteed by U.S. | $21,599,000 | 1,690 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,103,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $1,103,000 | 2,723 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $49,099,000 | 2,477 |
| Total debt securities | $49,099,000 | 2,693 |
| Structured notes | ||
| Amortized cost | $924,000 | 1,784 |
| Fair value | $922,000 | 1,769 |
| 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 | $48,836,000 | 2,739 |
| U.S. Government securities | $23,820,000 | 3,144 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,820,000 | 3,075 |
| Securities issued by states & political subdivisions | $24,932,000 | 1,520 |
| Other domestic debt securities | $84,000 | 2,558 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $84,000 | 426 |
| 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 | $16,937,000 | 2,498 |
| Mortgage-backed securities | $20,430,000 | 2,313 |
| Certificates of participation in pools of residential mortgages | $19,412,000 | 1,799 |
| Issued or guaranteed by U.S. | $19,412,000 | 1,798 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,018,000 | 2,859 |
| CMOs issued by government agencies or sponsored agencies | $1,018,000 | 2,755 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $48,836,000 | 2,489 |
| Total debt securities | $48,836,000 | 2,714 |
| Structured notes | ||
| Amortized cost | $541,000 | 1,929 |
| Fair value | $532,000 | 1,930 |
| 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 | $48,164,000 | 2,776 |
| U.S. Government securities | $21,804,000 | 3,354 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,804,000 | 3,266 |
| Securities issued by states & political subdivisions | $26,275,000 | 1,453 |
| Other domestic debt securities | $85,000 | 2,622 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $85,000 | 435 |
| 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 | $16,411,000 | 2,502 |
| Mortgage-backed securities | $18,859,000 | 2,430 |
| Certificates of participation in pools of residential mortgages | $18,247,000 | 1,899 |
| Issued or guaranteed by U.S. | $18,247,000 | 1,896 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $612,000 | 3,113 |
| CMOs issued by government agencies or sponsored agencies | $612,000 | 2,993 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $48,164,000 | 2,528 |
| Total debt securities | $48,164,000 | 2,750 |
| Structured notes | ||
| Amortized cost | $319,000 | 2,167 |
| Fair value | $314,000 | 2,165 |
| 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 | $47,077,000 | 2,801 |
| U.S. Government securities | $21,478,000 | 3,378 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $21,478,000 | 3,287 |
| Securities issued by states & political subdivisions | $25,515,000 | 1,469 |
| Other domestic debt securities | $84,000 | 2,694 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $84,000 | 444 |
| 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 | $14,614,000 | 2,671 |
| Mortgage-backed securities | $19,022,000 | 2,434 |
| Certificates of participation in pools of residential mortgages | $18,412,000 | 1,899 |
| Issued or guaranteed by U.S. | $18,412,000 | 1,897 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $610,000 | 3,141 |
| CMOs issued by government agencies or sponsored agencies | $610,000 | 3,017 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $47,077,000 | 2,567 |
| Total debt securities | $47,077,000 | 2,776 |
| Structured notes | ||
| Amortized cost | $225,000 | 2,267 |
| Fair value | $225,000 | 2,268 |
| 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 | $50,359,000 | 2,689 |
| U.S. Government securities | $24,745,000 | 3,135 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $24,745,000 | 3,061 |
| Securities issued by states & political subdivisions | $25,529,000 | 1,455 |
| Other domestic debt securities | $85,000 | 2,694 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $85,000 | 438 |
| 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 | $15,049,000 | 2,655 |
| Mortgage-backed securities | $22,170,000 | 2,279 |
| Certificates of participation in pools of residential mortgages | $21,536,000 | 1,731 |
| Issued or guaranteed by U.S. | $21,536,000 | 1,730 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $634,000 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $634,000 | 3,033 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $50,359,000 | 2,484 |
| Total debt securities | $50,359,000 | 2,662 |
| Structured notes | ||
| Amortized cost | $225,000 | 2,321 |
| Fair value | $227,000 | 2,319 |
| 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 | $44,636,000 | 2,876 |
| U.S. Government securities | $21,321,000 | 3,373 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $21,321,000 | 3,293 |
| Securities issued by states & political subdivisions | $23,228,000 | 1,566 |
| Other domestic debt securities | $87,000 | 2,691 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $87,000 | 414 |
| 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 | $14,147,000 | 2,762 |
| Mortgage-backed securities | $18,232,000 | 2,512 |
| Certificates of participation in pools of residential mortgages | $17,587,000 | 1,930 |
| Issued or guaranteed by U.S. | $17,587,000 | 1,928 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $645,000 | 3,207 |
| CMOs issued by government agencies or sponsored agencies | $645,000 | 3,065 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $44,636,000 | 2,653 |
| Total debt securities | $44,636,000 | 2,848 |
| Structured notes | ||
| Amortized cost | $1,223,000 | 1,547 |
| Fair value | $1,230,000 | 1,550 |
| 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 | $45,676,000 | 2,864 |
| U.S. Government securities | $22,456,000 | 3,348 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $22,456,000 | 3,281 |
| Securities issued by states & political subdivisions | $23,131,000 | 1,534 |
| Other domestic debt securities | $89,000 | 2,772 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $89,000 | 404 |
| 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 | $16,486,000 | 2,514 |
| Mortgage-backed securities | $18,914,000 | 2,599 |
| Certificates of participation in pools of residential mortgages | $17,888,000 | 2,006 |
| Issued or guaranteed by U.S. | $17,888,000 | 2,006 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,026,000 | 3,098 |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 2,953 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $45,676,000 | 2,642 |
| Total debt securities | $45,676,000 | 2,842 |
| Structured notes | ||
| Amortized cost | $1,223,000 | 1,682 |
| Fair value | $1,229,000 | 1,681 |
| 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 | $48,125,000 | 2,763 |
| U.S. Government securities | $23,209,000 | 3,337 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $23,209,000 | 3,266 |
| Securities issued by states & political subdivisions | $24,827,000 | 1,387 |
| Other domestic debt securities | $89,000 | 2,767 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $89,000 | 358 |
| 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 | $15,073,000 | 2,696 |
| Mortgage-backed securities | $20,065,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $19,554,000 | 1,914 |
| Issued or guaranteed by U.S. | $19,554,000 | 1,914 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $511,000 | 3,383 |
| CMOs issued by government agencies or sponsored agencies | $511,000 | 3,221 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $48,125,000 | 2,542 |
| Total debt securities | $48,125,000 | 2,737 |
| Structured notes | ||
| Amortized cost | $1,314,000 | 1,844 |
| Fair value | $1,324,000 | 1,845 |
| 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 | $46,291,000 | 2,841 |
| U.S. Government securities | $19,116,000 | 3,804 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $19,116,000 | 3,720 |
| Securities issued by states & political subdivisions | $27,088,000 | 1,238 |
| Other domestic debt securities | $87,000 | 2,758 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $87,000 | 307 |
| 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 | $13,836,000 | 2,824 |
| Mortgage-backed securities | $11,556,000 | 3,314 |
| Certificates of participation in pools of residential mortgages | $10,975,000 | 2,719 |
| Issued or guaranteed by U.S. | $10,975,000 | 2,717 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $581,000 | 3,367 |
| CMOs issued by government agencies or sponsored agencies | $581,000 | 3,201 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $46,291,000 | 2,597 |
| Total debt securities | $46,291,000 | 2,821 |
| Structured notes | ||
| Amortized cost | $3,064,000 | 1,372 |
| Fair value | $3,020,000 | 1,390 |
| 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 | $47,201,000 | 2,718 |
| U.S. Government securities | $19,345,000 | 3,710 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $19,345,000 | 3,641 |
| Securities issued by states & political subdivisions | $27,700,000 | 1,172 |
| Other domestic debt securities | $156,000 | 2,682 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $93,000 | 236 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $63,000 | 2,087 |
| 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 | $14,656,000 | 2,617 |
| Mortgage-backed securities | $11,902,000 | 3,188 |
| Certificates of participation in pools of residential mortgages | $11,259,000 | 2,574 |
| Issued or guaranteed by U.S. | $11,259,000 | 2,572 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $643,000 | 3,297 |
| CMOs issued by government agencies or sponsored agencies | $643,000 | 3,044 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $47,201,000 | 2,473 |
| Total debt securities | $47,201,000 | 2,687 |
| Structured notes | ||
| Amortized cost | $2,415,000 | 1,565 |
| Fair value | $2,418,000 | 1,565 |
| 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 | $46,463,000 | 2,675 |
| U.S. Government securities | $19,513,000 | 3,635 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $19,513,000 | 3,553 |
| Securities issued by states & political subdivisions | $26,792,000 | 1,147 |
| Other domestic debt securities | $158,000 | 2,660 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $95,000 | 226 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $63,000 | 2,059 |
| 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 | $16,739,000 | 2,398 |
| Mortgage-backed securities | $12,114,000 | 3,114 |
| Certificates of participation in pools of residential mortgages | $11,414,000 | 2,485 |
| Issued or guaranteed by U.S. | $11,414,000 | 2,480 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $700,000 | 3,254 |
| CMOs issued by government agencies or sponsored agencies | $700,000 | 3,000 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $46,463,000 | 2,440 |
| Total debt securities | $46,463,000 | 2,643 |
| Structured notes | ||
| Amortized cost | $1,574,000 | 1,968 |
| Fair value | $1,578,000 | 1,968 |
| 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 | $46,534,000 | 2,697 |
| U.S. Government securities | $19,740,000 | 3,692 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $19,740,000 | 3,597 |
| Securities issued by states & political subdivisions | $26,630,000 | 1,102 |
| Other domestic debt securities | $164,000 | 2,607 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $94,000 | 224 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $70,000 | 1,990 |
| 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 | $16,768,000 | 2,427 |
| Mortgage-backed securities | $12,708,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $11,942,000 | 2,381 |
| Issued or guaranteed by U.S. | $11,942,000 | 2,374 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $766,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $766,000 | 2,928 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $46,534,000 | 2,449 |
| Total debt securities | $46,534,000 | 2,671 |
| Structured notes | ||
| Amortized cost | $1,074,000 | 2,409 |
| Fair value | $1,064,000 | 2,412 |
| 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 | $46,053,000 | 2,691 |
| U.S. Government securities | $16,748,000 | 4,004 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $16,748,000 | 3,890 |
| Securities issued by states & political subdivisions | $29,144,000 | 990 |
| Other domestic debt securities | $161,000 | 2,668 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $94,000 | 224 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $67,000 | 2,031 |
| 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 | $17,940,000 | 2,319 |
| Mortgage-backed securities | $10,604,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $9,792,000 | 2,598 |
| Issued or guaranteed by U.S. | $9,792,000 | 2,594 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $812,000 | 3,115 |
| CMOs issued by government agencies or sponsored agencies | $812,000 | 2,850 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $46,053,000 | 2,428 |
| Total debt securities | $46,053,000 | 2,663 |
| Structured notes | ||
| Amortized cost | $850,000 | 2,705 |
| Fair value | $818,000 | 2,716 |
| 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 | $46,999,000 | 2,547 |
| U.S. Government securities | $18,089,000 | 3,672 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $18,089,000 | 3,568 |
| Securities issued by states & political subdivisions | $28,753,000 | 974 |
| Other domestic debt securities | $157,000 | 2,820 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $91,000 | 209 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $66,000 | 2,038 |
| 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 | $19,332,000 | 2,177 |
| Mortgage-backed securities | $12,159,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $11,248,000 | 2,299 |
| Issued or guaranteed by U.S. | $11,248,000 | 2,292 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $911,000 | 3,056 |
| CMOs issued by government agencies or sponsored agencies | $911,000 | 2,778 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $46,999,000 | 2,288 |
| Total debt securities | $46,999,000 | 2,521 |
| Structured notes | ||
| Amortized cost | $850,000 | 2,569 |
| Fair value | $810,000 | 2,577 |
| 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 | $50,424,000 | 2,356 |
| U.S. Government securities | $22,588,000 | 3,177 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $22,588,000 | 3,074 |
| Securities issued by states & political subdivisions | $27,672,000 | 986 |
| Other domestic debt securities | $164,000 | 2,898 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $97,000 | 196 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $67,000 | 2,090 |
| 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 | $23,996,000 | 1,897 |
| Mortgage-backed securities | $14,542,000 | 2,630 |
| Certificates of participation in pools of residential mortgages | $13,542,000 | 1,998 |
| Issued or guaranteed by U.S. | $13,542,000 | 1,991 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,000,000 | 2,990 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,704 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $50,424,000 | 2,120 |
| Total debt securities | $50,424,000 | 2,325 |
| Structured notes | ||
| Amortized cost | $350,000 | 2,971 |
| Fair value | $349,000 | 2,975 |
| 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 | $38,873,000 | 2,896 |
| U.S. Government securities | $16,470,000 | 3,897 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $16,470,000 | 3,800 |
| Securities issued by states & political subdivisions | $22,241,000 | 1,145 |
| Other domestic debt securities | $162,000 | 2,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $102,000 | 195 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $60,000 | 2,059 |
| 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 | $12,010,000 | 2,943 |
| Mortgage-backed securities | $2,939,000 | 4,519 |
| Certificates of participation in pools of residential mortgages | $2,939,000 | 3,945 |
| Issued or guaranteed by U.S. | $2,939,000 | 3,937 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $38,873,000 | 2,601 |
| Total debt securities | $38,873,000 | 2,870 |
| Structured notes | ||
| Amortized cost | $205,000 | 3,157 |
| Fair value | $205,000 | 3,160 |
| 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 | $38,462,000 | 2,945 |
| U.S. Government securities | $16,802,000 | 3,911 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $16,802,000 | 3,820 |
| Securities issued by states & political subdivisions | $21,006,000 | 1,199 |
| Other domestic debt securities | $654,000 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $96,000 | 201 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $558,000 | 1,591 |
| 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 | $12,339,000 | 2,963 |
| Mortgage-backed securities | $2,966,000 | 4,611 |
| Certificates of participation in pools of residential mortgages | $2,966,000 | 4,060 |
| Issued or guaranteed by U.S. | $2,966,000 | 4,052 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $38,462,000 | 2,641 |
| Total debt securities | $38,462,000 | 2,920 |
| Structured notes | ||
| Amortized cost | $705,000 | 2,569 |
| Fair value | $698,000 | 2,574 |
| 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 | $35,257,000 | 3,117 |
| U.S. Government securities | $13,811,000 | 4,305 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $13,811,000 | 4,216 |
| Securities issued by states & political subdivisions | $20,801,000 | 1,204 |
| Other domestic debt securities | $645,000 | 2,534 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $105,000 | 217 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $540,000 | 1,646 |
| 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 | $11,485,000 | 3,109 |
| Mortgage-backed securities | $1,103,000 | 5,337 |
| Certificates of participation in pools of residential mortgages | $1,103,000 | 4,904 |
| Issued or guaranteed by U.S. | $1,103,000 | 4,894 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $35,257,000 | 2,795 |
| Total debt securities | $35,257,000 | 3,090 |
| Structured notes | ||
| Amortized cost | $705,000 | 2,325 |
| Fair value | $685,000 | 2,330 |
| 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 | $31,074,000 | 3,416 |
| U.S. Government securities | $19,745,000 | 3,524 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $19,745,000 | 3,447 |
| Securities issued by states & political subdivisions | $10,710,000 | 2,145 |
| Other domestic debt securities | $619,000 | 2,658 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $73,000 | 236 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $546,000 | 1,737 |
| 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 | $14,795,000 | 2,692 |
| Mortgage-backed securities | $188,000 | 5,985 |
| Certificates of participation in pools of residential mortgages | $188,000 | 5,658 |
| Issued or guaranteed by U.S. | $188,000 | 5,638 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $31,074,000 | 3,069 |
| Total debt securities | $31,074,000 | 3,371 |
| Structured notes | ||
| Amortized cost | $705,000 | 1,899 |
| Fair value | $699,000 | 1,900 |
| 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 | $36,781,000 | 2,979 |
| U.S. Government securities | $19,211,000 | 3,551 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $19,211,000 | 3,478 |
| Securities issued by states & political subdivisions | $16,970,000 | 1,415 |
| Other domestic debt securities | $600,000 | 2,703 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $73,000 | 261 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $527,000 | 1,806 |
| 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 | $17,891,000 | 2,414 |
| Mortgage-backed securities | $1,136,000 | 5,457 |
| Certificates of participation in pools of residential mortgages | $1,136,000 | 5,027 |
| Issued or guaranteed by U.S. | $1,136,000 | 5,013 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $36,781,000 | 2,665 |
| Total debt securities | $36,781,000 | 2,947 |
| Structured notes | ||
| Amortized cost | $955,000 | 1,320 |
| Fair value | $929,000 | 1,317 |
| 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 | $38,827,000 | 2,857 |
| U.S. Government securities | $22,200,000 | 3,288 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,200,000 | 3,226 |
| Securities issued by states & political subdivisions | $16,115,000 | 1,429 |
| Other domestic debt securities | $512,000 | 2,699 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $78,000 | 322 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $434,000 | 2,035 |
| 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 | $14,734,000 | 2,753 |
| Mortgage-backed securities | $2,256,000 | 5,123 |
| Certificates of participation in pools of residential mortgages | $2,256,000 | 4,641 |
| Issued or guaranteed by U.S. | $2,256,000 | 4,628 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $38,827,000 | 2,551 |
| Total debt securities | $38,827,000 | 2,829 |
| Structured notes | ||
| Amortized cost | $2,960,000 | 447 |
| Fair value | $2,867,000 | 450 |
| 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 | $38,830,000 | 2,847 |
| U.S. Government securities | $29,343,000 | 2,718 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $29,343,000 | 2,663 |
| Securities issued by states & political subdivisions | $8,902,000 | 2,262 |
| Other domestic debt securities | $585,000 | 2,592 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $83,000 | 303 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 1,865 |
| 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 | $15,208,000 | 2,730 |
| Mortgage-backed securities | $1,940,000 | 5,229 |
| Certificates of participation in pools of residential mortgages | $1,940,000 | 4,766 |
| Issued or guaranteed by U.S. | $1,940,000 | 4,751 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $38,830,000 | 2,533 |
| Total debt securities | $38,830,000 | 2,813 |
| Structured notes | ||
| Amortized cost | $4,005,000 | 346 |
| Fair value | $4,020,000 | 345 |
| 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 | $40,451,000 | 2,697 |
| U.S. Government securities | $35,026,000 | 2,271 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $35,026,000 | 2,226 |
| Securities issued by states & political subdivisions | $4,914,000 | 3,110 |
| Other domestic debt securities | $511,000 | 2,611 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $511,000 | 1,830 |
| 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 | $19,206,000 | 2,327 |
| Mortgage-backed securities | $2,572,000 | 4,949 |
| Certificates of participation in pools of residential mortgages | $2,572,000 | 4,451 |
| Issued or guaranteed by U.S. | $2,572,000 | 4,438 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $40,451,000 | 2,379 |
| Total debt securities | $40,451,000 | 2,671 |
| Structured notes | ||
| Amortized cost | $4,254,000 | 297 |
| Fair value | $4,178,000 | 298 |
| 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 | $41,516,000 | 2,696 |
| U.S. Government securities | $36,697,000 | 2,221 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $36,697,000 | 2,178 |
| Securities issued by states & political subdivisions | $4,282,000 | 3,327 |
| Other domestic debt securities | $537,000 | 2,555 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $537,000 | 1,822 |
| 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 | $21,759,000 | 2,103 |
| Mortgage-backed securities | $4,036,000 | 4,480 |
| Certificates of participation in pools of residential mortgages | $4,036,000 | 3,949 |
| Issued or guaranteed by U.S. | $4,036,000 | 3,933 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $41,516,000 | 2,382 |
| Total debt securities | $41,516,000 | 2,657 |
| Structured notes | ||
| Amortized cost | $4,254,000 | 322 |
| Fair value | $4,197,000 | 323 |
| 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 | $40,232,000 | 2,748 |
| U.S. Government securities | $33,475,000 | 2,388 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $33,475,000 | 2,338 |
| Securities issued by states & political subdivisions | $6,116,000 | 2,833 |
| Other domestic debt securities | $641,000 | 2,446 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $105,000 | 266 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $536,000 | 1,799 |
| 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 | $8,180,000 | 3,706 |
| Mortgage-backed securities | $4,267,000 | 4,325 |
| Certificates of participation in pools of residential mortgages | $4,140,000 | 3,793 |
| Issued or guaranteed by U.S. | $4,140,000 | 3,779 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $127,000 | 3,420 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 3,080 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $40,232,000 | 2,447 |
| Total debt securities | $40,232,000 | 2,710 |
| Structured notes | ||
| Amortized cost | $4,103,000 | 356 |
| Fair value | $4,161,000 | 359 |
| 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 | $37,946,000 | 2,894 |
| U.S. Government securities | $30,937,000 | 2,607 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $30,937,000 | 2,553 |
| Securities issued by states & political subdivisions | $6,349,000 | 2,761 |
| Other domestic debt securities | $660,000 | 2,268 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $114,000 | 244 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $546,000 | 1,663 |
| 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 | $14,466,000 | 2,737 |
| Mortgage-backed securities | $3,321,000 | 4,372 |
| Certificates of participation in pools of residential mortgages | $3,191,000 | 3,830 |
| Issued or guaranteed by U.S. | $3,191,000 | 3,815 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $130,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 3,022 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $37,946,000 | 2,544 |
| Total debt securities | $37,946,000 | 2,849 |
| Structured notes | ||
| Amortized cost | $8,926,000 | 268 |
| Fair value | $8,937,000 | 270 |
| 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 | $35,047,000 | 3,066 |
| U.S. Government securities | $28,328,000 | 2,823 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $28,328,000 | 2,762 |
| Securities issued by states & political subdivisions | $6,064,000 | 2,799 |
| Other domestic debt securities | $655,000 | 2,207 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $114,000 | 242 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $541,000 | 1,634 |
| 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 | $15,347,000 | 2,643 |
| Mortgage-backed securities | $1,876,000 | 4,793 |
| Certificates of participation in pools of residential mortgages | $1,741,000 | 4,351 |
| Issued or guaranteed by U.S. | $1,741,000 | 4,338 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $135,000 | 3,296 |
| CMOs issued by government agencies or sponsored agencies | $135,000 | 2,975 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $35,047,000 | 2,682 |
| Total debt securities | $35,047,000 | 3,026 |
| Structured notes | ||
| Amortized cost | $8,788,000 | 339 |
| Fair value | $8,710,000 | 341 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $36,117,000 | 2,992 |
| U.S. Government securities | $28,939,000 | 2,757 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $28,939,000 | 2,690 |
| Securities issued by states & political subdivisions | $6,519,000 | 2,681 |
| Other domestic debt securities | $659,000 | 2,146 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $114,000 | 237 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $545,000 | 1,588 |
| 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 | $13,979,000 | 2,795 |
| Mortgage-backed securities | $1,932,000 | 4,745 |
| Certificates of participation in pools of residential mortgages | $1,789,000 | 4,301 |
| Issued or guaranteed by U.S. | $1,789,000 | 4,287 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $143,000 | 3,259 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 2,944 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $36,117,000 | 2,616 |
| Total debt securities | $36,117,000 | 2,949 |
| Structured notes | ||
| Amortized cost | $9,085,000 | 343 |
| Fair value | $8,863,000 | 345 |
| 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 | $35,704,000 | 3,047 |
| U.S. Government securities | $29,122,000 | 2,761 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $29,122,000 | 2,694 |
| Securities issued by states & political subdivisions | $5,909,000 | 2,841 |
| Other domestic debt securities | $673,000 | 2,151 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $122,000 | 251 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $551,000 | 1,613 |
| 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 | $15,446,000 | 2,631 |
| Mortgage-backed securities | $2,116,000 | 4,655 |
| Certificates of participation in pools of residential mortgages | $2,116,000 | 4,109 |
| Issued or guaranteed by U.S. | $2,116,000 | 4,091 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $35,704,000 | 2,646 |
| Total debt securities | $35,704,000 | 3,005 |
| Structured notes | ||
| Amortized cost | $9,531,000 | 348 |
| Fair value | $9,412,000 | 356 |
| 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 | $34,795,000 | 3,126 |
| U.S. Government securities | $29,081,000 | 2,794 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $29,081,000 | 2,721 |
| Securities issued by states & political subdivisions | $5,037,000 | 3,108 |
| Other domestic debt securities | $677,000 | 2,165 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $125,000 | 240 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $552,000 | 1,649 |
| 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 | $13,512,000 | 2,874 |
| Mortgage-backed securities | $2,452,000 | 4,506 |
| Certificates of participation in pools of residential mortgages | $2,452,000 | 3,945 |
| Issued or guaranteed by U.S. | $2,452,000 | 3,933 |
| 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) | $34,795,000 | 2,717 |
| Total debt securities | $34,795,000 | 3,090 |
| Structured notes | ||
| Amortized cost | $8,882,000 | 419 |
| Fair value | $8,729,000 | 420 |
| 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 | $37,015,000 | 3,016 |
| U.S. Government securities | $30,085,000 | 2,761 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $30,085,000 | 2,681 |
| Securities issued by states & political subdivisions | $6,254,000 | 2,752 |
| Other domestic debt securities | $676,000 | 2,186 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $129,000 | 254 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $547,000 | 1,690 |
| 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 | $14,372,000 | 2,750 |
| Mortgage-backed securities | $2,286,000 | 4,578 |
| Certificates of participation in pools of residential mortgages | $2,286,000 | 4,011 |
| Issued or guaranteed by U.S. | $2,286,000 | 3,990 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $37,015,000 | 2,604 |
| Total debt securities | $37,015,000 | 2,972 |
| Structured notes | ||
| Amortized cost | $8,881,000 | 454 |
| Fair value | $8,697,000 | 457 |
| 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 | $38,172,000 | 2,935 |
| U.S. Government securities | $31,346,000 | 2,660 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $31,346,000 | 2,584 |
| Securities issued by states & political subdivisions | $6,170,000 | 2,746 |
| Other domestic debt securities | $656,000 | 2,225 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $130,000 | 264 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $526,000 | 1,742 |
| 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 | $12,703,000 | 2,982 |
| Mortgage-backed securities | $2,633,000 | 4,414 |
| Certificates of participation in pools of residential mortgages | $2,633,000 | 3,855 |
| Issued or guaranteed by U.S. | $2,633,000 | 3,840 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $38,172,000 | 2,522 |
| Total debt securities | $38,172,000 | 2,899 |
| Structured notes | ||
| Amortized cost | $9,377,000 | 462 |
| Fair value | $8,996,000 | 465 |
| 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 | $36,539,000 | 3,067 |
| U.S. Government securities | $29,611,000 | 2,840 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $29,611,000 | 2,747 |
| Securities issued by states & political subdivisions | $6,273,000 | 2,714 |
| Other domestic debt securities | $655,000 | 2,278 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $130,000 | 277 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $525,000 | 1,827 |
| 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 | $12,767,000 | 2,957 |
| Mortgage-backed securities | $2,517,000 | 4,500 |
| Certificates of participation in pools of residential mortgages | $2,517,000 | 3,939 |
| Issued or guaranteed by U.S. | $2,517,000 | 3,924 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $36,539,000 | 2,648 |
| Total debt securities | $36,538,000 | 3,017 |
| Structured notes | ||
| Amortized cost | $8,927,000 | 508 |
| Fair value | $8,648,000 | 511 |
| 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 | $33,413,000 | 3,261 |
| U.S. Government securities | $26,453,000 | 3,097 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $26,453,000 | 2,995 |
| Securities issued by states & political subdivisions | $6,290,000 | 2,706 |
| Other domestic debt securities | $670,000 | 2,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $134,000 | 278 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $536,000 | 1,931 |
| 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 | $13,517,000 | 2,819 |
| Mortgage-backed securities | $2,115,000 | 4,738 |
| Certificates of participation in pools of residential mortgages | $2,115,000 | 4,177 |
| Issued or guaranteed by U.S. | $2,115,000 | 4,161 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $33,413,000 | 2,814 |
| Total debt securities | $33,412,000 | 3,211 |
| Structured notes | ||
| Amortized cost | $8,586,000 | 524 |
| Fair value | $8,353,000 | 526 |
| 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 | $30,607,000 | 3,495 |
| U.S. Government securities | $23,760,000 | 3,321 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $23,760,000 | 3,198 |
| Securities issued by states & political subdivisions | $6,163,000 | 2,708 |
| Other domestic debt securities | $684,000 | 2,383 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $140,000 | 290 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $544,000 | 1,994 |
| 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 | $13,486,000 | 2,798 |
| Mortgage-backed securities | $2,010,000 | 4,835 |
| Certificates of participation in pools of residential mortgages | $2,010,000 | 4,286 |
| Issued or guaranteed by U.S. | $2,010,000 | 4,271 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $30,607,000 | 3,019 |
| Total debt securities | $30,600,000 | 3,431 |
| Structured notes | ||
| Amortized cost | $7,834,000 | 553 |
| Fair value | $7,727,000 | 553 |
| 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 | $29,195,000 | 3,655 |
| U.S. Government securities | $22,185,000 | 3,533 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $22,185,000 | 3,413 |
| Securities issued by states & political subdivisions | $6,321,000 | 2,641 |
| Other domestic debt securities | $689,000 | 2,456 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $145,000 | 299 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $544,000 | 2,081 |
| 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 | $13,816,000 | 2,753 |
| Mortgage-backed securities | $2,138,000 | 4,853 |
| Certificates of participation in pools of residential mortgages | $2,138,000 | 4,283 |
| Issued or guaranteed by U.S. | $2,138,000 | 4,267 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $29,195,000 | 3,164 |
| Total debt securities | $29,195,000 | 3,610 |
| Structured notes | ||
| Amortized cost | $7,642,000 | 562 |
| Fair value | $7,567,000 | 563 |
| 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 | $30,867,000 | 3,549 |
| U.S. Government securities | $23,164,000 | 3,503 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $23,164,000 | 3,371 |
| Securities issued by states & political subdivisions | $7,020,000 | 2,484 |
| Other domestic debt securities | $683,000 | 2,532 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $150,000 | 291 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $533,000 | 2,178 |
| 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 | $14,032,000 | 2,715 |
| Mortgage-backed securities | $2,214,000 | 4,896 |
| Certificates of participation in pools of residential mortgages | $2,214,000 | 4,314 |
| Issued or guaranteed by U.S. | $2,214,000 | 4,301 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $30,867,000 | 3,055 |
| Total debt securities | $30,867,000 | 3,494 |
| Structured notes | ||
| Amortized cost | $7,777,000 | 555 |
| Fair value | $7,558,000 | 557 |
| 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 | $30,011,000 | 3,622 |
| U.S. Government securities | $21,324,000 | 3,714 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $21,324,000 | 3,586 |
| Securities issued by states & political subdivisions | $7,970,000 | 2,321 |
| Other domestic debt securities | $717,000 | 2,548 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $157,000 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $560,000 | 2,216 |
| 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 | $10,998,000 | 3,172 |
| Mortgage-backed securities | $2,334,000 | 4,888 |
| Certificates of participation in pools of residential mortgages | $2,334,000 | 4,303 |
| Issued or guaranteed by U.S. | $2,334,000 | 4,288 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $30,011,000 | 3,137 |
| Total debt securities | $30,011,000 | 3,563 |
| Structured notes | ||
| Amortized cost | $6,936,000 | 606 |
| Fair value | $6,832,000 | 610 |
| 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 | $18,193,000 | 4,979 |
| U.S. Government securities | $10,834,000 | 5,517 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,834,000 | 5,357 |
| Securities issued by states & political subdivisions | $6,626,000 | 2,618 |
| Other domestic debt securities | $733,000 | 2,560 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $166,000 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $567,000 | 2,276 |
| 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 | $9,713,000 | 3,367 |
| Mortgage-backed securities | $1,363,000 | 5,406 |
| Certificates of participation in pools of residential mortgages | $1,363,000 | 4,874 |
| Issued or guaranteed by U.S. | $1,363,000 | 4,863 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $18,193,000 | 4,329 |
| Total debt securities | $18,194,000 | 4,909 |
| Structured notes | ||
| Amortized cost | $5,275,000 | 787 |
| Fair value | $5,230,000 | 790 |
| 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 | $19,816,000 | 4,817 |
| U.S. Government securities | $14,131,000 | 4,868 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $14,131,000 | 4,701 |
| Securities issued by states & political subdivisions | $4,979,000 | 3,076 |
| Other domestic debt securities | $706,000 | 2,678 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $166,000 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $540,000 | 2,406 |
| 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 | $8,998,000 | 3,524 |
| Mortgage-backed securities | $1,128,000 | 5,631 |
| Certificates of participation in pools of residential mortgages | $1,126,000 | 5,114 |
| Issued or guaranteed by U.S. | $1,126,000 | 5,100 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,000 | 3,903 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,539 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $19,816,000 | 4,201 |
| Total debt securities | $19,816,000 | 4,754 |
| Structured notes | ||
| Amortized cost | $7,572,000 | 562 |
| Fair value | $7,294,000 | 573 |
| 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 | $20,235,000 | 4,753 |
| U.S. Government securities | $14,017,000 | 4,838 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,017,000 | 4,706 |
| Securities issued by states & political subdivisions | $5,466,000 | 2,930 |
| Other domestic debt securities | $752,000 | 2,740 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $176,000 | 331 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $576,000 | 2,456 |
| 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 | $7,911,000 | 3,698 |
| Mortgage-backed securities | $1,003,000 | 5,764 |
| Certificates of participation in pools of residential mortgages | $999,000 | 5,257 |
| Issued or guaranteed by U.S. | $999,000 | 5,240 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,000 | 3,946 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,584 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $20,235,000 | 4,139 |
| Total debt securities | $20,235,000 | 4,677 |
| Structured notes | ||
| Amortized cost | $7,576,000 | 490 |
| Fair value | $7,606,000 | 490 |
| 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 | $20,200,000 | 4,793 |
| U.S. Government securities | $14,397,000 | 4,798 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $14,397,000 | 4,653 |
| Securities issued by states & political subdivisions | $5,562,000 | 2,927 |
| Other domestic debt securities | $241,000 | 3,422 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $172,000 | 358 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $69,000 | 3,272 |
| 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 | $6,145,000 | 4,078 |
| Mortgage-backed securities | $1,196,000 | 5,635 |
| Certificates of participation in pools of residential mortgages | $1,191,000 | 5,126 |
| Issued or guaranteed by U.S. | $1,191,000 | 5,108 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,000 | 3,999 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,786 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $20,200,000 | 4,180 |
| Total debt securities | $20,200,000 | 4,715 |
| Structured notes | ||
| Amortized cost | $6,940,000 | 466 |
| Fair value | $6,841,000 | 464 |
| 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 | $19,857,000 | 4,763 |
| U.S. Government securities | $11,341,000 | 5,299 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,341,000 | 5,137 |
| Securities issued by states & political subdivisions | $7,075,000 | 2,521 |
| Other domestic debt securities | $1,441,000 | 2,397 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,441,000 | 2,104 |
| 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 | $6,509,000 | 3,922 |
| Mortgage-backed securities | $502,000 | 6,255 |
| Certificates of participation in pools of residential mortgages | $490,000 | 5,813 |
| Issued or guaranteed by U.S. | $490,000 | 5,789 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $12,000 | 4,040 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,831 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $19,857,000 | 4,147 |
| Total debt securities | $19,857,000 | 4,689 |
| Structured notes | ||
| Amortized cost | $4,693,000 | 552 |
| Fair value | $4,588,000 | 550 |
| 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 | $21,232,000 | 4,516 |
| U.S. Government securities | $11,941,000 | 5,094 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,941,000 | 4,936 |
| Securities issued by states & political subdivisions | $7,786,000 | 2,330 |
| Other domestic debt securities | $1,505,000 | 2,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,505,000 | 2,126 |
| 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 | $8,473,000 | 3,363 |
| Mortgage-backed securities | $646,000 | 6,187 |
| Certificates of participation in pools of residential mortgages | $624,000 | 5,700 |
| Issued or guaranteed by U.S. | $624,000 | 5,679 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $22,000 | 4,177 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,975 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $21,232,000 | 3,929 |
| Total debt securities | $21,232,000 | 4,430 |
| Structured notes | ||
| Amortized cost | $3,885,000 | 529 |
| Fair value | $3,917,000 | 529 |
| 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 | $19,043,000 | 4,813 |
| U.S. Government securities | $11,776,000 | 5,163 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,776,000 | 4,985 |
| Securities issued by states & political subdivisions | $5,775,000 | 2,715 |
| Other domestic debt securities | $1,492,000 | 2,463 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $474,000 | 340 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,018,000 | 2,444 |
| 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 | $7,651,000 | 3,574 |
| Mortgage-backed securities | $774,000 | 6,112 |
| Certificates of participation in pools of residential mortgages | $743,000 | 5,612 |
| Issued or guaranteed by U.S. | $743,000 | 5,594 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $31,000 | 4,223 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 4,030 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $19,043,000 | 4,169 |
| Total debt securities | $19,043,000 | 4,710 |
| Structured notes | ||
| Amortized cost | $2,039,000 | 589 |
| Fair value | $2,058,000 | 594 |
| 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 | $18,653,000 | 4,853 |
| U.S. Government securities | $11,981,000 | 5,110 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,981,000 | 4,926 |
| Securities issued by states & political subdivisions | $5,636,000 | 2,725 |
| Other domestic debt securities | $1,036,000 | 2,768 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,036,000 | 2,436 |
| 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 | $6,636,000 | 3,836 |
| Mortgage-backed securities | $972,000 | 5,957 |
| Certificates of participation in pools of residential mortgages | $932,000 | 5,415 |
| Issued or guaranteed by U.S. | $932,000 | 5,396 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $40,000 | 4,251 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 4,063 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $18,653,000 | 4,182 |
| Total debt securities | $18,653,000 | 4,766 |
| Structured notes | ||
| Amortized cost | $2,549,000 | 402 |
| Fair value | $2,570,000 | 406 |
| 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 | $20,926,000 | 4,381 |
| U.S. Government securities | $18,444,000 | 3,758 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $18,444,000 | 3,575 |
| Securities issued by states & political subdivisions | $1,767,000 | 4,492 |
| Other domestic debt securities | $715,000 | 3,160 |
| 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 | $715,000 | 2,726 |
| 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 | $3,295,000 | 5,175 |
| Mortgage-backed securities | $891,000 | 5,994 |
| Certificates of participation in pools of residential mortgages | $842,000 | 5,353 |
| Issued or guaranteed by U.S. | $842,000 | 5,332 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $49,000 | 4,349 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 4,157 |
| 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) | $20,926,000 | 3,710 |
| Total debt securities | $20,926,000 | 4,298 |
| Structured notes | ||
| Amortized cost | $2,355,000 | 171 |
| Fair value | $2,303,000 | 171 |
| 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 | $20,788,000 | 4,509 |
| U.S. Government securities | $11,414,000 | 5,418 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $11,414,000 | 5,088 |
| Securities issued by states & political subdivisions | $8,733,000 | 1,857 |
| 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 | $641,000 | 3,311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,257,000 | 4,165 |
| Mortgage-backed securities | $1,015,000 | 5,519 |
| Certificates of participation in pools of residential mortgages | $448,000 | 5,525 |
| Issued or guaranteed by U.S. | $448,000 | 5,506 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $567,000 | 3,248 |
| CMOs issued by government agencies or sponsored agencies | $567,000 | 3,087 |
| 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) | $13,291,000 | 1,568 |
| Available-for-sale securities (fair market value) | $7,497,000 | 6,411 |
| Total debt securities | $20,147,000 | 4,472 |
| Structured notes | ||
| Amortized cost | $499,000 | 628 |
| Fair value | $476,000 | 613 |
| 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 | $18,534,000 | 5,105 |
| U.S. Government securities | $8,522,000 | 6,592 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $8,522,000 | 6,060 |
| Securities issued by states & political subdivisions | $9,211,000 | 1,814 |
| 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 | $801,000 | 2,819 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,095,000 | 5,058 |
| Mortgage-backed securities | $1,806,000 | 5,210 |
| Certificates of participation in pools of residential mortgages | $572,000 | 5,630 |
| Issued or guaranteed by U.S. | $572,000 | 5,617 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,234,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $1,234,000 | 2,693 |
| 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) | $14,129,000 | 1,667 |
| Available-for-sale securities (fair market value) | $4,405,000 | 7,616 |
| Total debt securities | $17,733,000 | 5,130 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,159 |
| Fair value | $235,000 | 1,161 |
| 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 | $17,019,000 | 5,363 |
| U.S. Government securities | $7,723,000 | 6,866 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $7,723,000 | 6,013 |
| Securities issued by states & political subdivisions | $8,740,000 | 1,929 |
| 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 | $556,000 | 3,360 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,439,000 | 5,123 |
| Mortgage-backed securities | $3,078,000 | 4,696 |
| Certificates of participation in pools of residential mortgages | $742,000 | 5,591 |
| Issued or guaranteed by U.S. | $742,000 | 5,573 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,336,000 | 2,489 |
| CMOs issued by government agencies or sponsored agencies | $2,336,000 | 2,365 |
| 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) | $14,377,000 | 1,794 |
| Available-for-sale securities (fair market value) | $2,642,000 | 8,243 |
| Total debt securities | $16,463,000 | 5,347 |
| Structured notes | ||
| Amortized cost | $352,000 | 1,237 |
| Fair value | $349,000 | 1,245 |
| 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 | $19,939,000 | 4,918 |
| U.S. Government securities | $10,708,000 | 6,245 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $10,708,000 | 5,008 |
| Securities issued by states & political subdivisions | $8,713,000 | 1,689 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $518,000 | 3,543 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,093,000 | 4,023 |
| Mortgage-backed securities | $3,606,000 | 4,444 |
| Certificates of participation in pools of residential mortgages | $714,000 | 5,804 |
| Issued or guaranteed by U.S. | $714,000 | 5,784 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,892,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $2,892,000 | 2,194 |
| 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) | $19,421,000 | 1,702 |
| Available-for-sale securities (fair market value) | $518,000 | 9,466 |
| Total debt securities | $19,421,000 | 4,907 |
| Structured notes | ||
| Amortized cost | $1,315,000 | 1,040 |
| Fair value | $1,305,000 | 1,039 |
| 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 | $20,948,000 | 5,148 |
| U.S. Government securities | $13,160,000 | 5,989 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $13,160,000 | 4,616 |
| Securities issued by states & political subdivisions | $7,305,000 | 2,032 |
| 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 | $483,000 | 3,598 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,435,000 | 5,552 |
| Mortgage-backed securities | $4,025,000 | 4,677 |
| Certificates of participation in pools of residential mortgages | $941,000 | 5,921 |
| Issued or guaranteed by U.S. | $941,000 | 5,906 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,084,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $3,084,000 | 2,415 |
| 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) | $20,364,000 | 1,868 |
| Available-for-sale securities (fair market value) | $584,000 | 9,754 |
| Total debt securities | $20,465,000 | 5,116 |
| Structured notes | ||
| Amortized cost | $1,918,000 | 1,181 |
| Fair value | $1,901,000 | 1,165 |
| 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 | $15,973,000 | 6,441 |
| U.S. Government securities | $11,517,000 | 6,745 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $11,517,000 | 5,011 |
| Securities issued by states & political subdivisions | $4,005,000 | 3,345 |
| 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 | $451,000 | 3,500 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,663,000 | 5,476 |
| Mortgage-backed securities | $4,380,000 | 4,751 |
| Certificates of participation in pools of residential mortgages | $767,000 | 6,473 |
| Issued or guaranteed by U.S. | $767,000 | 6,441 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,613,000 | 2,605 |
| CMOs issued by government agencies or sponsored agencies | $3,613,000 | 2,472 |
| 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) | $15,419,000 | 2,477 |
| Available-for-sale securities (fair market value) | $554,000 | 10,220 |
| Total debt securities | $15,522,000 | 6,439 |
| Structured notes | ||
| Amortized cost | $3,150,000 | 1,137 |
| Fair value | $3,085,000 | 1,135 |
| 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 | $14,622,000 | 7,228 |
| U.S. Government securities | $11,682,000 | 7,093 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $11,682,000 | 4,810 |
| Securities issued by states & political subdivisions | $2,518,000 | 4,606 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $422,000 | 3,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,578,000 | 5,634 |
| Mortgage-backed securities | $4,275,000 | 5,068 |
| Certificates of participation in pools of residential mortgages | $573,000 | 7,213 |
| Issued or guaranteed by U.S. | $573,000 | 7,188 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,702,000 | 2,733 |
| CMOs issued by government agencies or sponsored agencies | $3,702,000 | 2,600 |
| 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) | $14,100,000 | 4,525 |
| Available-for-sale securities (fair market value) | $522,000 | 10,104 |
| Total debt securities | $14,200,000 | 7,236 |
| 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 | $12,893,000 | 8,053 |
| U.S. Government securities | $9,977,000 | 8,031 |
| U.S. Treasury securities | $299,000 | 11,223 |
| U.S. Government agency obligations | $9,678,000 | 5,688 |
| Securities issued by states & political subdivisions | $2,423,000 | 4,825 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $493,000 | 3,106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,660,000 | 3,420 |
| Mortgage-backed securities | $4,845,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $571,000 | 7,906 |
| Issued or guaranteed by U.S. | $571,000 | 7,853 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,274,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $4,274,000 | 2,716 |
| 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 | $12,400,000 | 8,056 |
| 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 | $8,987,000 | 9,594 |
| U.S. Government securities | $5,900,000 | 10,205 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $5,900,000 | 7,423 |
| Securities issued by states & political subdivisions | $2,677,000 | 4,329 |
| Other domestic debt securities | $0 | 7,520 |
| 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 | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $410,000 | 2,885 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,013,000 | 5,969 |
| Mortgage-backed securities | $4,789,000 | 5,581 |
| Certificates of participation in pools of residential mortgages | $614,000 | 8,315 |
| Issued or guaranteed by U.S. | $614,000 | 8,252 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,175,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $4,175,000 | 2,662 |
| 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 | $8,577,000 | 9,637 |
| 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 |