Home > Yadkin Bank > Securities
Yadkin Bank, Securities
| 2016-12-31 | Rank | |
| Total securities | $1,028,957,000 | 178 |
| U.S. Government securities | $642,072,000 | 201 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $642,072,000 | 192 |
| Securities issued by states & political subdivisions | $164,282,000 | 188 |
| Other domestic debt securities | $214,076,000 | 87 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $15,395,000 | 54 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $45,466,000 | 40 |
| Other domestic debt securities - All other | $153,215,000 | 47 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $8,527,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $389,075,000 | 193 |
| Mortgage-backed securities | $612,405,000 | 173 |
| Certificates of participation in pools of residential mortgages | $307,138,000 | 165 |
| Issued or guaranteed by U.S. | $307,138,000 | 163 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $198,411,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $198,411,000 | 152 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $106,856,000 | 129 |
| Commercial mortgage pass-through securities | $52,106,000 | 94 |
| Other commercial mortgage-backed securities | $54,750,000 | 127 |
| Held to maturity securities (book value) | $38,735,000 | 481 |
| Available-for-sale securities (fair market value) | $990,222,000 | 156 |
| Total debt securities | $1,015,450,000 | 179 |
| 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 | $1,003,667,000 | 178 |
| U.S. Government securities | $570,629,000 | 212 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $570,629,000 | 205 |
| Securities issued by states & political subdivisions | $170,045,000 | 178 |
| Other domestic debt securities | $242,695,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $16,360,000 | 52 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $50,529,000 | 37 |
| Other domestic debt securities - All other | $175,806,000 | 45 |
| Foreign debt securities | $10,025,000 | 71 |
| Equity securities | $10,273,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $368,522,000 | 197 |
| Mortgage-backed securities | $550,952,000 | 189 |
| Certificates of participation in pools of residential mortgages | $253,705,000 | 188 |
| Issued or guaranteed by U.S. | $253,705,000 | 187 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $183,923,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $183,923,000 | 166 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $113,324,000 | 115 |
| Commercial mortgage pass-through securities | $54,428,000 | 88 |
| Other commercial mortgage-backed securities | $58,896,000 | 113 |
| Held to maturity securities (book value) | $38,847,000 | 489 |
| Available-for-sale securities (fair market value) | $964,820,000 | 153 |
| Total debt securities | $985,487,000 | 178 |
| 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 | $1,075,864,000 | 170 |
| U.S. Government securities | $614,010,000 | 204 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $614,010,000 | 198 |
| Securities issued by states & political subdivisions | $173,296,000 | 174 |
| Other domestic debt securities | $268,153,000 | 80 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $25,497,000 | 45 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $50,275,000 | 38 |
| Other domestic debt securities - All other | $192,381,000 | 45 |
| Foreign debt securities | $10,060,000 | 67 |
| Equity securities | $10,345,000 | 146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $383,389,000 | 195 |
| Mortgage-backed securities | $588,911,000 | 180 |
| Certificates of participation in pools of residential mortgages | $267,670,000 | 178 |
| Issued or guaranteed by U.S. | $267,670,000 | 177 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $196,967,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $196,967,000 | 159 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $124,274,000 | 105 |
| Commercial mortgage pass-through securities | $55,041,000 | 80 |
| Other commercial mortgage-backed securities | $69,233,000 | 101 |
| Held to maturity securities (book value) | $38,959,000 | 502 |
| Available-for-sale securities (fair market value) | $1,036,905,000 | 148 |
| Total debt securities | $1,065,520,000 | 170 |
| 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 | $1,142,011,000 | 164 |
| U.S. Government securities | $659,275,000 | 193 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $659,275,000 | 185 |
| Securities issued by states & political subdivisions | $150,695,000 | 198 |
| Other domestic debt securities | $308,857,000 | 73 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $26,420,000 | 43 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $50,080,000 | 39 |
| Other domestic debt securities - All other | $232,357,000 | 41 |
| Foreign debt securities | $12,114,000 | 59 |
| Equity securities | $11,070,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $395,756,000 | 190 |
| Mortgage-backed securities | $601,093,000 | 178 |
| Certificates of participation in pools of residential mortgages | $284,807,000 | 169 |
| Issued or guaranteed by U.S. | $284,807,000 | 166 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $205,310,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $205,310,000 | 164 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $110,976,000 | 104 |
| Commercial mortgage pass-through securities | $40,523,000 | 95 |
| Other commercial mortgage-backed securities | $70,453,000 | 95 |
| Held to maturity securities (book value) | $39,071,000 | 511 |
| Available-for-sale securities (fair market value) | $1,102,940,000 | 142 |
| Total debt securities | $1,130,941,000 | 163 |
| 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 | $727,690,000 | 231 |
| U.S. Government securities | $453,783,000 | 254 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $453,783,000 | 241 |
| Securities issued by states & political subdivisions | $94,982,000 | 366 |
| Other domestic debt securities | $177,678,000 | 98 |
| Privately issued residential mortgage-backed securities | $3,663,000 | 198 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $50,483,000 | 34 |
| Other domestic debt securities - All other | $123,532,000 | 61 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,247,000 | 486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,953,000 | 265 |
| Mortgage-backed securities | $439,288,000 | 210 |
| Certificates of participation in pools of residential mortgages | $193,632,000 | 235 |
| Issued or guaranteed by U.S. | $193,632,000 | 234 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $216,376,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $212,713,000 | 162 |
| Privately issued | $3,663,000 | 188 |
| Commercial mortgage-backed securities | $29,280,000 | 207 |
| Commercial mortgage pass-through securities | $29,280,000 | 110 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $39,182,000 | 518 |
| Available-for-sale securities (fair market value) | $688,508,000 | 208 |
| Total debt securities | $726,442,000 | 226 |
| 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 | $752,157,000 | 225 |
| U.S. Government securities | $478,599,000 | 241 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $478,599,000 | 231 |
| Securities issued by states & political subdivisions | $89,386,000 | 386 |
| Other domestic debt securities | $182,839,000 | 93 |
| Privately issued residential mortgage-backed securities | $4,028,000 | 192 |
| Commercial mortgage-backed securities - Total | $453,000 | 127 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $47,506,000 | 36 |
| Other domestic debt securities - All other | $130,852,000 | 63 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,333,000 | 490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $292,624,000 | 246 |
| Mortgage-backed securities | $404,847,000 | 220 |
| Certificates of participation in pools of residential mortgages | $184,827,000 | 247 |
| Issued or guaranteed by U.S. | $184,827,000 | 244 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $194,669,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $190,641,000 | 169 |
| Privately issued | $4,028,000 | 181 |
| Commercial mortgage-backed securities | $25,351,000 | 213 |
| Commercial mortgage pass-through securities | $24,898,000 | 116 |
| Other commercial mortgage-backed securities | $453,000 | 653 |
| Held to maturity securities (book value) | $39,292,000 | 513 |
| Available-for-sale securities (fair market value) | $712,865,000 | 198 |
| Total debt securities | $750,823,000 | 221 |
| 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 | $687,749,000 | 240 |
| U.S. Government securities | $469,526,000 | 249 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $469,526,000 | 239 |
| Securities issued by states & political subdivisions | $78,429,000 | 430 |
| Other domestic debt securities | $138,205,000 | 111 |
| Privately issued residential mortgage-backed securities | $4,307,000 | 195 |
| Commercial mortgage-backed securities - Total | $3,519,000 | 79 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $130,379,000 | 63 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,589,000 | 469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $291,308,000 | 245 |
| Mortgage-backed securities | $402,008,000 | 225 |
| Certificates of participation in pools of residential mortgages | $180,230,000 | 251 |
| Issued or guaranteed by U.S. | $180,230,000 | 250 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $193,707,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $189,400,000 | 174 |
| Privately issued | $4,307,000 | 184 |
| Commercial mortgage-backed securities | $28,071,000 | 187 |
| Commercial mortgage pass-through securities | $24,552,000 | 109 |
| Other commercial mortgage-backed securities | $3,519,000 | 372 |
| Held to maturity securities (book value) | $39,402,000 | 520 |
| Available-for-sale securities (fair market value) | $648,347,000 | 214 |
| Total debt securities | $686,159,000 | 235 |
| 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 | $696,662,000 | 240 |
| U.S. Government securities | $487,818,000 | 239 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $487,818,000 | 231 |
| Securities issued by states & political subdivisions | $78,641,000 | 416 |
| Other domestic debt securities | $128,319,000 | 114 |
| Privately issued residential mortgage-backed securities | $4,516,000 | 200 |
| Commercial mortgage-backed securities - Total | $3,548,000 | 78 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $120,255,000 | 68 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $1,884,000 | 447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $307,553,000 | 235 |
| Mortgage-backed securities | $422,503,000 | 222 |
| Certificates of participation in pools of residential mortgages | $188,097,000 | 244 |
| Issued or guaranteed by U.S. | $188,097,000 | 242 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $205,900,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $201,384,000 | 168 |
| Privately issued | $4,516,000 | 188 |
| Commercial mortgage-backed securities | $28,506,000 | 180 |
| Commercial mortgage pass-through securities | $24,958,000 | 100 |
| Other commercial mortgage-backed securities | $3,548,000 | 356 |
| Held to maturity securities (book value) | $39,511,000 | 513 |
| Available-for-sale securities (fair market value) | $657,151,000 | 213 |
| Total debt securities | $694,777,000 | 234 |
| 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 | $710,473,000 | 233 |
| U.S. Government securities | $500,346,000 | 234 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $500,346,000 | 228 |
| Securities issued by states & political subdivisions | $79,878,000 | 408 |
| Other domestic debt securities | $128,454,000 | 116 |
| Privately issued residential mortgage-backed securities | $4,964,000 | 196 |
| Commercial mortgage-backed securities - Total | $3,578,000 | 78 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $119,912,000 | 70 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,795,000 | 454 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $314,184,000 | 233 |
| Mortgage-backed securities | $433,824,000 | 218 |
| Certificates of participation in pools of residential mortgages | $193,349,000 | 238 |
| Issued or guaranteed by U.S. | $193,349,000 | 237 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $212,180,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $207,216,000 | 168 |
| Privately issued | $4,964,000 | 184 |
| Commercial mortgage-backed securities | $28,295,000 | 178 |
| Commercial mortgage pass-through securities | $24,717,000 | 99 |
| Other commercial mortgage-backed securities | $3,578,000 | 333 |
| Held to maturity securities (book value) | $39,620,000 | 512 |
| Available-for-sale securities (fair market value) | $670,853,000 | 210 |
| Total debt securities | $708,677,000 | 227 |
| 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 | $733,152,000 | 224 |
| U.S. Government securities | $518,645,000 | 225 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $518,645,000 | 220 |
| Securities issued by states & political subdivisions | $83,360,000 | 375 |
| Other domestic debt securities | $129,362,000 | 116 |
| Privately issued residential mortgage-backed securities | $5,337,000 | 201 |
| Commercial mortgage-backed securities - Total | $3,638,000 | 83 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $120,387,000 | 74 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $1,785,000 | 458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,011,000 | 279 |
| Mortgage-backed securities | $450,137,000 | 210 |
| Certificates of participation in pools of residential mortgages | $198,013,000 | 233 |
| Issued or guaranteed by U.S. | $198,013,000 | 232 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $224,110,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $218,773,000 | 167 |
| Privately issued | $5,337,000 | 192 |
| Commercial mortgage-backed securities | $28,014,000 | 176 |
| Commercial mortgage pass-through securities | $24,340,000 | 101 |
| Other commercial mortgage-backed securities | $3,674,000 | 311 |
| Held to maturity securities (book value) | $39,728,000 | 515 |
| Available-for-sale securities (fair market value) | $693,424,000 | 201 |
| Total debt securities | $731,367,000 | 218 |
| 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 | $258,007,000 | 592 |
| U.S. Government securities | $161,254,000 | 649 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $161,254,000 | 621 |
| Securities issued by states & political subdivisions | $82,136,000 | 378 |
| Other domestic debt securities | $12,719,000 | 545 |
| Privately issued residential mortgage-backed securities | $12,719,000 | 126 |
| 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 | $1,898,000 | 466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,112,000 | 623 |
| Mortgage-backed securities | $114,902,000 | 609 |
| Certificates of participation in pools of residential mortgages | $54,083,000 | 810 |
| Issued or guaranteed by U.S. | $54,083,000 | 809 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $57,749,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $45,030,000 | 491 |
| Privately issued | $12,719,000 | 121 |
| Commercial mortgage-backed securities | $3,070,000 | 552 |
| Commercial mortgage pass-through securities | $3,009,000 | 356 |
| Other commercial mortgage-backed securities | $61,000 | 550 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $258,007,000 | 507 |
| Total debt securities | $256,110,000 | 584 |
| Structured notes | ||
| Amortized cost | $1,372,000 | 1,481 |
| Fair value | $1,371,000 | 1,474 |
| 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 | $265,954,000 | 580 |
| U.S. Government securities | $168,249,000 | 634 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $168,249,000 | 611 |
| Securities issued by states & political subdivisions | $82,178,000 | 379 |
| Other domestic debt securities | $13,594,000 | 535 |
| Privately issued residential mortgage-backed securities | $13,594,000 | 123 |
| 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 | $1,933,000 | 461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,224,000 | 615 |
| Mortgage-backed securities | $121,247,000 | 581 |
| Certificates of participation in pools of residential mortgages | $55,595,000 | 794 |
| Issued or guaranteed by U.S. | $55,595,000 | 793 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $62,626,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $49,032,000 | 461 |
| Privately issued | $13,594,000 | 117 |
| Commercial mortgage-backed securities | $3,026,000 | 526 |
| Commercial mortgage pass-through securities | $2,940,000 | 337 |
| Other commercial mortgage-backed securities | $86,000 | 514 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $265,954,000 | 497 |
| Total debt securities | $264,021,000 | 574 |
| Structured notes | ||
| Amortized cost | $1,465,000 | 1,463 |
| Fair value | $1,459,000 | 1,433 |
| 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 | $287,771,000 | 531 |
| U.S. Government securities | $172,576,000 | 615 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $172,576,000 | 591 |
| Securities issued by states & political subdivisions | $98,704,000 | 298 |
| Other domestic debt securities | $14,491,000 | 536 |
| Privately issued residential mortgage-backed securities | $14,491,000 | 122 |
| 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 | $2,000,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,388,000 | 605 |
| Mortgage-backed securities | $124,902,000 | 570 |
| Certificates of participation in pools of residential mortgages | $57,356,000 | 760 |
| Issued or guaranteed by U.S. | $57,356,000 | 760 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $67,435,000 | 374 |
| CMOs issued by government agencies or sponsored agencies | $52,944,000 | 430 |
| Privately issued | $14,491,000 | 116 |
| Commercial mortgage-backed securities | $111,000 | 875 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $111,000 | 492 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $287,771,000 | 454 |
| Total debt securities | $285,771,000 | 527 |
| Structured notes | ||
| Amortized cost | $1,560,000 | 1,383 |
| Fair value | $1,552,000 | 1,381 |
| 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 | $327,585,000 | 472 |
| U.S. Government securities | $200,579,000 | 536 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $200,579,000 | 518 |
| Securities issued by states & political subdivisions | $109,626,000 | 259 |
| Other domestic debt securities | $15,449,000 | 536 |
| Privately issued residential mortgage-backed securities | $15,449,000 | 127 |
| 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 | $1,931,000 | 482 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,154,000 | 736 |
| Mortgage-backed securities | $152,812,000 | 485 |
| Certificates of participation in pools of residential mortgages | $71,752,000 | 626 |
| Issued or guaranteed by U.S. | $71,752,000 | 623 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $80,924,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $65,475,000 | 362 |
| Privately issued | $15,449,000 | 118 |
| Commercial mortgage-backed securities | $136,000 | 859 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $136,000 | 484 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $327,585,000 | 402 |
| Total debt securities | $325,655,000 | 462 |
| Structured notes | ||
| Amortized cost | $1,698,000 | 1,354 |
| Fair value | $1,690,000 | 1,341 |
| 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 | $330,289,000 | 462 |
| U.S. Government securities | $207,415,000 | 520 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $207,415,000 | 500 |
| Securities issued by states & political subdivisions | $110,410,000 | 250 |
| Other domestic debt securities | $12,383,000 | 621 |
| Privately issued residential mortgage-backed securities | $12,383,000 | 154 |
| 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 | $81,000 | 980 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,332,000 | 684 |
| Mortgage-backed securities | $154,662,000 | 484 |
| Certificates of participation in pools of residential mortgages | $68,335,000 | 653 |
| Issued or guaranteed by U.S. | $68,335,000 | 652 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $84,154,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $71,771,000 | 338 |
| Privately issued | $12,383,000 | 147 |
| Commercial mortgage-backed securities | $2,173,000 | 523 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $2,173,000 | 301 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $330,289,000 | 405 |
| Total debt securities | $330,208,000 | 454 |
| Structured notes | ||
| Amortized cost | $1,894,000 | 1,303 |
| Fair value | $1,886,000 | 1,283 |
| 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 | $380,775,000 | 404 |
| U.S. Government securities | $254,604,000 | 448 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $254,604,000 | 431 |
| Securities issued by states & political subdivisions | $115,435,000 | 231 |
| Other domestic debt securities | $10,658,000 | 686 |
| Privately issued residential mortgage-backed securities | $10,658,000 | 186 |
| 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 | $78,000 | 1,007 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,815,000 | 726 |
| Mortgage-backed securities | $198,876,000 | 403 |
| Certificates of participation in pools of residential mortgages | $80,636,000 | 578 |
| Issued or guaranteed by U.S. | $80,636,000 | 576 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $115,607,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $104,949,000 | 277 |
| Privately issued | $10,658,000 | 180 |
| Commercial mortgage-backed securities | $2,633,000 | 438 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $2,633,000 | 233 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $380,775,000 | 352 |
| Total debt securities | $380,696,000 | 399 |
| Structured notes | ||
| Amortized cost | $2,144,000 | 1,164 |
| Fair value | $2,140,000 | 1,163 |
| 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 | $343,066,000 | 451 |
| U.S. Government securities | $257,375,000 | 438 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $257,375,000 | 421 |
| Securities issued by states & political subdivisions | $84,567,000 | 339 |
| Other domestic debt securities | $1,045,000 | 1,935 |
| Privately issued residential mortgage-backed securities | $1,045,000 | 563 |
| 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 | $79,000 | 986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,653,000 | 693 |
| Mortgage-backed securities | $186,581,000 | 433 |
| Certificates of participation in pools of residential mortgages | $58,729,000 | 745 |
| Issued or guaranteed by U.S. | $58,729,000 | 744 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $124,150,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $123,105,000 | 258 |
| Privately issued | $1,045,000 | 544 |
| Commercial mortgage-backed securities | $3,702,000 | 319 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $3,702,000 | 169 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $343,066,000 | 396 |
| Total debt securities | $342,987,000 | 441 |
| Structured notes | ||
| Amortized cost | $2,430,000 | 1,159 |
| Fair value | $2,429,000 | 1,160 |
| 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 | $310,378,000 | 502 |
| U.S. Government securities | $253,498,000 | 456 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $253,498,000 | 438 |
| Securities issued by states & political subdivisions | $54,770,000 | 594 |
| Other domestic debt securities | $1,059,000 | 1,973 |
| Privately issued residential mortgage-backed securities | $1,059,000 | 601 |
| 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 | $1,051,000 | 586 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,037,000 | 694 |
| Mortgage-backed securities | $194,360,000 | 429 |
| Certificates of participation in pools of residential mortgages | $55,818,000 | 814 |
| Issued or guaranteed by U.S. | $55,818,000 | 814 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $134,217,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $133,158,000 | 253 |
| Privately issued | $1,059,000 | 578 |
| Commercial mortgage-backed securities | $4,325,000 | 281 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $4,325,000 | 160 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $310,378,000 | 445 |
| Total debt securities | $309,327,000 | 495 |
| Structured notes | ||
| Amortized cost | $2,714,000 | 1,148 |
| Fair value | $2,719,000 | 1,150 |
| 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 | $339,406,000 | 451 |
| U.S. Government securities | $270,583,000 | 413 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $270,583,000 | 397 |
| Securities issued by states & political subdivisions | $66,607,000 | 435 |
| Other domestic debt securities | $1,150,000 | 1,937 |
| Privately issued residential mortgage-backed securities | $1,150,000 | 637 |
| 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 | $1,066,000 | 575 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,551,000 | 662 |
| Mortgage-backed securities | $220,889,000 | 388 |
| Certificates of participation in pools of residential mortgages | $52,479,000 | 881 |
| Issued or guaranteed by U.S. | $52,479,000 | 879 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $163,021,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $161,871,000 | 226 |
| Privately issued | $1,150,000 | 615 |
| Commercial mortgage-backed securities | $5,389,000 | 237 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $5,389,000 | 138 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $339,406,000 | 406 |
| Total debt securities | $338,340,000 | 442 |
| Structured notes | ||
| Amortized cost | $2,974,000 | 1,285 |
| Fair value | $2,980,000 | 1,282 |
| 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 | $360,474,000 | 422 |
| U.S. Government securities | $285,422,000 | 397 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $285,422,000 | 385 |
| Securities issued by states & political subdivisions | $72,752,000 | 368 |
| Other domestic debt securities | $1,240,000 | 1,879 |
| Privately issued residential mortgage-backed securities | $1,240,000 | 653 |
| 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 | $1,060,000 | 556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,611,000 | 651 |
| Mortgage-backed securities | $234,286,000 | 376 |
| Certificates of participation in pools of residential mortgages | $55,271,000 | 842 |
| Issued or guaranteed by U.S. | $55,271,000 | 840 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $173,228,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $171,988,000 | 222 |
| Privately issued | $1,240,000 | 633 |
| Commercial mortgage-backed securities | $5,787,000 | 202 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $5,787,000 | 117 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $360,474,000 | 381 |
| Total debt securities | $359,414,000 | 416 |
| Structured notes | ||
| Amortized cost | $3,316,000 | 1,329 |
| Fair value | $3,328,000 | 1,330 |
| 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 | $330,368,000 | 451 |
| U.S. Government securities | $254,963,000 | 428 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $254,963,000 | 413 |
| Securities issued by states & political subdivisions | $73,118,000 | 357 |
| Other domestic debt securities | $1,257,000 | 1,847 |
| Privately issued residential mortgage-backed securities | $1,257,000 | 714 |
| 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 | $1,030,000 | 558 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,228,000 | 495 |
| Mortgage-backed securities | $219,006,000 | 376 |
| Certificates of participation in pools of residential mortgages | $51,721,000 | 838 |
| Issued or guaranteed by U.S. | $51,721,000 | 836 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $167,285,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $166,028,000 | 211 |
| Privately issued | $1,257,000 | 681 |
| 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) | $330,368,000 | 402 |
| Total debt securities | $329,338,000 | 448 |
| Structured notes | ||
| Amortized cost | $3,595,000 | 1,249 |
| Fair value | $3,602,000 | 1,248 |
| 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 | $293,009,000 | 504 |
| U.S. Government securities | $224,424,000 | 473 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $224,424,000 | 458 |
| Securities issued by states & political subdivisions | $66,369,000 | 369 |
| Other domestic debt securities | $1,175,000 | 1,889 |
| Privately issued residential mortgage-backed securities | $1,175,000 | 764 |
| 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 | $1,041,000 | 567 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,950,000 | 524 |
| Mortgage-backed securities | $187,770,000 | 425 |
| Certificates of participation in pools of residential mortgages | $43,369,000 | 944 |
| Issued or guaranteed by U.S. | $43,369,000 | 942 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $144,401,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $143,226,000 | 233 |
| Privately issued | $1,175,000 | 721 |
| 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) | $293,009,000 | 448 |
| Total debt securities | $291,966,000 | 501 |
| Structured notes | ||
| Amortized cost | $3,848,000 | 1,262 |
| Fair value | $3,881,000 | 1,256 |
| 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 | $317,392,000 | 458 |
| U.S. Government securities | $247,722,000 | 434 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $247,722,000 | 418 |
| Securities issued by states & political subdivisions | $67,034,000 | 352 |
| Other domestic debt securities | $1,560,000 | 1,678 |
| Privately issued residential mortgage-backed securities | $1,560,000 | 716 |
| 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 | $1,076,000 | 546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,848,000 | 539 |
| Mortgage-backed securities | $214,662,000 | 366 |
| Certificates of participation in pools of residential mortgages | $62,668,000 | 674 |
| Issued or guaranteed by U.S. | $62,668,000 | 671 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $151,994,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $150,434,000 | 211 |
| Privately issued | $1,560,000 | 680 |
| 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) | $317,392,000 | 405 |
| Total debt securities | $316,315,000 | 456 |
| Structured notes | ||
| Amortized cost | $4,075,000 | 1,324 |
| Fair value | $4,086,000 | 1,324 |
| 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 | $301,456,000 | 476 |
| U.S. Government securities | $230,638,000 | 461 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $230,638,000 | 445 |
| Securities issued by states & political subdivisions | $68,090,000 | 340 |
| Other domestic debt securities | $1,661,000 | 1,689 |
| Privately issued residential mortgage-backed securities | $1,661,000 | 738 |
| 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 | $1,067,000 | 553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,920,000 | 535 |
| Mortgage-backed securities | $207,902,000 | 366 |
| Certificates of participation in pools of residential mortgages | $48,909,000 | 798 |
| Issued or guaranteed by U.S. | $48,909,000 | 795 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $158,993,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $157,332,000 | 198 |
| Privately issued | $1,661,000 | 703 |
| 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) | $301,456,000 | 427 |
| Total debt securities | $300,389,000 | 475 |
| Structured notes | ||
| Amortized cost | $4,272,000 | 1,376 |
| Fair value | $4,252,000 | 1,380 |
| 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 | $297,923,000 | 473 |
| U.S. Government securities | $222,552,000 | 463 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $222,552,000 | 444 |
| Securities issued by states & political subdivisions | $72,621,000 | 303 |
| Other domestic debt securities | $1,705,000 | 1,782 |
| Privately issued residential mortgage-backed securities | $1,705,000 | 768 |
| 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 | $1,045,000 | 561 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,804,000 | 519 |
| Mortgage-backed securities | $209,570,000 | 365 |
| Certificates of participation in pools of residential mortgages | $51,939,000 | 730 |
| Issued or guaranteed by U.S. | $51,939,000 | 725 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $157,631,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $155,926,000 | 198 |
| Privately issued | $1,705,000 | 732 |
| 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) | $297,923,000 | 423 |
| Total debt securities | $296,878,000 | 469 |
| Structured notes | ||
| Amortized cost | $4,572,000 | 1,199 |
| Fair value | $4,569,000 | 1,197 |
| 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 | $289,584,000 | 459 |
| U.S. Government securities | $213,297,000 | 451 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $213,297,000 | 433 |
| Securities issued by states & political subdivisions | $73,235,000 | 283 |
| Other domestic debt securities | $2,027,000 | 1,737 |
| Privately issued residential mortgage-backed securities | $2,027,000 | 791 |
| 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 | $1,025,000 | 618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,133,000 | 561 |
| Mortgage-backed securities | $193,220,000 | 361 |
| Certificates of participation in pools of residential mortgages | $34,745,000 | 1,001 |
| Issued or guaranteed by U.S. | $34,745,000 | 992 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $158,475,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $156,448,000 | 196 |
| Privately issued | $2,027,000 | 751 |
| 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) | $289,584,000 | 406 |
| Total debt securities | $288,560,000 | 455 |
| Structured notes | ||
| Amortized cost | $8,533,000 | 717 |
| Fair value | $8,775,000 | 709 |
| 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 | $208,176,000 | 646 |
| U.S. Government securities | $149,234,000 | 647 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $149,234,000 | 617 |
| Securities issued by states & political subdivisions | $55,868,000 | 385 |
| Other domestic debt securities | $2,044,000 | 1,705 |
| Privately issued residential mortgage-backed securities | $2,044,000 | 818 |
| 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 | $1,030,000 | 646 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,732,000 | 577 |
| Mortgage-backed securities | $125,864,000 | 537 |
| Certificates of participation in pools of residential mortgages | $36,625,000 | 949 |
| Issued or guaranteed by U.S. | $36,625,000 | 941 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $89,239,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $87,195,000 | 281 |
| Privately issued | $2,044,000 | 784 |
| 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) | $208,176,000 | 563 |
| Total debt securities | $207,146,000 | 635 |
| Structured notes | ||
| Amortized cost | $3,816,000 | 1,456 |
| Fair value | $3,997,000 | 1,439 |
| 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 | $173,196,000 | 773 |
| U.S. Government securities | $110,511,000 | 850 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $110,511,000 | 817 |
| Securities issued by states & political subdivisions | $59,574,000 | 345 |
| Other domestic debt securities | $2,055,000 | 1,753 |
| Privately issued residential mortgage-backed securities | $2,055,000 | 850 |
| 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 | $1,056,000 | 630 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,490,000 | 541 |
| Mortgage-backed securities | $72,669,000 | 850 |
| Certificates of participation in pools of residential mortgages | $47,269,000 | 814 |
| Issued or guaranteed by U.S. | $47,269,000 | 807 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $25,400,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $23,345,000 | 709 |
| Privately issued | $2,055,000 | 814 |
| 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) | $173,196,000 | 677 |
| Total debt securities | $172,142,000 | 768 |
| Structured notes | ||
| Amortized cost | $4,082,000 | 1,136 |
| Fair value | $4,246,000 | 1,117 |
| 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 | $183,841,000 | 712 |
| U.S. Government securities | $118,995,000 | 775 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $118,995,000 | 747 |
| Securities issued by states & political subdivisions | $61,378,000 | 323 |
| Other domestic debt securities | $2,288,000 | 1,728 |
| Privately issued residential mortgage-backed securities | $2,288,000 | 846 |
| 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 | $1,180,000 | 619 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,074,000 | 568 |
| Mortgage-backed securities | $78,247,000 | 799 |
| Certificates of participation in pools of residential mortgages | $50,742,000 | 782 |
| Issued or guaranteed by U.S. | $50,742,000 | 774 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $27,505,000 | 778 |
| CMOs issued by government agencies or sponsored agencies | $25,217,000 | 650 |
| Privately issued | $2,288,000 | 809 |
| 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) | $183,841,000 | 616 |
| Total debt securities | $182,661,000 | 701 |
| Structured notes | ||
| Amortized cost | $4,314,000 | 903 |
| Fair value | $4,426,000 | 885 |
| 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 | $191,423,000 | 676 |
| U.S. Government securities | $126,830,000 | 707 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $126,830,000 | 681 |
| Securities issued by states & political subdivisions | $62,017,000 | 315 |
| Other domestic debt securities | $2,420,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $2,420,000 | 902 |
| 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 | $156,000 | 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 | $110,530,000 | 533 |
| Mortgage-backed securities | $83,783,000 | 759 |
| Certificates of participation in pools of residential mortgages | $55,148,000 | 740 |
| Issued or guaranteed by U.S. | $55,148,000 | 731 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $28,635,000 | 748 |
| CMOs issued by government agencies or sponsored agencies | $26,215,000 | 611 |
| Privately issued | $2,420,000 | 862 |
| 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) | $191,423,000 | 581 |
| Total debt securities | $191,267,000 | 661 |
| Structured notes | ||
| Amortized cost | $4,498,000 | 626 |
| Fair value | $4,514,000 | 617 |
| 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 | $196,229,000 | 647 |
| U.S. Government securities | $132,676,000 | 673 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $132,676,000 | 643 |
| Securities issued by states & political subdivisions | $60,877,000 | 310 |
| Other domestic debt securities | $2,551,000 | 1,782 |
| Privately issued residential mortgage-backed securities | $2,551,000 | 901 |
| 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 | $125,000 | 1,218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,632,000 | 551 |
| Mortgage-backed securities | $89,727,000 | 717 |
| Certificates of participation in pools of residential mortgages | $59,524,000 | 705 |
| Issued or guaranteed by U.S. | $59,524,000 | 695 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $30,203,000 | 698 |
| CMOs issued by government agencies or sponsored agencies | $27,652,000 | 556 |
| Privately issued | $2,551,000 | 864 |
| 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) | $196,229,000 | 552 |
| Total debt securities | $196,103,000 | 632 |
| Structured notes | ||
| Amortized cost | $4,769,000 | 368 |
| Fair value | $4,776,000 | 367 |
| 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 | $132,609,000 | 952 |
| U.S. Government securities | $88,444,000 | 978 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $88,444,000 | 948 |
| Securities issued by states & political subdivisions | $41,746,000 | 474 |
| Other domestic debt securities | $2,400,000 | 1,739 |
| Privately issued residential mortgage-backed securities | $2,400,000 | 946 |
| 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 | $19,000 | 1,517 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,862,000 | 804 |
| Mortgage-backed securities | $50,161,000 | 1,222 |
| Certificates of participation in pools of residential mortgages | $40,853,000 | 1,020 |
| Issued or guaranteed by U.S. | $40,853,000 | 1,008 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,308,000 | 1,417 |
| CMOs issued by government agencies or sponsored agencies | $6,908,000 | 1,291 |
| Privately issued | $2,400,000 | 909 |
| 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) | $132,609,000 | 818 |
| Total debt securities | $132,589,000 | 928 |
| 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 | $137,814,000 | 884 |
| U.S. Government securities | $93,772,000 | 911 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $93,772,000 | 891 |
| Securities issued by states & political subdivisions | $41,077,000 | 470 |
| Other domestic debt securities | $2,942,000 | 1,562 |
| Privately issued residential mortgage-backed securities | $2,942,000 | 852 |
| 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 | $23,000 | 1,468 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,086,000 | 847 |
| Mortgage-backed securities | $52,916,000 | 1,130 |
| Certificates of participation in pools of residential mortgages | $42,794,000 | 956 |
| Issued or guaranteed by U.S. | $42,794,000 | 948 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $10,122,000 | 1,311 |
| CMOs issued by government agencies or sponsored agencies | $7,180,000 | 1,247 |
| Privately issued | $2,942,000 | 814 |
| 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) | $137,814,000 | 757 |
| Total debt securities | $137,792,000 | 867 |
| 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 | $140,709,000 | 841 |
| U.S. Government securities | $95,985,000 | 860 |
| U.S. Treasury securities | $3,019,000 | 401 |
| U.S. Government agency obligations | $92,966,000 | 866 |
| Securities issued by states & political subdivisions | $41,493,000 | 446 |
| Other domestic debt securities | $3,175,000 | 1,489 |
| Privately issued residential mortgage-backed securities | $3,175,000 | 824 |
| 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 | $56,000 | 1,499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,129,000 | 801 |
| Mortgage-backed securities | $54,213,000 | 1,067 |
| Certificates of participation in pools of residential mortgages | $43,682,000 | 908 |
| Issued or guaranteed by U.S. | $43,682,000 | 898 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $10,531,000 | 1,231 |
| CMOs issued by government agencies or sponsored agencies | $7,356,000 | 1,169 |
| Privately issued | $3,175,000 | 787 |
| 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) | $140,709,000 | 715 |
| Total debt securities | $140,653,000 | 827 |
| 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 | $141,199,000 | 860 |
| U.S. Government securities | $96,695,000 | 866 |
| U.S. Treasury securities | $6,004,000 | 244 |
| U.S. Government agency obligations | $90,691,000 | 905 |
| Securities issued by states & political subdivisions | $40,056,000 | 480 |
| Other domestic debt securities | $3,728,000 | 1,426 |
| Privately issued residential mortgage-backed securities | $3,217,000 | 826 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $511,000 | 1,835 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $720,000 | 1,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,918,000 | 780 |
| Mortgage-backed securities | $48,485,000 | 1,145 |
| Certificates of participation in pools of residential mortgages | $37,743,000 | 1,008 |
| Issued or guaranteed by U.S. | $37,743,000 | 997 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $10,742,000 | 1,210 |
| CMOs issued by government agencies or sponsored agencies | $7,525,000 | 1,156 |
| Privately issued | $3,217,000 | 785 |
| 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) | $141,199,000 | 738 |
| Total debt securities | $140,479,000 | 841 |
| 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 | $144,465,000 | 827 |
| U.S. Government securities | $98,587,000 | 848 |
| U.S. Treasury securities | $3,068,000 | 403 |
| U.S. Government agency obligations | $95,519,000 | 852 |
| Securities issued by states & political subdivisions | $40,543,000 | 479 |
| Other domestic debt securities | $4,497,000 | 1,260 |
| Privately issued residential mortgage-backed securities | $3,616,000 | 754 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $881,000 | 1,604 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $838,000 | 1,120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,924,000 | 842 |
| Mortgage-backed securities | $53,100,000 | 1,040 |
| Certificates of participation in pools of residential mortgages | $41,389,000 | 906 |
| Issued or guaranteed by U.S. | $41,389,000 | 896 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,711,000 | 1,137 |
| CMOs issued by government agencies or sponsored agencies | $8,095,000 | 1,095 |
| Privately issued | $3,616,000 | 719 |
| 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) | $144,465,000 | 711 |
| Total debt securities | $143,627,000 | 808 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $142,485,000 | 834 |
| U.S. Government securities | $98,990,000 | 844 |
| U.S. Treasury securities | $3,037,000 | 442 |
| U.S. Government agency obligations | $95,953,000 | 848 |
| Securities issued by states & political subdivisions | $38,149,000 | 488 |
| Other domestic debt securities | $4,495,000 | 1,189 |
| Privately issued residential mortgage-backed securities | $3,615,000 | 693 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $880,000 | 1,494 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $851,000 | 1,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,433,000 | 901 |
| Mortgage-backed securities | $51,209,000 | 955 |
| Certificates of participation in pools of residential mortgages | $39,561,000 | 829 |
| Issued or guaranteed by U.S. | $39,561,000 | 819 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,648,000 | 1,049 |
| CMOs issued by government agencies or sponsored agencies | $8,033,000 | 1,059 |
| Privately issued | $3,615,000 | 655 |
| 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) | $142,485,000 | 716 |
| Total debt securities | $141,633,000 | 819 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $142,388,000 | 836 |
| U.S. Government securities | $101,848,000 | 829 |
| U.S. Treasury securities | $3,017,000 | 460 |
| U.S. Government agency obligations | $98,831,000 | 826 |
| Securities issued by states & political subdivisions | $35,008,000 | 546 |
| Other domestic debt securities | $4,564,000 | 1,132 |
| Privately issued residential mortgage-backed securities | $3,683,000 | 659 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $881,000 | 1,470 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $968,000 | 987 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,685,000 | 796 |
| Mortgage-backed securities | $45,783,000 | 992 |
| Certificates of participation in pools of residential mortgages | $33,976,000 | 882 |
| Issued or guaranteed by U.S. | $33,976,000 | 872 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $11,807,000 | 995 |
| CMOs issued by government agencies or sponsored agencies | $8,124,000 | 1,011 |
| Privately issued | $3,683,000 | 624 |
| 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) | $142,388,000 | 704 |
| Total debt securities | $141,419,000 | 819 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $136,454,000 | 870 |
| U.S. Government securities | $99,740,000 | 853 |
| U.S. Treasury securities | $2,981,000 | 535 |
| U.S. Government agency obligations | $96,759,000 | 848 |
| Securities issued by states & political subdivisions | $31,083,000 | 619 |
| Other domestic debt securities | $4,609,000 | 1,070 |
| Privately issued residential mortgage-backed securities | $3,726,000 | 617 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $883,000 | 1,441 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,022,000 | 953 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,466,000 | 780 |
| Mortgage-backed securities | $42,816,000 | 1,014 |
| Certificates of participation in pools of residential mortgages | $35,878,000 | 842 |
| Issued or guaranteed by U.S. | $35,878,000 | 833 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,938,000 | 1,327 |
| CMOs issued by government agencies or sponsored agencies | $3,212,000 | 1,568 |
| Privately issued | $3,726,000 | 583 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $136,454,000 | 735 |
| Total debt securities | $135,432,000 | 856 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 982 |
| Fair value | $2,997,000 | 979 |
| 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 | $134,340,000 | 885 |
| U.S. Government securities | $96,215,000 | 896 |
| U.S. Treasury securities | $3,001,000 | 565 |
| U.S. Government agency obligations | $93,214,000 | 896 |
| Securities issued by states & political subdivisions | $32,297,000 | 578 |
| Other domestic debt securities | $4,753,000 | 1,071 |
| Privately issued residential mortgage-backed securities | $3,865,000 | 591 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $888,000 | 1,473 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,075,000 | 963 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,638,000 | 759 |
| Mortgage-backed securities | $42,019,000 | 1,035 |
| Certificates of participation in pools of residential mortgages | $34,690,000 | 856 |
| Issued or guaranteed by U.S. | $34,690,000 | 848 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $7,329,000 | 1,251 |
| CMOs issued by government agencies or sponsored agencies | $3,464,000 | 1,513 |
| Privately issued | $3,865,000 | 552 |
| 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) | $134,340,000 | 745 |
| Total debt securities | $133,266,000 | 874 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,027 |
| Fair value | $3,000,000 | 1,028 |
| 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 | $127,520,000 | 969 |
| U.S. Government securities | $93,609,000 | 953 |
| U.S. Treasury securities | $2,992,000 | 606 |
| U.S. Government agency obligations | $90,617,000 | 953 |
| Securities issued by states & political subdivisions | $31,062,000 | 604 |
| Other domestic debt securities | $1,797,000 | 1,598 |
| Privately issued residential mortgage-backed securities | $907,000 | 912 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $890,000 | 1,497 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,052,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,478,000 | 750 |
| Mortgage-backed securities | $40,628,000 | 1,091 |
| Certificates of participation in pools of residential mortgages | $36,199,000 | 846 |
| Issued or guaranteed by U.S. | $36,199,000 | 837 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,429,000 | 1,619 |
| CMOs issued by government agencies or sponsored agencies | $3,522,000 | 1,518 |
| Privately issued | $907,000 | 861 |
| 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) | $127,520,000 | 822 |
| Total debt securities | $126,468,000 | 945 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $128,486,000 | 965 |
| U.S. Government securities | $94,556,000 | 959 |
| U.S. Treasury securities | $5,952,000 | 415 |
| U.S. Government agency obligations | $88,604,000 | 992 |
| Securities issued by states & political subdivisions | $31,094,000 | 613 |
| Other domestic debt securities | $1,814,000 | 1,593 |
| Privately issued residential mortgage-backed securities | $920,000 | 891 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $894,000 | 1,507 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,022,000 | 1,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,426,000 | 761 |
| Mortgage-backed securities | $39,155,000 | 1,129 |
| Certificates of participation in pools of residential mortgages | $34,617,000 | 885 |
| Issued or guaranteed by U.S. | $34,617,000 | 875 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,538,000 | 1,552 |
| CMOs issued by government agencies or sponsored agencies | $3,618,000 | 1,472 |
| Privately issued | $920,000 | 831 |
| 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) | $128,486,000 | 817 |
| Total debt securities | $127,466,000 | 948 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $122,301,000 | 999 |
| U.S. Government securities | $89,638,000 | 1,010 |
| U.S. Treasury securities | $5,924,000 | 451 |
| U.S. Government agency obligations | $83,714,000 | 1,053 |
| Securities issued by states & political subdivisions | $29,824,000 | 611 |
| Other domestic debt securities | $1,816,000 | 1,611 |
| Privately issued residential mortgage-backed securities | $924,000 | 871 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $892,000 | 1,550 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,023,000 | 1,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,259,000 | 811 |
| Mortgage-backed securities | $35,362,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $30,703,000 | 959 |
| Issued or guaranteed by U.S. | $30,703,000 | 950 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,659,000 | 1,527 |
| CMOs issued by government agencies or sponsored agencies | $3,735,000 | 1,446 |
| Privately issued | $924,000 | 814 |
| 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) | $122,301,000 | 845 |
| Total debt securities | $121,276,000 | 992 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $115,472,000 | 1,089 |
| U.S. Government securities | $80,774,000 | 1,129 |
| U.S. Treasury securities | $6,932,000 | 431 |
| U.S. Government agency obligations | $73,842,000 | 1,191 |
| Securities issued by states & political subdivisions | $31,820,000 | 569 |
| Other domestic debt securities | $1,848,000 | 1,652 |
| Privately issued residential mortgage-backed securities | $945,000 | 863 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $903,000 | 1,615 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,030,000 | 1,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,813,000 | 790 |
| Mortgage-backed securities | $30,341,000 | 1,351 |
| Certificates of participation in pools of residential mortgages | $27,440,000 | 1,051 |
| Issued or guaranteed by U.S. | $27,440,000 | 1,043 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,901,000 | 1,844 |
| CMOs issued by government agencies or sponsored agencies | $1,956,000 | 1,827 |
| Privately issued | $945,000 | 808 |
| 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) | $115,472,000 | 913 |
| Total debt securities | $114,442,000 | 1,066 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $113,715,000 | 1,104 |
| U.S. Government securities | $78,786,000 | 1,138 |
| U.S. Treasury securities | $6,952,000 | 438 |
| U.S. Government agency obligations | $71,834,000 | 1,215 |
| Securities issued by states & political subdivisions | $32,014,000 | 559 |
| Other domestic debt securities | $1,875,000 | 1,688 |
| Privately issued residential mortgage-backed securities | $963,000 | 825 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $912,000 | 1,713 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,040,000 | 1,062 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,308,000 | 758 |
| Mortgage-backed securities | $25,231,000 | 1,543 |
| Certificates of participation in pools of residential mortgages | $22,209,000 | 1,273 |
| Issued or guaranteed by U.S. | $22,209,000 | 1,263 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,022,000 | 1,807 |
| CMOs issued by government agencies or sponsored agencies | $2,059,000 | 1,806 |
| Privately issued | $963,000 | 774 |
| 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) | $113,715,000 | 929 |
| Total debt securities | $112,677,000 | 1,089 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $112,543,000 | 1,100 |
| U.S. Government securities | $79,123,000 | 1,137 |
| U.S. Treasury securities | $9,003,000 | 362 |
| U.S. Government agency obligations | $70,120,000 | 1,235 |
| Securities issued by states & political subdivisions | $31,432,000 | 572 |
| Other domestic debt securities | $927,000 | 2,223 |
| 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 | $927,000 | 1,770 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,061,000 | 1,074 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,443,000 | 715 |
| Mortgage-backed securities | $23,207,000 | 1,653 |
| Certificates of participation in pools of residential mortgages | $20,819,000 | 1,364 |
| Issued or guaranteed by U.S. | $20,819,000 | 1,355 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,388,000 | 1,974 |
| CMOs issued by government agencies or sponsored agencies | $2,388,000 | 1,736 |
| 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) | $112,543,000 | 919 |
| Total debt securities | $111,481,000 | 1,079 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $110,457,000 | 1,133 |
| U.S. Government securities | $77,861,000 | 1,150 |
| U.S. Treasury securities | $9,040,000 | 366 |
| U.S. Government agency obligations | $68,821,000 | 1,270 |
| Securities issued by states & political subdivisions | $30,639,000 | 580 |
| Other domestic debt securities | $933,000 | 2,293 |
| 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 | $933,000 | 1,853 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,024,000 | 1,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,927,000 | 943 |
| Mortgage-backed securities | $23,218,000 | 1,693 |
| Certificates of participation in pools of residential mortgages | $20,445,000 | 1,412 |
| Issued or guaranteed by U.S. | $20,445,000 | 1,399 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,773,000 | 1,917 |
| CMOs issued by government agencies or sponsored agencies | $2,773,000 | 1,689 |
| 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) | $110,457,000 | 955 |
| Total debt securities | $109,432,000 | 1,109 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $112,069,000 | 1,130 |
| U.S. Government securities | $81,646,000 | 1,129 |
| U.S. Treasury securities | $9,043,000 | 411 |
| U.S. Government agency obligations | $72,603,000 | 1,220 |
| Securities issued by states & political subdivisions | $28,474,000 | 627 |
| Other domestic debt securities | $936,000 | 2,352 |
| 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 | $936,000 | 1,931 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,013,000 | 1,137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,503,000 | 999 |
| Mortgage-backed securities | $25,035,000 | 1,656 |
| Certificates of participation in pools of residential mortgages | $21,988,000 | 1,369 |
| Issued or guaranteed by U.S. | $21,988,000 | 1,358 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,047,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $3,047,000 | 1,662 |
| 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) | $112,069,000 | 960 |
| Total debt securities | $111,056,000 | 1,109 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $114,466,000 | 1,121 |
| U.S. Government securities | $82,671,000 | 1,136 |
| U.S. Treasury securities | $9,177,000 | 420 |
| U.S. Government agency obligations | $73,494,000 | 1,221 |
| Securities issued by states & political subdivisions | $29,790,000 | 599 |
| Other domestic debt securities | $965,000 | 2,377 |
| 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 | $965,000 | 1,985 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,040,000 | 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 | $48,794,000 | 972 |
| Mortgage-backed securities | $27,126,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $23,817,000 | 1,314 |
| Issued or guaranteed by U.S. | $23,817,000 | 1,306 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,309,000 | 1,854 |
| CMOs issued by government agencies or sponsored agencies | $3,309,000 | 1,648 |
| 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) | $114,466,000 | 957 |
| Total debt securities | $113,426,000 | 1,104 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $118,305,000 | 1,085 |
| U.S. Government securities | $86,637,000 | 1,088 |
| U.S. Treasury securities | $10,290,000 | 361 |
| U.S. Government agency obligations | $76,347,000 | 1,172 |
| Securities issued by states & political subdivisions | $29,649,000 | 604 |
| Other domestic debt securities | $973,000 | 2,404 |
| 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 | $973,000 | 2,037 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,046,000 | 1,182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,630,000 | 994 |
| Mortgage-backed securities | $27,081,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $23,493,000 | 1,332 |
| Issued or guaranteed by U.S. | $23,493,000 | 1,323 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,588,000 | 1,783 |
| CMOs issued by government agencies or sponsored agencies | $3,588,000 | 1,585 |
| 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) | $118,305,000 | 914 |
| Total debt securities | $117,257,000 | 1,056 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $121,618,000 | 1,056 |
| U.S. Government securities | $91,238,000 | 1,049 |
| U.S. Treasury securities | $10,190,000 | 385 |
| U.S. Government agency obligations | $81,048,000 | 1,123 |
| Securities issued by states & political subdivisions | $28,376,000 | 626 |
| Other domestic debt securities | $950,000 | 2,521 |
| 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 | $950,000 | 2,149 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,054,000 | 1,196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,553,000 | 926 |
| Mortgage-backed securities | $28,617,000 | 1,559 |
| Certificates of participation in pools of residential mortgages | $24,918,000 | 1,289 |
| Issued or guaranteed by U.S. | $24,918,000 | 1,280 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,699,000 | 1,791 |
| CMOs issued by government agencies or sponsored agencies | $3,699,000 | 1,582 |
| 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) | $121,618,000 | 905 |
| Total debt securities | $120,563,000 | 1,032 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $123,428,000 | 1,054 |
| U.S. Government securities | $96,338,000 | 992 |
| U.S. Treasury securities | $10,538,000 | 372 |
| U.S. Government agency obligations | $85,800,000 | 1,060 |
| Securities issued by states & political subdivisions | $25,032,000 | 745 |
| Other domestic debt securities | $1,002,000 | 2,537 |
| 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 | $1,002,000 | 2,162 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,056,000 | 1,278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,387,000 | 900 |
| Mortgage-backed securities | $33,026,000 | 1,422 |
| Certificates of participation in pools of residential mortgages | $28,737,000 | 1,181 |
| Issued or guaranteed by U.S. | $28,737,000 | 1,172 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,289,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $4,289,000 | 1,522 |
| 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) | $123,428,000 | 894 |
| Total debt securities | $122,370,000 | 1,024 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $118,044,000 | 1,139 |
| U.S. Government securities | $89,603,000 | 1,112 |
| U.S. Treasury securities | $11,493,000 | 366 |
| U.S. Government agency obligations | $78,110,000 | 1,220 |
| Securities issued by states & political subdivisions | $24,382,000 | 756 |
| Other domestic debt securities | $981,000 | 2,640 |
| 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 | $981,000 | 2,336 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $3,078,000 | 835 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,394,000 | 947 |
| Mortgage-backed securities | $25,536,000 | 1,725 |
| Certificates of participation in pools of residential mortgages | $22,044,000 | 1,433 |
| Issued or guaranteed by U.S. | $22,044,000 | 1,422 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,492,000 | 1,872 |
| CMOs issued by government agencies or sponsored agencies | $3,492,000 | 1,761 |
| 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) | $118,044,000 | 971 |
| Total debt securities | $114,966,000 | 1,131 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $114,656,000 | 1,161 |
| U.S. Government securities | $86,763,000 | 1,136 |
| U.S. Treasury securities | $11,589,000 | 361 |
| U.S. Government agency obligations | $75,174,000 | 1,245 |
| Securities issued by states & political subdivisions | $23,773,000 | 788 |
| Other domestic debt securities | $985,000 | 2,751 |
| 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 | $985,000 | 2,453 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $3,135,000 | 864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,523,000 | 1,131 |
| Mortgage-backed securities | $22,865,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $21,230,000 | 1,468 |
| Issued or guaranteed by U.S. | $21,230,000 | 1,462 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,635,000 | 2,485 |
| CMOs issued by government agencies or sponsored agencies | $1,635,000 | 2,349 |
| 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) | $114,656,000 | 995 |
| Total debt securities | $111,519,000 | 1,156 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $122,990,000 | 1,057 |
| U.S. Government securities | $94,105,000 | 999 |
| U.S. Treasury securities | $11,795,000 | 362 |
| U.S. Government agency obligations | $82,310,000 | 1,093 |
| Securities issued by states & political subdivisions | $24,753,000 | 742 |
| Other domestic debt securities | $1,031,000 | 2,733 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,031,000 | 2,411 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,101,000 | 890 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,417,000 | 5,585 |
| Mortgage-backed securities | $22,815,000 | 1,875 |
| Certificates of participation in pools of residential mortgages | $20,577,000 | 1,507 |
| Issued or guaranteed by U.S. | $20,577,000 | 1,500 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,238,000 | 2,407 |
| CMOs issued by government agencies or sponsored agencies | $2,238,000 | 2,278 |
| 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) | $122,990,000 | 898 |
| Total debt securities | $119,888,000 | 1,052 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $126,709,000 | 1,024 |
| U.S. Government securities | $99,261,000 | 963 |
| U.S. Treasury securities | $11,157,000 | 395 |
| U.S. Government agency obligations | $88,104,000 | 1,019 |
| Securities issued by states & political subdivisions | $24,385,000 | 714 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $3,063,000 | 893 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,942,000 | 809 |
| Mortgage-backed securities | $26,705,000 | 1,661 |
| Certificates of participation in pools of residential mortgages | $25,243,000 | 1,274 |
| Issued or guaranteed by U.S. | $25,243,000 | 1,270 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,462,000 | 2,855 |
| CMOs issued by government agencies or sponsored agencies | $1,462,000 | 2,722 |
| 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) | $126,709,000 | 880 |
| Total debt securities | $123,648,000 | 1,007 |
| 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 | $123,352,000 | 1,009 |
| U.S. Government securities | $97,491,000 | 943 |
| U.S. Treasury securities | $12,184,000 | 382 |
| U.S. Government agency obligations | $85,307,000 | 1,018 |
| Securities issued by states & political subdivisions | $22,804,000 | 747 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,057,000 | 900 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,787,000 | 990 |
| Mortgage-backed securities | $27,136,000 | 1,621 |
| Certificates of participation in pools of residential mortgages | $25,339,000 | 1,223 |
| Issued or guaranteed by U.S. | $25,339,000 | 1,215 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,797,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $1,797,000 | 2,594 |
| 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) | $123,352,000 | 863 |
| Total debt securities | $120,295,000 | 990 |
| 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 | $82,645,000 | 1,362 |
| U.S. Government securities | $68,486,000 | 1,178 |
| U.S. Treasury securities | $12,403,000 | 394 |
| U.S. Government agency obligations | $56,083,000 | 1,371 |
| Securities issued by states & political subdivisions | $13,159,000 | 1,294 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,000,000 | 1,339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,130,000 | 1,998 |
| Mortgage-backed securities | $17,563,000 | 2,033 |
| Certificates of participation in pools of residential mortgages | $17,563,000 | 1,438 |
| Issued or guaranteed by U.S. | $17,563,000 | 1,429 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $82,645,000 | 1,131 |
| Total debt securities | $81,643,000 | 1,338 |
| Structured notes | ||
| Amortized cost | $107,000 | 844 |
| Fair value | $107,000 | 842 |
| 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 | $90,165,000 | 1,237 |
| U.S. Government securities | $76,865,000 | 1,076 |
| U.S. Treasury securities | $23,433,000 | 294 |
| U.S. Government agency obligations | $53,432,000 | 1,386 |
| Securities issued by states & political subdivisions | $12,282,000 | 1,350 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,018,000 | 2,491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,563,000 | 1,572 |
| Mortgage-backed securities | $18,163,000 | 1,596 |
| Certificates of participation in pools of residential mortgages | $17,975,000 | 1,160 |
| Issued or guaranteed by U.S. | $17,975,000 | 1,152 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $188,000 | 3,794 |
| CMOs issued by government agencies or sponsored agencies | $188,000 | 3,613 |
| 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) | $90,165,000 | 972 |
| Total debt securities | $89,147,000 | 1,199 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $84,660,000 | 1,362 |
| U.S. Government securities | $73,369,000 | 1,173 |
| U.S. Treasury securities | $27,202,000 | 358 |
| U.S. Government agency obligations | $46,167,000 | 1,628 |
| Securities issued by states & political subdivisions | $10,273,000 | 1,632 |
| 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 | $1,018,000 | 2,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,121,000 | 2,195 |
| Mortgage-backed securities | $20,578,000 | 1,586 |
| Certificates of participation in pools of residential mortgages | $20,035,000 | 1,145 |
| Issued or guaranteed by U.S. | $20,035,000 | 1,136 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $543,000 | 3,460 |
| CMOs issued by government agencies or sponsored agencies | $543,000 | 3,309 |
| 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) | $84,660,000 | 1,031 |
| Total debt securities | $83,642,000 | 1,323 |
| 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 | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $81,111,000 | 1,455 |
| U.S. Government securities | $68,501,000 | 1,295 |
| U.S. Treasury securities | $32,993,000 | 417 |
| U.S. Government agency obligations | $35,508,000 | 2,022 |
| Securities issued by states & political subdivisions | $11,671,000 | 1,442 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $939,000 | 2,435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,139,000 | 2,024 |
| Mortgage-backed securities | $13,123,000 | 2,259 |
| Certificates of participation in pools of residential mortgages | $11,617,000 | 1,767 |
| Issued or guaranteed by U.S. | $11,617,000 | 1,755 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,506,000 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $1,506,000 | 2,769 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $81,111,000 | 1,077 |
| Total debt securities | $80,172,000 | 1,413 |
| 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 | $79,540,000 | 1,450 |
| U.S. Government securities | $65,619,000 | 1,374 |
| U.S. Treasury securities | $38,854,000 | 477 |
| U.S. Government agency obligations | $26,765,000 | 2,529 |
| Securities issued by states & political subdivisions | $11,013,000 | 1,314 |
| 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 | $2,908,000 | 1,136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,229,000 | 6,245 |
| Mortgage-backed securities | $7,767,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $4,120,000 | 3,225 |
| Issued or guaranteed by U.S. | $4,120,000 | 3,211 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,647,000 | 2,030 |
| CMOs issued by government agencies or sponsored agencies | $3,647,000 | 1,952 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $79,540,000 | 1,015 |
| Total debt securities | $76,632,000 | 1,453 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $499,000 | 1,905 |
| 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 | $76,168,000 | 1,599 |
| U.S. Government securities | $61,740,000 | 1,571 |
| U.S. Treasury securities | $30,669,000 | 770 |
| U.S. Government agency obligations | $31,071,000 | 2,302 |
| Securities issued by states & political subdivisions | $11,580,000 | 1,249 |
| 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 | $2,848,000 | 1,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,241,000 | 2,875 |
| Mortgage-backed securities | $8,867,000 | 3,123 |
| Certificates of participation in pools of residential mortgages | $3,830,000 | 3,668 |
| Issued or guaranteed by U.S. | $3,830,000 | 3,648 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,037,000 | 1,932 |
| CMOs issued by government agencies or sponsored agencies | $5,037,000 | 1,832 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $76,168,000 | 1,086 |
| Total debt securities | $73,320,000 | 1,594 |
| Structured notes | ||
| Amortized cost | $3,699,000 | 560 |
| Fair value | $3,688,000 | 550 |
| 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 | $71,189,000 | 1,777 |
| U.S. Government securities | $57,438,000 | 1,766 |
| U.S. Treasury securities | $24,323,000 | 1,165 |
| U.S. Government agency obligations | $33,115,000 | 2,102 |
| Securities issued by states & political subdivisions | $10,671,000 | 1,380 |
| Other domestic debt securities | $373,000 | 3,504 |
| Privately issued residential mortgage-backed securities | $373,000 | 1,311 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $2,707,000 | 1,161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,751,000 | 3,901 |
| Mortgage-backed securities | $9,568,000 | 3,178 |
| Certificates of participation in pools of residential mortgages | $2,492,000 | 4,516 |
| Issued or guaranteed by U.S. | $2,492,000 | 4,490 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $7,076,000 | 1,740 |
| CMOs issued by government agencies or sponsored agencies | $6,703,000 | 1,728 |
| Privately issued | $373,000 | 1,047 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $71,189,000 | 1,185 |
| Total debt securities | $68,482,000 | 1,780 |
| 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 | $69,327,000 | 1,901 |
| U.S. Government securities | $56,758,000 | 1,860 |
| U.S. Treasury securities | $19,236,000 | 1,838 |
| U.S. Government agency obligations | $37,522,000 | 1,805 |
| Securities issued by states & political subdivisions | $10,548,000 | 1,406 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,021,000 | 1,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,683,000 | 6,356 |
| Mortgage-backed securities | $11,048,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | $2,761,000 | 4,546 |
| Issued or guaranteed by U.S. | $2,761,000 | 4,521 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $8,287,000 | 1,656 |
| CMOs issued by government agencies or sponsored agencies | $8,287,000 | 1,572 |
| 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) | $18,835,000 | 3,626 |
| Available-for-sale securities (fair market value) | $50,492,000 | 1,129 |
| Total debt securities | $67,306,000 | 1,898 |
| 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 | $61,265,000 | 2,228 |
| U.S. Government securities | $48,175,000 | 2,287 |
| U.S. Treasury securities | $16,298,000 | 2,247 |
| U.S. Government agency obligations | $31,877,000 | 2,173 |
| Securities issued by states & political subdivisions | $10,949,000 | 1,365 |
| Other domestic debt securities | $98,000 | 5,891 |
| Privately issued residential mortgage-backed securities | $98,000 | 2,725 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $2,043,000 | 1,384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,892,000 | 4,685 |
| Mortgage-backed securities | $12,425,000 | 3,168 |
| Certificates of participation in pools of residential mortgages | $5,748,000 | 3,482 |
| Issued or guaranteed by U.S. | $5,748,000 | 3,442 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $6,677,000 | 2,203 |
| CMOs issued by government agencies or sponsored agencies | $6,579,000 | 2,084 |
| Privately issued | $98,000 | 2,308 |
| 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 | $59,222,000 | 2,249 |
| 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 | $53,344,000 | 2,545 |
| U.S. Government securities | $42,379,000 | 2,538 |
| U.S. Treasury securities | $16,269,000 | 2,289 |
| U.S. Government agency obligations | $26,110,000 | 2,572 |
| Securities issued by states & political subdivisions | $10,424,000 | 1,291 |
| Other domestic debt securities | $488,000 | 5,174 |
| Privately issued residential mortgage-backed securities | $488,000 | 2,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $53,000 | 6,266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,740,000 | 5,324 |
| Mortgage-backed securities | $10,780,000 | 3,563 |
| Certificates of participation in pools of residential mortgages | $738,000 | 8,029 |
| Issued or guaranteed by U.S. | $738,000 | 7,968 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $10,042,000 | 1,675 |
| CMOs issued by government agencies or sponsored agencies | $9,554,000 | 1,566 |
| Privately issued | $488,000 | 2,004 |
| 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 | $53,291,000 | 2,482 |
| 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 |