Home > Capital City Bank > Securities
Capital City Bank, Securities
| 2018-06-30 | Rank | |
| Total securities | $95,455,000 | 1,368 |
| U.S. Government securities | $57,337,000 | 1,334 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $57,337,000 | 1,267 |
| Securities issued by states & political subdivisions | $2,893,000 | 3,673 |
| Other domestic debt securities | $35,225,000 | 291 |
| Privately issued residential mortgage-backed securities | $35,225,000 | 79 |
| 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 | $90,840,000 | 623 |
| Mortgage-backed securities | $89,601,000 | 690 |
| Certificates of participation in pools of residential mortgages | $35,225,000 | 899 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $35,225,000 | 24 |
| Collaterized mortgage obligations | $48,003,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $48,003,000 | 383 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $6,373,000 | 761 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $6,373,000 | 453 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $95,455,000 | 1,244 |
| Total debt securities | $95,453,000 | 1,347 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $101,957,000 | 1,300 |
| U.S. Government securities | $99,062,000 | 881 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $99,062,000 | 844 |
| Securities issued by states & political subdivisions | $2,895,000 | 3,714 |
| 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 | $95,095,000 | 614 |
| Mortgage-backed securities | $96,102,000 | 658 |
| Certificates of participation in pools of residential mortgages | $37,902,000 | 876 |
| Issued or guaranteed by U.S. | $37,902,000 | 875 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $51,697,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $51,697,000 | 369 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $6,503,000 | 656 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $6,503,000 | 431 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $101,957,000 | 1,172 |
| Total debt securities | $101,957,000 | 1,280 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $112,055,000 | 1,214 |
| U.S. Government securities | $109,154,000 | 819 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $109,154,000 | 780 |
| Securities issued by states & political subdivisions | $2,901,000 | 3,783 |
| 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 | $103,520,000 | 586 |
| Mortgage-backed securities | $103,186,000 | 629 |
| Certificates of participation in pools of residential mortgages | $40,869,000 | 855 |
| Issued or guaranteed by U.S. | $40,869,000 | 855 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $55,041,000 | 374 |
| CMOs issued by government agencies or sponsored agencies | $55,041,000 | 352 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $7,276,000 | 615 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $7,276,000 | 391 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $112,055,000 | 1,087 |
| Total debt securities | $112,055,000 | 1,198 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $119,389,000 | 1,148 |
| U.S. Government securities | $116,447,000 | 786 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $116,447,000 | 748 |
| Securities issued by states & political subdivisions | $2,942,000 | 3,823 |
| 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 | $104,655,000 | 583 |
| Mortgage-backed securities | $110,458,000 | 594 |
| Certificates of participation in pools of residential mortgages | $43,555,000 | 839 |
| Issued or guaranteed by U.S. | $43,555,000 | 839 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $58,639,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $58,639,000 | 338 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $8,264,000 | 559 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $8,264,000 | 356 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $119,389,000 | 1,012 |
| Total debt securities | $119,389,000 | 1,131 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $126,608,000 | 1,110 |
| U.S. Government securities | $123,377,000 | 760 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $123,377,000 | 719 |
| Securities issued by states & political subdivisions | $3,231,000 | 3,797 |
| 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 | $105,285,000 | 580 |
| Mortgage-backed securities | $117,386,000 | 579 |
| Certificates of participation in pools of residential mortgages | $46,757,000 | 813 |
| Issued or guaranteed by U.S. | $46,757,000 | 813 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $62,297,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $62,297,000 | 331 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $8,332,000 | 549 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $8,332,000 | 344 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $126,608,000 | 970 |
| Total debt securities | $126,608,000 | 1,096 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $132,743,000 | 1,075 |
| U.S. Government securities | $129,518,000 | 744 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $129,518,000 | 707 |
| Securities issued by states & political subdivisions | $3,225,000 | 3,835 |
| 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 | $119,465,000 | 530 |
| Mortgage-backed securities | $123,525,000 | 555 |
| Certificates of participation in pools of residential mortgages | $49,292,000 | 796 |
| Issued or guaranteed by U.S. | $49,292,000 | 796 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $65,853,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $65,853,000 | 323 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $8,380,000 | 545 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $8,380,000 | 330 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $132,743,000 | 950 |
| Total debt securities | $132,743,000 | 1,062 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $129,305,000 | 1,091 |
| U.S. Government securities | $126,094,000 | 747 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $126,094,000 | 716 |
| Securities issued by states & political subdivisions | $3,211,000 | 3,870 |
| 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 | $108,402,000 | 560 |
| Mortgage-backed securities | $120,106,000 | 548 |
| Certificates of participation in pools of residential mortgages | $46,649,000 | 827 |
| Issued or guaranteed by U.S. | $46,649,000 | 827 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $64,990,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $64,990,000 | 322 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $8,467,000 | 519 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $8,467,000 | 318 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $129,305,000 | 956 |
| Total debt securities | $129,305,000 | 1,076 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $118,076,000 | 1,166 |
| U.S. Government securities | $114,829,000 | 803 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $114,829,000 | 767 |
| Securities issued by states & political subdivisions | $3,247,000 | 3,873 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,790,000 | 635 |
| Mortgage-backed securities | $108,786,000 | 611 |
| Certificates of participation in pools of residential mortgages | $43,507,000 | 866 |
| Issued or guaranteed by U.S. | $43,507,000 | 866 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $60,769,000 | 369 |
| CMOs issued by government agencies or sponsored agencies | $60,769,000 | 343 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $4,510,000 | 651 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $4,510,000 | 418 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $118,076,000 | 1,032 |
| Total debt securities | $118,076,000 | 1,149 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $120,983,000 | 1,163 |
| U.S. Government securities | $117,235,000 | 793 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $117,235,000 | 760 |
| Securities issued by states & political subdivisions | $3,748,000 | 3,800 |
| 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 | $96,604,000 | 639 |
| Mortgage-backed securities | $111,189,000 | 599 |
| Certificates of participation in pools of residential mortgages | $44,100,000 | 874 |
| Issued or guaranteed by U.S. | $44,100,000 | 871 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $65,587,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $65,587,000 | 326 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,502,000 | 907 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $1,502,000 | 622 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $120,983,000 | 1,027 |
| Total debt securities | $120,983,000 | 1,147 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $126,014,000 | 1,129 |
| U.S. Government securities | $122,262,000 | 774 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $122,262,000 | 739 |
| Securities issued by states & political subdivisions | $3,752,000 | 3,804 |
| 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 | $89,539,000 | 681 |
| Mortgage-backed securities | $116,229,000 | 572 |
| Certificates of participation in pools of residential mortgages | $46,408,000 | 846 |
| Issued or guaranteed by U.S. | $46,408,000 | 846 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $69,821,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $69,821,000 | 328 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $126,014,000 | 993 |
| Total debt securities | $126,014,000 | 1,114 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $129,997,000 | 1,104 |
| U.S. Government securities | $126,246,000 | 774 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $126,246,000 | 741 |
| Securities issued by states & political subdivisions | $3,751,000 | 3,834 |
| 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 | $70,467,000 | 845 |
| Mortgage-backed securities | $120,273,000 | 552 |
| Certificates of participation in pools of residential mortgages | $47,677,000 | 828 |
| Issued or guaranteed by U.S. | $47,677,000 | 827 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $72,596,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $72,596,000 | 324 |
| 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) | $129,997,000 | 970 |
| Total debt securities | $129,997,000 | 1,092 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $109,821,000 | 1,292 |
| U.S. Government securities | $106,071,000 | 905 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $106,071,000 | 866 |
| Securities issued by states & political subdivisions | $3,750,000 | 3,876 |
| 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 | $57,023,000 | 1,033 |
| Mortgage-backed securities | $100,052,000 | 649 |
| Certificates of participation in pools of residential mortgages | $29,212,000 | 1,189 |
| Issued or guaranteed by U.S. | $29,212,000 | 1,188 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $70,840,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $70,840,000 | 328 |
| 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) | $109,821,000 | 1,135 |
| Total debt securities | $109,821,000 | 1,269 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $110,469,000 | 1,311 |
| U.S. Government securities | $106,480,000 | 919 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $106,480,000 | 880 |
| Securities issued by states & political subdivisions | $3,989,000 | 3,832 |
| 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 | $65,086,000 | 917 |
| Mortgage-backed securities | $94,575,000 | 691 |
| Certificates of participation in pools of residential mortgages | $22,997,000 | 1,478 |
| Issued or guaranteed by U.S. | $22,997,000 | 1,478 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $71,578,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $71,578,000 | 331 |
| 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) | $110,469,000 | 1,144 |
| Total debt securities | $110,469,000 | 1,286 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $115,619,000 | 1,257 |
| U.S. Government securities | $111,431,000 | 895 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $111,431,000 | 860 |
| Securities issued by states & political subdivisions | $4,188,000 | 3,786 |
| 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 | $68,977,000 | 879 |
| Mortgage-backed securities | $99,456,000 | 661 |
| Certificates of participation in pools of residential mortgages | $24,658,000 | 1,430 |
| Issued or guaranteed by U.S. | $24,658,000 | 1,430 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $74,798,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $74,798,000 | 331 |
| 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) | $115,619,000 | 1,104 |
| Total debt securities | $115,619,000 | 1,239 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $122,001,000 | 1,207 |
| U.S. Government securities | $117,824,000 | 859 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $117,824,000 | 820 |
| Securities issued by states & political subdivisions | $4,177,000 | 3,833 |
| 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 | $72,965,000 | 828 |
| Mortgage-backed securities | $105,993,000 | 639 |
| Certificates of participation in pools of residential mortgages | $26,178,000 | 1,384 |
| Issued or guaranteed by U.S. | $26,178,000 | 1,382 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $79,815,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $79,815,000 | 308 |
| 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) | $122,001,000 | 1,060 |
| Total debt securities | $122,001,000 | 1,188 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $127,001,000 | 1,182 |
| U.S. Government securities | $122,800,000 | 834 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $122,800,000 | 801 |
| Securities issued by states & political subdivisions | $4,201,000 | 3,866 |
| 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 | $70,311,000 | 857 |
| Mortgage-backed securities | $111,047,000 | 615 |
| Certificates of participation in pools of residential mortgages | $30,300,000 | 1,262 |
| Issued or guaranteed by U.S. | $30,300,000 | 1,261 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $80,747,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $80,747,000 | 319 |
| 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) | $127,001,000 | 1,036 |
| Total debt securities | $127,001,000 | 1,166 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $136,791,000 | 1,113 |
| U.S. Government securities | $132,423,000 | 786 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $132,423,000 | 754 |
| Securities issued by states & political subdivisions | $4,368,000 | 3,869 |
| 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 | $91,407,000 | 684 |
| Mortgage-backed securities | $120,655,000 | 583 |
| Certificates of participation in pools of residential mortgages | $37,193,000 | 1,111 |
| Issued or guaranteed by U.S. | $37,193,000 | 1,111 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $83,462,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $83,462,000 | 312 |
| 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) | $136,791,000 | 974 |
| Total debt securities | $136,791,000 | 1,101 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $143,367,000 | 1,073 |
| U.S. Government securities | $138,855,000 | 752 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $138,855,000 | 718 |
| Securities issued by states & political subdivisions | $4,512,000 | 3,851 |
| 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 | $96,159,000 | 660 |
| Mortgage-backed securities | $127,185,000 | 557 |
| Certificates of participation in pools of residential mortgages | $39,047,000 | 1,060 |
| Issued or guaranteed by U.S. | $39,047,000 | 1,059 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $88,138,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $88,138,000 | 300 |
| 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) | $143,367,000 | 939 |
| Total debt securities | $143,367,000 | 1,061 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $149,601,000 | 1,023 |
| U.S. Government securities | $145,138,000 | 716 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $145,138,000 | 689 |
| Securities issued by states & political subdivisions | $4,463,000 | 3,885 |
| 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 | $77,438,000 | 798 |
| Mortgage-backed securities | $133,505,000 | 526 |
| Certificates of participation in pools of residential mortgages | $40,604,000 | 1,025 |
| Issued or guaranteed by U.S. | $40,604,000 | 1,024 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $92,901,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $92,901,000 | 289 |
| 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) | $149,601,000 | 890 |
| Total debt securities | $149,601,000 | 1,014 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $153,062,000 | 1,014 |
| U.S. Government securities | $148,626,000 | 698 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $148,626,000 | 672 |
| Securities issued by states & political subdivisions | $4,436,000 | 3,903 |
| 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 | $79,955,000 | 754 |
| Mortgage-backed securities | $139,937,000 | 512 |
| Certificates of participation in pools of residential mortgages | $41,904,000 | 996 |
| Issued or guaranteed by U.S. | $41,904,000 | 993 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $98,033,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $98,033,000 | 272 |
| 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) | $153,062,000 | 882 |
| Total debt securities | $153,062,000 | 1,000 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $164,484,000 | 942 |
| U.S. Government securities | $159,795,000 | 656 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $159,795,000 | 634 |
| Securities issued by states & political subdivisions | $4,689,000 | 3,840 |
| 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 | $83,217,000 | 723 |
| Mortgage-backed securities | $151,090,000 | 493 |
| Certificates of participation in pools of residential mortgages | $45,780,000 | 920 |
| Issued or guaranteed by U.S. | $45,780,000 | 919 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $105,310,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $105,310,000 | 263 |
| 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) | $164,484,000 | 834 |
| Total debt securities | $164,484,000 | 931 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $164,100,000 | 944 |
| U.S. Government securities | $159,256,000 | 664 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $159,256,000 | 642 |
| Securities issued by states & political subdivisions | $4,844,000 | 3,804 |
| 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 | $65,181,000 | 908 |
| Mortgage-backed securities | $150,231,000 | 504 |
| Certificates of participation in pools of residential mortgages | $46,448,000 | 935 |
| Issued or guaranteed by U.S. | $46,448,000 | 935 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $103,783,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $103,783,000 | 279 |
| 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) | $164,100,000 | 844 |
| Total debt securities | $164,100,000 | 930 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $125,012,000 | 1,214 |
| U.S. Government securities | $122,001,000 | 845 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $122,001,000 | 813 |
| Securities issued by states & political subdivisions | $3,011,000 | 4,247 |
| 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 | $52,643,000 | 1,076 |
| Mortgage-backed securities | $122,001,000 | 588 |
| Certificates of participation in pools of residential mortgages | $24,188,000 | 1,567 |
| Issued or guaranteed by U.S. | $24,188,000 | 1,565 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $97,813,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $97,813,000 | 293 |
| 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) | $125,012,000 | 1,094 |
| Total debt securities | $125,012,000 | 1,199 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $119,682,000 | 1,271 |
| U.S. Government securities | $116,717,000 | 899 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $116,717,000 | 866 |
| Securities issued by states & political subdivisions | $2,965,000 | 4,271 |
| 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 | $49,998,000 | 1,123 |
| Mortgage-backed securities | $116,717,000 | 647 |
| Certificates of participation in pools of residential mortgages | $22,987,000 | 1,678 |
| Issued or guaranteed by U.S. | $22,987,000 | 1,677 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $93,730,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $93,730,000 | 321 |
| 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) | $119,682,000 | 1,140 |
| Total debt securities | $119,682,000 | 1,256 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $140,287,000 | 1,105 |
| U.S. Government securities | $137,187,000 | 776 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $137,187,000 | 750 |
| Securities issued by states & political subdivisions | $3,100,000 | 4,194 |
| 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 | $61,722,000 | 950 |
| Mortgage-backed securities | $137,187,000 | 574 |
| Certificates of participation in pools of residential mortgages | $26,069,000 | 1,574 |
| Issued or guaranteed by U.S. | $26,069,000 | 1,572 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $111,118,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $111,118,000 | 291 |
| 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) | $140,287,000 | 994 |
| Total debt securities | $140,287,000 | 1,095 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $145,824,000 | 1,067 |
| U.S. Government securities | $142,719,000 | 786 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $142,719,000 | 757 |
| Securities issued by states & political subdivisions | $3,105,000 | 4,119 |
| 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 | $68,290,000 | 885 |
| Mortgage-backed securities | $142,719,000 | 574 |
| Certificates of participation in pools of residential mortgages | $34,154,000 | 1,251 |
| Issued or guaranteed by U.S. | $34,154,000 | 1,250 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $108,565,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $108,565,000 | 315 |
| 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) | $145,824,000 | 948 |
| Total debt securities | $145,824,000 | 1,052 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $138,540,000 | 1,082 |
| U.S. Government securities | $135,439,000 | 787 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $135,439,000 | 765 |
| Securities issued by states & political subdivisions | $3,101,000 | 4,104 |
| 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 | $71,648,000 | 776 |
| Mortgage-backed securities | $135,439,000 | 581 |
| Certificates of participation in pools of residential mortgages | $35,929,000 | 1,141 |
| Issued or guaranteed by U.S. | $35,929,000 | 1,139 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $99,510,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $99,510,000 | 308 |
| 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) | $138,540,000 | 957 |
| Total debt securities | $138,540,000 | 1,069 |
| 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 | $129,368,000 | 1,125 |
| U.S. Government securities | $125,589,000 | 815 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $125,589,000 | 790 |
| Securities issued by states & political subdivisions | $3,779,000 | 3,856 |
| 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 | $58,972,000 | 911 |
| Mortgage-backed securities | $122,494,000 | 624 |
| Certificates of participation in pools of residential mortgages | $33,415,000 | 1,178 |
| Issued or guaranteed by U.S. | $33,415,000 | 1,175 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $89,079,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $89,079,000 | 341 |
| 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) | $129,368,000 | 999 |
| Total debt securities | $129,368,000 | 1,112 |
| 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 | $121,351,000 | 1,200 |
| U.S. Government securities | $116,756,000 | 879 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $116,756,000 | 851 |
| Securities issued by states & political subdivisions | $4,595,000 | 3,597 |
| 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 | $48,745,000 | 1,082 |
| Mortgage-backed securities | $113,746,000 | 654 |
| Certificates of participation in pools of residential mortgages | $28,238,000 | 1,295 |
| Issued or guaranteed by U.S. | $28,238,000 | 1,289 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $85,508,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $85,508,000 | 339 |
| 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) | $121,351,000 | 1,062 |
| Total debt securities | $121,351,000 | 1,185 |
| 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 | $147,483,000 | 963 |
| U.S. Government securities | $142,658,000 | 746 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $142,658,000 | 716 |
| Securities issued by states & political subdivisions | $4,825,000 | 3,516 |
| 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 | $37,808,000 | 1,336 |
| Mortgage-backed securities | $139,722,000 | 514 |
| Certificates of participation in pools of residential mortgages | $33,853,000 | 1,082 |
| Issued or guaranteed by U.S. | $33,853,000 | 1,076 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $105,869,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $105,869,000 | 272 |
| 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) | $147,483,000 | 855 |
| Total debt securities | $147,483,000 | 955 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $122,933,000 | 1,126 |
| U.S. Government securities | $118,132,000 | 832 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $118,132,000 | 796 |
| Securities issued by states & political subdivisions | $4,801,000 | 3,496 |
| 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 | $51,445,000 | 1,002 |
| Mortgage-backed securities | $116,093,000 | 589 |
| Certificates of participation in pools of residential mortgages | $26,694,000 | 1,268 |
| Issued or guaranteed by U.S. | $26,694,000 | 1,256 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $89,399,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $89,399,000 | 299 |
| 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) | $122,933,000 | 998 |
| Total debt securities | $122,933,000 | 1,111 |
| Structured notes | ||
| Amortized cost | $1,983,000 | 1,988 |
| Fair value | $2,039,000 | 1,830 |
| 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 | $125,144,000 | 1,074 |
| U.S. Government securities | $118,866,000 | 810 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $118,866,000 | 771 |
| Securities issued by states & political subdivisions | $6,278,000 | 3,041 |
| 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 | $56,130,000 | 923 |
| Mortgage-backed securities | $110,587,000 | 603 |
| Certificates of participation in pools of residential mortgages | $24,860,000 | 1,312 |
| Issued or guaranteed by U.S. | $24,860,000 | 1,306 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $85,727,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $85,727,000 | 304 |
| 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) | $125,144,000 | 941 |
| Total debt securities | $125,144,000 | 1,061 |
| Structured notes | ||
| Amortized cost | $6,150,000 | 937 |
| Fair value | $6,276,000 | 931 |
| 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 | $108,695,000 | 1,210 |
| U.S. Government securities | $102,312,000 | 919 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $102,312,000 | 883 |
| Securities issued by states & political subdivisions | $6,383,000 | 2,907 |
| 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 | $50,777,000 | 1,023 |
| Mortgage-backed securities | $93,708,000 | 678 |
| Certificates of participation in pools of residential mortgages | $36,317,000 | 963 |
| Issued or guaranteed by U.S. | $36,317,000 | 953 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $57,391,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $57,391,000 | 393 |
| 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) | $108,695,000 | 1,072 |
| Total debt securities | $108,695,000 | 1,198 |
| Structured notes | ||
| Amortized cost | $6,491,000 | 976 |
| Fair value | $6,593,000 | 955 |
| 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 | $124,806,000 | 1,057 |
| U.S. Government securities | $117,304,000 | 802 |
| U.S. Treasury securities | $503,000 | 943 |
| U.S. Government agency obligations | $116,801,000 | 776 |
| Securities issued by states & political subdivisions | $7,502,000 | 2,664 |
| 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 | $63,407,000 | 874 |
| Mortgage-backed securities | $109,877,000 | 611 |
| Certificates of participation in pools of residential mortgages | $49,901,000 | 767 |
| Issued or guaranteed by U.S. | $49,901,000 | 762 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $59,976,000 | 476 |
| CMOs issued by government agencies or sponsored agencies | $59,976,000 | 372 |
| 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) | $124,806,000 | 929 |
| Total debt securities | $124,806,000 | 1,046 |
| Structured notes | ||
| Amortized cost | $6,830,000 | 758 |
| Fair value | $6,924,000 | 753 |
| 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 | $123,841,000 | 1,041 |
| U.S. Government securities | $115,766,000 | 793 |
| U.S. Treasury securities | $509,000 | 875 |
| U.S. Government agency obligations | $115,257,000 | 765 |
| Securities issued by states & political subdivisions | $8,075,000 | 2,568 |
| 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 | $61,332,000 | 898 |
| Mortgage-backed securities | $104,507,000 | 631 |
| Certificates of participation in pools of residential mortgages | $60,841,000 | 653 |
| Issued or guaranteed by U.S. | $60,841,000 | 647 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $43,666,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $43,666,000 | 458 |
| 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) | $123,841,000 | 903 |
| Total debt securities | $123,841,000 | 1,027 |
| Structured notes | ||
| Amortized cost | $10,699,000 | 400 |
| Fair value | $10,750,000 | 395 |
| 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 | $121,190,000 | 1,050 |
| U.S. Government securities | $111,946,000 | 792 |
| U.S. Treasury securities | $514,000 | 821 |
| U.S. Government agency obligations | $111,432,000 | 776 |
| Securities issued by states & political subdivisions | $9,244,000 | 2,383 |
| 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 | $66,293,000 | 836 |
| Mortgage-backed securities | $109,789,000 | 603 |
| Certificates of participation in pools of residential mortgages | $72,351,000 | 575 |
| Issued or guaranteed by U.S. | $72,351,000 | 570 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $37,438,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $37,438,000 | 483 |
| 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) | $121,190,000 | 910 |
| Total debt securities | $121,190,000 | 1,036 |
| Structured notes | ||
| Amortized cost | $1,650,000 | 1,285 |
| Fair value | $1,643,000 | 1,290 |
| 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 | $89,784,000 | 1,410 |
| U.S. Government securities | $79,982,000 | 1,072 |
| U.S. Treasury securities | $518,000 | 809 |
| U.S. Government agency obligations | $79,464,000 | 1,046 |
| Securities issued by states & political subdivisions | $9,802,000 | 2,231 |
| 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 | $68,735,000 | 814 |
| Mortgage-backed securities | $79,464,000 | 796 |
| Certificates of participation in pools of residential mortgages | $67,103,000 | 631 |
| Issued or guaranteed by U.S. | $67,103,000 | 622 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $12,361,000 | 1,212 |
| CMOs issued by government agencies or sponsored agencies | $12,361,000 | 961 |
| 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) | $89,784,000 | 1,228 |
| Total debt securities | $89,784,000 | 1,382 |
| 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 | $72,268,000 | 1,697 |
| U.S. Government securities | $62,196,000 | 1,392 |
| U.S. Treasury securities | $522,000 | 758 |
| U.S. Government agency obligations | $61,674,000 | 1,364 |
| Securities issued by states & political subdivisions | $10,072,000 | 2,118 |
| 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 | $67,608,000 | 845 |
| Mortgage-backed securities | $61,674,000 | 1,025 |
| Certificates of participation in pools of residential mortgages | $48,134,000 | 887 |
| Issued or guaranteed by U.S. | $48,134,000 | 876 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,540,000 | 1,156 |
| CMOs issued by government agencies or sponsored agencies | $13,540,000 | 904 |
| 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) | $72,268,000 | 1,492 |
| Total debt securities | $72,268,000 | 1,673 |
| 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 | $96,063,000 | 1,279 |
| U.S. Government securities | $86,041,000 | 999 |
| U.S. Treasury securities | $528,000 | 721 |
| U.S. Government agency obligations | $85,513,000 | 977 |
| Securities issued by states & political subdivisions | $10,022,000 | 2,064 |
| 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 | $90,406,000 | 647 |
| Mortgage-backed securities | $82,931,000 | 774 |
| Certificates of participation in pools of residential mortgages | $66,200,000 | 641 |
| Issued or guaranteed by U.S. | $66,200,000 | 631 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $16,731,000 | 971 |
| CMOs issued by government agencies or sponsored agencies | $16,731,000 | 753 |
| 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) | $96,063,000 | 1,109 |
| Total debt securities | $96,063,000 | 1,258 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $98,614,000 | 1,208 |
| U.S. Government securities | $88,201,000 | 939 |
| U.S. Treasury securities | $1,022,000 | 617 |
| U.S. Government agency obligations | $87,179,000 | 927 |
| Securities issued by states & political subdivisions | $10,413,000 | 1,991 |
| 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 | $93,878,000 | 609 |
| Mortgage-backed securities | $80,663,000 | 745 |
| Certificates of participation in pools of residential mortgages | $63,542,000 | 634 |
| Issued or guaranteed by U.S. | $63,542,000 | 625 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $17,121,000 | 905 |
| CMOs issued by government agencies or sponsored agencies | $17,121,000 | 690 |
| 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) | $98,614,000 | 1,042 |
| Total debt securities | $98,614,000 | 1,191 |
| 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 | $102,342,000 | 1,183 |
| U.S. Government securities | $91,353,000 | 920 |
| U.S. Treasury securities | $3,023,000 | 389 |
| U.S. Government agency obligations | $88,330,000 | 925 |
| Securities issued by states & political subdivisions | $10,989,000 | 1,920 |
| 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 | $92,472,000 | 601 |
| Mortgage-backed securities | $81,814,000 | 729 |
| Certificates of participation in pools of residential mortgages | $66,123,000 | 603 |
| Issued or guaranteed by U.S. | $66,123,000 | 595 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $15,691,000 | 960 |
| CMOs issued by government agencies or sponsored agencies | $15,691,000 | 736 |
| 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) | $102,342,000 | 1,019 |
| Total debt securities | $102,342,000 | 1,154 |
| 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 | $105,005,000 | 1,162 |
| U.S. Government securities | $93,341,000 | 894 |
| U.S. Treasury securities | $3,059,000 | 406 |
| U.S. Government agency obligations | $90,282,000 | 902 |
| Securities issued by states & political subdivisions | $11,664,000 | 1,841 |
| 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 | $72,815,000 | 742 |
| Mortgage-backed securities | $76,694,000 | 749 |
| Certificates of participation in pools of residential mortgages | $60,634,000 | 627 |
| Issued or guaranteed by U.S. | $60,634,000 | 617 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $16,060,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $16,060,000 | 701 |
| 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) | $105,005,000 | 1,012 |
| Total debt securities | $105,005,000 | 1,131 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 516 |
| Fair value | $3,003,000 | 521 |
| 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 | $83,916,000 | 1,418 |
| U.S. Government securities | $72,199,000 | 1,155 |
| U.S. Treasury securities | $3,013,000 | 455 |
| U.S. Government agency obligations | $69,186,000 | 1,194 |
| Securities issued by states & political subdivisions | $11,717,000 | 1,811 |
| 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 | $60,717,000 | 864 |
| Mortgage-backed securities | $50,248,000 | 973 |
| Certificates of participation in pools of residential mortgages | $38,392,000 | 853 |
| Issued or guaranteed by U.S. | $38,392,000 | 842 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,856,000 | 1,041 |
| CMOs issued by government agencies or sponsored agencies | $11,856,000 | 820 |
| 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) | $83,916,000 | 1,231 |
| Total debt securities | $83,916,000 | 1,383 |
| Structured notes | ||
| Amortized cost | $6,994,000 | 361 |
| Fair value | $7,001,000 | 357 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $85,690,000 | 1,389 |
| U.S. Government securities | $73,855,000 | 1,171 |
| U.S. Treasury securities | $2,982,000 | 489 |
| U.S. Government agency obligations | $70,873,000 | 1,184 |
| Securities issued by states & political subdivisions | $11,835,000 | 1,768 |
| 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 | $57,910,000 | 866 |
| Mortgage-backed securities | $33,703,000 | 1,229 |
| Certificates of participation in pools of residential mortgages | $24,408,000 | 1,123 |
| Issued or guaranteed by U.S. | $24,408,000 | 1,115 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $9,295,000 | 1,152 |
| CMOs issued by government agencies or sponsored agencies | $9,295,000 | 927 |
| 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) | $85,690,000 | 1,201 |
| Total debt securities | $85,690,000 | 1,362 |
| Structured notes | ||
| Amortized cost | $13,981,000 | 174 |
| Fair value | $13,911,000 | 169 |
| 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 | $86,555,000 | 1,376 |
| U.S. Government securities | $74,878,000 | 1,172 |
| U.S. Treasury securities | $2,944,000 | 553 |
| U.S. Government agency obligations | $71,934,000 | 1,188 |
| Securities issued by states & political subdivisions | $11,677,000 | 1,758 |
| 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 | $66,096,000 | 785 |
| Mortgage-backed securities | $35,311,000 | 1,166 |
| Certificates of participation in pools of residential mortgages | $25,478,000 | 1,083 |
| Issued or guaranteed by U.S. | $25,478,000 | 1,075 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,833,000 | 1,081 |
| CMOs issued by government agencies or sponsored agencies | $9,833,000 | 865 |
| 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) | $86,555,000 | 1,193 |
| Total debt securities | $86,555,000 | 1,352 |
| Structured notes | ||
| Amortized cost | $13,980,000 | 199 |
| Fair value | $13,687,000 | 197 |
| 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 | $90,150,000 | 1,333 |
| U.S. Government securities | $78,312,000 | 1,117 |
| U.S. Treasury securities | $2,941,000 | 595 |
| U.S. Government agency obligations | $75,371,000 | 1,127 |
| Securities issued by states & political subdivisions | $11,838,000 | 1,740 |
| 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 | $56,185,000 | 903 |
| Mortgage-backed securities | $37,891,000 | 1,112 |
| Certificates of participation in pools of residential mortgages | $27,225,000 | 1,021 |
| Issued or guaranteed by U.S. | $27,225,000 | 1,013 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $10,666,000 | 1,025 |
| CMOs issued by government agencies or sponsored agencies | $10,666,000 | 814 |
| 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) | $90,150,000 | 1,149 |
| Total debt securities | $90,150,000 | 1,301 |
| Structured notes | ||
| Amortized cost | $13,979,000 | 215 |
| Fair value | $13,760,000 | 220 |
| 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 | $86,856,000 | 1,398 |
| U.S. Government securities | $75,006,000 | 1,185 |
| U.S. Treasury securities | $2,931,000 | 644 |
| U.S. Government agency obligations | $72,075,000 | 1,207 |
| Securities issued by states & political subdivisions | $11,850,000 | 1,736 |
| 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 | $56,284,000 | 904 |
| Mortgage-backed securities | $36,243,000 | 1,167 |
| Certificates of participation in pools of residential mortgages | $24,905,000 | 1,112 |
| Issued or guaranteed by U.S. | $24,905,000 | 1,102 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $11,338,000 | 981 |
| CMOs issued by government agencies or sponsored agencies | $11,338,000 | 791 |
| 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) | $86,856,000 | 1,217 |
| Total debt securities | $86,856,000 | 1,365 |
| Structured notes | ||
| Amortized cost | $13,978,000 | 238 |
| Fair value | $13,708,000 | 241 |
| 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 | $92,895,000 | 1,321 |
| U.S. Government securities | $76,616,000 | 1,186 |
| U.S. Treasury securities | $2,919,000 | 666 |
| U.S. Government agency obligations | $73,697,000 | 1,203 |
| Securities issued by states & political subdivisions | $16,279,000 | 1,241 |
| 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 | $57,137,000 | 891 |
| Mortgage-backed securities | $38,116,000 | 1,148 |
| Certificates of participation in pools of residential mortgages | $25,959,000 | 1,086 |
| Issued or guaranteed by U.S. | $25,959,000 | 1,078 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $12,157,000 | 928 |
| CMOs issued by government agencies or sponsored agencies | $12,157,000 | 744 |
| 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) | $92,895,000 | 1,140 |
| Total debt securities | $92,895,000 | 1,286 |
| Structured notes | ||
| Amortized cost | $13,977,000 | 273 |
| Fair value | $13,614,000 | 274 |
| 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 | $94,821,000 | 1,296 |
| U.S. Government securities | $78,235,000 | 1,154 |
| U.S. Treasury securities | $2,886,000 | 711 |
| U.S. Government agency obligations | $75,349,000 | 1,164 |
| Securities issued by states & political subdivisions | $16,586,000 | 1,207 |
| 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 | $63,522,000 | 820 |
| Mortgage-backed securities | $40,301,000 | 1,104 |
| Certificates of participation in pools of residential mortgages | $27,283,000 | 1,058 |
| Issued or guaranteed by U.S. | $27,283,000 | 1,049 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,018,000 | 888 |
| CMOs issued by government agencies or sponsored agencies | $13,018,000 | 717 |
| 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) | $94,821,000 | 1,117 |
| Total debt securities | $94,820,000 | 1,267 |
| Structured notes | ||
| Amortized cost | $13,975,000 | 297 |
| Fair value | $13,387,000 | 298 |
| 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 | $98,460,000 | 1,276 |
| U.S. Government securities | $81,713,000 | 1,117 |
| U.S. Treasury securities | $2,904,000 | 760 |
| U.S. Government agency obligations | $78,809,000 | 1,123 |
| Securities issued by states & political subdivisions | $16,747,000 | 1,203 |
| 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 | $64,642,000 | 799 |
| Mortgage-backed securities | $43,447,000 | 1,057 |
| Certificates of participation in pools of residential mortgages | $29,083,000 | 1,012 |
| Issued or guaranteed by U.S. | $29,083,000 | 1,002 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,364,000 | 844 |
| CMOs issued by government agencies or sponsored agencies | $14,364,000 | 681 |
| 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) | $98,460,000 | 1,096 |
| Total debt securities | $98,460,000 | 1,245 |
| Structured notes | ||
| Amortized cost | $13,974,000 | 308 |
| Fair value | $13,518,000 | 312 |
| 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 | $104,837,000 | 1,193 |
| U.S. Government securities | $84,590,000 | 1,081 |
| U.S. Treasury securities | $2,917,000 | 777 |
| U.S. Government agency obligations | $81,673,000 | 1,069 |
| Securities issued by states & political subdivisions | $16,295,000 | 1,232 |
| Other domestic debt securities | $3,952,000 | 1,197 |
| 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 | $3,952,000 | 829 |
| 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 | $74,437,000 | 695 |
| Mortgage-backed securities | $46,209,000 | 1,018 |
| Certificates of participation in pools of residential mortgages | $30,687,000 | 992 |
| Issued or guaranteed by U.S. | $30,687,000 | 984 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $15,522,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $15,522,000 | 646 |
| 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) | $104,837,000 | 1,013 |
| Total debt securities | $104,838,000 | 1,161 |
| Structured notes | ||
| Amortized cost | $13,973,000 | 311 |
| Fair value | $13,570,000 | 315 |
| 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 | $109,847,000 | 1,129 |
| U.S. Government securities | $89,464,000 | 1,017 |
| U.S. Treasury securities | $2,441,000 | 827 |
| U.S. Government agency obligations | $87,023,000 | 1,003 |
| Securities issued by states & political subdivisions | $17,169,000 | 1,160 |
| Other domestic debt securities | $3,214,000 | 1,328 |
| 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 | $3,214,000 | 943 |
| 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 | $76,023,000 | 671 |
| Mortgage-backed securities | $50,351,000 | 945 |
| Certificates of participation in pools of residential mortgages | $33,146,000 | 957 |
| Issued or guaranteed by U.S. | $33,146,000 | 950 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $17,205,000 | 750 |
| CMOs issued by government agencies or sponsored agencies | $17,205,000 | 606 |
| 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) | $109,847,000 | 949 |
| Total debt securities | $109,847,000 | 1,094 |
| Structured notes | ||
| Amortized cost | $13,972,000 | 307 |
| Fair value | $13,739,000 | 306 |
| 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 | $116,788,000 | 1,061 |
| U.S. Government securities | $95,225,000 | 958 |
| U.S. Treasury securities | $2,455,000 | 846 |
| U.S. Government agency obligations | $92,770,000 | 942 |
| Securities issued by states & political subdivisions | $18,333,000 | 1,067 |
| Other domestic debt securities | $3,230,000 | 1,349 |
| 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 | $3,230,000 | 975 |
| 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 | $93,081,000 | 556 |
| Mortgage-backed securities | $55,338,000 | 891 |
| Certificates of participation in pools of residential mortgages | $36,220,000 | 921 |
| Issued or guaranteed by U.S. | $36,220,000 | 914 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $19,118,000 | 719 |
| CMOs issued by government agencies or sponsored agencies | $19,118,000 | 591 |
| 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) | $116,788,000 | 886 |
| Total debt securities | $116,788,000 | 1,034 |
| Structured notes | ||
| Amortized cost | $13,971,000 | 308 |
| Fair value | $13,831,000 | 310 |
| 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 | $137,698,000 | 905 |
| U.S. Government securities | $110,878,000 | 842 |
| U.S. Treasury securities | $1,937,000 | 1,058 |
| U.S. Government agency obligations | $108,941,000 | 821 |
| Securities issued by states & political subdivisions | $18,419,000 | 1,039 |
| Other domestic debt securities | $8,401,000 | 857 |
| 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 | $8,401,000 | 575 |
| 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 | $90,037,000 | 577 |
| Mortgage-backed securities | $59,507,000 | 870 |
| Certificates of participation in pools of residential mortgages | $38,662,000 | 905 |
| Issued or guaranteed by U.S. | $38,662,000 | 899 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $20,845,000 | 693 |
| CMOs issued by government agencies or sponsored agencies | $20,845,000 | 575 |
| 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) | $137,698,000 | 772 |
| Total debt securities | $137,698,000 | 885 |
| Structured notes | ||
| Amortized cost | $23,961,000 | 137 |
| Fair value | $23,261,000 | 138 |
| 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 | $144,962,000 | 891 |
| U.S. Government securities | $118,057,000 | 812 |
| U.S. Treasury securities | $1,984,000 | 1,060 |
| U.S. Government agency obligations | $116,073,000 | 786 |
| Securities issued by states & political subdivisions | $18,267,000 | 1,043 |
| Other domestic debt securities | $8,638,000 | 877 |
| 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 | $8,638,000 | 590 |
| 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 | $110,704,000 | 466 |
| Mortgage-backed securities | $65,687,000 | 823 |
| Certificates of participation in pools of residential mortgages | $41,507,000 | 877 |
| Issued or guaranteed by U.S. | $41,507,000 | 870 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $24,180,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $24,180,000 | 535 |
| 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) | $144,962,000 | 753 |
| Total debt securities | $144,962,000 | 867 |
| Structured notes | ||
| Amortized cost | $23,960,000 | 134 |
| Fair value | $23,636,000 | 136 |
| 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 | $163,585,000 | 790 |
| U.S. Government securities | $136,213,000 | 724 |
| U.S. Treasury securities | $2,006,000 | 1,013 |
| U.S. Government agency obligations | $134,207,000 | 699 |
| Securities issued by states & political subdivisions | $18,607,000 | 1,028 |
| Other domestic debt securities | $8,765,000 | 874 |
| 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 | $8,765,000 | 597 |
| 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 | $65,700,000 | 743 |
| Mortgage-backed securities | $74,737,000 | 758 |
| Certificates of participation in pools of residential mortgages | $44,736,000 | 816 |
| Issued or guaranteed by U.S. | $44,736,000 | 811 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $30,001,000 | 579 |
| CMOs issued by government agencies or sponsored agencies | $30,001,000 | 465 |
| 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) | $163,585,000 | 672 |
| Total debt securities | $163,585,000 | 775 |
| Structured notes | ||
| Amortized cost | $28,710,000 | 110 |
| Fair value | $28,456,000 | 109 |
| 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 | $165,299,000 | 796 |
| U.S. Government securities | $138,974,000 | 720 |
| U.S. Treasury securities | $1,954,000 | 1,129 |
| U.S. Government agency obligations | $137,020,000 | 694 |
| Securities issued by states & political subdivisions | $17,933,000 | 1,051 |
| Other domestic debt securities | $8,392,000 | 905 |
| 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 | $8,392,000 | 638 |
| 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 | $107,924,000 | 474 |
| Mortgage-backed securities | $79,212,000 | 740 |
| Certificates of participation in pools of residential mortgages | $47,618,000 | 788 |
| Issued or guaranteed by U.S. | $47,618,000 | 784 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $31,594,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $31,594,000 | 460 |
| 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) | $165,299,000 | 680 |
| Total debt securities | $165,299,000 | 774 |
| Structured notes | ||
| Amortized cost | $28,711,000 | 105 |
| Fair value | $27,588,000 | 107 |
| 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 | $178,572,000 | 748 |
| U.S. Government securities | $152,314,000 | 674 |
| U.S. Treasury securities | $2,051,000 | 1,017 |
| U.S. Government agency obligations | $150,263,000 | 659 |
| Securities issued by states & political subdivisions | $17,362,000 | 1,116 |
| Other domestic debt securities | $8,896,000 | 931 |
| 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 | $8,896,000 | 653 |
| 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 | $107,680,000 | 455 |
| Mortgage-backed securities | $89,982,000 | 696 |
| Certificates of participation in pools of residential mortgages | $53,916,000 | 731 |
| Issued or guaranteed by U.S. | $53,916,000 | 725 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $36,066,000 | 536 |
| CMOs issued by government agencies or sponsored agencies | $36,066,000 | 443 |
| 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) | $178,572,000 | 642 |
| Total debt securities | $178,572,000 | 733 |
| Structured notes | ||
| Amortized cost | $28,713,000 | 84 |
| Fair value | $28,737,000 | 85 |
| 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 | $164,698,000 | 822 |
| U.S. Government securities | $139,102,000 | 747 |
| U.S. Treasury securities | $2,004,000 | 1,139 |
| U.S. Government agency obligations | $137,098,000 | 731 |
| Securities issued by states & political subdivisions | $16,881,000 | 1,159 |
| Other domestic debt securities | $8,715,000 | 927 |
| 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 | $8,715,000 | 710 |
| 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 | $86,502,000 | 547 |
| Mortgage-backed securities | $79,023,000 | 770 |
| Certificates of participation in pools of residential mortgages | $58,463,000 | 695 |
| Issued or guaranteed by U.S. | $58,463,000 | 688 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $20,560,000 | 760 |
| CMOs issued by government agencies or sponsored agencies | $20,560,000 | 698 |
| 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) | $164,698,000 | 706 |
| Total debt securities | $164,698,000 | 802 |
| Structured notes | ||
| Amortized cost | $31,714,000 | 64 |
| Fair value | $31,111,000 | 65 |
| 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 | $150,264,000 | 900 |
| U.S. Government securities | $124,437,000 | 819 |
| U.S. Treasury securities | $2,002,000 | 1,153 |
| U.S. Government agency obligations | $122,435,000 | 793 |
| Securities issued by states & political subdivisions | $17,244,000 | 1,129 |
| Other domestic debt securities | $8,583,000 | 966 |
| 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 | $8,583,000 | 753 |
| 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 | $70,763,000 | 643 |
| Mortgage-backed securities | $68,315,000 | 841 |
| Certificates of participation in pools of residential mortgages | $39,517,000 | 946 |
| Issued or guaranteed by U.S. | $39,517,000 | 941 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $28,798,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $28,798,000 | 561 |
| 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) | $150,264,000 | 761 |
| Total debt securities | $150,264,000 | 866 |
| Structured notes | ||
| Amortized cost | $27,949,000 | 66 |
| Fair value | $27,175,000 | 66 |
| 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 | $129,927,000 | 998 |
| U.S. Government securities | $102,885,000 | 922 |
| U.S. Treasury securities | $2,163,000 | 1,079 |
| U.S. Government agency obligations | $100,722,000 | 897 |
| Securities issued by states & political subdivisions | $18,016,000 | 1,062 |
| Other domestic debt securities | $9,026,000 | 974 |
| 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 | $9,026,000 | 743 |
| 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 | $70,843,000 | 602 |
| Mortgage-backed securities | $74,225,000 | 801 |
| Certificates of participation in pools of residential mortgages | $33,453,000 | 1,047 |
| Issued or guaranteed by U.S. | $33,453,000 | 1,042 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $40,772,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $40,772,000 | 483 |
| 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) | $129,927,000 | 851 |
| Total debt securities | $129,927,000 | 966 |
| Structured notes | ||
| Amortized cost | $8,991,000 | 207 |
| Fair value | $8,995,000 | 207 |
| 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 | $126,301,000 | 1,033 |
| U.S. Government securities | $101,640,000 | 937 |
| U.S. Treasury securities | $2,171,000 | 1,098 |
| U.S. Government agency obligations | $99,469,000 | 916 |
| Securities issued by states & political subdivisions | $16,149,000 | 1,124 |
| Other domestic debt securities | $8,512,000 | 1,027 |
| 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 | $8,512,000 | 798 |
| 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 | $72,068,000 | 590 |
| Mortgage-backed securities | $82,950,000 | 735 |
| Certificates of participation in pools of residential mortgages | $28,932,000 | 1,143 |
| Issued or guaranteed by U.S. | $28,932,000 | 1,137 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $54,018,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $54,018,000 | 396 |
| 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) | $126,301,000 | 885 |
| Total debt securities | $126,301,000 | 990 |
| 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 | $106,928,000 | 1,161 |
| U.S. Government securities | $83,908,000 | 1,088 |
| U.S. Treasury securities | $2,191,000 | 1,155 |
| U.S. Government agency obligations | $81,717,000 | 1,064 |
| Securities issued by states & political subdivisions | $15,572,000 | 1,150 |
| Other domestic debt securities | $7,448,000 | 1,120 |
| 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 | $7,448,000 | 893 |
| 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 | $73,303,000 | 595 |
| Mortgage-backed securities | $74,126,000 | 772 |
| Certificates of participation in pools of residential mortgages | $23,664,000 | 1,289 |
| Issued or guaranteed by U.S. | $23,664,000 | 1,285 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $50,462,000 | 464 |
| CMOs issued by government agencies or sponsored agencies | $50,462,000 | 413 |
| 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) | $106,928,000 | 981 |
| Total debt securities | $106,928,000 | 1,114 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $86,655,000 | 1,315 |
| U.S. Government securities | $65,127,000 | 1,245 |
| U.S. Treasury securities | $2,170,000 | 1,298 |
| U.S. Government agency obligations | $62,957,000 | 1,224 |
| Securities issued by states & political subdivisions | $15,393,000 | 1,096 |
| Other domestic debt securities | $6,135,000 | 1,257 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,135,000 | 1,002 |
| 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 | $72,084,000 | 588 |
| Mortgage-backed securities | $32,360,000 | 1,312 |
| Certificates of participation in pools of residential mortgages | $9,256,000 | 2,216 |
| Issued or guaranteed by U.S. | $9,256,000 | 2,201 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $23,104,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $23,104,000 | 685 |
| 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) | $86,655,000 | 1,095 |
| Total debt securities | $86,655,000 | 1,281 |
| 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 | $103,054,000 | 1,077 |
| U.S. Government securities | $81,373,000 | 1,022 |
| U.S. Treasury securities | $7,074,000 | 821 |
| U.S. Government agency obligations | $74,299,000 | 1,028 |
| Securities issued by states & political subdivisions | $13,912,000 | 1,192 |
| Other domestic debt securities | $5,683,000 | 1,127 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,683,000 | 936 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,086,000 | 1,544 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,694,000 | 494 |
| Mortgage-backed securities | $21,058,000 | 1,433 |
| Certificates of participation in pools of residential mortgages | $9,995,000 | 1,741 |
| Issued or guaranteed by U.S. | $9,995,000 | 1,730 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $11,063,000 | 937 |
| CMOs issued by government agencies or sponsored agencies | $11,063,000 | 842 |
| 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) | $103,054,000 | 840 |
| Total debt securities | $100,968,000 | 1,053 |
| 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 | $65,732,000 | 1,739 |
| U.S. Government securities | $50,751,000 | 1,666 |
| U.S. Treasury securities | $5,980,000 | 1,354 |
| U.S. Government agency obligations | $44,771,000 | 1,698 |
| Securities issued by states & political subdivisions | $13,656,000 | 1,235 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,325,000 | 1,995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,250,000 | 791 |
| Mortgage-backed securities | $9,356,000 | 2,621 |
| Certificates of participation in pools of residential mortgages | $6,473,000 | 2,439 |
| Issued or guaranteed by U.S. | $6,473,000 | 2,426 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,883,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $2,883,000 | 1,968 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $65,732,000 | 1,324 |
| Total debt securities | $64,407,000 | 1,704 |
| 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 | $55,404,000 | 2,087 |
| U.S. Government securities | $40,817,000 | 2,134 |
| U.S. Treasury securities | $8,134,000 | 1,563 |
| U.S. Government agency obligations | $32,683,000 | 2,191 |
| Securities issued by states & political subdivisions | $12,239,000 | 1,374 |
| Other domestic debt securities | $1,041,000 | 2,131 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,041,000 | 1,751 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,307,000 | 1,981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,498,000 | 764 |
| Mortgage-backed securities | $7,673,000 | 3,132 |
| Certificates of participation in pools of residential mortgages | $7,673,000 | 2,345 |
| Issued or guaranteed by U.S. | $7,673,000 | 2,330 |
| 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) | $243,000 | 6,189 |
| Available-for-sale securities (fair market value) | $55,161,000 | 1,576 |
| Total debt securities | $54,097,000 | 2,063 |
| 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 | $45,097,000 | 2,519 |
| U.S. Government securities | $34,386,000 | 2,598 |
| U.S. Treasury securities | $8,580,000 | 2,105 |
| U.S. Government agency obligations | $25,806,000 | 2,620 |
| Securities issued by states & political subdivisions | $9,026,000 | 1,629 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,685,000 | 1,645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,703,000 | 1,145 |
| 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) | $251,000 | 7,009 |
| Available-for-sale securities (fair market value) | $44,846,000 | 1,789 |
| Total debt securities | $43,412,000 | 2,536 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 373 |
| Fair value | $3,999,000 | 359 |
| 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 | $47,671,000 | 2,557 |
| U.S. Government securities | $36,385,000 | 2,646 |
| U.S. Treasury securities | $7,231,000 | 2,894 |
| U.S. Government agency obligations | $29,154,000 | 2,449 |
| Securities issued by states & political subdivisions | $9,718,000 | 1,500 |
| 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 | $0 | 466 |
| Equity securities | $1,568,000 | 1,757 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,565,000 | 886 |
| Mortgage-backed securities | $41,000 | 8,767 |
| Certificates of participation in pools of residential mortgages | $41,000 | 8,193 |
| Issued or guaranteed by U.S. | $41,000 | 8,169 |
| 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) | $258,000 | 7,672 |
| Available-for-sale securities (fair market value) | $47,413,000 | 1,740 |
| Total debt securities | $46,103,000 | 2,564 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $41,812,000 | 3,009 |
| U.S. Government securities | $33,062,000 | 3,058 |
| U.S. Treasury securities | $5,761,000 | 4,172 |
| U.S. Government agency obligations | $27,301,000 | 2,555 |
| Securities issued by states & political subdivisions | $8,500,000 | 1,733 |
| Other domestic debt securities | $250,000 | 3,826 |
| 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 | $250,000 | 3,003 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,884,000 | 2,082 |
| Mortgage-backed securities | $61,000 | 9,188 |
| Certificates of participation in pools of residential mortgages | $61,000 | 8,491 |
| Issued or guaranteed by U.S. | $61,000 | 8,457 |
| 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) | $265,000 | 8,064 |
| Available-for-sale securities (fair market value) | $41,547,000 | 2,039 |
| Total debt securities | $41,812,000 | 2,939 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $34,421,000 | 3,795 |
| U.S. Government securities | $26,389,000 | 3,892 |
| U.S. Treasury securities | $9,148,000 | 3,662 |
| U.S. Government agency obligations | $17,241,000 | 3,609 |
| Securities issued by states & political subdivisions | $6,886,000 | 2,221 |
| Other domestic debt securities | $1,146,000 | 2,624 |
| 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 | $1,146,000 | 2,064 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,580,000 | 3,313 |
| Mortgage-backed securities | $81,000 | 9,678 |
| Certificates of participation in pools of residential mortgages | $81,000 | 8,907 |
| Issued or guaranteed by U.S. | $81,000 | 8,879 |
| 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) | $19,280,000 | 3,562 |
| Available-for-sale securities (fair market value) | $15,141,000 | 3,560 |
| Total debt securities | $34,421,000 | 3,697 |
| 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 | $29,228,000 | 4,585 |
| U.S. Government securities | $19,815,000 | 5,168 |
| U.S. Treasury securities | $10,241,000 | 3,415 |
| U.S. Government agency obligations | $9,574,000 | 5,725 |
| Securities issued by states & political subdivisions | $7,481,000 | 2,083 |
| Other domestic debt securities | $1,932,000 | 2,435 |
| 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 | $1,932,000 | 1,855 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,165,000 | 3,268 |
| Mortgage-backed securities | $253,000 | 9,797 |
| Certificates of participation in pools of residential mortgages | $253,000 | 8,813 |
| Issued or guaranteed by U.S. | $253,000 | 8,757 |
| 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 | $29,228,000 | 4,475 |
| 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 | $23,468,000 | 5,432 |
| U.S. Government securities | $16,868,000 | 5,769 |
| U.S. Treasury securities | $11,376,000 | 3,156 |
| U.S. Government agency obligations | $5,492,000 | 7,682 |
| Securities issued by states & political subdivisions | $3,647,000 | 3,547 |
| Other domestic debt securities | $2,953,000 | 2,365 |
| 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 | $2,953,000 | 1,669 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,027,000 | 2,886 |
| Mortgage-backed securities | $470,000 | 9,866 |
| Certificates of participation in pools of residential mortgages | $470,000 | 8,674 |
| Issued or guaranteed by U.S. | $470,000 | 8,610 |
| 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 | $23,468,000 | 5,325 |
| 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 |