Home > Baylake Bank > Securities
Baylake Bank, Securities
| 2016-03-31 | Rank | |
| Total securities | $190,454,000 | 773 |
| U.S. Government securities | $109,447,000 | 854 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $109,447,000 | 816 |
| Securities issued by states & political subdivisions | $69,992,000 | 534 |
| Other domestic debt securities | $11,015,000 | 573 |
| Privately issued residential mortgage-backed securities | $89,000 | 586 |
| Commercial mortgage-backed securities - Total | $2,364,000 | 97 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,562,000 | 487 |
| 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 | $97,278,000 | 638 |
| Mortgage-backed securities | $106,212,000 | 627 |
| Certificates of participation in pools of residential mortgages | $24,864,000 | 1,332 |
| Issued or guaranteed by U.S. | $24,864,000 | 1,331 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $19,642,000 | 785 |
| CMOs issued by government agencies or sponsored agencies | $19,553,000 | 745 |
| Privately issued | $89,000 | 556 |
| Commercial mortgage-backed securities | $61,706,000 | 140 |
| Commercial mortgage pass-through securities | $46,210,000 | 83 |
| Other commercial mortgage-backed securities | $15,496,000 | 199 |
| Held to maturity securities (book value) | $25,456,000 | 667 |
| Available-for-sale securities (fair market value) | $164,998,000 | 777 |
| Total debt securities | $190,454,000 | 767 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,222 |
| Fair value | $499,000 | 1,192 |
| 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 | $194,459,000 | 763 |
| U.S. Government securities | $113,337,000 | 844 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $113,337,000 | 810 |
| Securities issued by states & political subdivisions | $69,457,000 | 535 |
| Other domestic debt securities | $11,665,000 | 543 |
| Privately issued residential mortgage-backed securities | $96,000 | 587 |
| Commercial mortgage-backed securities - Total | $3,034,000 | 82 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,535,000 | 466 |
| 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 | $85,468,000 | 718 |
| Mortgage-backed securities | $110,746,000 | 601 |
| Certificates of participation in pools of residential mortgages | $25,608,000 | 1,314 |
| Issued or guaranteed by U.S. | $25,608,000 | 1,313 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $23,068,000 | 710 |
| CMOs issued by government agencies or sponsored agencies | $22,972,000 | 676 |
| Privately issued | $96,000 | 559 |
| Commercial mortgage-backed securities | $62,070,000 | 131 |
| Commercial mortgage pass-through securities | $46,102,000 | 77 |
| Other commercial mortgage-backed securities | $15,968,000 | 182 |
| Held to maturity securities (book value) | $25,487,000 | 674 |
| Available-for-sale securities (fair market value) | $168,972,000 | 760 |
| Total debt securities | $194,459,000 | 749 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,355 |
| Fair value | $499,000 | 1,294 |
| 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 | $181,735,000 | 826 |
| U.S. Government securities | $109,103,000 | 883 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $109,103,000 | 846 |
| Securities issued by states & political subdivisions | $59,728,000 | 641 |
| Other domestic debt securities | $12,904,000 | 516 |
| Privately issued residential mortgage-backed securities | $104,000 | 599 |
| Commercial mortgage-backed securities - Total | $4,291,000 | 82 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $8,509,000 | 472 |
| 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 | $120,020,000 | 539 |
| Mortgage-backed securities | $111,229,000 | 595 |
| Certificates of participation in pools of residential mortgages | $22,491,000 | 1,462 |
| Issued or guaranteed by U.S. | $22,491,000 | 1,462 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $21,853,000 | 754 |
| CMOs issued by government agencies or sponsored agencies | $21,749,000 | 722 |
| Privately issued | $104,000 | 570 |
| Commercial mortgage-backed securities | $66,885,000 | 120 |
| Commercial mortgage pass-through securities | $49,450,000 | 69 |
| Other commercial mortgage-backed securities | $17,435,000 | 167 |
| Held to maturity securities (book value) | $25,519,000 | 676 |
| Available-for-sale securities (fair market value) | $156,216,000 | 822 |
| Total debt securities | $181,735,000 | 814 |
| 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 | $185,395,000 | 813 |
| U.S. Government securities | $113,338,000 | 878 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $113,338,000 | 835 |
| Securities issued by states & political subdivisions | $58,808,000 | 641 |
| Other domestic debt securities | $13,249,000 | 504 |
| Privately issued residential mortgage-backed securities | $151,000 | 591 |
| Commercial mortgage-backed securities - Total | $4,540,000 | 72 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $8,558,000 | 449 |
| 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 | $110,409,000 | 581 |
| Mortgage-backed securities | $115,636,000 | 583 |
| Certificates of participation in pools of residential mortgages | $21,276,000 | 1,554 |
| Issued or guaranteed by U.S. | $21,276,000 | 1,554 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $25,046,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $24,895,000 | 688 |
| Privately issued | $151,000 | 562 |
| Commercial mortgage-backed securities | $69,314,000 | 111 |
| Commercial mortgage pass-through securities | $51,762,000 | 60 |
| Other commercial mortgage-backed securities | $17,552,000 | 159 |
| Held to maturity securities (book value) | $25,550,000 | 681 |
| Available-for-sale securities (fair market value) | $159,845,000 | 824 |
| Total debt securities | $185,395,000 | 804 |
| 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 | $192,956,000 | 784 |
| U.S. Government securities | $119,322,000 | 841 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $119,322,000 | 810 |
| Securities issued by states & political subdivisions | $58,826,000 | 631 |
| Other domestic debt securities | $14,808,000 | 479 |
| Privately issued residential mortgage-backed securities | $215,000 | 592 |
| Commercial mortgage-backed securities - Total | $5,966,000 | 64 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $8,627,000 | 450 |
| 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 | $125,450,000 | 533 |
| Mortgage-backed securities | $123,110,000 | 554 |
| Certificates of participation in pools of residential mortgages | $23,455,000 | 1,479 |
| Issued or guaranteed by U.S. | $23,455,000 | 1,479 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $24,650,000 | 751 |
| CMOs issued by government agencies or sponsored agencies | $24,435,000 | 716 |
| Privately issued | $215,000 | 561 |
| Commercial mortgage-backed securities | $75,005,000 | 102 |
| Commercial mortgage pass-through securities | $55,820,000 | 58 |
| Other commercial mortgage-backed securities | $19,185,000 | 142 |
| Held to maturity securities (book value) | $25,581,000 | 679 |
| Available-for-sale securities (fair market value) | $167,375,000 | 792 |
| Total debt securities | $192,956,000 | 772 |
| 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 | $206,619,000 | 730 |
| U.S. Government securities | $129,527,000 | 786 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $129,527,000 | 755 |
| Securities issued by states & political subdivisions | $59,002,000 | 607 |
| Other domestic debt securities | $18,090,000 | 418 |
| Privately issued residential mortgage-backed securities | $254,000 | 567 |
| Commercial mortgage-backed securities - Total | $9,292,000 | 59 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $8,544,000 | 450 |
| 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 | $138,262,000 | 487 |
| Mortgage-backed securities | $136,326,000 | 522 |
| Certificates of participation in pools of residential mortgages | $29,718,000 | 1,239 |
| Issued or guaranteed by U.S. | $29,718,000 | 1,237 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $28,513,000 | 690 |
| CMOs issued by government agencies or sponsored agencies | $28,259,000 | 658 |
| Privately issued | $254,000 | 536 |
| Commercial mortgage-backed securities | $78,095,000 | 99 |
| Commercial mortgage pass-through securities | $55,742,000 | 57 |
| Other commercial mortgage-backed securities | $22,353,000 | 128 |
| Held to maturity securities (book value) | $25,612,000 | 678 |
| Available-for-sale securities (fair market value) | $181,007,000 | 711 |
| Total debt securities | $206,619,000 | 723 |
| 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 | $222,474,000 | 676 |
| U.S. Government securities | $135,170,000 | 774 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $135,170,000 | 738 |
| Securities issued by states & political subdivisions | $59,189,000 | 601 |
| Other domestic debt securities | $28,115,000 | 310 |
| Privately issued residential mortgage-backed securities | $9,988,000 | 144 |
| Commercial mortgage-backed securities - Total | $9,531,000 | 61 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $8,596,000 | 457 |
| 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 | $123,221,000 | 529 |
| Mortgage-backed securities | $151,953,000 | 483 |
| Certificates of participation in pools of residential mortgages | $30,905,000 | 1,240 |
| Issued or guaranteed by U.S. | $30,905,000 | 1,239 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $42,824,000 | 536 |
| CMOs issued by government agencies or sponsored agencies | $32,836,000 | 599 |
| Privately issued | $9,988,000 | 136 |
| Commercial mortgage-backed securities | $78,224,000 | 95 |
| Commercial mortgage pass-through securities | $55,737,000 | 57 |
| Other commercial mortgage-backed securities | $22,487,000 | 118 |
| Held to maturity securities (book value) | $25,643,000 | 686 |
| Available-for-sale securities (fair market value) | $196,831,000 | 650 |
| Total debt securities | $222,474,000 | 666 |
| 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 | $225,058,000 | 678 |
| U.S. Government securities | $140,916,000 | 742 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $140,916,000 | 708 |
| Securities issued by states & political subdivisions | $59,740,000 | 597 |
| Other domestic debt securities | $24,402,000 | 366 |
| Privately issued residential mortgage-backed securities | $11,101,000 | 134 |
| Commercial mortgage-backed securities - Total | $8,407,000 | 62 |
| Asset backed securities | $1,333,000 | 281 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $3,561,000 | 824 |
| 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 | $125,511,000 | 524 |
| Mortgage-backed securities | $156,934,000 | 474 |
| Certificates of participation in pools of residential mortgages | $32,312,000 | 1,238 |
| Issued or guaranteed by U.S. | $32,312,000 | 1,238 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $46,865,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $35,764,000 | 574 |
| Privately issued | $11,101,000 | 127 |
| Commercial mortgage-backed securities | $77,757,000 | 94 |
| Commercial mortgage pass-through securities | $56,281,000 | 57 |
| Other commercial mortgage-backed securities | $21,476,000 | 114 |
| Held to maturity securities (book value) | $20,678,000 | 774 |
| Available-for-sale securities (fair market value) | $204,380,000 | 646 |
| Total debt securities | $225,058,000 | 666 |
| Structured notes | ||
| Amortized cost | $566,000 | 1,882 |
| Fair value | $568,000 | 1,881 |
| 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 | $230,875,000 | 665 |
| U.S. Government securities | $144,501,000 | 724 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $144,501,000 | 692 |
| Securities issued by states & political subdivisions | $58,550,000 | 613 |
| Other domestic debt securities | $27,824,000 | 339 |
| Privately issued residential mortgage-backed securities | $12,230,000 | 133 |
| Commercial mortgage-backed securities - Total | $10,713,000 | 59 |
| Asset backed securities | $1,381,000 | 297 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $3,500,000 | 862 |
| 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 | $107,897,000 | 592 |
| Mortgage-backed securities | $163,942,000 | 455 |
| Certificates of participation in pools of residential mortgages | $34,254,000 | 1,186 |
| Issued or guaranteed by U.S. | $34,254,000 | 1,186 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $50,075,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $37,845,000 | 554 |
| Privately issued | $12,230,000 | 127 |
| Commercial mortgage-backed securities | $79,613,000 | 86 |
| Commercial mortgage pass-through securities | $56,000,000 | 54 |
| Other commercial mortgage-backed securities | $23,613,000 | 113 |
| Held to maturity securities (book value) | $20,718,000 | 760 |
| Available-for-sale securities (fair market value) | $210,157,000 | 632 |
| Total debt securities | $230,875,000 | 656 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,909 |
| Fair value | $606,000 | 1,907 |
| 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 | $228,978,000 | 669 |
| U.S. Government securities | $139,430,000 | 738 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $139,430,000 | 713 |
| Securities issued by states & political subdivisions | $58,669,000 | 609 |
| Other domestic debt securities | $30,879,000 | 328 |
| Privately issued residential mortgage-backed securities | $13,374,000 | 136 |
| Commercial mortgage-backed securities - Total | $10,320,000 | 56 |
| Asset backed securities | $3,750,000 | 226 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,435,000 | 892 |
| 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 | $118,397,000 | 558 |
| Mortgage-backed securities | $160,160,000 | 466 |
| Certificates of participation in pools of residential mortgages | $82,123,000 | 561 |
| Issued or guaranteed by U.S. | $82,123,000 | 561 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $67,717,000 | 373 |
| CMOs issued by government agencies or sponsored agencies | $54,343,000 | 416 |
| Privately issued | $13,374,000 | 130 |
| Commercial mortgage-backed securities | $10,320,000 | 279 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $10,320,000 | 156 |
| Held to maturity securities (book value) | $10,275,000 | 1,074 |
| Available-for-sale securities (fair market value) | $218,703,000 | 609 |
| Total debt securities | $228,978,000 | 660 |
| 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 | $225,860,000 | 684 |
| U.S. Government securities | $134,047,000 | 773 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $134,047,000 | 743 |
| Securities issued by states & political subdivisions | $58,372,000 | 616 |
| Other domestic debt securities | $33,441,000 | 318 |
| Privately issued residential mortgage-backed securities | $13,167,000 | 150 |
| Commercial mortgage-backed securities - Total | $10,476,000 | 60 |
| Asset backed securities | $3,989,000 | 217 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,809,000 | 664 |
| 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 | $108,440,000 | 585 |
| Mortgage-backed securities | $154,729,000 | 476 |
| Certificates of participation in pools of residential mortgages | $73,531,000 | 613 |
| Issued or guaranteed by U.S. | $73,531,000 | 612 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $70,722,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $57,555,000 | 412 |
| Privately issued | $13,167,000 | 140 |
| Commercial mortgage-backed securities | $10,476,000 | 266 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $10,476,000 | 149 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $225,860,000 | 602 |
| Total debt securities | $225,860,000 | 671 |
| 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 | $233,085,000 | 665 |
| U.S. Government securities | $135,747,000 | 759 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $135,747,000 | 734 |
| Securities issued by states & political subdivisions | $59,130,000 | 595 |
| Other domestic debt securities | $38,208,000 | 295 |
| Privately issued residential mortgage-backed securities | $15,680,000 | 131 |
| Commercial mortgage-backed securities - Total | $12,340,000 | 57 |
| Asset backed securities | $4,189,000 | 214 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,999,000 | 654 |
| 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 | $65,865,000 | 871 |
| Mortgage-backed securities | $160,756,000 | 469 |
| Certificates of participation in pools of residential mortgages | $70,341,000 | 639 |
| Issued or guaranteed by U.S. | $70,341,000 | 637 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $78,075,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $62,395,000 | 383 |
| Privately issued | $15,680,000 | 123 |
| Commercial mortgage-backed securities | $12,340,000 | 226 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $12,340,000 | 125 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $233,085,000 | 588 |
| Total debt securities | $233,085,000 | 655 |
| 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 | $244,168,000 | 641 |
| U.S. Government securities | $140,807,000 | 748 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $140,807,000 | 718 |
| Securities issued by states & political subdivisions | $60,168,000 | 555 |
| Other domestic debt securities | $43,193,000 | 274 |
| Privately issued residential mortgage-backed securities | $32,789,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $4,305,000 | 201 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $6,099,000 | 645 |
| 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 | $81,756,000 | 754 |
| Mortgage-backed securities | $170,530,000 | 461 |
| Certificates of participation in pools of residential mortgages | $69,318,000 | 655 |
| Issued or guaranteed by U.S. | $69,318,000 | 654 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $101,212,000 | 308 |
| CMOs issued by government agencies or sponsored agencies | $68,423,000 | 369 |
| Privately issued | $32,789,000 | 84 |
| 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) | $244,168,000 | 575 |
| Total debt securities | $244,168,000 | 632 |
| 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 | $240,365,000 | 637 |
| U.S. Government securities | $134,538,000 | 763 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $134,538,000 | 734 |
| Securities issued by states & political subdivisions | $58,871,000 | 562 |
| Other domestic debt securities | $46,956,000 | 251 |
| Privately issued residential mortgage-backed securities | $19,599,000 | 131 |
| Commercial mortgage-backed securities - Total | $16,995,000 | 50 |
| Asset backed securities | $4,290,000 | 182 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $6,072,000 | 626 |
| 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 | $95,684,000 | 649 |
| Mortgage-backed securities | $165,981,000 | 460 |
| Certificates of participation in pools of residential mortgages | $66,303,000 | 662 |
| Issued or guaranteed by U.S. | $66,303,000 | 660 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $82,683,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $63,084,000 | 403 |
| Privately issued | $19,599,000 | 124 |
| Commercial mortgage-backed securities | $16,995,000 | 151 |
| Commercial mortgage pass-through securities | $16,995,000 | 78 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $240,365,000 | 568 |
| Total debt securities | $240,365,000 | 627 |
| 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 | $245,544,000 | 629 |
| U.S. Government securities | $135,066,000 | 781 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $135,066,000 | 759 |
| Securities issued by states & political subdivisions | $58,816,000 | 537 |
| Other domestic debt securities | $51,662,000 | 239 |
| Privately issued residential mortgage-backed securities | $21,705,000 | 129 |
| Commercial mortgage-backed securities - Total | $17,643,000 | 50 |
| Asset backed securities | $4,522,000 | 173 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $7,792,000 | 554 |
| 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 | $79,932,000 | 747 |
| Mortgage-backed securities | $169,255,000 | 486 |
| Certificates of participation in pools of residential mortgages | $71,051,000 | 648 |
| Issued or guaranteed by U.S. | $71,051,000 | 647 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $80,561,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $58,856,000 | 451 |
| Privately issued | $21,705,000 | 122 |
| Commercial mortgage-backed securities | $17,643,000 | 137 |
| Commercial mortgage pass-through securities | $17,643,000 | 64 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $245,544,000 | 571 |
| Total debt securities | $245,544,000 | 615 |
| 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 | $253,858,000 | 613 |
| U.S. Government securities | $135,840,000 | 781 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $135,840,000 | 755 |
| Securities issued by states & political subdivisions | $58,580,000 | 509 |
| Other domestic debt securities | $59,438,000 | 210 |
| Privately issued residential mortgage-backed securities | $42,266,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $4,768,000 | 159 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $12,404,000 | 397 |
| 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 | $74,983,000 | 805 |
| Mortgage-backed securities | $162,942,000 | 506 |
| Certificates of participation in pools of residential mortgages | $68,940,000 | 679 |
| Issued or guaranteed by U.S. | $68,940,000 | 678 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $94,002,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $51,736,000 | 503 |
| Privately issued | $42,266,000 | 85 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $253,858,000 | 553 |
| Total debt securities | $253,858,000 | 601 |
| 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 | $277,420,000 | 578 |
| U.S. Government securities | $158,959,000 | 698 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $158,959,000 | 680 |
| Securities issued by states & political subdivisions | $57,637,000 | 500 |
| Other domestic debt securities | $60,824,000 | 204 |
| Privately issued residential mortgage-backed securities | $43,345,000 | 93 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $4,766,000 | 136 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $12,713,000 | 397 |
| 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 | $94,259,000 | 677 |
| Mortgage-backed securities | $185,605,000 | 460 |
| Certificates of participation in pools of residential mortgages | $89,283,000 | 542 |
| Issued or guaranteed by U.S. | $89,283,000 | 542 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $96,322,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $52,977,000 | 508 |
| Privately issued | $43,345,000 | 89 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $277,420,000 | 515 |
| Total debt securities | $277,420,000 | 566 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $282,676,000 | 539 |
| U.S. Government securities | $161,059,000 | 663 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $161,059,000 | 642 |
| Securities issued by states & political subdivisions | $57,765,000 | 494 |
| Other domestic debt securities | $63,852,000 | 206 |
| Privately issued residential mortgage-backed securities | $46,671,000 | 114 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $4,969,000 | 95 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $12,212,000 | 385 |
| 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 | $91,120,000 | 635 |
| Mortgage-backed securities | $193,592,000 | 430 |
| Certificates of participation in pools of residential mortgages | $89,375,000 | 509 |
| Issued or guaranteed by U.S. | $89,375,000 | 508 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $104,217,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $57,546,000 | 462 |
| Privately issued | $46,671,000 | 112 |
| 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) | $282,676,000 | 482 |
| Total debt securities | $282,676,000 | 533 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,140 |
| Fair value | $4,009,000 | 1,158 |
| 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 | $238,029,000 | 626 |
| U.S. Government securities | $130,405,000 | 791 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $130,405,000 | 769 |
| Securities issued by states & political subdivisions | $56,461,000 | 473 |
| Other domestic debt securities | $50,549,000 | 246 |
| Privately issued residential mortgage-backed securities | $33,046,000 | 156 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $5,125,000 | 88 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $12,378,000 | 362 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $614,000 | 684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,498,000 | 543 |
| Mortgage-backed securities | $142,593,000 | 549 |
| Certificates of participation in pools of residential mortgages | $65,939,000 | 658 |
| Issued or guaranteed by U.S. | $65,939,000 | 653 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $76,654,000 | 426 |
| CMOs issued by government agencies or sponsored agencies | $43,608,000 | 557 |
| Privately issued | $33,046,000 | 150 |
| 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) | $238,029,000 | 554 |
| Total debt securities | $237,415,000 | 617 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,202 |
| Fair value | $4,016,000 | 1,212 |
| 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 | $252,452,000 | 591 |
| U.S. Government securities | $145,240,000 | 735 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $145,240,000 | 708 |
| Securities issued by states & political subdivisions | $55,714,000 | 449 |
| Other domestic debt securities | $51,485,000 | 242 |
| Privately issued residential mortgage-backed securities | $33,263,000 | 164 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $5,692,000 | 77 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $12,530,000 | 338 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $13,000 | 1,230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,312,000 | 547 |
| Mortgage-backed securities | $153,439,000 | 494 |
| Certificates of participation in pools of residential mortgages | $66,155,000 | 636 |
| Issued or guaranteed by U.S. | $66,155,000 | 633 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $87,284,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $54,021,000 | 473 |
| Privately issued | $33,263,000 | 159 |
| 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) | $252,452,000 | 524 |
| Total debt securities | $252,439,000 | 581 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 1,189 |
| Fair value | $5,017,000 | 1,166 |
| 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 | $262,210,000 | 567 |
| U.S. Government securities | $152,684,000 | 706 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $152,684,000 | 673 |
| Securities issued by states & political subdivisions | $53,158,000 | 461 |
| Other domestic debt securities | $55,274,000 | 236 |
| Privately issued residential mortgage-backed securities | $36,920,000 | 158 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $5,880,000 | 79 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $12,474,000 | 331 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,094,000 | 548 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,881,000 | 549 |
| Mortgage-backed securities | $161,493,000 | 454 |
| Certificates of participation in pools of residential mortgages | $68,464,000 | 590 |
| Issued or guaranteed by U.S. | $68,464,000 | 587 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $93,029,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $56,109,000 | 449 |
| Privately issued | $36,920,000 | 155 |
| 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) | $262,210,000 | 504 |
| Total debt securities | $261,116,000 | 556 |
| Structured notes | ||
| Amortized cost | $7,995,000 | 884 |
| Fair value | $7,976,000 | 868 |
| 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 | $265,105,000 | 534 |
| U.S. Government securities | $150,180,000 | 677 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $150,180,000 | 648 |
| Securities issued by states & political subdivisions | $52,853,000 | 448 |
| Other domestic debt securities | $61,291,000 | 232 |
| Privately issued residential mortgage-backed securities | $43,218,000 | 149 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $5,536,000 | 70 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $12,537,000 | 320 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $781,000 | 653 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,370,000 | 534 |
| Mortgage-backed securities | $159,645,000 | 439 |
| Certificates of participation in pools of residential mortgages | $78,612,000 | 508 |
| Issued or guaranteed by U.S. | $78,612,000 | 504 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $81,033,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $37,815,000 | 569 |
| Privately issued | $43,218,000 | 145 |
| 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) | $265,105,000 | 478 |
| Total debt securities | $264,324,000 | 526 |
| Structured notes | ||
| Amortized cost | $8,497,000 | 756 |
| Fair value | $8,475,000 | 753 |
| 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 | $253,247,000 | 531 |
| U.S. Government securities | $132,770,000 | 736 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $132,770,000 | 699 |
| Securities issued by states & political subdivisions | $54,286,000 | 426 |
| Other domestic debt securities | $64,848,000 | 221 |
| Privately issued residential mortgage-backed securities | $43,855,000 | 154 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $5,593,000 | 73 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $15,400,000 | 272 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,343,000 | 553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,478,000 | 511 |
| Mortgage-backed securities | $142,439,000 | 472 |
| Certificates of participation in pools of residential mortgages | $62,045,000 | 600 |
| Issued or guaranteed by U.S. | $62,045,000 | 596 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $80,394,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $36,539,000 | 568 |
| Privately issued | $43,855,000 | 149 |
| 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) | $253,247,000 | 466 |
| Total debt securities | $251,904,000 | 525 |
| Structured notes | ||
| Amortized cost | $8,499,000 | 725 |
| Fair value | $8,566,000 | 722 |
| 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 | $224,836,000 | 587 |
| U.S. Government securities | $107,058,000 | 891 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $107,058,000 | 852 |
| Securities issued by states & political subdivisions | $50,541,000 | 435 |
| Other domestic debt securities | $66,093,000 | 218 |
| Privately issued residential mortgage-backed securities | $46,755,000 | 153 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $5,649,000 | 69 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $13,689,000 | 276 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,144,000 | 619 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,233,000 | 520 |
| Mortgage-backed securities | $148,671,000 | 443 |
| Certificates of participation in pools of residential mortgages | $69,378,000 | 533 |
| Issued or guaranteed by U.S. | $69,378,000 | 529 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $79,293,000 | 378 |
| CMOs issued by government agencies or sponsored agencies | $32,538,000 | 586 |
| Privately issued | $46,755,000 | 150 |
| 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) | $224,836,000 | 512 |
| Total debt securities | $223,692,000 | 581 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,615 |
| Fair value | $2,993,000 | 1,692 |
| 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 | $230,025,000 | 574 |
| U.S. Government securities | $123,072,000 | 767 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $123,072,000 | 735 |
| Securities issued by states & political subdivisions | $46,748,000 | 460 |
| Other domestic debt securities | $58,585,000 | 247 |
| Privately issued residential mortgage-backed securities | $38,099,000 | 192 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $6,694,000 | 62 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $13,792,000 | 279 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,620,000 | 538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,465,000 | 489 |
| Mortgage-backed securities | $153,008,000 | 461 |
| Certificates of participation in pools of residential mortgages | $74,796,000 | 526 |
| Issued or guaranteed by U.S. | $74,796,000 | 524 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $78,212,000 | 385 |
| CMOs issued by government agencies or sponsored agencies | $40,113,000 | 500 |
| Privately issued | $38,099,000 | 188 |
| 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) | $230,025,000 | 504 |
| Total debt securities | $228,405,000 | 574 |
| 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 | $203,306,000 | 633 |
| U.S. Government securities | $119,684,000 | 770 |
| U.S. Treasury securities | $30,000,000 | 124 |
| U.S. Government agency obligations | $89,684,000 | 976 |
| Securities issued by states & political subdivisions | $38,820,000 | 594 |
| Other domestic debt securities | $43,000,000 | 313 |
| Privately issued residential mortgage-backed securities | $30,351,000 | 236 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $12,649,000 | 295 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,802,000 | 535 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,517,000 | 464 |
| Mortgage-backed securities | $120,035,000 | 566 |
| Certificates of participation in pools of residential mortgages | $61,986,000 | 643 |
| Issued or guaranteed by U.S. | $61,986,000 | 638 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $58,049,000 | 467 |
| CMOs issued by government agencies or sponsored agencies | $27,698,000 | 615 |
| Privately issued | $30,351,000 | 229 |
| 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) | $203,306,000 | 556 |
| Total debt securities | $201,504,000 | 629 |
| 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 | $208,165,000 | 621 |
| U.S. Government securities | $130,707,000 | 691 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $130,707,000 | 665 |
| Securities issued by states & political subdivisions | $39,380,000 | 573 |
| Other domestic debt securities | $36,470,000 | 386 |
| Privately issued residential mortgage-backed securities | $24,326,000 | 305 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $12,144,000 | 326 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,608,000 | 602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,326,000 | 438 |
| Mortgage-backed securities | $155,033,000 | 465 |
| Certificates of participation in pools of residential mortgages | $84,238,000 | 503 |
| Issued or guaranteed by U.S. | $84,238,000 | 500 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $70,795,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $46,469,000 | 414 |
| Privately issued | $24,326,000 | 297 |
| 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) | $208,165,000 | 535 |
| Total debt securities | $206,557,000 | 610 |
| 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 | $185,179,000 | 684 |
| U.S. Government securities | $133,028,000 | 670 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $133,028,000 | 641 |
| Securities issued by states & political subdivisions | $36,106,000 | 609 |
| Other domestic debt securities | $14,745,000 | 723 |
| Privately issued residential mortgage-backed securities | $3,211,000 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $11,534,000 | 351 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,300,000 | 699 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,387,000 | 450 |
| Mortgage-backed securities | $136,239,000 | 527 |
| Certificates of participation in pools of residential mortgages | $88,907,000 | 496 |
| Issued or guaranteed by U.S. | $88,907,000 | 491 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $47,332,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $44,121,000 | 398 |
| Privately issued | $3,211,000 | 796 |
| 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) | $185,179,000 | 584 |
| Total debt securities | $183,879,000 | 675 |
| 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 | $181,164,000 | 687 |
| U.S. Government securities | $130,045,000 | 690 |
| U.S. Treasury securities | $32,868,000 | 96 |
| U.S. Government agency obligations | $97,177,000 | 867 |
| Securities issued by states & political subdivisions | $42,390,000 | 462 |
| Other domestic debt securities | $7,824,000 | 1,008 |
| Privately issued residential mortgage-backed securities | $1,320,000 | 1,149 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,504,000 | 556 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $905,000 | 808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,963,000 | 466 |
| Mortgage-backed securities | $94,994,000 | 690 |
| Certificates of participation in pools of residential mortgages | $71,581,000 | 619 |
| Issued or guaranteed by U.S. | $71,581,000 | 609 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $23,413,000 | 822 |
| CMOs issued by government agencies or sponsored agencies | $22,093,000 | 648 |
| Privately issued | $1,320,000 | 1,098 |
| 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) | $181,164,000 | 582 |
| Total debt securities | $180,259,000 | 678 |
| 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 | $223,970,000 | 546 |
| U.S. Government securities | $159,738,000 | 558 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $159,738,000 | 543 |
| Securities issued by states & political subdivisions | $53,647,000 | 326 |
| Other domestic debt securities | $9,353,000 | 874 |
| 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 | $9,353,000 | 409 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,232,000 | 680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,939,000 | 461 |
| Mortgage-backed securities | $155,133,000 | 452 |
| Certificates of participation in pools of residential mortgages | $41,264,000 | 988 |
| Issued or guaranteed by U.S. | $41,264,000 | 980 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $113,869,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $113,869,000 | 196 |
| 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) | $223,970,000 | 471 |
| Total debt securities | $222,738,000 | 540 |
| Structured notes | ||
| Amortized cost | $4,489,000 | 313 |
| Fair value | $4,605,000 | 302 |
| 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 | $222,499,000 | 545 |
| U.S. Government securities | $158,953,000 | 533 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $158,953,000 | 521 |
| Securities issued by states & political subdivisions | $53,887,000 | 315 |
| Other domestic debt securities | $8,729,000 | 884 |
| 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 | $8,729,000 | 419 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $930,000 | 780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,131,000 | 407 |
| Mortgage-backed securities | $139,828,000 | 469 |
| Certificates of participation in pools of residential mortgages | $46,762,000 | 850 |
| Issued or guaranteed by U.S. | $46,762,000 | 840 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $93,066,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $93,066,000 | 207 |
| 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) | $222,499,000 | 464 |
| Total debt securities | $221,569,000 | 534 |
| Structured notes | ||
| Amortized cost | $4,009,000 | 311 |
| Fair value | $4,041,000 | 310 |
| 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 | $218,666,000 | 570 |
| U.S. Government securities | $147,576,000 | 581 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $147,576,000 | 570 |
| Securities issued by states & political subdivisions | $54,673,000 | 316 |
| Other domestic debt securities | $13,609,000 | 723 |
| 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 | $13,609,000 | 339 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $2,808,000 | 653 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,291,000 | 400 |
| Mortgage-backed securities | $129,350,000 | 501 |
| Certificates of participation in pools of residential mortgages | $40,439,000 | 960 |
| Issued or guaranteed by U.S. | $40,439,000 | 948 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $88,911,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $88,911,000 | 210 |
| 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) | $218,666,000 | 485 |
| Total debt securities | $215,858,000 | 565 |
| Structured notes | ||
| Amortized cost | $3,109,000 | 461 |
| Fair value | $3,109,000 | 456 |
| 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 | $224,649,000 | 561 |
| U.S. Government securities | $148,694,000 | 559 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $148,694,000 | 549 |
| Securities issued by states & political subdivisions | $57,144,000 | 298 |
| Other domestic debt securities | $15,676,000 | 632 |
| 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 | $15,676,000 | 306 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $3,135,000 | 659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,982,000 | 413 |
| Mortgage-backed securities | $131,376,000 | 477 |
| Certificates of participation in pools of residential mortgages | $42,597,000 | 889 |
| Issued or guaranteed by U.S. | $42,597,000 | 878 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $88,779,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $88,779,000 | 212 |
| 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) | $224,649,000 | 482 |
| Total debt securities | $221,514,000 | 554 |
| 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 | $221,028,000 | 563 |
| U.S. Government securities | $147,964,000 | 576 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $147,964,000 | 563 |
| Securities issued by states & political subdivisions | $56,228,000 | 299 |
| Other domestic debt securities | $14,864,000 | 618 |
| 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 | $14,864,000 | 313 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,972,000 | 781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,602,000 | 441 |
| Mortgage-backed securities | $118,696,000 | 475 |
| Certificates of participation in pools of residential mortgages | $28,626,000 | 1,081 |
| Issued or guaranteed by U.S. | $28,626,000 | 1,073 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $90,070,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $90,070,000 | 201 |
| 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) | $221,028,000 | 483 |
| Total debt securities | $219,056,000 | 553 |
| 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 | $199,999,000 | 631 |
| U.S. Government securities | $131,374,000 | 632 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $131,374,000 | 621 |
| Securities issued by states & political subdivisions | $55,058,000 | 308 |
| Other domestic debt securities | $8,087,000 | 850 |
| 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 | $8,087,000 | 483 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $5,480,000 | 428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,565,000 | 443 |
| Mortgage-backed securities | $73,208,000 | 678 |
| Certificates of participation in pools of residential mortgages | $11,203,000 | 1,989 |
| Issued or guaranteed by U.S. | $11,203,000 | 1,981 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $62,005,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $62,005,000 | 255 |
| 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) | $199,999,000 | 529 |
| Total debt securities | $194,519,000 | 621 |
| 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 | $184,542,000 | 660 |
| U.S. Government securities | $131,209,000 | 656 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $131,209,000 | 645 |
| Securities issued by states & political subdivisions | $52,016,000 | 322 |
| 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 | $1,317,000 | 886 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,355,000 | 460 |
| Mortgage-backed securities | $74,055,000 | 671 |
| Certificates of participation in pools of residential mortgages | $11,440,000 | 1,904 |
| Issued or guaranteed by U.S. | $11,440,000 | 1,898 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $62,615,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $62,615,000 | 260 |
| 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) | $184,542,000 | 557 |
| Total debt securities | $183,225,000 | 651 |
| 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 | $186,455,000 | 665 |
| U.S. Government securities | $135,054,000 | 638 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $135,054,000 | 630 |
| Securities issued by states & political subdivisions | $51,131,000 | 336 |
| 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 | $270,000 | 1,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,183,000 | 411 |
| Mortgage-backed securities | $77,303,000 | 654 |
| Certificates of participation in pools of residential mortgages | $12,653,000 | 1,787 |
| Issued or guaranteed by U.S. | $12,653,000 | 1,781 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $64,650,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $64,650,000 | 248 |
| 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) | $186,455,000 | 549 |
| Total debt securities | $186,185,000 | 652 |
| 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 | $185,853,000 | 676 |
| U.S. Government securities | $135,754,000 | 671 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $135,754,000 | 658 |
| Securities issued by states & political subdivisions | $50,059,000 | 341 |
| 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 | $40,000 | 1,750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,469,000 | 445 |
| Mortgage-backed securities | $78,227,000 | 657 |
| Certificates of participation in pools of residential mortgages | $13,045,000 | 1,773 |
| Issued or guaranteed by U.S. | $13,045,000 | 1,763 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $65,182,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $65,182,000 | 254 |
| 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) | $185,853,000 | 554 |
| Total debt securities | $185,813,000 | 656 |
| 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 | $185,635,000 | 690 |
| U.S. Government securities | $137,621,000 | 685 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $137,621,000 | 670 |
| Securities issued by states & political subdivisions | $46,584,000 | 370 |
| 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 | $1,430,000 | 916 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,658,000 | 435 |
| Mortgage-backed securities | $79,462,000 | 655 |
| Certificates of participation in pools of residential mortgages | $13,672,000 | 1,722 |
| Issued or guaranteed by U.S. | $13,672,000 | 1,711 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $65,790,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $65,790,000 | 252 |
| 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) | $185,635,000 | 568 |
| Total debt securities | $184,205,000 | 676 |
| 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 | $181,493,000 | 706 |
| U.S. Government securities | $140,229,000 | 667 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $140,229,000 | 651 |
| Securities issued by states & political subdivisions | $39,552,000 | 440 |
| 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 | $1,712,000 | 848 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,136,000 | 427 |
| Mortgage-backed securities | $80,059,000 | 660 |
| Certificates of participation in pools of residential mortgages | $13,999,000 | 1,704 |
| Issued or guaranteed by U.S. | $13,999,000 | 1,694 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $66,060,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $66,060,000 | 249 |
| 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) | $181,493,000 | 585 |
| Total debt securities | $179,781,000 | 697 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $170,909,000 | 754 |
| U.S. Government securities | $135,338,000 | 689 |
| U.S. Treasury securities | $195,000 | 1,625 |
| U.S. Government agency obligations | $135,143,000 | 672 |
| Securities issued by states & political subdivisions | $32,928,000 | 544 |
| Other domestic debt securities | $100,000 | 3,000 |
| 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 | $100,000 | 2,404 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,543,000 | 716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,491,000 | 415 |
| Mortgage-backed securities | $71,190,000 | 718 |
| Certificates of participation in pools of residential mortgages | $7,781,000 | 2,469 |
| Issued or guaranteed by U.S. | $7,781,000 | 2,459 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $63,409,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $63,409,000 | 258 |
| 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) | $170,909,000 | 628 |
| Total debt securities | $168,367,000 | 746 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $169,163,000 | 759 |
| U.S. Government securities | $132,351,000 | 711 |
| U.S. Treasury securities | $195,000 | 1,646 |
| U.S. Government agency obligations | $132,156,000 | 692 |
| Securities issued by states & political subdivisions | $33,827,000 | 528 |
| Other domestic debt securities | $100,000 | 3,104 |
| 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 | $100,000 | 2,529 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,885,000 | 692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,511,000 | 424 |
| Mortgage-backed securities | $72,532,000 | 711 |
| Certificates of participation in pools of residential mortgages | $8,214,000 | 2,424 |
| Issued or guaranteed by U.S. | $8,214,000 | 2,415 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $64,318,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $64,318,000 | 261 |
| 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) | $169,163,000 | 636 |
| Total debt securities | $166,278,000 | 748 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $208,751,000 | 621 |
| U.S. Government securities | $161,658,000 | 605 |
| U.S. Treasury securities | $196,000 | 1,683 |
| U.S. Government agency obligations | $161,462,000 | 584 |
| Securities issued by states & political subdivisions | $46,806,000 | 361 |
| Other domestic debt securities | $100,000 | 3,156 |
| 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 | $100,000 | 2,599 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $187,000 | 1,662 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,000,000 | 426 |
| Mortgage-backed securities | $91,229,000 | 608 |
| Certificates of participation in pools of residential mortgages | $8,799,000 | 2,376 |
| Issued or guaranteed by U.S. | $8,799,000 | 2,366 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $82,430,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $82,430,000 | 222 |
| 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) | $208,751,000 | 519 |
| Total debt securities | $208,563,000 | 604 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $207,348,000 | 625 |
| U.S. Government securities | $157,043,000 | 614 |
| U.S. Treasury securities | $197,000 | 1,739 |
| U.S. Government agency obligations | $156,846,000 | 590 |
| Securities issued by states & political subdivisions | $47,114,000 | 359 |
| Other domestic debt securities | $100,000 | 3,206 |
| 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 | $100,000 | 2,671 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,091,000 | 678 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,070,000 | 446 |
| Mortgage-backed securities | $93,807,000 | 603 |
| Certificates of participation in pools of residential mortgages | $8,334,000 | 2,487 |
| Issued or guaranteed by U.S. | $8,334,000 | 2,477 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $85,473,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $85,473,000 | 228 |
| 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) | $207,348,000 | 516 |
| Total debt securities | $204,257,000 | 613 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $199,216,000 | 657 |
| U.S. Government securities | $155,430,000 | 631 |
| U.S. Treasury securities | $197,000 | 1,849 |
| U.S. Government agency obligations | $155,233,000 | 608 |
| Securities issued by states & political subdivisions | $38,120,000 | 451 |
| Other domestic debt securities | $100,000 | 3,251 |
| 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 | $100,000 | 2,752 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $5,566,000 | 477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $121,983,000 | 431 |
| Mortgage-backed securities | $95,689,000 | 614 |
| Certificates of participation in pools of residential mortgages | $8,587,000 | 2,528 |
| Issued or guaranteed by U.S. | $8,587,000 | 2,521 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $87,102,000 | 300 |
| CMOs issued by government agencies or sponsored agencies | $87,102,000 | 235 |
| 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) | $199,216,000 | 544 |
| Total debt securities | $193,650,000 | 660 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $194,886,000 | 677 |
| U.S. Government securities | $158,907,000 | 642 |
| U.S. Treasury securities | $200,000 | 1,823 |
| U.S. Government agency obligations | $158,707,000 | 616 |
| Securities issued by states & political subdivisions | $33,973,000 | 514 |
| Other domestic debt securities | $100,000 | 3,318 |
| 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 | $100,000 | 2,833 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,906,000 | 960 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,107,000 | 426 |
| Mortgage-backed securities | $99,359,000 | 611 |
| Certificates of participation in pools of residential mortgages | $9,244,000 | 2,472 |
| Issued or guaranteed by U.S. | $9,244,000 | 2,465 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $90,115,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $90,115,000 | 236 |
| 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) | $194,886,000 | 564 |
| Total debt securities | $192,980,000 | 666 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $189,509,000 | 696 |
| U.S. Government securities | $152,931,000 | 653 |
| U.S. Treasury securities | $202,000 | 1,837 |
| U.S. Government agency obligations | $152,729,000 | 621 |
| Securities issued by states & political subdivisions | $32,056,000 | 553 |
| Other domestic debt securities | $100,000 | 3,376 |
| 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 | $100,000 | 2,903 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $4,422,000 | 616 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,961,000 | 488 |
| Mortgage-backed securities | $99,168,000 | 621 |
| Certificates of participation in pools of residential mortgages | $9,628,000 | 2,431 |
| Issued or guaranteed by U.S. | $9,628,000 | 2,421 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $89,540,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $89,540,000 | 235 |
| 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) | $189,509,000 | 588 |
| Total debt securities | $185,087,000 | 691 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $179,644,000 | 737 |
| U.S. Government securities | $146,911,000 | 689 |
| U.S. Treasury securities | $202,000 | 1,958 |
| U.S. Government agency obligations | $146,709,000 | 661 |
| Securities issued by states & political subdivisions | $31,602,000 | 553 |
| Other domestic debt securities | $100,000 | 3,474 |
| 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 | $100,000 | 3,007 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,031,000 | 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 | $108,528,000 | 471 |
| Mortgage-backed securities | $99,052,000 | 628 |
| Certificates of participation in pools of residential mortgages | $10,095,000 | 2,397 |
| Issued or guaranteed by U.S. | $10,095,000 | 2,388 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $88,957,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $88,957,000 | 247 |
| 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) | $179,644,000 | 627 |
| Total debt securities | $178,613,000 | 721 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $181,908,000 | 740 |
| U.S. Government securities | $146,673,000 | 692 |
| U.S. Treasury securities | $208,000 | 1,928 |
| U.S. Government agency obligations | $146,465,000 | 670 |
| Securities issued by states & political subdivisions | $35,025,000 | 486 |
| Other domestic debt securities | $100,000 | 3,579 |
| 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 | $100,000 | 3,086 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $110,000 | 1,938 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,850,000 | 484 |
| Mortgage-backed securities | $102,083,000 | 634 |
| Certificates of participation in pools of residential mortgages | $9,661,000 | 2,458 |
| Issued or guaranteed by U.S. | $9,661,000 | 2,450 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $92,422,000 | 310 |
| CMOs issued by government agencies or sponsored agencies | $92,422,000 | 252 |
| 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) | $181,908,000 | 631 |
| Total debt securities | $181,798,000 | 721 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $174,310,000 | 776 |
| U.S. Government securities | $138,845,000 | 748 |
| U.S. Treasury securities | $207,000 | 2,059 |
| U.S. Government agency obligations | $138,638,000 | 722 |
| Securities issued by states & political subdivisions | $35,015,000 | 493 |
| Other domestic debt securities | $100,000 | 3,629 |
| 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 | $100,000 | 3,226 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $350,000 | 1,692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,228,000 | 528 |
| Mortgage-backed securities | $99,148,000 | 656 |
| Certificates of participation in pools of residential mortgages | $9,928,000 | 2,434 |
| Issued or guaranteed by U.S. | $9,928,000 | 2,424 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $89,220,000 | 316 |
| CMOs issued by government agencies or sponsored agencies | $89,220,000 | 278 |
| 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) | $174,310,000 | 666 |
| Total debt securities | $173,960,000 | 756 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $151,569,000 | 892 |
| U.S. Government securities | $112,671,000 | 879 |
| U.S. Treasury securities | $208,000 | 2,122 |
| U.S. Government agency obligations | $112,463,000 | 844 |
| Securities issued by states & political subdivisions | $35,878,000 | 479 |
| Other domestic debt securities | $100,000 | 3,736 |
| 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 | $100,000 | 3,334 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,920,000 | 914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,313,000 | 569 |
| Mortgage-backed securities | $75,476,000 | 787 |
| Certificates of participation in pools of residential mortgages | $8,101,000 | 2,715 |
| Issued or guaranteed by U.S. | $8,101,000 | 2,702 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $67,375,000 | 376 |
| CMOs issued by government agencies or sponsored agencies | $67,375,000 | 334 |
| 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) | $151,569,000 | 755 |
| Total debt securities | $148,649,000 | 877 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $134,983,000 | 970 |
| U.S. Government securities | $92,193,000 | 1,020 |
| U.S. Treasury securities | $1,220,000 | 1,375 |
| U.S. Government agency obligations | $90,973,000 | 993 |
| Securities issued by states & political subdivisions | $36,845,000 | 451 |
| Other domestic debt securities | $100,000 | 3,789 |
| 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 | $100,000 | 3,363 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,845,000 | 621 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,515,000 | 856 |
| Mortgage-backed securities | $52,875,000 | 1,020 |
| Certificates of participation in pools of residential mortgages | $217,000 | 6,231 |
| Issued or guaranteed by U.S. | $217,000 | 6,210 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $52,658,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $52,658,000 | 409 |
| 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) | $134,983,000 | 830 |
| Total debt securities | $129,138,000 | 978 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $133,907,000 | 976 |
| U.S. Government securities | $93,618,000 | 1,009 |
| U.S. Treasury securities | $1,227,000 | 1,391 |
| U.S. Government agency obligations | $92,391,000 | 976 |
| Securities issued by states & political subdivisions | $37,658,000 | 412 |
| Other domestic debt securities | $100,000 | 3,839 |
| 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 | $100,000 | 3,403 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,531,000 | 971 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,873,000 | 618 |
| Mortgage-backed securities | $55,143,000 | 975 |
| Certificates of participation in pools of residential mortgages | $249,000 | 6,182 |
| Issued or guaranteed by U.S. | $249,000 | 6,163 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $54,894,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $54,894,000 | 394 |
| 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) | $133,907,000 | 835 |
| Total debt securities | $131,376,000 | 951 |
| 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 | $130,693,000 | 954 |
| U.S. Government securities | $91,444,000 | 1,007 |
| U.S. Treasury securities | $1,239,000 | 1,463 |
| U.S. Government agency obligations | $90,205,000 | 973 |
| Securities issued by states & political subdivisions | $37,654,000 | 392 |
| Other domestic debt securities | $100,000 | 3,887 |
| 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 | $100,000 | 3,433 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,495,000 | 1,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,065,000 | 813 |
| Mortgage-backed securities | $50,851,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $283,000 | 6,102 |
| Issued or guaranteed by U.S. | $283,000 | 6,084 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $50,568,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $50,568,000 | 412 |
| 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) | $130,693,000 | 808 |
| Total debt securities | $129,198,000 | 925 |
| 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 | $146,959,000 | 784 |
| U.S. Government securities | $97,088,000 | 845 |
| U.S. Treasury securities | $1,244,000 | 1,729 |
| U.S. Government agency obligations | $95,844,000 | 812 |
| Securities issued by states & political subdivisions | $33,504,000 | 438 |
| Other domestic debt securities | $3,600,000 | 1,704 |
| 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 | $3,600,000 | 1,398 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $12,767,000 | 336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,791,000 | 533 |
| Mortgage-backed securities | $74,348,000 | 712 |
| Certificates of participation in pools of residential mortgages | $429,000 | 5,810 |
| Issued or guaranteed by U.S. | $429,000 | 5,786 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $73,919,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $73,919,000 | 316 |
| 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) | $146,959,000 | 656 |
| Total debt securities | $134,192,000 | 836 |
| 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 | $141,077,000 | 812 |
| U.S. Government securities | $99,983,000 | 837 |
| U.S. Treasury securities | $1,208,000 | 2,445 |
| U.S. Government agency obligations | $98,775,000 | 791 |
| Securities issued by states & political subdivisions | $33,828,000 | 430 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $7,266,000 | 645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,902,000 | 412 |
| Mortgage-backed securities | $66,987,000 | 633 |
| Certificates of participation in pools of residential mortgages | $661,000 | 5,198 |
| Issued or guaranteed by U.S. | $661,000 | 5,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $66,326,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $66,326,000 | 278 |
| 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) | $33,000 | 5,599 |
| Available-for-sale securities (fair market value) | $141,044,000 | 617 |
| Total debt securities | $133,811,000 | 813 |
| 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 | $129,767,000 | 895 |
| U.S. Government securities | $92,229,000 | 935 |
| U.S. Treasury securities | $1,177,000 | 3,405 |
| U.S. Government agency obligations | $91,052,000 | 874 |
| Securities issued by states & political subdivisions | $31,864,000 | 454 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $5,674,000 | 765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,560,000 | 676 |
| Mortgage-backed securities | $69,410,000 | 692 |
| Certificates of participation in pools of residential mortgages | $906,000 | 5,155 |
| Issued or guaranteed by U.S. | $906,000 | 5,144 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $68,504,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $68,504,000 | 298 |
| 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) | $67,000 | 5,960 |
| Available-for-sale securities (fair market value) | $129,700,000 | 687 |
| Total debt securities | $124,093,000 | 903 |
| 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 | $115,724,000 | 1,005 |
| U.S. Government securities | $74,672,000 | 1,190 |
| U.S. Treasury securities | $1,251,000 | 4,665 |
| U.S. Government agency obligations | $73,421,000 | 1,039 |
| Securities issued by states & political subdivisions | $35,530,000 | 378 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $5,522,000 | 762 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,994,000 | 679 |
| Mortgage-backed securities | $54,980,000 | 833 |
| Certificates of participation in pools of residential mortgages | $1,948,000 | 4,432 |
| Issued or guaranteed by U.S. | $1,948,000 | 4,412 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $53,032,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $53,032,000 | 341 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,242,000 | 5,242 |
| Available-for-sale securities (fair market value) | $114,482,000 | 769 |
| Total debt securities | $110,202,000 | 1,014 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $109,653,000 | 1,050 |
| U.S. Government securities | $65,790,000 | 1,371 |
| U.S. Treasury securities | $2,230,000 | 4,894 |
| U.S. Government agency obligations | $63,560,000 | 1,140 |
| Securities issued by states & political subdivisions | $35,272,000 | 316 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $8,591,000 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,344,000 | 3,334 |
| Mortgage-backed securities | $34,338,000 | 1,152 |
| Certificates of participation in pools of residential mortgages | $2,677,000 | 3,940 |
| Issued or guaranteed by U.S. | $2,677,000 | 3,923 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $31,661,000 | 512 |
| CMOs issued by government agencies or sponsored agencies | $31,661,000 | 474 |
| 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) | $2,058,000 | 5,572 |
| Available-for-sale securities (fair market value) | $107,595,000 | 774 |
| Total debt securities | $101,062,000 | 1,103 |
| Structured notes | ||
| Amortized cost | $1,990,000 | 801 |
| Fair value | $1,999,000 | 701 |
| 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 | $93,362,000 | 1,271 |
| U.S. Government securities | $70,350,000 | 1,379 |
| U.S. Treasury securities | $6,038,000 | 3,288 |
| U.S. Government agency obligations | $64,312,000 | 1,148 |
| Securities issued by states & political subdivisions | $21,706,000 | 574 |
| Other domestic debt securities | $12,000 | 4,329 |
| 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 | $12,000 | 3,241 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,294,000 | 1,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,447,000 | 3,631 |
| Mortgage-backed securities | $31,426,000 | 1,312 |
| Certificates of participation in pools of residential mortgages | $3,726,000 | 3,714 |
| Issued or guaranteed by U.S. | $3,726,000 | 3,693 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $27,700,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $27,700,000 | 547 |
| 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) | $4,735,000 | 4,818 |
| Available-for-sale securities (fair market value) | $88,627,000 | 930 |
| Total debt securities | $92,068,000 | 1,244 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $24,429,000 | 4,788 |
| U.S. Government securities | $14,517,000 | 5,828 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $14,517,000 | 4,285 |
| Securities issued by states & political subdivisions | $9,662,000 | 1,513 |
| Other domestic debt securities | $13,000 | 5,031 |
| 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 | $13,000 | 3,846 |
| Foreign debt securities | NA | NA |
| Equity securities | $237,000 | 4,735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $413,000 | 9,045 |
| Mortgage-backed securities | $14,159,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $991,000 | 6,096 |
| Issued or guaranteed by U.S. | $991,000 | 6,065 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $13,168,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $13,168,000 | 1,082 |
| 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) | $821,000 | 7,529 |
| Available-for-sale securities (fair market value) | $23,608,000 | 3,447 |
| Total debt securities | $24,192,000 | 4,732 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $23,318,000 | 5,256 |
| U.S. Government securities | $14,787,000 | 6,117 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $14,787,000 | 4,047 |
| Securities issued by states & political subdivisions | $7,738,000 | 1,984 |
| Other domestic debt securities | $42,000 | 5,441 |
| 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 | $42,000 | 4,281 |
| Foreign debt securities | NA | NA |
| Equity securities | $751,000 | 2,445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 9,493 |
| Mortgage-backed securities | $14,453,000 | 2,546 |
| Certificates of participation in pools of residential mortgages | $718,000 | 6,919 |
| Issued or guaranteed by U.S. | $718,000 | 6,892 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $13,735,000 | 1,189 |
| CMOs issued by government agencies or sponsored agencies | $13,735,000 | 1,116 |
| 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) | $961,000 | 10,791 |
| Available-for-sale securities (fair market value) | $22,357,000 | 2,545 |
| Total debt securities | $22,567,000 | 5,282 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $25,142,000 | 5,189 |
| U.S. Government securities | $13,572,000 | 6,670 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $13,572,000 | 4,495 |
| Securities issued by states & political subdivisions | $10,387,000 | 1,449 |
| Other domestic debt securities | $365,000 | 4,643 |
| 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 | $365,000 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $818,000 | 2,363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 9,795 |
| Mortgage-backed securities | $13,468,000 | 3,006 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $13,468,000 | 1,366 |
| CMOs issued by government agencies or sponsored agencies | $13,468,000 | 1,283 |
| 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 | $24,324,000 | 5,217 |
| 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 | $24,736,000 | 5,213 |
| U.S. Government securities | $13,572,000 | 6,697 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $13,572,000 | 4,442 |
| Securities issued by states & political subdivisions | $9,357,000 | 1,455 |
| Other domestic debt securities | $1,797,000 | 3,110 |
| Privately issued residential mortgage-backed securities | $166,000 | 3,206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,631,000 | 2,301 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 8,142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 10,136 |
| Mortgage-backed securities | $13,103,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | $119,000 | 9,724 |
| Issued or guaranteed by U.S. | $119,000 | 9,651 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $12,984,000 | 1,369 |
| CMOs issued by government agencies or sponsored agencies | $12,818,000 | 1,234 |
| Privately issued | $166,000 | 2,734 |
| 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 | $24,726,000 | 5,114 |
| 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 |