Home > Alpine Bank & Trust Co. > Securities
Alpine Bank & Trust Co., Securities
| 2018-06-30 | Rank | |
| Total securities | $271,634,000 | 526 |
| U.S. Government securities | $184,647,000 | 510 |
| U.S. Treasury securities | $5,034,000 | 607 |
| U.S. Government agency obligations | $179,613,000 | 489 |
| Securities issued by states & political subdivisions | $85,867,000 | 396 |
| Other domestic debt securities | $526,000 | 1,836 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $526,000 | 1,310 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,247,000 | 575 |
| Mortgage-backed securities | $127,527,000 | 520 |
| Certificates of participation in pools of residential mortgages | $34,303,000 | 925 |
| Issued or guaranteed by U.S. | $34,303,000 | 905 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $65,089,000 | 330 |
| CMOs issued by government agencies or sponsored agencies | $65,089,000 | 314 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $28,135,000 | 329 |
| Commercial mortgage pass-through securities | $1,903,000 | 848 |
| Other commercial mortgage-backed securities | $26,232,000 | 216 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $271,040,000 | 464 |
| Total debt securities | $271,040,000 | 519 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $298,308,000 | 490 |
| U.S. Government securities | $197,944,000 | 486 |
| U.S. Treasury securities | $15,062,000 | 317 |
| U.S. Government agency obligations | $182,882,000 | 490 |
| Securities issued by states & political subdivisions | $87,857,000 | 387 |
| Other domestic debt securities | $4,114,000 | 904 |
| Privately issued residential mortgage-backed securities | $3,586,000 | 175 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $528,000 | 1,345 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,947,000 | 592 |
| Mortgage-backed securities | $123,924,000 | 540 |
| Certificates of participation in pools of residential mortgages | $36,925,000 | 891 |
| Issued or guaranteed by U.S. | $36,925,000 | 890 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $58,129,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $54,543,000 | 356 |
| Privately issued | $3,586,000 | 164 |
| Commercial mortgage-backed securities | $28,870,000 | 300 |
| Commercial mortgage pass-through securities | $1,936,000 | 669 |
| Other commercial mortgage-backed securities | $26,934,000 | 210 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $289,915,000 | 445 |
| Total debt securities | $289,915,000 | 498 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $319,735,000 | 463 |
| U.S. Government securities | $209,217,000 | 464 |
| U.S. Treasury securities | $15,124,000 | 305 |
| U.S. Government agency obligations | $194,093,000 | 472 |
| Securities issued by states & political subdivisions | $96,510,000 | 366 |
| Other domestic debt securities | $5,496,000 | 779 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $5,496,000 | 587 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $8,512,000 | 161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,404,000 | 582 |
| Mortgage-backed securities | $130,703,000 | 512 |
| Certificates of participation in pools of residential mortgages | $39,764,000 | 874 |
| Issued or guaranteed by U.S. | $39,764,000 | 874 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $46,814,000 | 424 |
| CMOs issued by government agencies or sponsored agencies | $46,814,000 | 400 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $44,125,000 | 232 |
| Commercial mortgage pass-through securities | $2,004,000 | 660 |
| Other commercial mortgage-backed securities | $42,121,000 | 162 |
| Held to maturity securities (book value) | $5,496,000 | 1,126 |
| Available-for-sale securities (fair market value) | $314,239,000 | 409 |
| Total debt securities | $311,223,000 | 467 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $339,782,000 | 451 |
| U.S. Government securities | $225,931,000 | 436 |
| U.S. Treasury securities | $20,458,000 | 248 |
| U.S. Government agency obligations | $205,473,000 | 447 |
| Securities issued by states & political subdivisions | $99,792,000 | 355 |
| Other domestic debt securities | $5,496,000 | 789 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $5,496,000 | 603 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $8,563,000 | 166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,193,000 | 487 |
| Mortgage-backed securities | $136,091,000 | 491 |
| Certificates of participation in pools of residential mortgages | $42,616,000 | 852 |
| Issued or guaranteed by U.S. | $42,616,000 | 852 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $48,840,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $48,840,000 | 387 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $44,635,000 | 225 |
| Commercial mortgage pass-through securities | $2,017,000 | 666 |
| Other commercial mortgage-backed securities | $42,618,000 | 151 |
| Held to maturity securities (book value) | $5,496,000 | 1,166 |
| Available-for-sale securities (fair market value) | $334,286,000 | 397 |
| Total debt securities | $331,219,000 | 451 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $345,001,000 | 443 |
| U.S. Government securities | $230,928,000 | 436 |
| U.S. Treasury securities | $20,539,000 | 247 |
| U.S. Government agency obligations | $210,389,000 | 447 |
| Securities issued by states & political subdivisions | $99,528,000 | 365 |
| Other domestic debt securities | $6,000,000 | 776 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $6,000,000 | 585 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $8,545,000 | 163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,790,000 | 451 |
| Mortgage-backed securities | $140,576,000 | 485 |
| Certificates of participation in pools of residential mortgages | $45,428,000 | 831 |
| Issued or guaranteed by U.S. | $45,428,000 | 831 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $50,307,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $50,307,000 | 382 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $44,841,000 | 227 |
| Commercial mortgage pass-through securities | $2,020,000 | 649 |
| Other commercial mortgage-backed securities | $42,821,000 | 150 |
| Held to maturity securities (book value) | $5,496,000 | 1,186 |
| Available-for-sale securities (fair market value) | $339,505,000 | 390 |
| Total debt securities | $336,456,000 | 450 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $349,191,000 | 447 |
| U.S. Government securities | $232,818,000 | 438 |
| U.S. Treasury securities | $20,636,000 | 259 |
| U.S. Government agency obligations | $212,182,000 | 447 |
| Securities issued by states & political subdivisions | $102,868,000 | 355 |
| Other domestic debt securities | $6,005,000 | 785 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $6,005,000 | 594 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $7,500,000 | 173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,936,000 | 537 |
| Mortgage-backed securities | $132,011,000 | 524 |
| Certificates of participation in pools of residential mortgages | $48,224,000 | 816 |
| Issued or guaranteed by U.S. | $48,224,000 | 816 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $40,946,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $40,946,000 | 454 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $42,841,000 | 229 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $42,841,000 | 143 |
| Held to maturity securities (book value) | $5,495,000 | 1,208 |
| Available-for-sale securities (fair market value) | $343,696,000 | 389 |
| Total debt securities | $341,691,000 | 447 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $346,398,000 | 443 |
| U.S. Government securities | $227,278,000 | 438 |
| U.S. Treasury securities | $20,727,000 | 257 |
| U.S. Government agency obligations | $206,551,000 | 446 |
| Securities issued by states & political subdivisions | $105,607,000 | 346 |
| Other domestic debt securities | $6,010,000 | 788 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $6,010,000 | 584 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $7,503,000 | 175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,084,000 | 492 |
| Mortgage-backed securities | $120,908,000 | 546 |
| Certificates of participation in pools of residential mortgages | $51,086,000 | 770 |
| Issued or guaranteed by U.S. | $51,086,000 | 769 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $26,825,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $26,825,000 | 582 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $42,997,000 | 219 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $42,997,000 | 139 |
| Held to maturity securities (book value) | $5,495,000 | 1,217 |
| Available-for-sale securities (fair market value) | $340,903,000 | 385 |
| Total debt securities | $338,895,000 | 444 |
| 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 | $349,881,000 | 440 |
| U.S. Government securities | $225,758,000 | 437 |
| U.S. Treasury securities | $21,013,000 | 233 |
| U.S. Government agency obligations | $204,745,000 | 459 |
| Securities issued by states & political subdivisions | $110,397,000 | 318 |
| Other domestic debt securities | $6,017,000 | 776 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $6,017,000 | 584 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $7,709,000 | 169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,611,000 | 419 |
| Mortgage-backed securities | $117,206,000 | 579 |
| Certificates of participation in pools of residential mortgages | $55,413,000 | 723 |
| Issued or guaranteed by U.S. | $55,413,000 | 723 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,949,000 | 810 |
| CMOs issued by government agencies or sponsored agencies | $17,949,000 | 770 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $43,844,000 | 205 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $43,844,000 | 133 |
| Held to maturity securities (book value) | $5,495,000 | 1,222 |
| Available-for-sale securities (fair market value) | $344,386,000 | 387 |
| Total debt securities | $342,172,000 | 440 |
| 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 | $327,903,000 | 471 |
| U.S. Government securities | $212,866,000 | 458 |
| U.S. Treasury securities | $21,194,000 | 236 |
| U.S. Government agency obligations | $191,672,000 | 481 |
| Securities issued by states & political subdivisions | $101,776,000 | 347 |
| Other domestic debt securities | $5,528,000 | 832 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,528,000 | 610 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $7,733,000 | 172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,649,000 | 390 |
| Mortgage-backed securities | $99,033,000 | 656 |
| Certificates of participation in pools of residential mortgages | $53,736,000 | 738 |
| Issued or guaranteed by U.S. | $53,736,000 | 735 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,178,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $1,178,000 | 2,394 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $44,119,000 | 193 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $44,119,000 | 121 |
| Held to maturity securities (book value) | $5,000,000 | 1,286 |
| Available-for-sale securities (fair market value) | $322,903,000 | 408 |
| Total debt securities | $320,170,000 | 478 |
| 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 | $368,398,000 | 429 |
| U.S. Government securities | $255,972,000 | 409 |
| U.S. Treasury securities | $42,927,000 | 147 |
| U.S. Government agency obligations | $213,045,000 | 453 |
| Securities issued by states & political subdivisions | $99,245,000 | 350 |
| Other domestic debt securities | $5,533,000 | 831 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,533,000 | 615 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $7,648,000 | 175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,448,000 | 386 |
| Mortgage-backed securities | $101,530,000 | 650 |
| Certificates of participation in pools of residential mortgages | $56,539,000 | 710 |
| Issued or guaranteed by U.S. | $56,539,000 | 710 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,241,000 | 2,460 |
| CMOs issued by government agencies or sponsored agencies | $1,241,000 | 2,389 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $43,750,000 | 181 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $43,750,000 | 116 |
| Held to maturity securities (book value) | $5,000,000 | 1,314 |
| Available-for-sale securities (fair market value) | $363,398,000 | 362 |
| Total debt securities | $360,750,000 | 430 |
| 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 | $368,555,000 | 430 |
| U.S. Government securities | $258,960,000 | 408 |
| U.S. Treasury securities | $42,580,000 | 162 |
| U.S. Government agency obligations | $216,380,000 | 445 |
| Securities issued by states & political subdivisions | $96,007,000 | 363 |
| Other domestic debt securities | $6,039,000 | 780 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $6,039,000 | 577 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $7,549,000 | 179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,744,000 | 384 |
| Mortgage-backed securities | $100,652,000 | 648 |
| Certificates of participation in pools of residential mortgages | $65,633,000 | 637 |
| Issued or guaranteed by U.S. | $65,633,000 | 637 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,452,000 | 2,420 |
| CMOs issued by government agencies or sponsored agencies | $1,452,000 | 2,351 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $33,567,000 | 192 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $33,567,000 | 125 |
| Held to maturity securities (book value) | $5,000,000 | 1,332 |
| Available-for-sale securities (fair market value) | $363,555,000 | 363 |
| Total debt securities | $361,006,000 | 432 |
| 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 | $384,639,000 | 409 |
| U.S. Government securities | $272,252,000 | 395 |
| U.S. Treasury securities | $42,975,000 | 146 |
| U.S. Government agency obligations | $229,277,000 | 431 |
| Securities issued by states & political subdivisions | $98,206,000 | 341 |
| Other domestic debt securities | $6,553,000 | 760 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $6,553,000 | 550 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $7,628,000 | 176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,240,000 | 389 |
| Mortgage-backed securities | $105,215,000 | 626 |
| Certificates of participation in pools of residential mortgages | $69,908,000 | 590 |
| Issued or guaranteed by U.S. | $69,908,000 | 590 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,543,000 | 2,407 |
| CMOs issued by government agencies or sponsored agencies | $1,543,000 | 2,337 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $33,764,000 | 178 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $33,764,000 | 116 |
| Held to maturity securities (book value) | $5,000,000 | 1,348 |
| Available-for-sale securities (fair market value) | $379,639,000 | 344 |
| Total debt securities | $377,011,000 | 408 |
| 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 | $418,056,000 | 380 |
| U.S. Government securities | $308,311,000 | 353 |
| U.S. Treasury securities | $68,813,000 | 102 |
| U.S. Government agency obligations | $239,498,000 | 422 |
| Securities issued by states & political subdivisions | $99,606,000 | 313 |
| Other domestic debt securities | $2,576,000 | 1,184 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $2,576,000 | 919 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $7,563,000 | 178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,045,000 | 381 |
| Mortgage-backed securities | $109,911,000 | 607 |
| Certificates of participation in pools of residential mortgages | $74,365,000 | 572 |
| Issued or guaranteed by U.S. | $74,365,000 | 571 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,638,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $1,638,000 | 2,370 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $33,908,000 | 164 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $33,908,000 | 109 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $418,056,000 | 316 |
| Total debt securities | $410,493,000 | 381 |
| 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 | $428,300,000 | 369 |
| U.S. Government securities | $314,493,000 | 345 |
| U.S. Treasury securities | $69,076,000 | 92 |
| U.S. Government agency obligations | $245,417,000 | 426 |
| Securities issued by states & political subdivisions | $104,562,000 | 292 |
| Other domestic debt securities | $2,602,000 | 1,193 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,602,000 | 914 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $6,643,000 | 195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,787,000 | 428 |
| Mortgage-backed securities | $114,803,000 | 591 |
| Certificates of participation in pools of residential mortgages | $79,096,000 | 542 |
| Issued or guaranteed by U.S. | $79,096,000 | 542 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,762,000 | 2,445 |
| CMOs issued by government agencies or sponsored agencies | $1,762,000 | 2,370 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $33,945,000 | 161 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $33,945,000 | 108 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $428,300,000 | 304 |
| Total debt securities | $421,657,000 | 367 |
| 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 | $434,482,000 | 357 |
| U.S. Government securities | $317,453,000 | 349 |
| U.S. Treasury securities | $68,654,000 | 97 |
| U.S. Government agency obligations | $248,799,000 | 426 |
| Securities issued by states & political subdivisions | $107,824,000 | 271 |
| Other domestic debt securities | $2,619,000 | 1,189 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,619,000 | 913 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $6,586,000 | 194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,395,000 | 441 |
| Mortgage-backed securities | $121,743,000 | 564 |
| Certificates of participation in pools of residential mortgages | $86,199,000 | 515 |
| Issued or guaranteed by U.S. | $86,199,000 | 512 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,878,000 | 2,451 |
| CMOs issued by government agencies or sponsored agencies | $1,878,000 | 2,373 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $33,666,000 | 161 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $33,666,000 | 103 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $434,482,000 | 297 |
| Total debt securities | $427,896,000 | 358 |
| 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 | $445,407,000 | 349 |
| U.S. Government securities | $325,096,000 | 342 |
| U.S. Treasury securities | $68,303,000 | 90 |
| U.S. Government agency obligations | $256,793,000 | 413 |
| Securities issued by states & political subdivisions | $111,126,000 | 258 |
| Other domestic debt securities | $2,650,000 | 1,230 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,650,000 | 934 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $6,535,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $162,316,000 | 419 |
| Mortgage-backed securities | $125,216,000 | 558 |
| Certificates of participation in pools of residential mortgages | $89,754,000 | 506 |
| Issued or guaranteed by U.S. | $89,754,000 | 505 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,970,000 | 2,472 |
| CMOs issued by government agencies or sponsored agencies | $1,970,000 | 2,383 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $33,492,000 | 156 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $33,492,000 | 99 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $445,407,000 | 291 |
| Total debt securities | $438,872,000 | 350 |
| 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 | $441,302,000 | 361 |
| U.S. Government securities | $320,201,000 | 353 |
| U.S. Treasury securities | $53,006,000 | 103 |
| U.S. Government agency obligations | $267,195,000 | 396 |
| Securities issued by states & political subdivisions | $111,875,000 | 257 |
| Other domestic debt securities | $2,674,000 | 1,261 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,674,000 | 958 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $6,552,000 | 201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,523,000 | 398 |
| Mortgage-backed securities | $130,521,000 | 540 |
| Certificates of participation in pools of residential mortgages | $94,883,000 | 479 |
| Issued or guaranteed by U.S. | $94,883,000 | 478 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,076,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $2,076,000 | 2,380 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $33,562,000 | 151 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $33,562,000 | 98 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $441,302,000 | 297 |
| Total debt securities | $434,750,000 | 361 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $419,920,000 | 383 |
| U.S. Government securities | $296,260,000 | 379 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $296,260,000 | 370 |
| Securities issued by states & political subdivisions | $114,497,000 | 248 |
| Other domestic debt securities | $2,690,000 | 1,290 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,690,000 | 982 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $6,473,000 | 214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,842,000 | 509 |
| Mortgage-backed securities | $128,560,000 | 554 |
| Certificates of participation in pools of residential mortgages | $98,367,000 | 464 |
| Issued or guaranteed by U.S. | $98,367,000 | 463 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,176,000 | 2,430 |
| CMOs issued by government agencies or sponsored agencies | $2,176,000 | 2,354 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $28,017,000 | 161 |
| Commercial mortgage pass-through securities | $39,000 | 690 |
| Other commercial mortgage-backed securities | $27,978,000 | 106 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $419,920,000 | 322 |
| Total debt securities | $413,447,000 | 380 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $437,439,000 | 355 |
| U.S. Government securities | $311,176,000 | 358 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $311,176,000 | 344 |
| Securities issued by states & political subdivisions | $116,609,000 | 234 |
| Other domestic debt securities | $3,215,000 | 1,232 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,215,000 | 918 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $6,439,000 | 213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,444,000 | 491 |
| Mortgage-backed securities | $132,073,000 | 533 |
| Certificates of participation in pools of residential mortgages | $101,856,000 | 429 |
| Issued or guaranteed by U.S. | $101,856,000 | 428 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,289,000 | 2,372 |
| CMOs issued by government agencies or sponsored agencies | $2,289,000 | 2,292 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $27,928,000 | 157 |
| Commercial mortgage pass-through securities | $97,000 | 615 |
| Other commercial mortgage-backed securities | $27,831,000 | 101 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $437,439,000 | 305 |
| Total debt securities | $431,000,000 | 355 |
| Structured notes | ||
| Amortized cost | $2,025,000 | 1,189 |
| Fair value | $2,083,000 | 1,171 |
| 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 | $427,083,000 | 360 |
| U.S. Government securities | $297,799,000 | 370 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $297,799,000 | 355 |
| Securities issued by states & political subdivisions | $119,524,000 | 225 |
| Other domestic debt securities | $3,230,000 | 1,264 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,230,000 | 944 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $6,530,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,344,000 | 391 |
| Mortgage-backed securities | $137,013,000 | 523 |
| Certificates of participation in pools of residential mortgages | $106,793,000 | 419 |
| Issued or guaranteed by U.S. | $106,793,000 | 417 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,404,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $2,404,000 | 2,290 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $27,816,000 | 154 |
| Commercial mortgage pass-through securities | $155,000 | 585 |
| Other commercial mortgage-backed securities | $27,661,000 | 96 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $427,083,000 | 309 |
| Total debt securities | $420,553,000 | 360 |
| Structured notes | ||
| Amortized cost | $2,030,000 | 1,170 |
| Fair value | $2,096,000 | 1,155 |
| 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 | $378,836,000 | 394 |
| U.S. Government securities | $250,738,000 | 442 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $250,738,000 | 428 |
| Securities issued by states & political subdivisions | $118,297,000 | 226 |
| Other domestic debt securities | $3,243,000 | 1,284 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,243,000 | 950 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $6,558,000 | 211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,174,000 | 392 |
| Mortgage-backed securities | $126,345,000 | 557 |
| Certificates of participation in pools of residential mortgages | $108,299,000 | 419 |
| Issued or guaranteed by U.S. | $108,299,000 | 418 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,903,000 | 2,307 |
| CMOs issued by government agencies or sponsored agencies | $2,903,000 | 2,218 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $15,143,000 | 205 |
| Commercial mortgage pass-through securities | $212,000 | 578 |
| Other commercial mortgage-backed securities | $14,931,000 | 116 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $378,836,000 | 345 |
| Total debt securities | $372,278,000 | 396 |
| Structured notes | ||
| Amortized cost | $2,036,000 | 1,158 |
| Fair value | $2,106,000 | 1,144 |
| 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 | $328,734,000 | 470 |
| U.S. Government securities | $203,469,000 | 540 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $203,469,000 | 523 |
| Securities issued by states & political subdivisions | $115,205,000 | 232 |
| Other domestic debt securities | $3,299,000 | 1,269 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,299,000 | 925 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $6,761,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,191,000 | 471 |
| Mortgage-backed securities | $61,639,000 | 1,099 |
| Certificates of participation in pools of residential mortgages | $57,399,000 | 779 |
| Issued or guaranteed by U.S. | $57,399,000 | 778 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,971,000 | 2,141 |
| CMOs issued by government agencies or sponsored agencies | $3,971,000 | 2,047 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $269,000 | 723 |
| Commercial mortgage pass-through securities | $269,000 | 519 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $328,734,000 | 416 |
| Total debt securities | $321,973,000 | 468 |
| Structured notes | ||
| Amortized cost | $2,042,000 | 1,177 |
| Fair value | $2,124,000 | 1,165 |
| 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 | $398,391,000 | 376 |
| U.S. Government securities | $268,866,000 | 416 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $268,866,000 | 402 |
| Securities issued by states & political subdivisions | $119,912,000 | 209 |
| Other domestic debt securities | $3,307,000 | 1,242 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,307,000 | 887 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $6,306,000 | 216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $182,439,000 | 363 |
| Mortgage-backed securities | $118,087,000 | 602 |
| Certificates of participation in pools of residential mortgages | $112,508,000 | 404 |
| Issued or guaranteed by U.S. | $112,508,000 | 403 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,255,000 | 2,001 |
| CMOs issued by government agencies or sponsored agencies | $5,255,000 | 1,913 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $324,000 | 597 |
| Commercial mortgage pass-through securities | $324,000 | 443 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $398,391,000 | 331 |
| Total debt securities | $392,085,000 | 376 |
| Structured notes | ||
| Amortized cost | $3,049,000 | 1,012 |
| Fair value | $3,137,000 | 1,000 |
| 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 | $434,977,000 | 348 |
| U.S. Government securities | $306,388,000 | 365 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $306,388,000 | 354 |
| Securities issued by states & political subdivisions | $118,889,000 | 201 |
| Other domestic debt securities | $3,320,000 | 1,272 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,320,000 | 926 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $6,380,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,586,000 | 332 |
| Mortgage-backed securities | $139,030,000 | 557 |
| Certificates of participation in pools of residential mortgages | $131,466,000 | 376 |
| Issued or guaranteed by U.S. | $131,466,000 | 375 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,185,000 | 1,817 |
| CMOs issued by government agencies or sponsored agencies | $7,185,000 | 1,727 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $379,000 | 563 |
| Commercial mortgage pass-through securities | $379,000 | 405 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $434,977,000 | 310 |
| Total debt securities | $428,597,000 | 348 |
| Structured notes | ||
| Amortized cost | $9,559,000 | 460 |
| Fair value | $9,655,000 | 459 |
| 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 | $406,091,000 | 373 |
| U.S. Government securities | $282,822,000 | 399 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $282,822,000 | 382 |
| Securities issued by states & political subdivisions | $114,704,000 | 206 |
| Other domestic debt securities | $3,234,000 | 1,301 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,234,000 | 953 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $5,331,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,742,000 | 369 |
| Mortgage-backed securities | $109,513,000 | 705 |
| Certificates of participation in pools of residential mortgages | $99,808,000 | 491 |
| Issued or guaranteed by U.S. | $99,808,000 | 489 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,271,000 | 1,661 |
| CMOs issued by government agencies or sponsored agencies | $9,271,000 | 1,562 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $434,000 | 511 |
| Commercial mortgage pass-through securities | $434,000 | 358 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $406,091,000 | 336 |
| Total debt securities | $400,760,000 | 372 |
| Structured notes | ||
| Amortized cost | $7,582,000 | 644 |
| Fair value | $7,674,000 | 637 |
| 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 | $393,857,000 | 399 |
| U.S. Government securities | $276,634,000 | 412 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $276,634,000 | 399 |
| Securities issued by states & political subdivisions | $108,687,000 | 212 |
| Other domestic debt securities | $3,272,000 | 1,276 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $3,272,000 | 924 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $5,264,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,581,000 | 411 |
| Mortgage-backed securities | $77,288,000 | 956 |
| Certificates of participation in pools of residential mortgages | $65,533,000 | 729 |
| Issued or guaranteed by U.S. | $65,533,000 | 729 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,755,000 | 1,506 |
| CMOs issued by government agencies or sponsored agencies | $11,755,000 | 1,396 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $393,857,000 | 356 |
| Total debt securities | $388,593,000 | 394 |
| Structured notes | ||
| Amortized cost | $8,606,000 | 688 |
| Fair value | $8,678,000 | 687 |
| 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 | $366,844,000 | 410 |
| U.S. Government securities | $257,638,000 | 423 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $257,638,000 | 408 |
| Securities issued by states & political subdivisions | $101,885,000 | 222 |
| Other domestic debt securities | $2,047,000 | 1,574 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $2,047,000 | 1,101 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $5,274,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,569,000 | 373 |
| Mortgage-backed securities | $56,961,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $42,866,000 | 996 |
| Issued or guaranteed by U.S. | $42,866,000 | 995 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $14,095,000 | 1,338 |
| CMOs issued by government agencies or sponsored agencies | $14,095,000 | 1,183 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $366,844,000 | 364 |
| Total debt securities | $361,570,000 | 410 |
| Structured notes | ||
| Amortized cost | $6,115,000 | 845 |
| Fair value | $6,201,000 | 839 |
| 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 | $331,634,000 | 434 |
| U.S. Government securities | $223,278,000 | 474 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $223,278,000 | 460 |
| Securities issued by states & political subdivisions | $100,967,000 | 212 |
| Other domestic debt securities | $2,087,000 | 1,557 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,087,000 | 1,060 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $5,302,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,700,000 | 357 |
| Mortgage-backed securities | $65,913,000 | 1,028 |
| Certificates of participation in pools of residential mortgages | $49,287,000 | 861 |
| Issued or guaranteed by U.S. | $49,287,000 | 857 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $16,626,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $16,626,000 | 1,067 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $331,634,000 | 384 |
| Total debt securities | $326,332,000 | 437 |
| Structured notes | ||
| Amortized cost | $11,607,000 | 488 |
| Fair value | $11,709,000 | 487 |
| 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 | $292,520,000 | 503 |
| U.S. Government securities | $184,345,000 | 573 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $184,345,000 | 554 |
| Securities issued by states & political subdivisions | $100,862,000 | 199 |
| Other domestic debt securities | $2,144,000 | 1,500 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,144,000 | 977 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $5,169,000 | 244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,983,000 | 366 |
| Mortgage-backed securities | $52,958,000 | 1,212 |
| Certificates of participation in pools of residential mortgages | $37,226,000 | 1,033 |
| Issued or guaranteed by U.S. | $37,226,000 | 1,029 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $15,732,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $15,732,000 | 1,058 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $292,520,000 | 454 |
| Total debt securities | $287,351,000 | 502 |
| Structured notes | ||
| Amortized cost | $19,121,000 | 341 |
| Fair value | $19,194,000 | 343 |
| 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 | $275,503,000 | 532 |
| U.S. Government securities | $168,881,000 | 629 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $168,881,000 | 601 |
| Securities issued by states & political subdivisions | $99,396,000 | 198 |
| Other domestic debt securities | $2,128,000 | 1,537 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,128,000 | 995 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $5,098,000 | 243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,051,000 | 400 |
| Mortgage-backed securities | $36,543,000 | 1,543 |
| Certificates of participation in pools of residential mortgages | $18,702,000 | 1,720 |
| Issued or guaranteed by U.S. | $18,702,000 | 1,716 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $17,841,000 | 1,098 |
| CMOs issued by government agencies or sponsored agencies | $17,841,000 | 947 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $275,503,000 | 476 |
| Total debt securities | $270,405,000 | 534 |
| Structured notes | ||
| Amortized cost | $24,135,000 | 280 |
| Fair value | $24,127,000 | 278 |
| 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 | $259,795,000 | 544 |
| U.S. Government securities | $153,253,000 | 662 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $153,253,000 | 634 |
| Securities issued by states & political subdivisions | $102,439,000 | 185 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,103,000 | 284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,573,000 | 388 |
| Mortgage-backed securities | $24,130,000 | 1,995 |
| Certificates of participation in pools of residential mortgages | $2,762,000 | 3,976 |
| Issued or guaranteed by U.S. | $2,762,000 | 3,966 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $21,368,000 | 965 |
| CMOs issued by government agencies or sponsored agencies | $21,368,000 | 814 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $259,795,000 | 490 |
| Total debt securities | $255,692,000 | 543 |
| Structured notes | ||
| Amortized cost | $18,641,000 | 352 |
| Fair value | $18,574,000 | 351 |
| 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 | $242,826,000 | 561 |
| U.S. Government securities | $127,556,000 | 764 |
| U.S. Treasury securities | $14,997,000 | 234 |
| U.S. Government agency obligations | $112,559,000 | 801 |
| Securities issued by states & political subdivisions | $111,071,000 | 161 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,199,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,199,000 | 411 |
| Mortgage-backed securities | $29,320,000 | 1,759 |
| Certificates of participation in pools of residential mortgages | $3,188,000 | 3,814 |
| Issued or guaranteed by U.S. | $3,188,000 | 3,805 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $26,132,000 | 856 |
| CMOs issued by government agencies or sponsored agencies | $26,132,000 | 726 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $242,826,000 | 491 |
| Total debt securities | $238,627,000 | 558 |
| Structured notes | ||
| Amortized cost | $17,568,000 | 342 |
| Fair value | $17,635,000 | 344 |
| 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 | $293,400,000 | 444 |
| U.S. Government securities | $187,985,000 | 513 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $187,985,000 | 487 |
| Securities issued by states & political subdivisions | $101,247,000 | 167 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $4,168,000 | 303 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,085,000 | 387 |
| Mortgage-backed securities | $103,739,000 | 622 |
| Certificates of participation in pools of residential mortgages | $46,838,000 | 767 |
| Issued or guaranteed by U.S. | $46,838,000 | 760 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $56,901,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $56,901,000 | 397 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $293,400,000 | 391 |
| Total debt securities | $289,232,000 | 444 |
| Structured notes | ||
| Amortized cost | $20,524,000 | 316 |
| Fair value | $20,573,000 | 319 |
| 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 | $326,460,000 | 408 |
| U.S. Government securities | $226,941,000 | 427 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $226,941,000 | 412 |
| Securities issued by states & political subdivisions | $95,423,000 | 176 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $4,096,000 | 309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,469,000 | 415 |
| Mortgage-backed securities | $137,079,000 | 510 |
| Certificates of participation in pools of residential mortgages | $69,098,000 | 570 |
| Issued or guaranteed by U.S. | $69,098,000 | 568 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $67,981,000 | 430 |
| CMOs issued by government agencies or sponsored agencies | $67,981,000 | 344 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $326,460,000 | 358 |
| Total debt securities | $322,364,000 | 407 |
| Structured notes | ||
| Amortized cost | $19,498,000 | 274 |
| Fair value | $19,498,000 | 274 |
| 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 | $270,437,000 | 484 |
| U.S. Government securities | $177,459,000 | 528 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $177,459,000 | 509 |
| Securities issued by states & political subdivisions | $88,916,000 | 188 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $4,062,000 | 329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,623,000 | 373 |
| Mortgage-backed securities | $125,990,000 | 548 |
| Certificates of participation in pools of residential mortgages | $64,163,000 | 628 |
| Issued or guaranteed by U.S. | $64,163,000 | 622 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $61,827,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $61,827,000 | 346 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $270,437,000 | 420 |
| Total debt securities | $266,375,000 | 480 |
| Structured notes | ||
| Amortized cost | $12,007,000 | 346 |
| Fair value | $11,977,000 | 346 |
| 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 | $254,742,000 | 502 |
| U.S. Government securities | $165,048,000 | 554 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $165,048,000 | 533 |
| Securities issued by states & political subdivisions | $82,555,000 | 210 |
| Other domestic debt securities | $506,000 | 2,757 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $506,000 | 1,797 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $6,633,000 | 258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,036,000 | 351 |
| Mortgage-backed securities | $66,804,000 | 923 |
| Certificates of participation in pools of residential mortgages | $35,978,000 | 1,086 |
| Issued or guaranteed by U.S. | $35,978,000 | 1,079 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $30,826,000 | 706 |
| CMOs issued by government agencies or sponsored agencies | $30,826,000 | 550 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $254,742,000 | 431 |
| Total debt securities | $248,109,000 | 510 |
| Structured notes | ||
| Amortized cost | $11,753,000 | 217 |
| Fair value | $11,746,000 | 217 |
| 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 | $232,645,000 | 551 |
| U.S. Government securities | $148,388,000 | 606 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $148,388,000 | 583 |
| Securities issued by states & political subdivisions | $76,172,000 | 228 |
| Other domestic debt securities | $1,519,000 | 2,151 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,519,000 | 1,283 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $6,566,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,175,000 | 335 |
| Mortgage-backed securities | $49,270,000 | 1,221 |
| Certificates of participation in pools of residential mortgages | $18,718,000 | 1,866 |
| Issued or guaranteed by U.S. | $18,718,000 | 1,856 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $30,552,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $30,552,000 | 519 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $232,645,000 | 479 |
| Total debt securities | $226,079,000 | 546 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $946,000 | 188 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $179,503,000 | 702 |
| U.S. Government securities | $115,501,000 | 754 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $115,501,000 | 731 |
| Securities issued by states & political subdivisions | $58,421,000 | 311 |
| Other domestic debt securities | $1,512,000 | 2,066 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,512,000 | 1,308 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,069,000 | 416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,983,000 | 403 |
| Mortgage-backed securities | $83,118,000 | 785 |
| Certificates of participation in pools of residential mortgages | $24,929,000 | 1,535 |
| Issued or guaranteed by U.S. | $24,929,000 | 1,525 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $58,189,000 | 444 |
| CMOs issued by government agencies or sponsored agencies | $58,189,000 | 311 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $179,503,000 | 591 |
| Total debt securities | $175,434,000 | 700 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $899,000 | 191 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $210,192,000 | 581 |
| U.S. Government securities | $147,360,000 | 599 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $147,360,000 | 585 |
| Securities issued by states & political subdivisions | $56,495,000 | 307 |
| Other domestic debt securities | $2,310,000 | 1,727 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,310,000 | 1,041 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $4,027,000 | 375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $170,242,000 | 358 |
| Mortgage-backed securities | $100,075,000 | 644 |
| Certificates of participation in pools of residential mortgages | $33,489,000 | 1,178 |
| Issued or guaranteed by U.S. | $33,489,000 | 1,169 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $66,586,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $66,586,000 | 278 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $210,192,000 | 500 |
| Total debt securities | $206,165,000 | 586 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $936,000 | 193 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $215,054,000 | 560 |
| U.S. Government securities | $150,644,000 | 570 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $150,644,000 | 558 |
| Securities issued by states & political subdivisions | $57,167,000 | 293 |
| Other domestic debt securities | $3,265,000 | 1,464 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,265,000 | 822 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $3,978,000 | 400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,490,000 | 354 |
| Mortgage-backed securities | $90,106,000 | 682 |
| Certificates of participation in pools of residential mortgages | $24,686,000 | 1,434 |
| Issued or guaranteed by U.S. | $24,686,000 | 1,423 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $65,420,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $65,420,000 | 260 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $215,054,000 | 477 |
| Total debt securities | $211,076,000 | 562 |
| Structured notes | ||
| Amortized cost | $2,248,000 | 571 |
| Fair value | $2,249,000 | 568 |
| Trading account assets | $991,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $130,035,000 | 929 |
| U.S. Government securities | $80,266,000 | 1,032 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $80,266,000 | 1,012 |
| Securities issued by states & political subdivisions | $45,770,000 | 401 |
| Other domestic debt securities | $1,004,000 | 2,229 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,004,000 | 1,523 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $2,995,000 | 637 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,090,000 | 612 |
| Mortgage-backed securities | $45,104,000 | 1,209 |
| Certificates of participation in pools of residential mortgages | $8,176,000 | 2,922 |
| Issued or guaranteed by U.S. | $8,176,000 | 2,907 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $36,928,000 | 541 |
| CMOs issued by government agencies or sponsored agencies | $36,928,000 | 388 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $130,035,000 | 799 |
| Total debt securities | $127,040,000 | 942 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,102 |
| Fair value | $1,002,000 | 1,028 |
| Trading account assets | $184,000 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $120,729,000 | 1,024 |
| U.S. Government securities | $73,963,000 | 1,124 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $73,963,000 | 1,099 |
| Securities issued by states & political subdivisions | $42,693,000 | 451 |
| Other domestic debt securities | $1,012,000 | 2,143 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,012,000 | 1,469 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $3,061,000 | 666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,781,000 | 715 |
| Mortgage-backed securities | $43,587,000 | 1,204 |
| Certificates of participation in pools of residential mortgages | $5,758,000 | 3,344 |
| Issued or guaranteed by U.S. | $5,758,000 | 3,326 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $37,829,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $37,829,000 | 374 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $120,729,000 | 890 |
| Total debt securities | $117,668,000 | 1,017 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,200 |
| Fair value | $1,008,000 | 1,106 |
| Trading account assets | $164,000 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $124,328,000 | 959 |
| U.S. Government securities | $71,543,000 | 1,171 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $71,543,000 | 1,146 |
| Securities issued by states & political subdivisions | $48,250,000 | 364 |
| Other domestic debt securities | $1,494,000 | 1,803 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,494,000 | 1,225 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $3,041,000 | 622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,685,000 | 697 |
| Mortgage-backed securities | $35,194,000 | 1,266 |
| Certificates of participation in pools of residential mortgages | $447,000 | 5,383 |
| Issued or guaranteed by U.S. | $447,000 | 5,362 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $34,747,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $34,747,000 | 391 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $124,328,000 | 824 |
| Total debt securities | $121,287,000 | 971 |
| Structured notes | ||
| Amortized cost | $996,000 | 1,663 |
| Fair value | $992,000 | 1,685 |
| Trading account assets | $171,000 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $135,143,000 | 882 |
| U.S. Government securities | $82,306,000 | 1,035 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $82,306,000 | 999 |
| Securities issued by states & political subdivisions | $47,849,000 | 369 |
| Other domestic debt securities | $1,996,000 | 1,574 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,996,000 | 1,045 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $2,992,000 | 610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,413,000 | 598 |
| Mortgage-backed securities | $36,757,000 | 1,155 |
| Certificates of participation in pools of residential mortgages | $458,000 | 5,292 |
| Issued or guaranteed by U.S. | $458,000 | 5,273 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $36,299,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $36,299,000 | 369 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $135,143,000 | 752 |
| Total debt securities | $132,151,000 | 879 |
| Structured notes | ||
| Amortized cost | $995,000 | 1,874 |
| Fair value | $981,000 | 1,911 |
| Trading account assets | $160,000 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $139,903,000 | 844 |
| U.S. Government securities | $87,502,000 | 984 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $87,502,000 | 952 |
| Securities issued by states & political subdivisions | $47,293,000 | 373 |
| Other domestic debt securities | $3,140,000 | 1,258 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,140,000 | 788 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,968,000 | 768 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,538,000 | 643 |
| Mortgage-backed securities | $38,390,000 | 1,100 |
| Certificates of participation in pools of residential mortgages | $521,000 | 5,227 |
| Issued or guaranteed by U.S. | $521,000 | 5,209 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $37,869,000 | 473 |
| CMOs issued by government agencies or sponsored agencies | $37,869,000 | 360 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $139,903,000 | 719 |
| Total debt securities | $137,935,000 | 841 |
| Structured notes | ||
| Amortized cost | $994,000 | 1,969 |
| Fair value | $969,000 | 1,993 |
| Trading account assets | $160,000 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $133,446,000 | 891 |
| U.S. Government securities | $79,925,000 | 1,099 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $79,925,000 | 1,069 |
| Securities issued by states & political subdivisions | $48,345,000 | 362 |
| Other domestic debt securities | $3,171,000 | 1,259 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,171,000 | 804 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $2,005,000 | 773 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,261,000 | 630 |
| Mortgage-backed securities | $30,539,000 | 1,292 |
| Certificates of participation in pools of residential mortgages | $551,000 | 5,212 |
| Issued or guaranteed by U.S. | $551,000 | 5,191 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $29,988,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $29,988,000 | 423 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $133,446,000 | 751 |
| Total debt securities | $131,441,000 | 885 |
| Structured notes | ||
| Amortized cost | $993,000 | 2,036 |
| Fair value | $973,000 | 2,069 |
| Trading account assets | $143,000 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $118,026,000 | 1,050 |
| U.S. Government securities | $63,642,000 | 1,388 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $63,642,000 | 1,358 |
| Securities issued by states & political subdivisions | $48,834,000 | 353 |
| Other domestic debt securities | $3,164,000 | 1,255 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,164,000 | 822 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $2,386,000 | 715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,364,000 | 785 |
| Mortgage-backed securities | $19,103,000 | 1,812 |
| Certificates of participation in pools of residential mortgages | $568,000 | 5,203 |
| Issued or guaranteed by U.S. | $568,000 | 5,184 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $18,535,000 | 733 |
| CMOs issued by government agencies or sponsored agencies | $18,535,000 | 584 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $118,026,000 | 890 |
| Total debt securities | $115,640,000 | 1,046 |
| Structured notes | ||
| Amortized cost | $992,000 | 2,144 |
| Fair value | $967,000 | 2,168 |
| Trading account assets | $139,000 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $110,716,000 | 1,134 |
| U.S. Government securities | $62,462,000 | 1,433 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $62,462,000 | 1,394 |
| Securities issued by states & political subdivisions | $42,755,000 | 414 |
| Other domestic debt securities | $3,155,000 | 1,256 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,155,000 | 829 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $2,344,000 | 731 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,129,000 | 1,053 |
| Mortgage-backed securities | $20,486,000 | 1,722 |
| Certificates of participation in pools of residential mortgages | $579,000 | 5,196 |
| Issued or guaranteed by U.S. | $579,000 | 5,172 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $19,907,000 | 686 |
| CMOs issued by government agencies or sponsored agencies | $19,907,000 | 546 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $110,716,000 | 961 |
| Total debt securities | $108,372,000 | 1,129 |
| Structured notes | ||
| Amortized cost | $991,000 | 2,261 |
| Fair value | $961,000 | 2,292 |
| Trading account assets | $127,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $115,323,000 | 1,074 |
| U.S. Government securities | $63,343,000 | 1,421 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $63,343,000 | 1,389 |
| Securities issued by states & political subdivisions | $46,621,000 | 364 |
| Other domestic debt securities | $3,117,000 | 1,252 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,117,000 | 836 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,242,000 | 743 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,883,000 | 1,408 |
| Mortgage-backed securities | $18,129,000 | 1,883 |
| Certificates of participation in pools of residential mortgages | $592,000 | 5,215 |
| Issued or guaranteed by U.S. | $592,000 | 5,192 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $17,537,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $17,537,000 | 589 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $115,323,000 | 905 |
| Total debt securities | $113,082,000 | 1,068 |
| Structured notes | ||
| Amortized cost | $990,000 | 2,347 |
| Fair value | $947,000 | 2,365 |
| Trading account assets | $124,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $117,067,000 | 1,069 |
| U.S. Government securities | $65,011,000 | 1,404 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $65,011,000 | 1,359 |
| Securities issued by states & political subdivisions | $47,707,000 | 357 |
| Other domestic debt securities | $3,151,000 | 1,288 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,151,000 | 871 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,198,000 | 984 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,052,000 | 1,410 |
| Mortgage-backed securities | $19,635,000 | 1,814 |
| Certificates of participation in pools of residential mortgages | $631,000 | 5,204 |
| Issued or guaranteed by U.S. | $631,000 | 5,185 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $19,004,000 | 714 |
| CMOs issued by government agencies or sponsored agencies | $19,004,000 | 566 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $117,067,000 | 898 |
| Total debt securities | $115,867,000 | 1,052 |
| Structured notes | ||
| Amortized cost | $989,000 | 2,353 |
| Fair value | $955,000 | 2,368 |
| Trading account assets | $123,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $120,175,000 | 1,044 |
| U.S. Government securities | $73,110,000 | 1,231 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $73,110,000 | 1,188 |
| Securities issued by states & political subdivisions | $42,689,000 | 400 |
| Other domestic debt securities | $3,166,000 | 1,308 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,166,000 | 911 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,210,000 | 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 | $34,778,000 | 1,323 |
| Mortgage-backed securities | $21,143,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $667,000 | 5,206 |
| Issued or guaranteed by U.S. | $667,000 | 5,186 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $20,476,000 | 683 |
| CMOs issued by government agencies or sponsored agencies | $20,476,000 | 538 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $120,175,000 | 873 |
| Total debt securities | $118,967,000 | 1,030 |
| Structured notes | ||
| Amortized cost | $988,000 | 2,352 |
| Fair value | $957,000 | 2,362 |
| Trading account assets | $116,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $122,918,000 | 1,008 |
| U.S. Government securities | $74,641,000 | 1,189 |
| U.S. Treasury securities | $1,003,000 | 1,115 |
| U.S. Government agency obligations | $73,638,000 | 1,173 |
| Securities issued by states & political subdivisions | $43,873,000 | 388 |
| Other domestic debt securities | $3,220,000 | 1,324 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,220,000 | 940 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,184,000 | 1,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,203,000 | 1,363 |
| Mortgage-backed securities | $23,569,000 | 1,640 |
| Certificates of participation in pools of residential mortgages | $737,000 | 5,186 |
| Issued or guaranteed by U.S. | $737,000 | 5,168 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $22,832,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $22,832,000 | 507 |
| 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) | $122,918,000 | 845 |
| Total debt securities | $121,734,000 | 995 |
| Structured notes | ||
| Amortized cost | $987,000 | 2,309 |
| Fair value | $968,000 | 2,317 |
| Trading account assets | $109,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $125,737,000 | 978 |
| U.S. Government securities | $76,991,000 | 1,164 |
| U.S. Treasury securities | $1,010,000 | 1,150 |
| U.S. Government agency obligations | $75,981,000 | 1,138 |
| Securities issued by states & political subdivisions | $44,144,000 | 383 |
| Other domestic debt securities | $3,425,000 | 1,313 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,425,000 | 939 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,177,000 | 1,037 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,093,000 | 1,278 |
| Mortgage-backed securities | $26,506,000 | 1,547 |
| Certificates of participation in pools of residential mortgages | $826,000 | 5,177 |
| Issued or guaranteed by U.S. | $826,000 | 5,156 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $25,680,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $25,680,000 | 488 |
| 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) | $125,737,000 | 815 |
| Total debt securities | $124,560,000 | 973 |
| Structured notes | ||
| Amortized cost | $986,000 | 2,302 |
| Fair value | $973,000 | 2,311 |
| Trading account assets | $101,000 | 139 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $118,233,000 | 1,070 |
| U.S. Government securities | $75,359,000 | 1,209 |
| U.S. Treasury securities | $1,016,000 | 1,225 |
| U.S. Government agency obligations | $74,343,000 | 1,188 |
| Securities issued by states & political subdivisions | $37,911,000 | 454 |
| Other domestic debt securities | $3,877,000 | 1,293 |
| 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 | $3,877,000 | 945 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,086,000 | 1,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,262,000 | 1,579 |
| Mortgage-backed securities | $24,702,000 | 1,671 |
| Certificates of participation in pools of residential mortgages | $953,000 | 5,128 |
| Issued or guaranteed by U.S. | $953,000 | 5,114 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $23,749,000 | 643 |
| CMOs issued by government agencies or sponsored agencies | $23,749,000 | 528 |
| 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) | $118,233,000 | 902 |
| Total debt securities | $117,147,000 | 1,051 |
| Structured notes | ||
| Amortized cost | $985,000 | 2,305 |
| Fair value | $958,000 | 2,309 |
| Trading account assets | $100,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $121,830,000 | 1,046 |
| U.S. Government securities | $75,391,000 | 1,238 |
| U.S. Treasury securities | $1,027,000 | 1,244 |
| U.S. Government agency obligations | $74,364,000 | 1,203 |
| Securities issued by states & political subdivisions | $38,027,000 | 460 |
| Other domestic debt securities | $3,957,000 | 1,305 |
| 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 | $3,957,000 | 961 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $4,455,000 | 592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,456,000 | 1,538 |
| Mortgage-backed securities | $28,225,000 | 1,544 |
| Certificates of participation in pools of residential mortgages | $1,099,000 | 5,051 |
| Issued or guaranteed by U.S. | $1,099,000 | 5,038 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $27,126,000 | 605 |
| CMOs issued by government agencies or sponsored agencies | $27,126,000 | 498 |
| 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) | $121,830,000 | 891 |
| Total debt securities | $117,375,000 | 1,069 |
| Structured notes | ||
| Amortized cost | $984,000 | 2,246 |
| Fair value | $981,000 | 2,231 |
| Trading account assets | $89,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $121,025,000 | 1,050 |
| U.S. Government securities | $77,260,000 | 1,198 |
| U.S. Treasury securities | $1,042,000 | 1,242 |
| U.S. Government agency obligations | $76,218,000 | 1,177 |
| Securities issued by states & political subdivisions | $36,307,000 | 476 |
| Other domestic debt securities | $2,998,000 | 1,511 |
| 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 | $2,998,000 | 1,190 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $4,460,000 | 612 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,554,000 | 1,428 |
| Mortgage-backed securities | $30,984,000 | 1,462 |
| Certificates of participation in pools of residential mortgages | $1,156,000 | 5,009 |
| Issued or guaranteed by U.S. | $1,156,000 | 4,999 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $29,828,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $29,828,000 | 466 |
| 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) | $121,025,000 | 893 |
| Total debt securities | $116,565,000 | 1,063 |
| Structured notes | ||
| Amortized cost | $983,000 | 2,251 |
| Fair value | $991,000 | 2,216 |
| 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 | $116,640,000 | 1,121 |
| U.S. Government securities | $74,854,000 | 1,263 |
| U.S. Treasury securities | $1,047,000 | 1,315 |
| U.S. Government agency obligations | $73,807,000 | 1,226 |
| Securities issued by states & political subdivisions | $34,500,000 | 493 |
| Other domestic debt securities | $898,000 | 2,559 |
| 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 | $898,000 | 2,183 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $6,388,000 | 508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,225,000 | 1,414 |
| Mortgage-backed securities | $31,695,000 | 1,445 |
| Certificates of participation in pools of residential mortgages | $2,379,000 | 4,361 |
| Issued or guaranteed by U.S. | $2,379,000 | 4,348 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $29,316,000 | 590 |
| CMOs issued by government agencies or sponsored agencies | $29,316,000 | 485 |
| 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) | $116,640,000 | 951 |
| Total debt securities | $110,252,000 | 1,132 |
| 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 | $117,827,000 | 1,129 |
| U.S. Government securities | $77,673,000 | 1,216 |
| U.S. Treasury securities | $1,074,000 | 1,275 |
| U.S. Government agency obligations | $76,599,000 | 1,188 |
| Securities issued by states & political subdivisions | $32,862,000 | 529 |
| Other domestic debt securities | $939,000 | 2,618 |
| 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 | $939,000 | 2,237 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $6,353,000 | 540 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,407,000 | 1,585 |
| Mortgage-backed securities | $33,693,000 | 1,408 |
| Certificates of participation in pools of residential mortgages | $3,216,000 | 4,052 |
| Issued or guaranteed by U.S. | $3,216,000 | 4,043 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $30,477,000 | 595 |
| CMOs issued by government agencies or sponsored agencies | $30,477,000 | 493 |
| 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) | $117,827,000 | 950 |
| Total debt securities | $111,474,000 | 1,142 |
| 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 | $91,727,000 | 1,463 |
| U.S. Government securities | $49,152,000 | 1,927 |
| U.S. Treasury securities | $1,077,000 | 1,362 |
| U.S. Government agency obligations | $48,075,000 | 1,895 |
| Securities issued by states & political subdivisions | $30,350,000 | 584 |
| Other domestic debt securities | $932,000 | 2,680 |
| 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 | $932,000 | 2,367 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $11,293,000 | 341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,447,000 | 1,503 |
| Mortgage-backed securities | $21,578,000 | 1,916 |
| Certificates of participation in pools of residential mortgages | $3,573,000 | 3,889 |
| Issued or guaranteed by U.S. | $3,573,000 | 3,878 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $18,005,000 | 809 |
| CMOs issued by government agencies or sponsored agencies | $18,005,000 | 749 |
| 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) | $91,727,000 | 1,267 |
| Total debt securities | $80,434,000 | 1,606 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $77,863,000 | 1,683 |
| U.S. Government securities | $39,047,000 | 2,297 |
| U.S. Treasury securities | $1,086,000 | 1,387 |
| U.S. Government agency obligations | $37,961,000 | 2,267 |
| Securities issued by states & political subdivisions | $26,562,000 | 685 |
| Other domestic debt securities | $969,000 | 2,761 |
| 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 | $969,000 | 2,459 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $11,285,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,460,000 | 1,447 |
| Mortgage-backed securities | $14,485,000 | 2,461 |
| Certificates of participation in pools of residential mortgages | $6,288,000 | 3,094 |
| Issued or guaranteed by U.S. | $6,288,000 | 3,081 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,197,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $8,197,000 | 1,166 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $77,863,000 | 1,434 |
| Total debt securities | $66,578,000 | 1,853 |
| 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 | $77,242,000 | 1,624 |
| U.S. Government securities | $42,095,000 | 2,083 |
| U.S. Treasury securities | $1,108,000 | 1,404 |
| U.S. Government agency obligations | $40,987,000 | 2,041 |
| Securities issued by states & political subdivisions | $23,941,000 | 773 |
| Other domestic debt securities | $987,000 | 2,821 |
| 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 | $987,000 | 2,500 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $10,219,000 | 416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,383,000 | 1,388 |
| Mortgage-backed securities | $14,921,000 | 2,447 |
| Certificates of participation in pools of residential mortgages | $7,794,000 | 2,754 |
| Issued or guaranteed by U.S. | $7,794,000 | 2,742 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,127,000 | 1,472 |
| CMOs issued by government agencies or sponsored agencies | $7,127,000 | 1,370 |
| 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) | $77,242,000 | 1,391 |
| Total debt securities | $67,023,000 | 1,791 |
| 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 | $80,582,000 | 1,550 |
| U.S. Government securities | $44,844,000 | 1,940 |
| U.S. Treasury securities | $1,099,000 | 1,430 |
| U.S. Government agency obligations | $43,745,000 | 1,911 |
| Securities issued by states & political subdivisions | $23,038,000 | 762 |
| Other domestic debt securities | $975,000 | 2,869 |
| 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 | $975,000 | 2,538 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $11,725,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,724,000 | 1,374 |
| Mortgage-backed securities | $16,504,000 | 2,274 |
| Certificates of participation in pools of residential mortgages | $8,973,000 | 2,531 |
| Issued or guaranteed by U.S. | $8,973,000 | 2,515 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $7,531,000 | 1,475 |
| CMOs issued by government agencies or sponsored agencies | $7,531,000 | 1,383 |
| 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) | $80,582,000 | 1,318 |
| Total debt securities | $68,857,000 | 1,719 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $33,000 | 162 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $76,703,000 | 1,602 |
| U.S. Government securities | $46,970,000 | 1,842 |
| U.S. Treasury securities | $1,105,000 | 1,501 |
| U.S. Government agency obligations | $45,865,000 | 1,796 |
| Securities issued by states & political subdivisions | $21,992,000 | 775 |
| Other domestic debt securities | $979,000 | 2,878 |
| 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 | $979,000 | 2,548 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $6,762,000 | 578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,515,000 | 1,736 |
| Mortgage-backed securities | $18,550,000 | 2,089 |
| Certificates of participation in pools of residential mortgages | $10,046,000 | 2,340 |
| Issued or guaranteed by U.S. | $10,046,000 | 2,327 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $8,504,000 | 1,384 |
| CMOs issued by government agencies or sponsored agencies | $8,504,000 | 1,281 |
| 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) | $76,703,000 | 1,355 |
| Total debt securities | $69,941,000 | 1,691 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $34,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $70,175,000 | 1,601 |
| U.S. Government securities | $36,533,000 | 2,141 |
| U.S. Treasury securities | $1,164,000 | 1,760 |
| U.S. Government agency obligations | $35,369,000 | 2,078 |
| Securities issued by states & political subdivisions | $18,321,000 | 911 |
| Other domestic debt securities | $15,103,000 | 717 |
| 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 | $15,103,000 | 529 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $218,000 | 1,849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,681,000 | 1,323 |
| Mortgage-backed securities | $13,536,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $2,978,000 | 3,899 |
| Issued or guaranteed by U.S. | $2,978,000 | 3,884 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $10,558,000 | 1,242 |
| CMOs issued by government agencies or sponsored agencies | $10,558,000 | 1,157 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $70,175,000 | 1,328 |
| Total debt securities | $69,957,000 | 1,555 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $26,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $77,892,000 | 1,418 |
| U.S. Government securities | $46,468,000 | 1,717 |
| U.S. Treasury securities | $2,628,000 | 1,648 |
| U.S. Government agency obligations | $43,840,000 | 1,693 |
| Securities issued by states & political subdivisions | $15,702,000 | 1,037 |
| Other domestic debt securities | $14,741,000 | 649 |
| 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 | $14,741,000 | 519 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $981,000 | 2,563 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,912,000 | 1,772 |
| Mortgage-backed securities | $10,128,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $1,896,000 | 4,039 |
| Issued or guaranteed by U.S. | $1,896,000 | 4,014 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $8,232,000 | 1,142 |
| CMOs issued by government agencies or sponsored agencies | $8,232,000 | 1,026 |
| 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) | $77,892,000 | 1,104 |
| Total debt securities | $76,911,000 | 1,376 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $76,368,000 | 1,503 |
| U.S. Government securities | $44,657,000 | 1,875 |
| U.S. Treasury securities | $2,560,000 | 2,376 |
| U.S. Government agency obligations | $42,097,000 | 1,806 |
| Securities issued by states & political subdivisions | $16,385,000 | 998 |
| Other domestic debt securities | $14,471,000 | 670 |
| 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 | $14,471,000 | 521 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $855,000 | 2,705 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,705,000 | 2,831 |
| Mortgage-backed securities | $9,523,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $2,053,000 | 4,169 |
| Issued or guaranteed by U.S. | $2,053,000 | 4,149 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $7,470,000 | 1,300 |
| CMOs issued by government agencies or sponsored agencies | $7,470,000 | 1,172 |
| 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) | $76,368,000 | 1,150 |
| Total debt securities | $75,513,000 | 1,447 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $75,202,000 | 1,570 |
| U.S. Government securities | $41,208,000 | 2,113 |
| U.S. Treasury securities | $2,374,000 | 3,567 |
| U.S. Government agency obligations | $38,834,000 | 1,888 |
| Securities issued by states & political subdivisions | $17,809,000 | 913 |
| Other domestic debt securities | $15,356,000 | 594 |
| 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 | $15,356,000 | 447 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $829,000 | 2,656 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,269,000 | 3,197 |
| Mortgage-backed securities | $8,039,000 | 3,047 |
| Certificates of participation in pools of residential mortgages | $2,393,000 | 4,127 |
| Issued or guaranteed by U.S. | $2,393,000 | 4,107 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,646,000 | 1,662 |
| CMOs issued by government agencies or sponsored agencies | $5,646,000 | 1,554 |
| 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) | $75,202,000 | 1,176 |
| Total debt securities | $74,373,000 | 1,529 |
| 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 | $69,972,000 | 1,642 |
| U.S. Government securities | $40,886,000 | 2,207 |
| U.S. Treasury securities | $12,296,000 | 1,506 |
| U.S. Government agency obligations | $28,590,000 | 2,402 |
| Securities issued by states & political subdivisions | $17,461,000 | 784 |
| Other domestic debt securities | $10,811,000 | 548 |
| 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 | $10,811,000 | 397 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $814,000 | 2,673 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,821,000 | 2,935 |
| Mortgage-backed securities | $1,890,000 | 5,495 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,890,000 | 2,779 |
| CMOs issued by government agencies or sponsored agencies | $1,890,000 | 2,668 |
| 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) | $69,972,000 | 1,142 |
| Total debt securities | $69,158,000 | 1,595 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $61,883,000 | 1,964 |
| U.S. Government securities | $34,400,000 | 2,808 |
| U.S. Treasury securities | $21,559,000 | 1,075 |
| U.S. Government agency obligations | $12,841,000 | 4,704 |
| Securities issued by states & political subdivisions | $17,866,000 | 731 |
| Other domestic debt securities | $7,985,000 | 668 |
| 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 | $7,985,000 | 458 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,632,000 | 1,705 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,765,000 | 2,399 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $61,883,000 | 1,311 |
| Total debt securities | $60,251,000 | 1,946 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $68,601,000 | 1,838 |
| U.S. Government securities | $42,871,000 | 2,343 |
| U.S. Treasury securities | $28,704,000 | 984 |
| U.S. Government agency obligations | $14,167,000 | 4,360 |
| Securities issued by states & political subdivisions | $18,423,000 | 676 |
| Other domestic debt securities | $6,185,000 | 941 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,185,000 | 686 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,122,000 | 2,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,027,000 | 2,362 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $68,601,000 | 1,223 |
| Total debt securities | $67,479,000 | 1,801 |
| 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 | $63,180,000 | 2,081 |
| U.S. Government securities | $38,280,000 | 2,725 |
| U.S. Treasury securities | $28,310,000 | 1,227 |
| U.S. Government agency obligations | $9,970,000 | 5,390 |
| Securities issued by states & political subdivisions | $17,622,000 | 717 |
| Other domestic debt securities | $7,278,000 | 920 |
| 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 | $7,278,000 | 677 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,198,000 | 2,049 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $56,573,000 | 1,308 |
| Available-for-sale securities (fair market value) | $6,607,000 | 6,068 |
| Total debt securities | $63,180,000 | 2,027 |
| 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 | $49,027,000 | 2,828 |
| U.S. Government securities | $31,322,000 | 3,450 |
| U.S. Treasury securities | $21,289,000 | 1,730 |
| U.S. Government agency obligations | $10,033,000 | 5,552 |
| Securities issued by states & political subdivisions | $12,358,000 | 1,182 |
| Other domestic debt securities | $5,334,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,334,000 | 995 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $13,000 | 8,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,810,000 | 5,387 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $49,014,000 | 2,743 |
| 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 | $44,758,000 | 3,049 |
| U.S. Government securities | $28,776,000 | 3,707 |
| U.S. Treasury securities | $19,458,000 | 1,922 |
| U.S. Government agency obligations | $9,318,000 | 5,794 |
| Securities issued by states & political subdivisions | $10,995,000 | 1,210 |
| Other domestic debt securities | $4,987,000 | 1,699 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,987,000 | 1,199 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,023,000 | 5,119 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $44,758,000 | 2,972 |
| 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 |