Home > The Merchants National Bank of Sacramento > Securities
The Merchants National Bank of Sacramento, Securities
| 2018-12-31 | Rank | |
| Total securities | $109,095,000 | 1,201 |
| U.S. Government securities | $83,142,000 | 1,007 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $83,142,000 | 953 |
| Securities issued by states & political subdivisions | $25,953,000 | 1,327 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,574,000 | 2,409 |
| Mortgage-backed securities | $62,803,000 | 900 |
| Certificates of participation in pools of residential mortgages | $40,260,000 | 788 |
| Issued or guaranteed by U.S. | $40,260,000 | 784 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $20,568,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $20,568,000 | 720 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,975,000 | 1,209 |
| Commercial mortgage pass-through securities | $739,000 | 1,156 |
| Other commercial mortgage-backed securities | $1,236,000 | 796 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $109,095,000 | 1,080 |
| Total debt securities | $109,094,000 | 1,184 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 561 |
| Fair value | $1,071,000 | 560 |
| 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 | $111,461,000 | 1,174 |
| U.S. Government securities | $85,781,000 | 979 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $85,781,000 | 935 |
| Securities issued by states & political subdivisions | $25,680,000 | 1,342 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $13,313,000 | 2,432 |
| Mortgage-backed securities | $64,906,000 | 870 |
| Certificates of participation in pools of residential mortgages | $41,578,000 | 776 |
| Issued or guaranteed by U.S. | $41,578,000 | 773 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $21,370,000 | 718 |
| CMOs issued by government agencies or sponsored agencies | $21,370,000 | 687 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,958,000 | 1,190 |
| Commercial mortgage pass-through securities | $720,000 | 1,142 |
| Other commercial mortgage-backed securities | $1,238,000 | 790 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $111,461,000 | 1,053 |
| Total debt securities | $111,461,000 | 1,147 |
| Structured notes | ||
| Amortized cost | $1,175,000 | 540 |
| Fair value | $1,128,000 | 540 |
| 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 | $114,943,000 | 1,164 |
| U.S. Government securities | $88,502,000 | 967 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $88,502,000 | 921 |
| Securities issued by states & political subdivisions | $26,441,000 | 1,358 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $14,194,000 | 2,401 |
| Mortgage-backed securities | $66,704,000 | 866 |
| Certificates of participation in pools of residential mortgages | $43,038,000 | 784 |
| Issued or guaranteed by U.S. | $43,038,000 | 771 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $21,692,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $21,692,000 | 678 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,974,000 | 1,161 |
| Commercial mortgage pass-through securities | $731,000 | 1,116 |
| Other commercial mortgage-backed securities | $1,243,000 | 776 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $114,943,000 | 1,045 |
| Total debt securities | $114,943,000 | 1,144 |
| Structured notes | ||
| Amortized cost | $1,240,000 | 545 |
| Fair value | $1,191,000 | 543 |
| 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 | $116,592,000 | 1,163 |
| U.S. Government securities | $89,789,000 | 975 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $89,789,000 | 930 |
| Securities issued by states & political subdivisions | $26,803,000 | 1,374 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $15,086,000 | 2,360 |
| Mortgage-backed securities | $66,988,000 | 852 |
| Certificates of participation in pools of residential mortgages | $41,916,000 | 822 |
| Issued or guaranteed by U.S. | $41,916,000 | 821 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $23,091,000 | 678 |
| CMOs issued by government agencies or sponsored agencies | $23,091,000 | 643 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,981,000 | 1,030 |
| Commercial mortgage pass-through securities | $736,000 | 910 |
| Other commercial mortgage-backed securities | $1,245,000 | 760 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $116,592,000 | 1,039 |
| Total debt securities | $116,592,000 | 1,146 |
| Structured notes | ||
| Amortized cost | $1,312,000 | 523 |
| Fair value | $1,270,000 | 523 |
| 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 | $120,763,000 | 1,133 |
| U.S. Government securities | $93,594,000 | 931 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $93,594,000 | 897 |
| Securities issued by states & political subdivisions | $27,169,000 | 1,422 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,185,000 | 2,290 |
| Mortgage-backed securities | $69,895,000 | 831 |
| Certificates of participation in pools of residential mortgages | $45,095,000 | 797 |
| Issued or guaranteed by U.S. | $45,095,000 | 797 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $22,769,000 | 681 |
| CMOs issued by government agencies or sponsored agencies | $22,769,000 | 648 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,031,000 | 1,007 |
| Commercial mortgage pass-through securities | $773,000 | 901 |
| Other commercial mortgage-backed securities | $1,258,000 | 741 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $120,763,000 | 1,004 |
| Total debt securities | $120,763,000 | 1,116 |
| Structured notes | ||
| Amortized cost | $1,385,000 | 520 |
| Fair value | $1,352,000 | 521 |
| 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 | $118,081,000 | 1,160 |
| U.S. Government securities | $91,827,000 | 949 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $91,827,000 | 912 |
| Securities issued by states & political subdivisions | $26,254,000 | 1,483 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,845,000 | 2,441 |
| Mortgage-backed securities | $66,863,000 | 869 |
| Certificates of participation in pools of residential mortgages | $42,611,000 | 853 |
| Issued or guaranteed by U.S. | $42,611,000 | 853 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $22,208,000 | 684 |
| CMOs issued by government agencies or sponsored agencies | $22,208,000 | 653 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,044,000 | 1,003 |
| Commercial mortgage pass-through securities | $776,000 | 894 |
| Other commercial mortgage-backed securities | $1,268,000 | 729 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $118,081,000 | 1,024 |
| Total debt securities | $118,080,000 | 1,143 |
| Structured notes | ||
| Amortized cost | $1,477,000 | 546 |
| Fair value | $1,454,000 | 545 |
| 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 | $121,170,000 | 1,148 |
| U.S. Government securities | $94,277,000 | 954 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $94,277,000 | 916 |
| Securities issued by states & political subdivisions | $26,893,000 | 1,468 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,851,000 | 2,449 |
| Mortgage-backed securities | $68,489,000 | 872 |
| Certificates of participation in pools of residential mortgages | $44,546,000 | 846 |
| Issued or guaranteed by U.S. | $44,546,000 | 846 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $22,667,000 | 675 |
| CMOs issued by government agencies or sponsored agencies | $22,667,000 | 643 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,276,000 | 1,103 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $1,276,000 | 701 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $121,170,000 | 1,005 |
| Total debt securities | $121,170,000 | 1,134 |
| Structured notes | ||
| Amortized cost | $1,587,000 | 530 |
| Fair value | $1,575,000 | 529 |
| 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 | $123,431,000 | 1,137 |
| U.S. Government securities | $98,008,000 | 940 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $98,008,000 | 898 |
| Securities issued by states & political subdivisions | $25,423,000 | 1,560 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,814,000 | 2,481 |
| Mortgage-backed securities | $70,578,000 | 870 |
| Certificates of participation in pools of residential mortgages | $45,392,000 | 860 |
| Issued or guaranteed by U.S. | $45,392,000 | 860 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $23,913,000 | 664 |
| CMOs issued by government agencies or sponsored agencies | $23,913,000 | 628 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,273,000 | 1,065 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $1,273,000 | 688 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $123,431,000 | 1,001 |
| Total debt securities | $123,431,000 | 1,120 |
| Structured notes | ||
| Amortized cost | $1,706,000 | 541 |
| Fair value | $1,674,000 | 539 |
| 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 | $124,635,000 | 1,118 |
| U.S. Government securities | $99,400,000 | 903 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $99,400,000 | 859 |
| Securities issued by states & political subdivisions | $25,235,000 | 1,560 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,688,000 | 2,417 |
| Mortgage-backed securities | $71,272,000 | 853 |
| Certificates of participation in pools of residential mortgages | $44,733,000 | 847 |
| Issued or guaranteed by U.S. | $44,733,000 | 847 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $25,267,000 | 651 |
| CMOs issued by government agencies or sponsored agencies | $25,267,000 | 610 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,272,000 | 1,037 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $1,272,000 | 667 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $124,635,000 | 982 |
| Total debt securities | $124,635,000 | 1,102 |
| Structured notes | ||
| Amortized cost | $1,846,000 | 536 |
| Fair value | $1,807,000 | 534 |
| 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 | $123,957,000 | 1,131 |
| U.S. Government securities | $99,363,000 | 898 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $99,363,000 | 856 |
| Securities issued by states & political subdivisions | $24,594,000 | 1,602 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,190,000 | 2,451 |
| Mortgage-backed securities | $69,411,000 | 875 |
| Certificates of participation in pools of residential mortgages | $41,469,000 | 904 |
| Issued or guaranteed by U.S. | $41,469,000 | 903 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $26,649,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $26,649,000 | 591 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,293,000 | 987 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,293,000 | 642 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $123,957,000 | 997 |
| Total debt securities | $123,957,000 | 1,114 |
| Structured notes | ||
| Amortized cost | $1,973,000 | 514 |
| Fair value | $1,954,000 | 510 |
| 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 | $125,396,000 | 1,127 |
| U.S. Government securities | $100,065,000 | 913 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $100,065,000 | 869 |
| Securities issued by states & political subdivisions | $25,331,000 | 1,562 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,952,000 | 2,432 |
| Mortgage-backed securities | $72,364,000 | 850 |
| Certificates of participation in pools of residential mortgages | $45,986,000 | 847 |
| Issued or guaranteed by U.S. | $45,986,000 | 843 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $25,074,000 | 661 |
| CMOs issued by government agencies or sponsored agencies | $25,074,000 | 622 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,304,000 | 927 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $1,304,000 | 632 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $125,396,000 | 997 |
| Total debt securities | $125,396,000 | 1,114 |
| Structured notes | ||
| Amortized cost | $2,115,000 | 508 |
| Fair value | $2,115,000 | 507 |
| 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 | $124,019,000 | 1,140 |
| U.S. Government securities | $100,226,000 | 936 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $100,226,000 | 890 |
| Securities issued by states & political subdivisions | $23,793,000 | 1,636 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,722,000 | 2,389 |
| Mortgage-backed securities | $76,174,000 | 813 |
| Certificates of participation in pools of residential mortgages | $51,586,000 | 773 |
| Issued or guaranteed by U.S. | $51,586,000 | 772 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $23,295,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $23,295,000 | 663 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,293,000 | 911 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $1,293,000 | 611 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $124,019,000 | 1,003 |
| Total debt securities | $124,019,000 | 1,127 |
| Structured notes | ||
| Amortized cost | $2,265,000 | 604 |
| Fair value | $2,239,000 | 609 |
| 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 | $119,798,000 | 1,197 |
| U.S. Government securities | $96,686,000 | 957 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $96,686,000 | 913 |
| Securities issued by states & political subdivisions | $23,112,000 | 1,687 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,283,000 | 2,284 |
| Mortgage-backed securities | $72,094,000 | 839 |
| Certificates of participation in pools of residential mortgages | $49,910,000 | 797 |
| Issued or guaranteed by U.S. | $49,910,000 | 795 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $22,184,000 | 734 |
| CMOs issued by government agencies or sponsored agencies | $22,184,000 | 695 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $119,798,000 | 1,051 |
| Total debt securities | $119,798,000 | 1,178 |
| Structured notes | ||
| Amortized cost | $2,425,000 | 671 |
| Fair value | $2,380,000 | 677 |
| 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 | $121,313,000 | 1,180 |
| U.S. Government securities | $98,469,000 | 955 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $98,469,000 | 912 |
| Securities issued by states & political subdivisions | $22,844,000 | 1,688 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,121,000 | 2,578 |
| Mortgage-backed securities | $74,280,000 | 817 |
| Certificates of participation in pools of residential mortgages | $51,194,000 | 773 |
| Issued or guaranteed by U.S. | $51,194,000 | 773 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $23,086,000 | 733 |
| CMOs issued by government agencies or sponsored agencies | $23,086,000 | 696 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $121,313,000 | 1,042 |
| Total debt securities | $121,313,000 | 1,171 |
| Structured notes | ||
| Amortized cost | $1,549,000 | 993 |
| Fair value | $1,550,000 | 994 |
| 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 | $128,637,000 | 1,130 |
| U.S. Government securities | $107,091,000 | 914 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $107,091,000 | 876 |
| Securities issued by states & political subdivisions | $21,546,000 | 1,746 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,994,000 | 2,513 |
| Mortgage-backed securities | $80,240,000 | 792 |
| Certificates of participation in pools of residential mortgages | $55,808,000 | 739 |
| Issued or guaranteed by U.S. | $55,808,000 | 739 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $24,432,000 | 734 |
| CMOs issued by government agencies or sponsored agencies | $24,432,000 | 697 |
| 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) | $128,637,000 | 1,002 |
| Total debt securities | $128,637,000 | 1,118 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,085 |
| Fair value | $1,691,000 | 1,085 |
| 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 | $133,540,000 | 1,102 |
| U.S. Government securities | $111,627,000 | 893 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $111,627,000 | 857 |
| Securities issued by states & political subdivisions | $21,913,000 | 1,694 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,002,000 | 2,474 |
| Mortgage-backed securities | $84,727,000 | 760 |
| Certificates of participation in pools of residential mortgages | $58,791,000 | 723 |
| Issued or guaranteed by U.S. | $58,791,000 | 722 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $25,936,000 | 723 |
| CMOs issued by government agencies or sponsored agencies | $25,936,000 | 686 |
| 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) | $133,540,000 | 967 |
| Total debt securities | $133,540,000 | 1,092 |
| Structured notes | ||
| Amortized cost | $549,000 | 1,652 |
| Fair value | $555,000 | 1,647 |
| 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 | $136,125,000 | 1,084 |
| U.S. Government securities | $113,814,000 | 881 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $113,814,000 | 844 |
| Securities issued by states & political subdivisions | $22,311,000 | 1,669 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $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 | $16,728,000 | 2,503 |
| Mortgage-backed securities | $89,854,000 | 733 |
| Certificates of participation in pools of residential mortgages | $63,776,000 | 690 |
| Issued or guaranteed by U.S. | $63,776,000 | 686 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $26,078,000 | 741 |
| CMOs issued by government agencies or sponsored agencies | $26,078,000 | 706 |
| 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) | $136,125,000 | 948 |
| Total debt securities | $136,125,000 | 1,072 |
| Structured notes | ||
| Amortized cost | $589,000 | 1,723 |
| Fair value | $592,000 | 1,724 |
| 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 | $124,199,000 | 1,204 |
| U.S. Government securities | $102,733,000 | 979 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $102,733,000 | 936 |
| Securities issued by states & political subdivisions | $21,466,000 | 1,727 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $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 | $16,174,000 | 2,548 |
| Mortgage-backed securities | $83,253,000 | 798 |
| Certificates of participation in pools of residential mortgages | $60,939,000 | 716 |
| Issued or guaranteed by U.S. | $60,939,000 | 715 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $22,314,000 | 831 |
| CMOs issued by government agencies or sponsored agencies | $22,314,000 | 789 |
| 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) | $124,199,000 | 1,058 |
| Total debt securities | $124,199,000 | 1,190 |
| Structured notes | ||
| Amortized cost | $643,000 | 1,810 |
| Fair value | $640,000 | 1,806 |
| 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 | $118,777,000 | 1,252 |
| U.S. Government securities | $97,543,000 | 1,041 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $97,543,000 | 998 |
| Securities issued by states & political subdivisions | $21,234,000 | 1,749 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $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 | $17,238,000 | 2,464 |
| Mortgage-backed securities | $80,227,000 | 832 |
| Certificates of participation in pools of residential mortgages | $59,280,000 | 751 |
| Issued or guaranteed by U.S. | $59,280,000 | 750 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $20,947,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $20,947,000 | 820 |
| 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) | $118,777,000 | 1,094 |
| Total debt securities | $118,776,000 | 1,239 |
| Structured notes | ||
| Amortized cost | $711,000 | 1,829 |
| Fair value | $707,000 | 1,831 |
| 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 | $119,772,000 | 1,250 |
| U.S. Government securities | $99,537,000 | 1,033 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $99,537,000 | 992 |
| Securities issued by states & political subdivisions | $20,235,000 | 1,830 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $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 | $15,265,000 | 2,658 |
| Mortgage-backed securities | $81,046,000 | 832 |
| Certificates of participation in pools of residential mortgages | $58,867,000 | 755 |
| Issued or guaranteed by U.S. | $58,867,000 | 755 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $22,179,000 | 858 |
| CMOs issued by government agencies or sponsored agencies | $22,179,000 | 808 |
| 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) | $119,772,000 | 1,100 |
| Total debt securities | $119,772,000 | 1,237 |
| Structured notes | ||
| Amortized cost | $788,000 | 1,830 |
| Fair value | $782,000 | 1,825 |
| 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 | $116,376,000 | 1,284 |
| U.S. Government securities | $95,710,000 | 1,060 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $95,710,000 | 1,013 |
| Securities issued by states & political subdivisions | $20,666,000 | 1,790 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $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 | $15,076,000 | 2,676 |
| Mortgage-backed securities | $77,099,000 | 857 |
| Certificates of participation in pools of residential mortgages | $56,315,000 | 770 |
| Issued or guaranteed by U.S. | $56,315,000 | 769 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $20,784,000 | 889 |
| CMOs issued by government agencies or sponsored agencies | $20,784,000 | 835 |
| 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) | $116,376,000 | 1,127 |
| Total debt securities | $116,377,000 | 1,266 |
| Structured notes | ||
| Amortized cost | $884,000 | 1,795 |
| Fair value | $878,000 | 1,786 |
| 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 | $118,677,000 | 1,278 |
| U.S. Government securities | $99,000,000 | 1,031 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $99,000,000 | 992 |
| Securities issued by states & political subdivisions | $19,677,000 | 1,879 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $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 | $14,833,000 | 2,670 |
| Mortgage-backed securities | $78,028,000 | 856 |
| Certificates of participation in pools of residential mortgages | $55,577,000 | 779 |
| Issued or guaranteed by U.S. | $55,577,000 | 779 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $22,451,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $22,451,000 | 815 |
| 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) | $118,677,000 | 1,127 |
| Total debt securities | $118,677,000 | 1,258 |
| Structured notes | ||
| Amortized cost | $2,024,000 | 1,171 |
| Fair value | $2,017,000 | 1,170 |
| 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 | $113,964,000 | 1,318 |
| U.S. Government securities | $94,433,000 | 1,068 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $94,433,000 | 1,025 |
| Securities issued by states & political subdivisions | $19,531,000 | 1,878 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $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 | $11,570,000 | 3,047 |
| Mortgage-backed securities | $72,018,000 | 928 |
| Certificates of participation in pools of residential mortgages | $50,054,000 | 852 |
| Issued or guaranteed by U.S. | $50,054,000 | 851 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $21,964,000 | 896 |
| CMOs issued by government agencies or sponsored agencies | $21,964,000 | 845 |
| 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) | $113,964,000 | 1,179 |
| Total debt securities | $113,964,000 | 1,300 |
| Structured notes | ||
| Amortized cost | $1,246,000 | 1,483 |
| Fair value | $1,242,000 | 1,476 |
| 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 | $115,644,000 | 1,317 |
| U.S. Government securities | $97,262,000 | 1,058 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $97,262,000 | 1,016 |
| Securities issued by states & political subdivisions | $18,382,000 | 1,955 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $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 | $12,891,000 | 2,904 |
| Mortgage-backed securities | $73,403,000 | 937 |
| Certificates of participation in pools of residential mortgages | $52,322,000 | 842 |
| Issued or guaranteed by U.S. | $52,322,000 | 842 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $21,081,000 | 963 |
| CMOs issued by government agencies or sponsored agencies | $21,081,000 | 903 |
| 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) | $115,644,000 | 1,192 |
| Total debt securities | $115,644,000 | 1,302 |
| Structured notes | ||
| Amortized cost | $1,518,000 | 1,389 |
| Fair value | $1,527,000 | 1,389 |
| 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 | $116,413,000 | 1,294 |
| U.S. Government securities | $97,647,000 | 1,028 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $97,647,000 | 983 |
| Securities issued by states & political subdivisions | $18,766,000 | 1,896 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $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 | $13,541,000 | 2,816 |
| Mortgage-backed securities | $75,160,000 | 906 |
| Certificates of participation in pools of residential mortgages | $55,250,000 | 785 |
| Issued or guaranteed by U.S. | $55,250,000 | 784 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $19,910,000 | 1,016 |
| CMOs issued by government agencies or sponsored agencies | $19,910,000 | 944 |
| 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) | $116,413,000 | 1,161 |
| Total debt securities | $116,412,000 | 1,276 |
| Structured notes | ||
| Amortized cost | $1,787,000 | 1,364 |
| Fair value | $1,801,000 | 1,358 |
| 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 | $117,148,000 | 1,296 |
| U.S. Government securities | $99,273,000 | 1,037 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $99,273,000 | 995 |
| Securities issued by states & political subdivisions | $17,875,000 | 1,939 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $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 | $14,944,000 | 2,686 |
| Mortgage-backed securities | $79,333,000 | 910 |
| Certificates of participation in pools of residential mortgages | $59,145,000 | 770 |
| Issued or guaranteed by U.S. | $59,145,000 | 770 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $20,188,000 | 1,053 |
| CMOs issued by government agencies or sponsored agencies | $20,188,000 | 987 |
| 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) | $117,148,000 | 1,164 |
| Total debt securities | $117,148,000 | 1,283 |
| Structured notes | ||
| Amortized cost | $2,068,000 | 1,291 |
| Fair value | $2,069,000 | 1,294 |
| 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 | $117,758,000 | 1,304 |
| U.S. Government securities | $101,329,000 | 1,029 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $101,329,000 | 995 |
| Securities issued by states & political subdivisions | $16,429,000 | 2,007 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $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 | $14,923,000 | 2,719 |
| Mortgage-backed securities | $80,911,000 | 912 |
| Certificates of participation in pools of residential mortgages | $61,015,000 | 762 |
| Issued or guaranteed by U.S. | $61,015,000 | 762 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,896,000 | 1,080 |
| CMOs issued by government agencies or sponsored agencies | $19,896,000 | 996 |
| 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) | $117,758,000 | 1,176 |
| Total debt securities | $117,758,000 | 1,290 |
| Structured notes | ||
| Amortized cost | $2,371,000 | 1,403 |
| Fair value | $2,376,000 | 1,406 |
| 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 | $112,918,000 | 1,356 |
| U.S. Government securities | $98,337,000 | 1,088 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $98,337,000 | 1,054 |
| Securities issued by states & political subdivisions | $14,581,000 | 2,120 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $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 | $14,403,000 | 2,753 |
| Mortgage-backed securities | $81,481,000 | 915 |
| Certificates of participation in pools of residential mortgages | $62,369,000 | 761 |
| Issued or guaranteed by U.S. | $62,369,000 | 761 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,112,000 | 1,130 |
| CMOs issued by government agencies or sponsored agencies | $19,112,000 | 1,047 |
| 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) | $112,918,000 | 1,236 |
| Total debt securities | $112,917,000 | 1,340 |
| Structured notes | ||
| Amortized cost | $1,443,000 | 2,017 |
| Fair value | $1,407,000 | 2,025 |
| 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 | $111,188,000 | 1,328 |
| U.S. Government securities | $96,397,000 | 1,059 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $96,397,000 | 1,026 |
| Securities issued by states & political subdivisions | $14,791,000 | 2,058 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,974,000 | 2,684 |
| Mortgage-backed securities | $80,205,000 | 889 |
| Certificates of participation in pools of residential mortgages | $67,277,000 | 671 |
| Issued or guaranteed by U.S. | $67,277,000 | 669 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $12,928,000 | 1,405 |
| CMOs issued by government agencies or sponsored agencies | $12,928,000 | 1,246 |
| 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) | $111,188,000 | 1,206 |
| Total debt securities | $111,185,000 | 1,316 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $108,080,000 | 1,322 |
| U.S. Government securities | $93,940,000 | 1,054 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $93,940,000 | 1,023 |
| Securities issued by states & political subdivisions | $14,140,000 | 2,053 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,216,000 | 2,638 |
| Mortgage-backed securities | $75,153,000 | 917 |
| Certificates of participation in pools of residential mortgages | $62,788,000 | 692 |
| Issued or guaranteed by U.S. | $62,788,000 | 687 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $12,365,000 | 1,427 |
| CMOs issued by government agencies or sponsored agencies | $12,365,000 | 1,265 |
| 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) | $108,080,000 | 1,190 |
| Total debt securities | $108,079,000 | 1,306 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $104,078,000 | 1,374 |
| U.S. Government securities | $89,632,000 | 1,122 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $89,632,000 | 1,075 |
| Securities issued by states & political subdivisions | $14,446,000 | 1,985 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,414,000 | 2,657 |
| Mortgage-backed securities | $75,623,000 | 885 |
| Certificates of participation in pools of residential mortgages | $63,610,000 | 667 |
| Issued or guaranteed by U.S. | $63,610,000 | 664 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $12,013,000 | 1,416 |
| CMOs issued by government agencies or sponsored agencies | $12,013,000 | 1,250 |
| 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) | $104,078,000 | 1,231 |
| Total debt securities | $104,078,000 | 1,349 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $104,236,000 | 1,348 |
| U.S. Government securities | $87,623,000 | 1,135 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $87,623,000 | 1,089 |
| Securities issued by states & political subdivisions | $16,613,000 | 1,733 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,209,000 | 2,562 |
| Mortgage-backed securities | $73,079,000 | 891 |
| Certificates of participation in pools of residential mortgages | $63,342,000 | 645 |
| Issued or guaranteed by U.S. | $63,342,000 | 641 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $9,737,000 | 1,554 |
| CMOs issued by government agencies or sponsored agencies | $9,737,000 | 1,363 |
| 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) | $104,236,000 | 1,210 |
| Total debt securities | $104,236,000 | 1,330 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,913 |
| Fair value | $2,267,000 | 1,909 |
| 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 | $105,237,000 | 1,293 |
| U.S. Government securities | $85,620,000 | 1,105 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $85,620,000 | 1,055 |
| Securities issued by states & political subdivisions | $19,617,000 | 1,449 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,173,000 | 2,443 |
| Mortgage-backed securities | $70,041,000 | 878 |
| Certificates of participation in pools of residential mortgages | $64,630,000 | 599 |
| Issued or guaranteed by U.S. | $64,630,000 | 593 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,411,000 | 1,929 |
| CMOs issued by government agencies or sponsored agencies | $5,411,000 | 1,722 |
| 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) | $105,237,000 | 1,159 |
| Total debt securities | $105,236,000 | 1,276 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,782 |
| Fair value | $2,275,000 | 1,781 |
| 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 | $102,804,000 | 1,287 |
| U.S. Government securities | $82,136,000 | 1,109 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $82,136,000 | 1,053 |
| Securities issued by states & political subdivisions | $20,668,000 | 1,341 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,278,000 | 2,447 |
| Mortgage-backed securities | $64,250,000 | 942 |
| Certificates of participation in pools of residential mortgages | $57,858,000 | 641 |
| Issued or guaranteed by U.S. | $57,858,000 | 637 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,392,000 | 1,790 |
| CMOs issued by government agencies or sponsored agencies | $6,392,000 | 1,572 |
| 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) | $102,804,000 | 1,147 |
| Total debt securities | $102,804,000 | 1,261 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,790 |
| Fair value | $2,283,000 | 1,789 |
| 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 | $97,146,000 | 1,349 |
| U.S. Government securities | $77,607,000 | 1,210 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $77,607,000 | 1,162 |
| Securities issued by states & political subdivisions | $19,539,000 | 1,320 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,881,000 | 2,412 |
| Mortgage-backed securities | $57,381,000 | 1,015 |
| Certificates of participation in pools of residential mortgages | $50,179,000 | 719 |
| Issued or guaranteed by U.S. | $50,179,000 | 714 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $7,202,000 | 1,652 |
| CMOs issued by government agencies or sponsored agencies | $7,202,000 | 1,431 |
| 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) | $97,146,000 | 1,201 |
| Total debt securities | $97,144,000 | 1,329 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,498 |
| Fair value | $3,531,000 | 1,505 |
| 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 | $98,746,000 | 1,326 |
| U.S. Government securities | $79,894,000 | 1,177 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $79,894,000 | 1,127 |
| Securities issued by states & political subdivisions | $18,852,000 | 1,357 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,491,000 | 2,420 |
| Mortgage-backed securities | $59,320,000 | 1,007 |
| Certificates of participation in pools of residential mortgages | $51,377,000 | 749 |
| Issued or guaranteed by U.S. | $51,377,000 | 744 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,943,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $7,943,000 | 1,294 |
| 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) | $98,746,000 | 1,173 |
| Total debt securities | $98,747,000 | 1,307 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,675 |
| Fair value | $2,265,000 | 1,672 |
| 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 | $99,262,000 | 1,301 |
| U.S. Government securities | $78,809,000 | 1,150 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $78,809,000 | 1,109 |
| Securities issued by states & political subdivisions | $20,453,000 | 1,227 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,727,000 | 2,512 |
| Mortgage-backed securities | $60,464,000 | 1,005 |
| Certificates of participation in pools of residential mortgages | $51,785,000 | 766 |
| Issued or guaranteed by U.S. | $51,785,000 | 758 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $8,679,000 | 1,460 |
| CMOs issued by government agencies or sponsored agencies | $8,679,000 | 1,219 |
| 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) | $99,262,000 | 1,141 |
| Total debt securities | $99,262,000 | 1,280 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,883 |
| Fair value | $1,250,000 | 1,884 |
| 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 | $91,952,000 | 1,390 |
| U.S. Government securities | $70,380,000 | 1,249 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $70,380,000 | 1,212 |
| Securities issued by states & political subdivisions | $21,572,000 | 1,153 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,655,000 | 2,426 |
| Mortgage-backed securities | $55,569,000 | 1,114 |
| Certificates of participation in pools of residential mortgages | $47,380,000 | 856 |
| Issued or guaranteed by U.S. | $47,380,000 | 846 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $8,189,000 | 1,518 |
| CMOs issued by government agencies or sponsored agencies | $8,189,000 | 1,245 |
| 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) | $91,952,000 | 1,211 |
| Total debt securities | $91,950,000 | 1,362 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,438 |
| Fair value | $1,250,000 | 1,448 |
| 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 | $81,700,000 | 1,535 |
| U.S. Government securities | $60,346,000 | 1,421 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $60,346,000 | 1,380 |
| Securities issued by states & political subdivisions | $21,354,000 | 1,111 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,136,000 | 2,482 |
| Mortgage-backed securities | $49,232,000 | 1,222 |
| Certificates of participation in pools of residential mortgages | $42,362,000 | 964 |
| Issued or guaranteed by U.S. | $42,362,000 | 954 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $6,870,000 | 1,619 |
| CMOs issued by government agencies or sponsored agencies | $6,870,000 | 1,316 |
| 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) | $81,700,000 | 1,340 |
| Total debt securities | $81,700,000 | 1,503 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $74,426,000 | 1,661 |
| U.S. Government securities | $54,934,000 | 1,555 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $54,934,000 | 1,519 |
| Securities issued by states & political subdivisions | $19,492,000 | 1,162 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,518,000 | 2,498 |
| Mortgage-backed securities | $44,232,000 | 1,347 |
| Certificates of participation in pools of residential mortgages | $37,860,000 | 1,106 |
| Issued or guaranteed by U.S. | $37,860,000 | 1,093 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,372,000 | 1,680 |
| CMOs issued by government agencies or sponsored agencies | $6,372,000 | 1,345 |
| 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) | $74,426,000 | 1,455 |
| Total debt securities | $74,426,000 | 1,633 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $69,804,000 | 1,737 |
| U.S. Government securities | $50,819,000 | 1,678 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $50,819,000 | 1,653 |
| Securities issued by states & political subdivisions | $18,985,000 | 1,162 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,486,000 | 2,523 |
| Mortgage-backed securities | $41,925,000 | 1,354 |
| Certificates of participation in pools of residential mortgages | $35,191,000 | 1,121 |
| Issued or guaranteed by U.S. | $35,191,000 | 1,112 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $6,734,000 | 1,582 |
| CMOs issued by government agencies or sponsored agencies | $6,734,000 | 1,285 |
| 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) | $69,804,000 | 1,520 |
| Total debt securities | $69,804,000 | 1,713 |
| Structured notes | ||
| Amortized cost | $992,000 | 1,105 |
| Fair value | $1,039,000 | 933 |
| 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 | $66,989,000 | 1,745 |
| U.S. Government securities | $46,520,000 | 1,763 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $46,520,000 | 1,732 |
| Securities issued by states & political subdivisions | $20,469,000 | 1,044 |
| Other domestic debt securities | $0 | 3,233 |
| 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 | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,872,000 | 2,446 |
| Mortgage-backed securities | $43,561,000 | 1,251 |
| Certificates of participation in pools of residential mortgages | $36,527,000 | 1,051 |
| Issued or guaranteed by U.S. | $36,527,000 | 1,039 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $7,034,000 | 1,486 |
| CMOs issued by government agencies or sponsored agencies | $7,034,000 | 1,188 |
| 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) | $66,989,000 | 1,526 |
| Total debt securities | $66,989,000 | 1,725 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $66,742,000 | 1,784 |
| U.S. Government securities | $45,408,000 | 1,822 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $45,408,000 | 1,790 |
| Securities issued by states & political subdivisions | $21,334,000 | 1,016 |
| Other domestic debt securities | $0 | 3,200 |
| 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 | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,167,000 | 2,463 |
| Mortgage-backed securities | $44,401,000 | 1,228 |
| Certificates of participation in pools of residential mortgages | $37,011,000 | 1,023 |
| Issued or guaranteed by U.S. | $37,011,000 | 1,012 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,390,000 | 1,452 |
| CMOs issued by government agencies or sponsored agencies | $7,390,000 | 1,172 |
| 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) | $66,742,000 | 1,554 |
| Total debt securities | $66,744,000 | 1,759 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $73,754,000 | 1,610 |
| U.S. Government securities | $48,660,000 | 1,704 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $48,660,000 | 1,675 |
| Securities issued by states & political subdivisions | $25,094,000 | 855 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,639,000 | 2,688 |
| Mortgage-backed securities | $47,643,000 | 1,126 |
| Certificates of participation in pools of residential mortgages | $39,632,000 | 932 |
| Issued or guaranteed by U.S. | $39,632,000 | 923 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,011,000 | 1,371 |
| CMOs issued by government agencies or sponsored agencies | $8,011,000 | 1,102 |
| 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) | $73,754,000 | 1,403 |
| Total debt securities | $73,755,000 | 1,571 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $77,965,000 | 1,528 |
| U.S. Government securities | $51,305,000 | 1,629 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $51,305,000 | 1,595 |
| Securities issued by states & political subdivisions | $26,660,000 | 766 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,153,000 | 2,562 |
| Mortgage-backed securities | $45,110,000 | 1,061 |
| Certificates of participation in pools of residential mortgages | $36,865,000 | 874 |
| Issued or guaranteed by U.S. | $36,865,000 | 865 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,245,000 | 1,286 |
| CMOs issued by government agencies or sponsored agencies | $8,245,000 | 1,043 |
| 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) | $77,965,000 | 1,325 |
| Total debt securities | $77,965,000 | 1,489 |
| Structured notes | ||
| Amortized cost | $1,460,000 | 1,340 |
| Fair value | $1,463,000 | 1,336 |
| 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 | $76,800,000 | 1,553 |
| U.S. Government securities | $49,800,000 | 1,693 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $49,800,000 | 1,656 |
| Securities issued by states & political subdivisions | $27,000,000 | 734 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,520,000 | 2,721 |
| Mortgage-backed securities | $43,590,000 | 1,026 |
| Certificates of participation in pools of residential mortgages | $34,976,000 | 863 |
| Issued or guaranteed by U.S. | $34,976,000 | 854 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,614,000 | 1,213 |
| CMOs issued by government agencies or sponsored agencies | $8,614,000 | 982 |
| 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) | $76,800,000 | 1,337 |
| Total debt securities | $76,799,000 | 1,518 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 1,489 |
| Fair value | $1,495,000 | 1,480 |
| 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 | $74,508,000 | 1,585 |
| U.S. Government securities | $49,145,000 | 1,727 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $49,145,000 | 1,682 |
| Securities issued by states & political subdivisions | $25,363,000 | 783 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,162,000 | 2,648 |
| Mortgage-backed securities | $41,209,000 | 1,041 |
| Certificates of participation in pools of residential mortgages | $35,102,000 | 856 |
| Issued or guaranteed by U.S. | $35,102,000 | 847 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,107,000 | 1,409 |
| CMOs issued by government agencies or sponsored agencies | $6,107,000 | 1,168 |
| 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) | $74,508,000 | 1,369 |
| Total debt securities | $74,509,000 | 1,552 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,505 |
| Fair value | $1,530,000 | 1,508 |
| 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 | $76,798,000 | 1,543 |
| U.S. Government securities | $50,185,000 | 1,717 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $50,185,000 | 1,670 |
| Securities issued by states & political subdivisions | $26,613,000 | 741 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,985,000 | 2,568 |
| Mortgage-backed securities | $42,155,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | $35,590,000 | 838 |
| Issued or guaranteed by U.S. | $35,590,000 | 830 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,565,000 | 1,325 |
| CMOs issued by government agencies or sponsored agencies | $6,565,000 | 1,108 |
| 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) | $76,798,000 | 1,337 |
| Total debt securities | $76,797,000 | 1,508 |
| Structured notes | ||
| Amortized cost | $1,608,000 | 1,564 |
| Fair value | $1,608,000 | 1,561 |
| 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 | $77,326,000 | 1,569 |
| U.S. Government securities | $50,200,000 | 1,739 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $50,200,000 | 1,693 |
| Securities issued by states & political subdivisions | $27,126,000 | 718 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,618,000 | 2,492 |
| Mortgage-backed securities | $42,135,000 | 1,057 |
| Certificates of participation in pools of residential mortgages | $35,253,000 | 858 |
| Issued or guaranteed by U.S. | $35,253,000 | 850 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,882,000 | 1,289 |
| CMOs issued by government agencies or sponsored agencies | $6,882,000 | 1,079 |
| 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) | $77,326,000 | 1,365 |
| Total debt securities | $77,325,000 | 1,532 |
| Structured notes | ||
| Amortized cost | $1,661,000 | 1,653 |
| Fair value | $1,658,000 | 1,649 |
| 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 | $76,529,000 | 1,587 |
| U.S. Government securities | $49,255,000 | 1,805 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $49,255,000 | 1,757 |
| Securities issued by states & political subdivisions | $27,274,000 | 704 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,550,000 | 2,508 |
| Mortgage-backed securities | $41,666,000 | 1,076 |
| Certificates of participation in pools of residential mortgages | $34,453,000 | 890 |
| Issued or guaranteed by U.S. | $34,453,000 | 879 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $7,213,000 | 1,222 |
| CMOs issued by government agencies or sponsored agencies | $7,213,000 | 1,020 |
| 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) | $76,529,000 | 1,365 |
| Total debt securities | $76,529,000 | 1,554 |
| Structured notes | ||
| Amortized cost | $1,723,000 | 1,724 |
| Fair value | $1,718,000 | 1,713 |
| 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 | $79,550,000 | 1,531 |
| U.S. Government securities | $52,606,000 | 1,703 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $52,606,000 | 1,654 |
| Securities issued by states & political subdivisions | $26,944,000 | 686 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,029,000 | 2,443 |
| Mortgage-backed securities | $44,038,000 | 1,036 |
| Certificates of participation in pools of residential mortgages | $36,508,000 | 867 |
| Issued or guaranteed by U.S. | $36,508,000 | 858 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,530,000 | 1,186 |
| CMOs issued by government agencies or sponsored agencies | $7,530,000 | 992 |
| 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) | $79,550,000 | 1,308 |
| Total debt securities | $79,551,000 | 1,496 |
| Structured notes | ||
| Amortized cost | $1,797,000 | 1,742 |
| Fair value | $1,768,000 | 1,735 |
| 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 | $81,414,000 | 1,508 |
| U.S. Government securities | $55,110,000 | 1,646 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $55,110,000 | 1,595 |
| Securities issued by states & political subdivisions | $26,304,000 | 702 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,053,000 | 2,325 |
| Mortgage-backed securities | $46,427,000 | 1,002 |
| Certificates of participation in pools of residential mortgages | $38,346,000 | 843 |
| Issued or guaranteed by U.S. | $38,346,000 | 835 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,081,000 | 1,147 |
| CMOs issued by government agencies or sponsored agencies | $8,081,000 | 962 |
| 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) | $81,414,000 | 1,303 |
| Total debt securities | $81,413,000 | 1,472 |
| Structured notes | ||
| Amortized cost | $1,882,000 | 1,720 |
| Fair value | $1,874,000 | 1,710 |
| 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 | $82,433,000 | 1,481 |
| U.S. Government securities | $57,340,000 | 1,588 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $57,340,000 | 1,527 |
| Securities issued by states & political subdivisions | $25,093,000 | 745 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,081,000 | 3,030 |
| Mortgage-backed securities | $49,541,000 | 959 |
| Certificates of participation in pools of residential mortgages | $40,978,000 | 817 |
| Issued or guaranteed by U.S. | $40,978,000 | 812 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $8,563,000 | 1,108 |
| CMOs issued by government agencies or sponsored agencies | $8,563,000 | 925 |
| 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) | $82,433,000 | 1,267 |
| Total debt securities | $82,432,000 | 1,450 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $86,402,000 | 1,416 |
| U.S. Government securities | $61,694,000 | 1,470 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $61,694,000 | 1,416 |
| Securities issued by states & political subdivisions | $24,708,000 | 760 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,769,000 | 3,062 |
| Mortgage-backed securities | $53,845,000 | 892 |
| Certificates of participation in pools of residential mortgages | $44,452,000 | 778 |
| Issued or guaranteed by U.S. | $44,452,000 | 774 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,393,000 | 1,052 |
| CMOs issued by government agencies or sponsored agencies | $9,393,000 | 896 |
| 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) | $86,402,000 | 1,213 |
| Total debt securities | $86,402,000 | 1,391 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $91,409,000 | 1,348 |
| U.S. Government securities | $64,851,000 | 1,414 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $64,851,000 | 1,365 |
| Securities issued by states & political subdivisions | $26,558,000 | 689 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,779,000 | 2,908 |
| Mortgage-backed securities | $56,964,000 | 868 |
| Certificates of participation in pools of residential mortgages | $47,708,000 | 737 |
| Issued or guaranteed by U.S. | $47,708,000 | 731 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $9,256,000 | 1,103 |
| CMOs issued by government agencies or sponsored agencies | $9,256,000 | 945 |
| 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) | $91,409,000 | 1,157 |
| Total debt securities | $91,409,000 | 1,321 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $91,215,000 | 1,380 |
| U.S. Government securities | $66,514,000 | 1,413 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $66,514,000 | 1,355 |
| Securities issued by states & political subdivisions | $24,701,000 | 754 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $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 | $12,825,000 | 2,892 |
| Mortgage-backed securities | $58,734,000 | 883 |
| Certificates of participation in pools of residential mortgages | $49,922,000 | 720 |
| Issued or guaranteed by U.S. | $49,922,000 | 717 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,812,000 | 1,164 |
| CMOs issued by government agencies or sponsored agencies | $8,812,000 | 1,004 |
| 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) | $91,215,000 | 1,181 |
| Total debt securities | $91,215,000 | 1,348 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $87,710,000 | 1,454 |
| U.S. Government securities | $62,864,000 | 1,486 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $62,864,000 | 1,426 |
| Securities issued by states & political subdivisions | $24,846,000 | 770 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,486,000 | 3,454 |
| Mortgage-backed securities | $55,955,000 | 940 |
| Certificates of participation in pools of residential mortgages | $47,521,000 | 779 |
| Issued or guaranteed by U.S. | $47,521,000 | 774 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $8,434,000 | 1,197 |
| CMOs issued by government agencies or sponsored agencies | $8,434,000 | 1,045 |
| 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) | $87,710,000 | 1,246 |
| Total debt securities | $87,711,000 | 1,412 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $86,062,000 | 1,491 |
| U.S. Government securities | $60,876,000 | 1,523 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $60,876,000 | 1,464 |
| Securities issued by states & political subdivisions | $25,186,000 | 753 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $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 | $10,140,000 | 3,279 |
| Mortgage-backed securities | $55,149,000 | 949 |
| Certificates of participation in pools of residential mortgages | $47,832,000 | 773 |
| Issued or guaranteed by U.S. | $47,832,000 | 768 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,317,000 | 1,293 |
| CMOs issued by government agencies or sponsored agencies | $7,317,000 | 1,139 |
| 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) | $86,062,000 | 1,260 |
| Total debt securities | $86,062,000 | 1,446 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $83,805,000 | 1,543 |
| U.S. Government securities | $60,840,000 | 1,558 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $60,840,000 | 1,490 |
| Securities issued by states & political subdivisions | $22,965,000 | 812 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $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 | $8,302,000 | 3,660 |
| Mortgage-backed securities | $56,441,000 | 939 |
| Certificates of participation in pools of residential mortgages | $47,926,000 | 781 |
| Issued or guaranteed by U.S. | $47,926,000 | 777 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $8,515,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $8,515,000 | 1,049 |
| 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) | $83,805,000 | 1,318 |
| Total debt securities | $83,803,000 | 1,497 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $81,836,000 | 1,582 |
| U.S. Government securities | $59,151,000 | 1,583 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $59,151,000 | 1,523 |
| Securities issued by states & political subdivisions | $22,685,000 | 832 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $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 | $8,162,000 | 3,636 |
| Mortgage-backed securities | $54,138,000 | 1,007 |
| Certificates of participation in pools of residential mortgages | $47,827,000 | 799 |
| Issued or guaranteed by U.S. | $47,827,000 | 792 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,311,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $6,311,000 | 1,288 |
| 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) | $81,836,000 | 1,352 |
| Total debt securities | $81,836,000 | 1,538 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $84,715,000 | 1,577 |
| U.S. Government securities | $60,786,000 | 1,598 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $60,786,000 | 1,534 |
| Securities issued by states & political subdivisions | $23,929,000 | 776 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,892,000 | 3,398 |
| Mortgage-backed securities | $56,781,000 | 977 |
| Certificates of participation in pools of residential mortgages | $51,149,000 | 766 |
| Issued or guaranteed by U.S. | $51,149,000 | 757 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,632,000 | 1,499 |
| CMOs issued by government agencies or sponsored agencies | $5,632,000 | 1,404 |
| 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) | $84,715,000 | 1,354 |
| Total debt securities | $84,715,000 | 1,527 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $77,803,000 | 1,687 |
| U.S. Government securities | $57,289,000 | 1,647 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $57,289,000 | 1,595 |
| Securities issued by states & political subdivisions | $20,514,000 | 949 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,915,000 | 3,104 |
| Mortgage-backed securities | $54,786,000 | 990 |
| Certificates of participation in pools of residential mortgages | $51,300,000 | 770 |
| Issued or guaranteed by U.S. | $51,300,000 | 766 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,486,000 | 1,903 |
| CMOs issued by government agencies or sponsored agencies | $3,486,000 | 1,779 |
| 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) | $77,803,000 | 1,436 |
| Total debt securities | $77,803,000 | 1,632 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $71,146,000 | 1,752 |
| U.S. Government securities | $55,441,000 | 1,631 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $55,441,000 | 1,571 |
| Securities issued by states & political subdivisions | $15,705,000 | 1,220 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,251,000 | 3,195 |
| Mortgage-backed securities | $55,441,000 | 988 |
| Certificates of participation in pools of residential mortgages | $48,635,000 | 774 |
| Issued or guaranteed by U.S. | $48,635,000 | 771 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $6,806,000 | 1,506 |
| CMOs issued by government agencies or sponsored agencies | $6,806,000 | 1,406 |
| 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) | $71,146,000 | 1,495 |
| Total debt securities | $71,146,000 | 1,696 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $65,780,000 | 1,861 |
| U.S. Government securities | $50,788,000 | 1,748 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $50,788,000 | 1,674 |
| Securities issued by states & political subdivisions | $14,992,000 | 1,231 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,081,000 | 4,039 |
| Mortgage-backed securities | $49,763,000 | 1,043 |
| Certificates of participation in pools of residential mortgages | $42,138,000 | 838 |
| Issued or guaranteed by U.S. | $42,138,000 | 832 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $7,625,000 | 1,462 |
| CMOs issued by government agencies or sponsored agencies | $7,625,000 | 1,369 |
| 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) | $65,780,000 | 1,583 |
| Total debt securities | $65,780,000 | 1,798 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $66,664,000 | 1,822 |
| U.S. Government securities | $52,321,000 | 1,656 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $52,321,000 | 1,582 |
| Securities issued by states & political subdivisions | $14,343,000 | 1,279 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $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 | $7,308,000 | 3,658 |
| Mortgage-backed securities | $50,537,000 | 1,015 |
| Certificates of participation in pools of residential mortgages | $43,128,000 | 818 |
| Issued or guaranteed by U.S. | $43,128,000 | 813 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,409,000 | 1,497 |
| CMOs issued by government agencies or sponsored agencies | $7,409,000 | 1,394 |
| 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) | $66,664,000 | 1,533 |
| Total debt securities | $66,664,000 | 1,758 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $53,430,000 | 2,083 |
| U.S. Government securities | $44,268,000 | 1,816 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $44,268,000 | 1,715 |
| Securities issued by states & political subdivisions | $8,171,000 | 2,038 |
| Other domestic debt securities | $991,000 | 2,957 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $991,000 | 319 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,101,000 | 3,648 |
| Mortgage-backed securities | $36,998,000 | 1,189 |
| Certificates of participation in pools of residential mortgages | $27,172,000 | 1,022 |
| Issued or guaranteed by U.S. | $27,172,000 | 1,017 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $9,826,000 | 1,304 |
| CMOs issued by government agencies or sponsored agencies | $9,826,000 | 1,220 |
| 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) | $53,430,000 | 1,730 |
| Total debt securities | $53,430,000 | 2,014 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $48,268,000 | 2,255 |
| U.S. Government securities | $43,964,000 | 1,814 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $43,964,000 | 1,688 |
| Securities issued by states & political subdivisions | $4,253,000 | 3,097 |
| 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 | $51,000 | 7,357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,179,000 | 3,859 |
| Mortgage-backed securities | $7,410,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | $5,401,000 | 2,510 |
| Issued or guaranteed by U.S. | $5,401,000 | 2,492 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,009,000 | 2,292 |
| CMOs issued by government agencies or sponsored agencies | $2,009,000 | 2,149 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $48,268,000 | 1,786 |
| Total debt securities | $48,217,000 | 2,160 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $45,124,000 | 2,501 |
| U.S. Government securities | $43,223,000 | 1,953 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $43,223,000 | 1,756 |
| Securities issued by states & political subdivisions | $1,850,000 | 4,751 |
| 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 | $51,000 | 7,318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,225,000 | 5,560 |
| Mortgage-backed securities | $4,473,000 | 3,775 |
| Certificates of participation in pools of residential mortgages | $2,474,000 | 3,894 |
| Issued or guaranteed by U.S. | $2,474,000 | 3,877 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,999,000 | 2,436 |
| CMOs issued by government agencies or sponsored agencies | $1,999,000 | 2,295 |
| 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) | $10,000,000 | 2,114 |
| Available-for-sale securities (fair market value) | $35,124,000 | 2,449 |
| Total debt securities | $45,073,000 | 2,422 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $18,603,000 | 5,073 |
| U.S. Government securities | $17,548,000 | 4,300 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $17,548,000 | 3,668 |
| Securities issued by states & political subdivisions | $1,004,000 | 5,758 |
| 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 | $51,000 | 7,102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,757,000 | 5,570 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,754,000 | 3,881 |
| Available-for-sale securities (fair market value) | $14,849,000 | 4,673 |
| Total debt securities | $18,552,000 | 4,966 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $33,228,000 | 3,326 |
| U.S. Government securities | $31,161,000 | 2,829 |
| U.S. Treasury securities | $497,000 | 7,323 |
| U.S. Government agency obligations | $30,664,000 | 2,257 |
| Securities issued by states & political subdivisions | $2,016,000 | 4,600 |
| 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 | $51,000 | 7,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,505,000 | 5,319 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,513,000 | 2,898 |
| Available-for-sale securities (fair market value) | $23,715,000 | 3,191 |
| Total debt securities | $33,177,000 | 3,259 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $38,705,000 | 3,136 |
| U.S. Government securities | $36,123,000 | 2,667 |
| U.S. Treasury securities | $6,754,000 | 3,060 |
| U.S. Government agency obligations | $29,369,000 | 2,436 |
| Securities issued by states & political subdivisions | $2,531,000 | 4,314 |
| 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 | $51,000 | 7,056 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,515,000 | 5,473 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,767,000 | 2,398 |
| Available-for-sale securities (fair market value) | $23,938,000 | 3,297 |
| Total debt securities | $38,654,000 | 3,039 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $1,000,000 | 1,698 |
| 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 | $45,479,000 | 2,780 |
| U.S. Government securities | $39,179,000 | 2,582 |
| U.S. Treasury securities | $7,756,000 | 3,341 |
| U.S. Government agency obligations | $31,423,000 | 2,222 |
| Securities issued by states & political subdivisions | $6,262,000 | 2,341 |
| 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 | $38,000 | 7,303 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,625,000 | 1,957 |
| Available-for-sale securities (fair market value) | $24,854,000 | 3,326 |
| Total debt securities | $45,441,000 | 2,703 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,233 |
| Fair value | $2,981,000 | 1,195 |
| 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 | $46,650,000 | 2,806 |
| U.S. Government securities | $36,139,000 | 2,884 |
| U.S. Treasury securities | $14,912,000 | 2,361 |
| U.S. Government agency obligations | $21,227,000 | 3,038 |
| Securities issued by states & political subdivisions | $10,473,000 | 1,421 |
| 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 | $38,000 | 7,270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $948,000 | 8,572 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,574,000 | 3,130 |
| Available-for-sale securities (fair market value) | $24,076,000 | 2,359 |
| Total debt securities | $46,612,000 | 2,730 |
| 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 | $51,022,000 | 2,714 |
| U.S. Government securities | $38,267,000 | 2,852 |
| U.S. Treasury securities | $28,244,000 | 1,326 |
| U.S. Government agency obligations | $10,023,000 | 5,555 |
| Securities issued by states & political subdivisions | $12,717,000 | 1,148 |
| 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 | $38,000 | 7,102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,000 | 9,463 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $50,984,000 | 2,640 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $41,731,000 | 3,281 |
| U.S. Government securities | $31,898,000 | 3,373 |
| U.S. Treasury securities | $31,898,000 | 1,161 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $9,795,000 | 1,388 |
| 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 | $38,000 | 6,820 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,005,000 | 8,652 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $41,693,000 | 3,198 |
| 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 |