Home > American Bank of Texas > Securities
American Bank of Texas, Securities
| 2016-09-30 | Rank | |
| Total securities | $413,721,000 | 376 |
| U.S. Government securities | $235,372,000 | 422 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $235,372,000 | 404 |
| Securities issued by states & political subdivisions | $178,349,000 | 172 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,639,000 | 536 |
| Mortgage-backed securities | $167,946,000 | 425 |
| Certificates of participation in pools of residential mortgages | $163,660,000 | 271 |
| Issued or guaranteed by U.S. | $163,660,000 | 270 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,286,000 | 1,705 |
| CMOs issued by government agencies or sponsored agencies | $4,286,000 | 1,639 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $413,721,000 | 319 |
| Total debt securities | $413,721,000 | 369 |
| 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 | $549,927,000 | 284 |
| U.S. Government securities | $354,444,000 | 316 |
| U.S. Treasury securities | $10,349,000 | 343 |
| U.S. Government agency obligations | $344,095,000 | 306 |
| Securities issued by states & political subdivisions | $192,958,000 | 153 |
| Other domestic debt securities | $2,525,000 | 1,194 |
| 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 | $2,525,000 | 935 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,281,000 | 551 |
| Mortgage-backed securities | $193,341,000 | 389 |
| Certificates of participation in pools of residential mortgages | $188,785,000 | 247 |
| Issued or guaranteed by U.S. | $188,785,000 | 246 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,556,000 | 1,685 |
| CMOs issued by government agencies or sponsored agencies | $4,556,000 | 1,614 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $549,927,000 | 251 |
| Total debt securities | $549,927,000 | 277 |
| 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 | $531,194,000 | 297 |
| U.S. Government securities | $363,024,000 | 310 |
| U.S. Treasury securities | $10,249,000 | 348 |
| U.S. Government agency obligations | $352,775,000 | 303 |
| Securities issued by states & political subdivisions | $165,672,000 | 179 |
| Other domestic debt securities | $2,498,000 | 1,210 |
| 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 | $2,498,000 | 943 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,243,000 | 555 |
| Mortgage-backed securities | $202,586,000 | 375 |
| Certificates of participation in pools of residential mortgages | $197,819,000 | 232 |
| Issued or guaranteed by U.S. | $197,819,000 | 231 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,767,000 | 1,660 |
| CMOs issued by government agencies or sponsored agencies | $4,767,000 | 1,591 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $531,194,000 | 258 |
| Total debt securities | $531,194,000 | 291 |
| 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 | $527,190,000 | 299 |
| U.S. Government securities | $379,109,000 | 293 |
| U.S. Treasury securities | $15,191,000 | 310 |
| U.S. Government agency obligations | $363,918,000 | 292 |
| Securities issued by states & political subdivisions | $145,581,000 | 209 |
| Other domestic debt securities | $2,500,000 | 1,188 |
| 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 | $2,500,000 | 924 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $121,817,000 | 524 |
| Mortgage-backed securities | $209,570,000 | 362 |
| Certificates of participation in pools of residential mortgages | $204,592,000 | 216 |
| Issued or guaranteed by U.S. | $204,592,000 | 215 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,978,000 | 1,639 |
| CMOs issued by government agencies or sponsored agencies | $4,978,000 | 1,577 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $527,190,000 | 260 |
| Total debt securities | $527,190,000 | 293 |
| 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 | $499,634,000 | 316 |
| U.S. Government securities | $369,208,000 | 304 |
| U.S. Treasury securities | $5,078,000 | 524 |
| U.S. Government agency obligations | $364,130,000 | 294 |
| Securities issued by states & political subdivisions | $127,886,000 | 242 |
| Other domestic debt securities | $2,540,000 | 1,188 |
| 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 | $2,540,000 | 925 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,394,000 | 567 |
| Mortgage-backed securities | $219,161,000 | 358 |
| Certificates of participation in pools of residential mortgages | $213,936,000 | 219 |
| Issued or guaranteed by U.S. | $213,936,000 | 217 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,225,000 | 1,617 |
| CMOs issued by government agencies or sponsored agencies | $5,225,000 | 1,556 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $499,634,000 | 268 |
| Total debt securities | $499,634,000 | 310 |
| 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 | $474,401,000 | 330 |
| U.S. Government securities | $346,446,000 | 314 |
| U.S. Treasury securities | $5,045,000 | 538 |
| U.S. Government agency obligations | $341,401,000 | 306 |
| Securities issued by states & political subdivisions | $125,384,000 | 240 |
| Other domestic debt securities | $2,571,000 | 1,188 |
| 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 | $2,571,000 | 922 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,562,000 | 593 |
| Mortgage-backed securities | $185,866,000 | 410 |
| Certificates of participation in pools of residential mortgages | $180,343,000 | 250 |
| Issued or guaranteed by U.S. | $180,343,000 | 249 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,523,000 | 1,640 |
| CMOs issued by government agencies or sponsored agencies | $5,523,000 | 1,572 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $474,401,000 | 277 |
| Total debt securities | $474,401,000 | 323 |
| 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 | $459,806,000 | 337 |
| U.S. Government securities | $336,027,000 | 328 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $336,027,000 | 320 |
| Securities issued by states & political subdivisions | $121,217,000 | 248 |
| Other domestic debt securities | $2,562,000 | 1,204 |
| 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 | $2,562,000 | 924 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,207,000 | 591 |
| Mortgage-backed securities | $175,547,000 | 425 |
| Certificates of participation in pools of residential mortgages | $169,762,000 | 268 |
| Issued or guaranteed by U.S. | $169,762,000 | 266 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,785,000 | 1,652 |
| CMOs issued by government agencies or sponsored agencies | $5,785,000 | 1,588 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $459,806,000 | 282 |
| Total debt securities | $459,806,000 | 328 |
| 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 | $438,583,000 | 353 |
| U.S. Government securities | $319,318,000 | 347 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $319,318,000 | 332 |
| Securities issued by states & political subdivisions | $116,675,000 | 248 |
| Other domestic debt securities | $2,590,000 | 1,195 |
| 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 | $2,590,000 | 920 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,562,000 | 553 |
| Mortgage-backed securities | $165,822,000 | 446 |
| Certificates of participation in pools of residential mortgages | $159,788,000 | 284 |
| Issued or guaranteed by U.S. | $159,788,000 | 283 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,034,000 | 1,661 |
| CMOs issued by government agencies or sponsored agencies | $6,034,000 | 1,598 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $438,583,000 | 293 |
| Total debt securities | $438,583,000 | 345 |
| 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 | $437,479,000 | 359 |
| U.S. Government securities | $329,742,000 | 340 |
| U.S. Treasury securities | $8,975,000 | 402 |
| U.S. Government agency obligations | $320,767,000 | 334 |
| Securities issued by states & political subdivisions | $105,140,000 | 277 |
| Other domestic debt securities | $2,597,000 | 1,245 |
| 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 | $2,597,000 | 950 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,152,000 | 576 |
| Mortgage-backed securities | $155,648,000 | 468 |
| Certificates of participation in pools of residential mortgages | $149,325,000 | 298 |
| Issued or guaranteed by U.S. | $149,325,000 | 296 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,323,000 | 1,653 |
| CMOs issued by government agencies or sponsored agencies | $6,323,000 | 1,575 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $437,479,000 | 298 |
| Total debt securities | $437,479,000 | 352 |
| 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 | $450,417,000 | 346 |
| U.S. Government securities | $347,130,000 | 318 |
| U.S. Treasury securities | $10,505,000 | 324 |
| U.S. Government agency obligations | $336,625,000 | 329 |
| Securities issued by states & political subdivisions | $100,694,000 | 286 |
| Other domestic debt securities | $2,593,000 | 1,277 |
| 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 | $2,593,000 | 976 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,458,000 | 581 |
| Mortgage-backed securities | $153,783,000 | 480 |
| Certificates of participation in pools of residential mortgages | $147,139,000 | 307 |
| Issued or guaranteed by U.S. | $147,139,000 | 305 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,644,000 | 1,627 |
| CMOs issued by government agencies or sponsored agencies | $6,644,000 | 1,559 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $450,417,000 | 284 |
| Total debt securities | $450,417,000 | 337 |
| 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 | $430,835,000 | 370 |
| U.S. Government securities | $330,099,000 | 340 |
| U.S. Treasury securities | $16,431,000 | 235 |
| U.S. Government agency obligations | $313,668,000 | 353 |
| Securities issued by states & political subdivisions | $98,221,000 | 302 |
| Other domestic debt securities | $2,515,000 | 1,323 |
| 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 | $2,515,000 | 1,013 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,400,000 | 459 |
| Mortgage-backed securities | $126,169,000 | 563 |
| Certificates of participation in pools of residential mortgages | $119,138,000 | 374 |
| Issued or guaranteed by U.S. | $119,138,000 | 374 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $7,031,000 | 1,596 |
| CMOs issued by government agencies or sponsored agencies | $7,031,000 | 1,527 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $430,835,000 | 309 |
| Total debt securities | $430,835,000 | 364 |
| 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 | $427,597,000 | 367 |
| U.S. Government securities | $316,816,000 | 351 |
| U.S. Treasury securities | $13,614,000 | 252 |
| U.S. Government agency obligations | $303,202,000 | 354 |
| Securities issued by states & political subdivisions | $103,169,000 | 280 |
| Other domestic debt securities | $7,612,000 | 781 |
| 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 | $7,612,000 | 533 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,301,000 | 465 |
| Mortgage-backed securities | $109,137,000 | 624 |
| Certificates of participation in pools of residential mortgages | $101,748,000 | 430 |
| Issued or guaranteed by U.S. | $101,748,000 | 429 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,389,000 | 1,570 |
| CMOs issued by government agencies or sponsored agencies | $7,389,000 | 1,496 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $427,597,000 | 317 |
| Total debt securities | $427,597,000 | 359 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $402,143,000 | 386 |
| U.S. Government securities | $299,599,000 | 365 |
| U.S. Treasury securities | $13,906,000 | 238 |
| U.S. Government agency obligations | $285,693,000 | 372 |
| Securities issued by states & political subdivisions | $95,044,000 | 306 |
| Other domestic debt securities | $7,500,000 | 808 |
| 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 | $7,500,000 | 555 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,945,000 | 516 |
| Mortgage-backed securities | $93,760,000 | 719 |
| Certificates of participation in pools of residential mortgages | $87,579,000 | 518 |
| Issued or guaranteed by U.S. | $87,579,000 | 518 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,181,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $6,181,000 | 1,645 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $402,143,000 | 340 |
| Total debt securities | $402,143,000 | 378 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $371,583,000 | 407 |
| U.S. Government securities | $271,976,000 | 406 |
| U.S. Treasury securities | $13,977,000 | 227 |
| U.S. Government agency obligations | $257,999,000 | 411 |
| Securities issued by states & political subdivisions | $92,173,000 | 317 |
| Other domestic debt securities | $7,434,000 | 831 |
| 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 | $7,434,000 | 569 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,086,000 | 587 |
| Mortgage-backed securities | $58,039,000 | 1,106 |
| Certificates of participation in pools of residential mortgages | $51,289,000 | 831 |
| Issued or guaranteed by U.S. | $51,289,000 | 831 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,750,000 | 1,690 |
| CMOs issued by government agencies or sponsored agencies | $6,750,000 | 1,598 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $371,583,000 | 358 |
| Total debt securities | $371,583,000 | 398 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $344,849,000 | 448 |
| U.S. Government securities | $272,296,000 | 416 |
| U.S. Treasury securities | $9,825,000 | 308 |
| U.S. Government agency obligations | $262,471,000 | 416 |
| Securities issued by states & political subdivisions | $64,944,000 | 506 |
| Other domestic debt securities | $7,609,000 | 835 |
| 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 | $7,609,000 | 562 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,282,000 | 793 |
| Mortgage-backed securities | $64,547,000 | 1,038 |
| Certificates of participation in pools of residential mortgages | $57,197,000 | 783 |
| Issued or guaranteed by U.S. | $57,197,000 | 782 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,350,000 | 1,684 |
| CMOs issued by government agencies or sponsored agencies | $7,350,000 | 1,588 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $344,849,000 | 397 |
| Total debt securities | $344,849,000 | 437 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $355,500,000 | 426 |
| U.S. Government securities | $287,903,000 | 388 |
| U.S. Treasury securities | $9,924,000 | 309 |
| U.S. Government agency obligations | $277,979,000 | 386 |
| Securities issued by states & political subdivisions | $60,237,000 | 539 |
| Other domestic debt securities | $7,360,000 | 826 |
| 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 | $7,360,000 | 553 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,974,000 | 691 |
| Mortgage-backed securities | $76,723,000 | 892 |
| Certificates of participation in pools of residential mortgages | $68,723,000 | 642 |
| Issued or guaranteed by U.S. | $68,723,000 | 640 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $8,000,000 | 1,674 |
| CMOs issued by government agencies or sponsored agencies | $8,000,000 | 1,569 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $355,500,000 | 373 |
| Total debt securities | $355,500,000 | 420 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $337,444,000 | 454 |
| U.S. Government securities | $277,767,000 | 408 |
| U.S. Treasury securities | $4,974,000 | 415 |
| U.S. Government agency obligations | $272,793,000 | 403 |
| Securities issued by states & political subdivisions | $52,478,000 | 639 |
| Other domestic debt securities | $7,199,000 | 868 |
| 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 | $7,199,000 | 589 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,945,000 | 807 |
| Mortgage-backed securities | $86,957,000 | 837 |
| Certificates of participation in pools of residential mortgages | $78,329,000 | 589 |
| Issued or guaranteed by U.S. | $78,329,000 | 588 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $8,628,000 | 1,688 |
| CMOs issued by government agencies or sponsored agencies | $8,628,000 | 1,589 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $337,444,000 | 403 |
| Total debt securities | $337,444,000 | 445 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $344,149,000 | 441 |
| U.S. Government securities | $282,335,000 | 400 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $282,335,000 | 383 |
| Securities issued by states & political subdivisions | $53,326,000 | 595 |
| Other domestic debt securities | $8,488,000 | 805 |
| 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 | $8,488,000 | 535 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,287,000 | 797 |
| Mortgage-backed securities | $92,330,000 | 813 |
| Certificates of participation in pools of residential mortgages | $88,829,000 | 549 |
| Issued or guaranteed by U.S. | $88,829,000 | 548 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,501,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $3,501,000 | 2,290 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,985,000 | 1,704 |
| Available-for-sale securities (fair market value) | $342,164,000 | 403 |
| Total debt securities | $344,149,000 | 434 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $356,173,000 | 427 |
| U.S. Government securities | $286,685,000 | 393 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $286,685,000 | 381 |
| Securities issued by states & political subdivisions | $52,118,000 | 572 |
| Other domestic debt securities | $17,370,000 | 510 |
| 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 | $17,370,000 | 324 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,797,000 | 728 |
| Mortgage-backed securities | $82,815,000 | 906 |
| Certificates of participation in pools of residential mortgages | $81,897,000 | 588 |
| Issued or guaranteed by U.S. | $81,897,000 | 587 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $918,000 | 3,221 |
| CMOs issued by government agencies or sponsored agencies | $918,000 | 3,061 |
| 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) | $1,985,000 | 1,735 |
| Available-for-sale securities (fair market value) | $354,188,000 | 390 |
| Total debt securities | $356,173,000 | 421 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,387 |
| Fair value | $3,021,000 | 1,389 |
| 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 | $153,298,000 | 974 |
| U.S. Government securities | $108,125,000 | 941 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $108,125,000 | 912 |
| Securities issued by states & political subdivisions | $27,720,000 | 1,171 |
| Other domestic debt securities | $17,453,000 | 533 |
| 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 | $17,453,000 | 312 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,877,000 | 2,027 |
| Mortgage-backed securities | $38,431,000 | 1,623 |
| Certificates of participation in pools of residential mortgages | $38,431,000 | 1,079 |
| Issued or guaranteed by U.S. | $38,431,000 | 1,079 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $153,298,000 | 865 |
| Total debt securities | $153,298,000 | 963 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $154,767,000 | 940 |
| U.S. Government securities | $107,183,000 | 931 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $107,183,000 | 902 |
| Securities issued by states & political subdivisions | $29,792,000 | 1,033 |
| Other domestic debt securities | $17,792,000 | 507 |
| 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 | $17,792,000 | 283 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,940,000 | 1,985 |
| Mortgage-backed securities | $27,527,000 | 1,968 |
| Certificates of participation in pools of residential mortgages | $27,527,000 | 1,356 |
| Issued or guaranteed by U.S. | $27,527,000 | 1,352 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $154,767,000 | 839 |
| Total debt securities | $154,767,000 | 930 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $135,403,000 | 1,071 |
| U.S. Government securities | $97,407,000 | 1,029 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $97,407,000 | 994 |
| Securities issued by states & political subdivisions | $28,771,000 | 1,013 |
| Other domestic debt securities | $9,225,000 | 736 |
| 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 | $9,225,000 | 411 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,284,000 | 3,517 |
| Mortgage-backed securities | $11,432,000 | 3,132 |
| Certificates of participation in pools of residential mortgages | $11,432,000 | 2,434 |
| Issued or guaranteed by U.S. | $11,432,000 | 2,428 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $135,403,000 | 949 |
| Total debt securities | $135,403,000 | 1,059 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $123,821,000 | 1,155 |
| U.S. Government securities | $81,015,000 | 1,227 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $81,015,000 | 1,185 |
| Securities issued by states & political subdivisions | $29,584,000 | 971 |
| Other domestic debt securities | $13,222,000 | 611 |
| 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 | $13,222,000 | 325 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,250,000 | 3,535 |
| Mortgage-backed securities | $9,498,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $9,498,000 | 2,643 |
| Issued or guaranteed by U.S. | $9,498,000 | 2,638 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $123,821,000 | 1,022 |
| Total debt securities | $123,821,000 | 1,141 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $111,307,000 | 1,227 |
| U.S. Government securities | $71,617,000 | 1,309 |
| U.S. Treasury securities | $2,808,000 | 662 |
| U.S. Government agency obligations | $68,809,000 | 1,294 |
| Securities issued by states & political subdivisions | $29,659,000 | 941 |
| Other domestic debt securities | $10,031,000 | 751 |
| 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 | $10,031,000 | 371 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,708,000 | 3,770 |
| Mortgage-backed securities | $10,567,000 | 3,097 |
| Certificates of participation in pools of residential mortgages | $10,567,000 | 2,386 |
| Issued or guaranteed by U.S. | $10,567,000 | 2,382 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $111,307,000 | 1,101 |
| Total debt securities | $111,307,000 | 1,208 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $97,756,000 | 1,357 |
| U.S. Government securities | $55,511,000 | 1,594 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $55,511,000 | 1,532 |
| Securities issued by states & political subdivisions | $34,144,000 | 772 |
| Other domestic debt securities | $8,101,000 | 886 |
| 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 | $8,101,000 | 430 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,370,000 | 3,673 |
| Mortgage-backed securities | $11,770,000 | 2,944 |
| Certificates of participation in pools of residential mortgages | $11,770,000 | 2,214 |
| Issued or guaranteed by U.S. | $11,770,000 | 2,208 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $97,756,000 | 1,209 |
| Total debt securities | $97,756,000 | 1,337 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $98,876,000 | 1,326 |
| U.S. Government securities | $63,104,000 | 1,446 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $63,104,000 | 1,390 |
| Securities issued by states & political subdivisions | $33,658,000 | 724 |
| Other domestic debt securities | $2,114,000 | 1,673 |
| 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 | $2,114,000 | 959 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,419,000 | 3,719 |
| Mortgage-backed securities | $13,003,000 | 2,782 |
| Certificates of participation in pools of residential mortgages | $13,003,000 | 2,090 |
| Issued or guaranteed by U.S. | $13,003,000 | 2,084 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $98,876,000 | 1,176 |
| Total debt securities | $98,876,000 | 1,301 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $100,852,000 | 1,301 |
| U.S. Government securities | $66,946,000 | 1,379 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $66,946,000 | 1,333 |
| Securities issued by states & political subdivisions | $33,906,000 | 700 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,424,000 | 3,615 |
| Mortgage-backed securities | $14,122,000 | 2,746 |
| Certificates of participation in pools of residential mortgages | $14,122,000 | 2,083 |
| Issued or guaranteed by U.S. | $14,122,000 | 2,077 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $100,852,000 | 1,155 |
| Total debt securities | $100,852,000 | 1,281 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $104,808,000 | 1,234 |
| U.S. Government securities | $71,143,000 | 1,272 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $71,143,000 | 1,229 |
| Securities issued by states & political subdivisions | $33,665,000 | 696 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,016,000 | 3,699 |
| Mortgage-backed securities | $15,413,000 | 2,672 |
| Certificates of participation in pools of residential mortgages | $15,413,000 | 2,030 |
| Issued or guaranteed by U.S. | $15,413,000 | 2,023 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $104,808,000 | 1,082 |
| Total debt securities | $104,808,000 | 1,214 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $112,024,000 | 1,146 |
| U.S. Government securities | $75,035,000 | 1,181 |
| U.S. Treasury securities | $2,015,000 | 557 |
| U.S. Government agency obligations | $73,020,000 | 1,168 |
| Securities issued by states & political subdivisions | $36,989,000 | 623 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,475,000 | 3,632 |
| Mortgage-backed securities | $16,759,000 | 2,585 |
| Certificates of participation in pools of residential mortgages | $16,759,000 | 1,972 |
| Issued or guaranteed by U.S. | $16,759,000 | 1,963 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $112,024,000 | 997 |
| Total debt securities | $112,024,000 | 1,133 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $114,876,000 | 1,092 |
| U.S. Government securities | $79,920,000 | 1,073 |
| U.S. Treasury securities | $2,030,000 | 526 |
| U.S. Government agency obligations | $77,890,000 | 1,066 |
| Securities issued by states & political subdivisions | $34,956,000 | 634 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,432,000 | 3,645 |
| Mortgage-backed securities | $18,042,000 | 2,507 |
| Certificates of participation in pools of residential mortgages | $18,042,000 | 1,913 |
| Issued or guaranteed by U.S. | $18,042,000 | 1,902 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $114,876,000 | 942 |
| Total debt securities | $114,876,000 | 1,075 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $120,530,000 | 1,042 |
| U.S. Government securities | $84,555,000 | 1,029 |
| U.S. Treasury securities | $2,043,000 | 484 |
| U.S. Government agency obligations | $82,512,000 | 1,020 |
| Securities issued by states & political subdivisions | $35,975,000 | 564 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,909,000 | 3,999 |
| Mortgage-backed securities | $19,672,000 | 2,421 |
| Certificates of participation in pools of residential mortgages | $19,672,000 | 1,838 |
| Issued or guaranteed by U.S. | $19,672,000 | 1,827 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $120,530,000 | 897 |
| Total debt securities | $120,530,000 | 1,019 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $130,811,000 | 936 |
| U.S. Government securities | $95,569,000 | 892 |
| U.S. Treasury securities | $2,061,000 | 449 |
| U.S. Government agency obligations | $93,508,000 | 894 |
| Securities issued by states & political subdivisions | $35,242,000 | 554 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,236,000 | 3,952 |
| Mortgage-backed securities | $21,039,000 | 2,270 |
| Certificates of participation in pools of residential mortgages | $21,039,000 | 1,712 |
| Issued or guaranteed by U.S. | $21,039,000 | 1,702 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $130,811,000 | 798 |
| Total debt securities | $130,811,000 | 918 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $159,759,000 | 739 |
| U.S. Government securities | $102,769,000 | 801 |
| U.S. Treasury securities | $2,036,000 | 468 |
| U.S. Government agency obligations | $100,733,000 | 793 |
| Securities issued by states & political subdivisions | $36,989,000 | 506 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $20,001,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,592,000 | 3,363 |
| Mortgage-backed securities | $21,830,000 | 2,130 |
| Certificates of participation in pools of residential mortgages | $21,830,000 | 1,599 |
| Issued or guaranteed by U.S. | $21,830,000 | 1,589 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $159,759,000 | 628 |
| Total debt securities | $139,758,000 | 834 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $161,456,000 | 737 |
| U.S. Government securities | $124,151,000 | 672 |
| U.S. Treasury securities | $2,022,000 | 470 |
| U.S. Government agency obligations | $122,129,000 | 667 |
| Securities issued by states & political subdivisions | $37,305,000 | 516 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,906,000 | 2,170 |
| Mortgage-backed securities | $22,784,000 | 2,050 |
| Certificates of participation in pools of residential mortgages | $22,784,000 | 1,526 |
| Issued or guaranteed by U.S. | $22,784,000 | 1,517 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $161,456,000 | 626 |
| Total debt securities | $161,456,000 | 722 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $188,169,000 | 645 |
| U.S. Government securities | $150,365,000 | 556 |
| U.S. Treasury securities | $11,570,000 | 165 |
| U.S. Government agency obligations | $138,795,000 | 581 |
| Securities issued by states & political subdivisions | $37,804,000 | 514 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,209,000 | 1,809 |
| Mortgage-backed securities | $19,606,000 | 2,202 |
| Certificates of participation in pools of residential mortgages | $19,606,000 | 1,651 |
| Issued or guaranteed by U.S. | $19,606,000 | 1,642 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $188,169,000 | 550 |
| Total debt securities | $188,169,000 | 625 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $196,354,000 | 618 |
| U.S. Government securities | $158,593,000 | 538 |
| U.S. Treasury securities | $16,239,000 | 148 |
| U.S. Government agency obligations | $142,354,000 | 579 |
| Securities issued by states & political subdivisions | $37,761,000 | 499 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,267,000 | 1,910 |
| Mortgage-backed securities | $18,677,000 | 2,008 |
| Certificates of participation in pools of residential mortgages | $18,677,000 | 1,467 |
| Issued or guaranteed by U.S. | $18,677,000 | 1,458 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $196,354,000 | 524 |
| Total debt securities | $196,354,000 | 599 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $215,716,000 | 584 |
| U.S. Government securities | $176,696,000 | 502 |
| U.S. Treasury securities | $22,648,000 | 117 |
| U.S. Government agency obligations | $154,048,000 | 547 |
| Securities issued by states & political subdivisions | $39,020,000 | 468 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,222,000 | 1,814 |
| Mortgage-backed securities | $19,581,000 | 1,830 |
| Certificates of participation in pools of residential mortgages | $19,581,000 | 1,346 |
| Issued or guaranteed by U.S. | $19,581,000 | 1,334 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $215,716,000 | 491 |
| Total debt securities | $215,716,000 | 564 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $224,529,000 | 557 |
| U.S. Government securities | $185,863,000 | 475 |
| U.S. Treasury securities | $30,858,000 | 98 |
| U.S. Government agency obligations | $155,005,000 | 550 |
| Securities issued by states & political subdivisions | $38,666,000 | 468 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,866,000 | 1,763 |
| Mortgage-backed securities | $17,425,000 | 1,913 |
| Certificates of participation in pools of residential mortgages | $17,425,000 | 1,423 |
| Issued or guaranteed by U.S. | $17,425,000 | 1,414 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $224,529,000 | 466 |
| Total debt securities | $224,529,000 | 543 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $219,506,000 | 574 |
| U.S. Government securities | $180,016,000 | 496 |
| U.S. Treasury securities | $31,411,000 | 104 |
| U.S. Government agency obligations | $148,605,000 | 578 |
| Securities issued by states & political subdivisions | $39,490,000 | 459 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,772,000 | 1,782 |
| Mortgage-backed securities | $12,348,000 | 2,361 |
| Certificates of participation in pools of residential mortgages | $12,348,000 | 1,819 |
| Issued or guaranteed by U.S. | $12,348,000 | 1,813 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $219,506,000 | 479 |
| Total debt securities | $219,506,000 | 553 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $228,592,000 | 548 |
| U.S. Government securities | $188,959,000 | 486 |
| U.S. Treasury securities | $34,120,000 | 107 |
| U.S. Government agency obligations | $154,839,000 | 575 |
| Securities issued by states & political subdivisions | $39,633,000 | 454 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,513,000 | 1,805 |
| Mortgage-backed securities | $13,019,000 | 2,294 |
| Certificates of participation in pools of residential mortgages | $13,019,000 | 1,775 |
| Issued or guaranteed by U.S. | $13,019,000 | 1,765 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $228,592,000 | 461 |
| Total debt securities | $228,592,000 | 531 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $205,431,000 | 626 |
| U.S. Government securities | $180,310,000 | 522 |
| U.S. Treasury securities | $33,999,000 | 112 |
| U.S. Government agency obligations | $146,311,000 | 619 |
| Securities issued by states & political subdivisions | $25,121,000 | 783 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,153,000 | 1,739 |
| Mortgage-backed securities | $10,380,000 | 2,593 |
| Certificates of participation in pools of residential mortgages | $10,380,000 | 2,057 |
| Issued or guaranteed by U.S. | $10,380,000 | 2,044 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $205,431,000 | 518 |
| Total debt securities | $205,431,000 | 611 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $195,490,000 | 659 |
| U.S. Government securities | $175,212,000 | 552 |
| U.S. Treasury securities | $33,172,000 | 122 |
| U.S. Government agency obligations | $142,040,000 | 641 |
| Securities issued by states & political subdivisions | $20,278,000 | 969 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,079,000 | 1,726 |
| Mortgage-backed securities | $8,875,000 | 2,787 |
| Certificates of participation in pools of residential mortgages | $8,875,000 | 2,256 |
| Issued or guaranteed by U.S. | $8,875,000 | 2,245 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $195,490,000 | 548 |
| Total debt securities | $195,490,000 | 641 |
| Structured notes | ||
| Amortized cost | $2,995,000 | 1,284 |
| Fair value | $2,942,000 | 1,255 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $187,787,000 | 699 |
| U.S. Government securities | $172,368,000 | 572 |
| U.S. Treasury securities | $33,688,000 | 128 |
| U.S. Government agency obligations | $138,680,000 | 657 |
| Securities issued by states & political subdivisions | $15,419,000 | 1,304 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,004,000 | 1,807 |
| Mortgage-backed securities | $9,540,000 | 2,730 |
| Certificates of participation in pools of residential mortgages | $9,540,000 | 2,213 |
| Issued or guaranteed by U.S. | $9,540,000 | 2,202 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $187,787,000 | 582 |
| Total debt securities | $187,787,000 | 682 |
| Structured notes | ||
| Amortized cost | $2,995,000 | 1,311 |
| Fair value | $2,962,000 | 1,266 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $177,119,000 | 726 |
| U.S. Government securities | $163,773,000 | 599 |
| U.S. Treasury securities | $29,178,000 | 151 |
| U.S. Government agency obligations | $134,595,000 | 679 |
| Securities issued by states & political subdivisions | $13,346,000 | 1,494 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,094,000 | 1,778 |
| Mortgage-backed securities | $5,194,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | $5,194,000 | 3,060 |
| Issued or guaranteed by U.S. | $5,194,000 | 3,048 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $177,119,000 | 608 |
| Total debt securities | $177,119,000 | 711 |
| Structured notes | ||
| Amortized cost | $2,995,000 | 1,312 |
| Fair value | $2,958,000 | 1,276 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $156,465,000 | 810 |
| U.S. Government securities | $144,754,000 | 652 |
| U.S. Treasury securities | $17,667,000 | 224 |
| U.S. Government agency obligations | $127,087,000 | 703 |
| Securities issued by states & political subdivisions | $11,711,000 | 1,677 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,326,000 | 1,705 |
| Mortgage-backed securities | $5,557,000 | 3,575 |
| Certificates of participation in pools of residential mortgages | $5,557,000 | 2,992 |
| Issued or guaranteed by U.S. | $5,557,000 | 2,979 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $156,465,000 | 681 |
| Total debt securities | $156,465,000 | 790 |
| Structured notes | ||
| Amortized cost | $5,991,000 | 733 |
| Fair value | $5,945,000 | 719 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $152,178,000 | 817 |
| U.S. Government securities | $141,565,000 | 659 |
| U.S. Treasury securities | $12,825,000 | 283 |
| U.S. Government agency obligations | $128,740,000 | 692 |
| Securities issued by states & political subdivisions | $10,613,000 | 1,828 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,709,000 | 1,624 |
| Mortgage-backed securities | $3,845,000 | 4,165 |
| Certificates of participation in pools of residential mortgages | $3,845,000 | 3,567 |
| Issued or guaranteed by U.S. | $3,845,000 | 3,551 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $152,178,000 | 696 |
| Total debt securities | $152,178,000 | 800 |
| Structured notes | ||
| Amortized cost | $5,991,000 | 733 |
| Fair value | $5,956,000 | 729 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $155,571,000 | 818 |
| U.S. Government securities | $147,131,000 | 657 |
| U.S. Treasury securities | $12,623,000 | 314 |
| U.S. Government agency obligations | $134,508,000 | 678 |
| Securities issued by states & political subdivisions | $8,440,000 | 2,187 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,673,000 | 1,648 |
| Mortgage-backed securities | $4,088,000 | 4,169 |
| Certificates of participation in pools of residential mortgages | $4,088,000 | 3,557 |
| Issued or guaranteed by U.S. | $4,088,000 | 3,547 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $155,571,000 | 693 |
| Total debt securities | $155,571,000 | 797 |
| Structured notes | ||
| Amortized cost | $5,990,000 | 734 |
| Fair value | $5,892,000 | 731 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $156,477,000 | 830 |
| U.S. Government securities | $148,373,000 | 670 |
| U.S. Treasury securities | $8,980,000 | 425 |
| U.S. Government agency obligations | $139,393,000 | 669 |
| Securities issued by states & political subdivisions | $8,104,000 | 2,286 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,879,000 | 1,628 |
| Mortgage-backed securities | $4,350,000 | 4,145 |
| Certificates of participation in pools of residential mortgages | $4,350,000 | 3,522 |
| Issued or guaranteed by U.S. | $4,350,000 | 3,512 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $156,477,000 | 701 |
| Total debt securities | $156,477,000 | 808 |
| Structured notes | ||
| Amortized cost | $5,990,000 | 709 |
| Fair value | $5,960,000 | 700 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $158,537,000 | 816 |
| U.S. Government securities | $150,360,000 | 664 |
| U.S. Treasury securities | $3,041,000 | 818 |
| U.S. Government agency obligations | $147,319,000 | 639 |
| Securities issued by states & political subdivisions | $8,177,000 | 2,273 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,205,000 | 1,565 |
| Mortgage-backed securities | $4,631,000 | 4,070 |
| Certificates of participation in pools of residential mortgages | $4,631,000 | 3,448 |
| Issued or guaranteed by U.S. | $4,631,000 | 3,442 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $158,537,000 | 698 |
| Total debt securities | $158,537,000 | 797 |
| Structured notes | ||
| Amortized cost | $5,989,000 | 720 |
| Fair value | $5,983,000 | 712 |
| 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 | $162,126,000 | 810 |
| U.S. Government securities | $154,004,000 | 662 |
| U.S. Treasury securities | $2,993,000 | 885 |
| U.S. Government agency obligations | $151,011,000 | 648 |
| Securities issued by states & political subdivisions | $8,122,000 | 2,270 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,504,000 | 1,485 |
| Mortgage-backed securities | $4,916,000 | 4,044 |
| Certificates of participation in pools of residential mortgages | $4,916,000 | 3,432 |
| Issued or guaranteed by U.S. | $4,916,000 | 3,424 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| 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) | $162,126,000 | 690 |
| Total debt securities | $162,126,000 | 790 |
| Structured notes | ||
| Amortized cost | $5,989,000 | 709 |
| Fair value | $5,843,000 | 706 |
| 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 | $172,389,000 | 765 |
| U.S. Government securities | $163,919,000 | 646 |
| U.S. Treasury securities | $5,124,000 | 616 |
| U.S. Government agency obligations | $158,795,000 | 636 |
| Securities issued by states & political subdivisions | $8,470,000 | 2,234 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,563,000 | 1,448 |
| Mortgage-backed securities | $5,366,000 | 3,977 |
| Certificates of participation in pools of residential mortgages | $5,366,000 | 3,331 |
| Issued or guaranteed by U.S. | $5,366,000 | 3,322 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $172,389,000 | 663 |
| Total debt securities | $172,389,000 | 748 |
| Structured notes | ||
| Amortized cost | $8,995,000 | 410 |
| Fair value | $9,041,000 | 405 |
| 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 | $179,954,000 | 750 |
| U.S. Government securities | $171,231,000 | 633 |
| U.S. Treasury securities | $9,616,000 | 427 |
| U.S. Government agency obligations | $161,615,000 | 639 |
| Securities issued by states & political subdivisions | $8,723,000 | 2,192 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,450,000 | 1,419 |
| Mortgage-backed securities | $5,695,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $5,695,000 | 3,238 |
| Issued or guaranteed by U.S. | $5,695,000 | 3,226 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $179,954,000 | 645 |
| Total debt securities | $179,954,000 | 732 |
| Structured notes | ||
| Amortized cost | $8,995,000 | 355 |
| Fair value | $8,870,000 | 361 |
| 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 | $178,582,000 | 743 |
| U.S. Government securities | $169,827,000 | 632 |
| U.S. Treasury securities | $9,660,000 | 428 |
| U.S. Government agency obligations | $160,167,000 | 630 |
| Securities issued by states & political subdivisions | $8,755,000 | 2,187 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,621,000 | 1,434 |
| Mortgage-backed securities | $6,230,000 | 3,705 |
| Certificates of participation in pools of residential mortgages | $6,230,000 | 3,104 |
| Issued or guaranteed by U.S. | $6,230,000 | 3,092 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $178,582,000 | 643 |
| Total debt securities | $178,582,000 | 729 |
| Structured notes | ||
| Amortized cost | $8,990,000 | 284 |
| Fair value | $8,725,000 | 291 |
| 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 | $151,753,000 | 865 |
| U.S. Government securities | $142,697,000 | 701 |
| U.S. Treasury securities | $5,208,000 | 635 |
| U.S. Government agency obligations | $137,489,000 | 696 |
| Securities issued by states & political subdivisions | $9,056,000 | 2,087 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,305,000 | 1,228 |
| Mortgage-backed securities | $7,260,000 | 3,551 |
| Certificates of participation in pools of residential mortgages | $7,169,000 | 2,890 |
| Issued or guaranteed by U.S. | $7,169,000 | 2,878 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $91,000 | 3,987 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,794 |
| 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) | $151,753,000 | 746 |
| Total debt securities | $151,753,000 | 838 |
| Structured notes | ||
| Amortized cost | $8,990,000 | 209 |
| Fair value | $9,014,000 | 206 |
| 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 | $163,634,000 | 791 |
| U.S. Government securities | $155,200,000 | 643 |
| U.S. Treasury securities | $2,083,000 | 1,131 |
| U.S. Government agency obligations | $153,117,000 | 625 |
| Securities issued by states & political subdivisions | $8,434,000 | 2,126 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,154,000 | 1,324 |
| Mortgage-backed securities | $83,526,000 | 732 |
| Certificates of participation in pools of residential mortgages | $40,570,000 | 875 |
| Issued or guaranteed by U.S. | $40,570,000 | 871 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $42,956,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $42,956,000 | 471 |
| 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) | $163,634,000 | 676 |
| Total debt securities | $163,634,000 | 766 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $162,308,000 | 781 |
| U.S. Government securities | $153,828,000 | 619 |
| U.S. Treasury securities | $2,102,000 | 1,184 |
| U.S. Government agency obligations | $151,726,000 | 598 |
| Securities issued by states & political subdivisions | $8,480,000 | 2,087 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,546,000 | 1,483 |
| Mortgage-backed securities | $85,084,000 | 697 |
| Certificates of participation in pools of residential mortgages | $38,033,000 | 888 |
| Issued or guaranteed by U.S. | $38,033,000 | 883 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $47,051,000 | 491 |
| CMOs issued by government agencies or sponsored agencies | $47,051,000 | 441 |
| 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) | $162,308,000 | 665 |
| Total debt securities | $162,308,000 | 750 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $155,610,000 | 739 |
| U.S. Government securities | $148,509,000 | 582 |
| U.S. Treasury securities | $4,149,000 | 879 |
| U.S. Government agency obligations | $144,360,000 | 572 |
| Securities issued by states & political subdivisions | $6,101,000 | 2,518 |
| Other domestic debt securities | $1,000,000 | 2,920 |
| 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 | $1,000,000 | 2,520 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,186,000 | 1,423 |
| Mortgage-backed securities | $56,159,000 | 863 |
| Certificates of participation in pools of residential mortgages | $9,711,000 | 2,161 |
| Issued or guaranteed by U.S. | $9,711,000 | 2,144 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $46,448,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $46,448,000 | 426 |
| 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) | $155,610,000 | 627 |
| Total debt securities | $155,610,000 | 722 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $154,974,000 | 721 |
| U.S. Government securities | $149,120,000 | 574 |
| U.S. Treasury securities | $23,126,000 | 306 |
| U.S. Government agency obligations | $125,994,000 | 630 |
| Securities issued by states & political subdivisions | $4,490,000 | 2,995 |
| Other domestic debt securities | $850,000 | 2,622 |
| 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 | $850,000 | 2,302 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $514,000 | 3,775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,808,000 | 1,559 |
| Mortgage-backed securities | $53,765,000 | 746 |
| Certificates of participation in pools of residential mortgages | $12,589,000 | 1,489 |
| Issued or guaranteed by U.S. | $12,589,000 | 1,476 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $41,176,000 | 423 |
| CMOs issued by government agencies or sponsored agencies | $41,176,000 | 376 |
| 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) | $154,974,000 | 567 |
| Total debt securities | $154,460,000 | 683 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $175,185,000 | 673 |
| U.S. Government securities | $165,814,000 | 555 |
| U.S. Treasury securities | $51,146,000 | 201 |
| U.S. Government agency obligations | $114,668,000 | 707 |
| Securities issued by states & political subdivisions | $4,860,000 | 2,968 |
| Other domestic debt securities | $3,997,000 | 1,336 |
| 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 | $3,997,000 | 1,087 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $514,000 | 3,669 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,031,000 | 939 |
| Mortgage-backed securities | $64,320,000 | 721 |
| Certificates of participation in pools of residential mortgages | $14,749,000 | 1,428 |
| Issued or guaranteed by U.S. | $14,749,000 | 1,415 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $49,571,000 | 414 |
| CMOs issued by government agencies or sponsored agencies | $49,571,000 | 371 |
| 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) | $175,185,000 | 545 |
| Total debt securities | $174,671,000 | 649 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $191,694,000 | 640 |
| U.S. Government securities | $179,263,000 | 545 |
| U.S. Treasury securities | $79,065,000 | 171 |
| U.S. Government agency obligations | $100,198,000 | 784 |
| Securities issued by states & political subdivisions | $5,289,000 | 2,870 |
| Other domestic debt securities | $6,628,000 | 970 |
| Privately issued residential mortgage-backed securities | $2,210,000 | 524 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,418,000 | 955 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $514,000 | 3,515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,270,000 | 1,204 |
| Mortgage-backed securities | $60,371,000 | 783 |
| Certificates of participation in pools of residential mortgages | $21,432,000 | 1,171 |
| Issued or guaranteed by U.S. | $21,432,000 | 1,161 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $38,939,000 | 474 |
| CMOs issued by government agencies or sponsored agencies | $36,729,000 | 446 |
| Privately issued | $2,210,000 | 445 |
| 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) | $191,694,000 | 508 |
| Total debt securities | $191,180,000 | 624 |
| Structured notes | ||
| Amortized cost | $310,000 | 1,265 |
| Fair value | $316,000 | 1,265 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $202,873,000 | 603 |
| U.S. Government securities | $193,906,000 | 533 |
| U.S. Treasury securities | $88,386,000 | 223 |
| U.S. Government agency obligations | $105,520,000 | 732 |
| Securities issued by states & political subdivisions | $5,058,000 | 2,723 |
| Other domestic debt securities | $3,375,000 | 1,044 |
| 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 | $3,375,000 | 812 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $534,000 | 3,478 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,260,000 | 1,221 |
| Mortgage-backed securities | $65,083,000 | 716 |
| Certificates of participation in pools of residential mortgages | $28,344,000 | 977 |
| Issued or guaranteed by U.S. | $28,344,000 | 961 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $36,739,000 | 466 |
| CMOs issued by government agencies or sponsored agencies | $36,739,000 | 430 |
| 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) | $16,065,000 | 1,981 |
| Available-for-sale securities (fair market value) | $186,808,000 | 482 |
| Total debt securities | $202,339,000 | 588 |
| Structured notes | ||
| Amortized cost | $24,504,000 | 52 |
| Fair value | $24,658,000 | 52 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $65,400,000 | 1,848 |
| U.S. Government securities | $59,186,000 | 1,642 |
| U.S. Treasury securities | $18,162,000 | 1,268 |
| U.S. Government agency obligations | $41,024,000 | 1,774 |
| Securities issued by states & political subdivisions | $5,427,000 | 2,659 |
| Other domestic debt securities | $253,000 | 3,203 |
| 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 | $253,000 | 2,463 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $534,000 | 3,383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,041,000 | 1,297 |
| Mortgage-backed securities | $34,989,000 | 1,203 |
| Certificates of participation in pools of residential mortgages | $32,797,000 | 930 |
| Issued or guaranteed by U.S. | $32,797,000 | 914 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,192,000 | 2,953 |
| CMOs issued by government agencies or sponsored agencies | $2,192,000 | 2,833 |
| 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) | $22,355,000 | 1,736 |
| Available-for-sale securities (fair market value) | $43,045,000 | 1,907 |
| Total debt securities | $64,866,000 | 1,813 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,803 |
| Fair value | $499,000 | 2,545 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $83,815,000 | 1,507 |
| U.S. Government securities | $78,743,000 | 1,290 |
| U.S. Treasury securities | $25,368,000 | 1,114 |
| U.S. Government agency obligations | $53,375,000 | 1,348 |
| Securities issued by states & political subdivisions | $4,284,000 | 3,184 |
| Other domestic debt securities | $254,000 | 3,798 |
| 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 | $254,000 | 2,976 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $534,000 | 3,160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,010,000 | 1,347 |
| Mortgage-backed securities | $42,428,000 | 1,092 |
| Certificates of participation in pools of residential mortgages | $42,428,000 | 781 |
| Issued or guaranteed by U.S. | $42,428,000 | 761 |
| 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) | $32,168,000 | 1,344 |
| Available-for-sale securities (fair market value) | $51,647,000 | 1,637 |
| Total debt securities | $83,281,000 | 1,468 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 2,131 |
| Fair value | $1,492,000 | 2,060 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $84,890,000 | 1,518 |
| U.S. Government securities | $79,778,000 | 1,333 |
| U.S. Treasury securities | $27,653,000 | 1,274 |
| U.S. Government agency obligations | $52,125,000 | 1,352 |
| Securities issued by states & political subdivisions | $3,551,000 | 3,756 |
| Other domestic debt securities | $957,000 | 2,883 |
| 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 | $957,000 | 2,309 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $604,000 | 2,752 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,024,000 | 1,955 |
| Mortgage-backed securities | $40,327,000 | 1,195 |
| Certificates of participation in pools of residential mortgages | $40,327,000 | 816 |
| Issued or guaranteed by U.S. | $40,327,000 | 798 |
| 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) | $36,928,000 | 2,006 |
| Available-for-sale securities (fair market value) | $47,962,000 | 1,192 |
| Total debt securities | $84,286,000 | 1,494 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $23,659,000 | 5,441 |
| U.S. Government securities | $21,255,000 | 4,864 |
| U.S. Treasury securities | $4,549,000 | 6,020 |
| U.S. Government agency obligations | $16,706,000 | 3,819 |
| Securities issued by states & political subdivisions | $648,000 | 7,511 |
| Other domestic debt securities | $1,044,000 | 3,243 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,044,000 | 2,472 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $712,000 | 2,528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,145,000 | 5,134 |
| Mortgage-backed securities | $14,703,000 | 2,834 |
| Certificates of participation in pools of residential mortgages | $14,703,000 | 1,891 |
| Issued or guaranteed by U.S. | $14,703,000 | 1,855 |
| 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 | $22,947,000 | 5,426 |
| 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 | $14,072,000 | 7,644 |
| U.S. Government securities | $13,145,000 | 6,834 |
| U.S. Treasury securities | $5,406,000 | 5,521 |
| U.S. Government agency obligations | $7,739,000 | 6,470 |
| Securities issued by states & political subdivisions | $229,000 | 8,636 |
| Other domestic debt securities | $508,000 | 5,018 |
| 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 | $508,000 | 3,753 |
| Foreign debt securities | NA | NA |
| Equity securities | $190,000 | 4,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,350,000 | 8,071 |
| Mortgage-backed securities | $4,731,000 | 5,616 |
| Certificates of participation in pools of residential mortgages | $4,731,000 | 4,104 |
| Issued or guaranteed by U.S. | $4,731,000 | 4,047 |
| 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 | $13,882,000 | 7,589 |
| 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 |