Home > Geauga Savings Bank > Securities
Geauga Savings Bank, Securities
| 2019-12-31 | Rank | |
| Total securities | $69,341,000 | 1,659 |
| U.S. Government securities | $33,008,000 | 1,949 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $33,008,000 | 1,845 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $36,321,000 | 321 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $34,321,000 | 102 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $2,000,000 | 920 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $12,000 | 319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,008,000 | 1,325 |
| Mortgage-backed securities | $32,353,000 | 1,484 |
| Certificates of participation in pools of residential mortgages | $40,000 | 3,992 |
| Issued or guaranteed by U.S. | $40,000 | 3,926 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $5,716,000 | 1,532 |
| CMOs issued by government agencies or sponsored agencies | $5,716,000 | 1,493 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $26,597,000 | 411 |
| Commercial mortgage pass-through securities | $2,125,000 | 875 |
| Other commercial mortgage-backed securities | $24,472,000 | 286 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $69,341,000 | 1,534 |
| Total debt securities | $69,329,000 | 1,643 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $71,808,000 | 1,615 |
| U.S. Government securities | $34,453,000 | 1,898 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $34,453,000 | 1,803 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $37,343,000 | 313 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $35,343,000 | 97 |
| Structured financial products - Total | $2,000,000 | 98 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $12,000 | 414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,454,000 | 1,291 |
| Mortgage-backed securities | $33,708,000 | 1,416 |
| Certificates of participation in pools of residential mortgages | $41,000 | 4,032 |
| Issued or guaranteed by U.S. | $41,000 | 3,962 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $6,021,000 | 1,501 |
| CMOs issued by government agencies or sponsored agencies | $6,021,000 | 1,463 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $27,646,000 | 399 |
| Commercial mortgage pass-through securities | $2,170,000 | 863 |
| Other commercial mortgage-backed securities | $25,476,000 | 274 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $71,808,000 | 1,497 |
| Total debt securities | $71,796,000 | 1,603 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $78,356,000 | 1,543 |
| U.S. Government securities | $35,148,000 | 1,915 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $35,148,000 | 1,805 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $43,196,000 | 273 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $41,196,000 | 86 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,000,000 | 920 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $12,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,026,000 | 1,372 |
| Mortgage-backed securities | $34,366,000 | 1,390 |
| Certificates of participation in pools of residential mortgages | $41,000 | 4,056 |
| Issued or guaranteed by U.S. | $41,000 | 3,990 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $6,285,000 | 1,463 |
| CMOs issued by government agencies or sponsored agencies | $6,285,000 | 1,421 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $28,040,000 | 391 |
| Commercial mortgage pass-through securities | $2,122,000 | 862 |
| Other commercial mortgage-backed securities | $25,918,000 | 261 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $78,356,000 | 1,416 |
| Total debt securities | $78,344,000 | 1,526 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $76,430,000 | 1,587 |
| U.S. Government securities | $32,951,000 | 2,020 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $32,951,000 | 1,899 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $43,467,000 | 255 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $43,467,000 | 79 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $12,000 | 453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,238,000 | 1,479 |
| Mortgage-backed securities | $32,118,000 | 1,421 |
| Certificates of participation in pools of residential mortgages | $2,139,000 | 3,223 |
| Issued or guaranteed by U.S. | $2,139,000 | 3,133 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,983,000 | 1,177 |
| CMOs issued by government agencies or sponsored agencies | $9,983,000 | 1,138 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $19,996,000 | 446 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $19,996,000 | 287 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $76,430,000 | 1,458 |
| Total debt securities | $76,418,000 | 1,568 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $77,392,000 | 1,575 |
| U.S. Government securities | $45,061,000 | 1,606 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $45,061,000 | 1,527 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $32,319,000 | 299 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $32,319,000 | 93 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $12,000 | 591 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,732,000 | 2,017 |
| Mortgage-backed securities | $42,656,000 | 1,195 |
| Certificates of participation in pools of residential mortgages | $2,740,000 | 3,093 |
| Issued or guaranteed by U.S. | $2,740,000 | 3,027 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $10,275,000 | 1,154 |
| CMOs issued by government agencies or sponsored agencies | $10,275,000 | 1,120 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $29,641,000 | 342 |
| Commercial mortgage pass-through securities | $8,889,000 | 422 |
| Other commercial mortgage-backed securities | $20,752,000 | 272 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $77,392,000 | 1,449 |
| Total debt securities | $77,380,000 | 1,557 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $83,466,000 | 1,493 |
| U.S. Government securities | $50,512,000 | 1,471 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $50,512,000 | 1,398 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $32,943,000 | 293 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $32,943,000 | 88 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $11,000 | 648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,944,000 | 1,714 |
| Mortgage-backed securities | $48,069,000 | 1,084 |
| Certificates of participation in pools of residential mortgages | $2,816,000 | 3,115 |
| Issued or guaranteed by U.S. | $2,816,000 | 3,086 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,514,000 | 1,128 |
| CMOs issued by government agencies or sponsored agencies | $10,514,000 | 1,092 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $34,739,000 | 306 |
| Commercial mortgage pass-through securities | $13,963,000 | 313 |
| Other commercial mortgage-backed securities | $20,776,000 | 261 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $83,466,000 | 1,367 |
| Total debt securities | $83,455,000 | 1,476 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $70,041,000 | 1,730 |
| U.S. Government securities | $36,688,000 | 1,886 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $36,688,000 | 1,775 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $33,342,000 | 304 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $33,342,000 | 86 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $11,000 | 681 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,687,000 | 1,300 |
| Mortgage-backed securities | $33,778,000 | 1,408 |
| Certificates of participation in pools of residential mortgages | $2,990,000 | 3,114 |
| Issued or guaranteed by U.S. | $2,990,000 | 2,952 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,962,000 | 1,575 |
| CMOs issued by government agencies or sponsored agencies | $4,962,000 | 1,525 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $25,826,000 | 350 |
| Commercial mortgage pass-through securities | $14,441,000 | 293 |
| Other commercial mortgage-backed securities | $11,385,000 | 334 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $70,041,000 | 1,591 |
| Total debt securities | $70,030,000 | 1,715 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $85,998,000 | 1,494 |
| U.S. Government securities | $48,252,000 | 1,569 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $48,252,000 | 1,502 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $37,735,000 | 257 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $37,735,000 | 79 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $11,000 | 717 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,674,000 | 1,325 |
| Mortgage-backed securities | $36,781,000 | 1,332 |
| Certificates of participation in pools of residential mortgages | $3,103,000 | 3,134 |
| Issued or guaranteed by U.S. | $3,103,000 | 3,128 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,453,000 | 877 |
| CMOs issued by government agencies or sponsored agencies | $15,453,000 | 836 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $18,225,000 | 385 |
| Commercial mortgage pass-through securities | $6,305,000 | 385 |
| Other commercial mortgage-backed securities | $11,920,000 | 316 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $85,998,000 | 1,357 |
| Total debt securities | $85,987,000 | 1,473 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $112,777,000 | 1,208 |
| U.S. Government securities | $57,578,000 | 1,373 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $57,578,000 | 1,312 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $53,211,000 | 202 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $48,037,000 | 66 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $5,174,000 | 608 |
| Foreign debt securities | $1,978,000 | 140 |
| Equity securities | $10,000 | 1,001 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,548,000 | 982 |
| Mortgage-backed securities | $42,204,000 | 1,209 |
| Certificates of participation in pools of residential mortgages | $3,225,000 | 3,150 |
| Issued or guaranteed by U.S. | $3,225,000 | 3,144 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $25,019,000 | 646 |
| CMOs issued by government agencies or sponsored agencies | $25,019,000 | 611 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $13,960,000 | 435 |
| Commercial mortgage pass-through securities | $6,463,000 | 378 |
| Other commercial mortgage-backed securities | $7,497,000 | 384 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $112,777,000 | 1,082 |
| Total debt securities | $112,766,000 | 1,189 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $133,848,000 | 1,044 |
| U.S. Government securities | $63,237,000 | 1,295 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $63,237,000 | 1,238 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $68,625,000 | 167 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $56,473,000 | 62 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $12,152,000 | 382 |
| Foreign debt securities | $1,976,000 | 145 |
| Equity securities | $10,000 | 1,024 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,550,000 | 1,119 |
| Mortgage-backed securities | $47,522,000 | 1,135 |
| Certificates of participation in pools of residential mortgages | $2,526,000 | 3,386 |
| Issued or guaranteed by U.S. | $2,526,000 | 3,382 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $25,900,000 | 629 |
| CMOs issued by government agencies or sponsored agencies | $25,900,000 | 599 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $19,096,000 | 355 |
| Commercial mortgage pass-through securities | $6,552,000 | 377 |
| Other commercial mortgage-backed securities | $12,544,000 | 289 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $133,848,000 | 916 |
| Total debt securities | $133,838,000 | 1,032 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 587 |
| Fair value | $991,000 | 634 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $154,326,000 | 930 |
| U.S. Government securities | $77,255,000 | 1,133 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $77,255,000 | 1,083 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $75,088,000 | 157 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $65,834,000 | 58 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $9,254,000 | 466 |
| Foreign debt securities | $1,974,000 | 152 |
| Equity securities | $9,000 | 1,016 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,692,000 | 810 |
| Mortgage-backed securities | $60,571,000 | 965 |
| Certificates of participation in pools of residential mortgages | $19,506,000 | 1,521 |
| Issued or guaranteed by U.S. | $19,506,000 | 1,520 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $27,361,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $27,361,000 | 575 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $13,704,000 | 436 |
| Commercial mortgage pass-through securities | $8,242,000 | 328 |
| Other commercial mortgage-backed securities | $5,462,000 | 408 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $154,326,000 | 810 |
| Total debt securities | $154,317,000 | 915 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 611 |
| Fair value | $984,000 | 714 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $173,982,000 | 851 |
| U.S. Government securities | $95,151,000 | 965 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $95,151,000 | 919 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $76,850,000 | 155 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $67,608,000 | 56 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $9,242,000 | 466 |
| Foreign debt securities | $1,972,000 | 155 |
| Equity securities | $9,000 | 1,033 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,106,000 | 692 |
| Mortgage-backed securities | $85,307,000 | 752 |
| Certificates of participation in pools of residential mortgages | $28,452,000 | 1,182 |
| Issued or guaranteed by U.S. | $28,452,000 | 1,181 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $30,658,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $30,658,000 | 539 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $26,197,000 | 292 |
| Commercial mortgage pass-through securities | $20,748,000 | 171 |
| Other commercial mortgage-backed securities | $5,449,000 | 405 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $173,982,000 | 743 |
| Total debt securities | $173,974,000 | 841 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 638 |
| Fair value | $984,000 | 719 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $176,746,000 | 826 |
| U.S. Government securities | $98,263,000 | 916 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $98,263,000 | 873 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $76,491,000 | 160 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $67,279,000 | 57 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $9,212,000 | 459 |
| Foreign debt securities | $1,988,000 | 154 |
| Equity securities | $4,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,631,000 | 636 |
| Mortgage-backed securities | $91,708,000 | 696 |
| Certificates of participation in pools of residential mortgages | $33,257,000 | 1,044 |
| Issued or guaranteed by U.S. | $33,257,000 | 1,043 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $32,159,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $32,159,000 | 525 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $26,292,000 | 280 |
| Commercial mortgage pass-through securities | $20,762,000 | 174 |
| Other commercial mortgage-backed securities | $5,530,000 | 395 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $176,746,000 | 719 |
| Total debt securities | $176,742,000 | 812 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 635 |
| Fair value | $979,000 | 702 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $192,259,000 | 758 |
| U.S. Government securities | $109,318,000 | 834 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $109,318,000 | 799 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $80,896,000 | 152 |
| Privately issued residential mortgage-backed securities | $685,000 | 378 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $71,005,000 | 55 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $9,206,000 | 461 |
| Foreign debt securities | $2,041,000 | 139 |
| Equity securities | $4,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,716,000 | 626 |
| Mortgage-backed securities | $103,115,000 | 633 |
| Certificates of participation in pools of residential mortgages | $39,298,000 | 935 |
| Issued or guaranteed by U.S. | $39,298,000 | 935 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $36,368,000 | 519 |
| CMOs issued by government agencies or sponsored agencies | $35,683,000 | 495 |
| Privately issued | $685,000 | 359 |
| Commercial mortgage-backed securities | $27,449,000 | 272 |
| Commercial mortgage pass-through securities | $21,726,000 | 164 |
| Other commercial mortgage-backed securities | $5,723,000 | 375 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $192,259,000 | 662 |
| Total debt securities | $192,255,000 | 748 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 621 |
| Fair value | $977,000 | 745 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $199,931,000 | 730 |
| U.S. Government securities | $115,610,000 | 803 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $115,610,000 | 770 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $82,280,000 | 149 |
| Privately issued residential mortgage-backed securities | $763,000 | 383 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $72,239,000 | 56 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,278,000 | 454 |
| Foreign debt securities | $2,038,000 | 136 |
| Equity securities | $3,000 | 1,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,336,000 | 705 |
| Mortgage-backed securities | $109,300,000 | 607 |
| Certificates of participation in pools of residential mortgages | $46,882,000 | 828 |
| Issued or guaranteed by U.S. | $46,882,000 | 824 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $38,285,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $37,522,000 | 496 |
| Privately issued | $763,000 | 360 |
| Commercial mortgage-backed securities | $24,133,000 | 268 |
| Commercial mortgage pass-through securities | $17,994,000 | 168 |
| Other commercial mortgage-backed securities | $6,139,000 | 350 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $199,931,000 | 639 |
| Total debt securities | $199,928,000 | 722 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 724 |
| Fair value | $1,061,000 | 713 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $205,072,000 | 718 |
| U.S. Government securities | $119,753,000 | 791 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $119,753,000 | 756 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $83,304,000 | 150 |
| Privately issued residential mortgage-backed securities | $785,000 | 381 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $73,285,000 | 54 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,234,000 | 460 |
| Foreign debt securities | $2,013,000 | 139 |
| Equity securities | $2,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,993,000 | 679 |
| Mortgage-backed securities | $113,409,000 | 588 |
| Certificates of participation in pools of residential mortgages | $38,235,000 | 969 |
| Issued or guaranteed by U.S. | $38,235,000 | 969 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $39,811,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $39,026,000 | 497 |
| Privately issued | $785,000 | 361 |
| Commercial mortgage-backed securities | $35,363,000 | 198 |
| Commercial mortgage pass-through securities | $28,937,000 | 121 |
| Other commercial mortgage-backed securities | $6,426,000 | 326 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $205,072,000 | 631 |
| Total debt securities | $205,070,000 | 711 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 864 |
| Fair value | $1,043,000 | 853 |
| 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 | $201,772,000 | 730 |
| U.S. Government securities | $116,150,000 | 828 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $116,150,000 | 795 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $85,617,000 | 153 |
| Privately issued residential mortgage-backed securities | $1,427,000 | 304 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $74,710,000 | 55 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,480,000 | 435 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $5,000 | 1,098 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,770,000 | 716 |
| Mortgage-backed securities | $112,381,000 | 590 |
| Certificates of participation in pools of residential mortgages | $39,981,000 | 945 |
| Issued or guaranteed by U.S. | $39,981,000 | 944 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $43,259,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $41,832,000 | 470 |
| Privately issued | $1,427,000 | 290 |
| Commercial mortgage-backed securities | $29,141,000 | 209 |
| Commercial mortgage pass-through securities | $26,637,000 | 122 |
| Other commercial mortgage-backed securities | $2,504,000 | 462 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $201,772,000 | 640 |
| Total debt securities | $201,767,000 | 723 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $193,832,000 | 767 |
| U.S. Government securities | $109,635,000 | 879 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $109,635,000 | 840 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $84,192,000 | 160 |
| Privately issued residential mortgage-backed securities | $1,495,000 | 295 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $76,180,000 | 52 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $6,517,000 | 554 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $5,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,651,000 | 696 |
| Mortgage-backed securities | $105,756,000 | 624 |
| Certificates of participation in pools of residential mortgages | $37,505,000 | 984 |
| Issued or guaranteed by U.S. | $37,505,000 | 984 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $43,445,000 | 493 |
| CMOs issued by government agencies or sponsored agencies | $41,950,000 | 473 |
| Privately issued | $1,495,000 | 281 |
| Commercial mortgage-backed securities | $24,806,000 | 219 |
| Commercial mortgage pass-through securities | $22,242,000 | 126 |
| Other commercial mortgage-backed securities | $2,564,000 | 438 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $193,832,000 | 663 |
| Total debt securities | $193,827,000 | 757 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,132 |
| Fair value | $1,007,000 | 1,135 |
| 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 | $181,866,000 | 827 |
| U.S. Government securities | $95,474,000 | 1,021 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $95,474,000 | 973 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $86,388,000 | 157 |
| Privately issued residential mortgage-backed securities | $1,628,000 | 300 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $79,234,000 | 50 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $5,526,000 | 613 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $4,000 | 1,137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,184,000 | 747 |
| Mortgage-backed securities | $94,431,000 | 693 |
| Certificates of participation in pools of residential mortgages | $44,325,000 | 896 |
| Issued or guaranteed by U.S. | $44,325,000 | 895 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $50,106,000 | 458 |
| CMOs issued by government agencies or sponsored agencies | $48,478,000 | 440 |
| Privately issued | $1,628,000 | 284 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $181,866,000 | 717 |
| Total debt securities | $181,862,000 | 817 |
| 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 | $186,337,000 | 809 |
| U.S. Government securities | $101,096,000 | 972 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $101,096,000 | 928 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $85,238,000 | 155 |
| Privately issued residential mortgage-backed securities | $1,633,000 | 327 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $79,087,000 | 47 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,518,000 | 689 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $3,000 | 1,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,679,000 | 745 |
| Mortgage-backed securities | $99,947,000 | 657 |
| Certificates of participation in pools of residential mortgages | $46,775,000 | 871 |
| Issued or guaranteed by U.S. | $46,775,000 | 871 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $53,172,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $51,539,000 | 427 |
| Privately issued | $1,633,000 | 310 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $186,337,000 | 701 |
| Total debt securities | $186,334,000 | 798 |
| 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 | $191,756,000 | 781 |
| U.S. Government securities | $109,195,000 | 913 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $109,195,000 | 878 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $82,209,000 | 154 |
| Privately issued residential mortgage-backed securities | $1,763,000 | 318 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $75,938,000 | 49 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,508,000 | 700 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $352,000 | 763 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,932,000 | 730 |
| Mortgage-backed securities | $108,107,000 | 629 |
| Certificates of participation in pools of residential mortgages | $51,288,000 | 813 |
| Issued or guaranteed by U.S. | $51,288,000 | 811 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $56,819,000 | 424 |
| CMOs issued by government agencies or sponsored agencies | $55,056,000 | 410 |
| Privately issued | $1,763,000 | 300 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $191,756,000 | 667 |
| Total debt securities | $191,404,000 | 770 |
| 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 | $180,722,000 | 846 |
| U.S. Government securities | $99,247,000 | 1,013 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $99,247,000 | 963 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $81,124,000 | 149 |
| Privately issued residential mortgage-backed securities | $1,786,000 | 339 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $74,815,000 | 50 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $4,523,000 | 697 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $351,000 | 783 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,200,000 | 723 |
| Mortgage-backed securities | $98,116,000 | 691 |
| Certificates of participation in pools of residential mortgages | $41,051,000 | 1,001 |
| Issued or guaranteed by U.S. | $41,051,000 | 1,000 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $57,065,000 | 430 |
| CMOs issued by government agencies or sponsored agencies | $55,279,000 | 419 |
| Privately issued | $1,786,000 | 324 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $180,722,000 | 724 |
| Total debt securities | $180,371,000 | 838 |
| 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 | $182,478,000 | 837 |
| U.S. Government securities | $102,411,000 | 995 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $102,411,000 | 959 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $79,725,000 | 157 |
| Privately issued residential mortgage-backed securities | $1,788,000 | 340 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $73,420,000 | 49 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $4,517,000 | 715 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $342,000 | 802 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,176,000 | 729 |
| Mortgage-backed securities | $101,077,000 | 685 |
| Certificates of participation in pools of residential mortgages | $43,188,000 | 978 |
| Issued or guaranteed by U.S. | $43,188,000 | 977 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $57,889,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $56,101,000 | 420 |
| Privately issued | $1,788,000 | 326 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $182,478,000 | 718 |
| Total debt securities | $182,136,000 | 825 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $177,498,000 | 867 |
| U.S. Government securities | $104,198,000 | 982 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $104,198,000 | 943 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $72,960,000 | 175 |
| Privately issued residential mortgage-backed securities | $1,945,000 | 345 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $66,521,000 | 54 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $4,494,000 | 753 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $340,000 | 809 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,638,000 | 697 |
| Mortgage-backed securities | $103,393,000 | 663 |
| Certificates of participation in pools of residential mortgages | $41,964,000 | 1,007 |
| Issued or guaranteed by U.S. | $41,964,000 | 1,006 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $61,429,000 | 405 |
| CMOs issued by government agencies or sponsored agencies | $59,484,000 | 396 |
| Privately issued | $1,945,000 | 332 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $177,498,000 | 751 |
| Total debt securities | $177,158,000 | 854 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,737 |
| Fair value | $1,006,000 | 1,588 |
| 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 | $177,218,000 | 867 |
| U.S. Government securities | $105,980,000 | 971 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $105,980,000 | 935 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $70,901,000 | 174 |
| Privately issued residential mortgage-backed securities | $2,847,000 | 310 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $63,595,000 | 61 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $4,459,000 | 775 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $337,000 | 824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,490,000 | 668 |
| Mortgage-backed securities | $105,992,000 | 639 |
| Certificates of participation in pools of residential mortgages | $40,933,000 | 1,019 |
| Issued or guaranteed by U.S. | $40,933,000 | 1,018 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $65,059,000 | 385 |
| CMOs issued by government agencies or sponsored agencies | $62,212,000 | 375 |
| Privately issued | $2,847,000 | 297 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $177,218,000 | 742 |
| Total debt securities | $176,881,000 | 851 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,735 |
| Fair value | $984,000 | 1,633 |
| 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 | $189,116,000 | 805 |
| U.S. Government securities | $110,820,000 | 924 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $110,820,000 | 890 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $77,962,000 | 173 |
| Privately issued residential mortgage-backed securities | $3,127,000 | 305 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $70,381,000 | 57 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,454,000 | 797 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $334,000 | 830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,786,000 | 630 |
| Mortgage-backed securities | $111,076,000 | 615 |
| Certificates of participation in pools of residential mortgages | $42,689,000 | 981 |
| Issued or guaranteed by U.S. | $42,689,000 | 978 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $68,387,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $65,260,000 | 363 |
| Privately issued | $3,127,000 | 289 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $189,116,000 | 703 |
| Total debt securities | $188,782,000 | 794 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,747 |
| Fair value | $983,000 | 1,647 |
| 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 | $192,307,000 | 797 |
| U.S. Government securities | $114,959,000 | 886 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $114,959,000 | 857 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $76,066,000 | 180 |
| Privately issued residential mortgage-backed securities | $3,495,000 | 301 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $68,117,000 | 58 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,454,000 | 811 |
| Foreign debt securities | $951,000 | 196 |
| Equity securities | $331,000 | 835 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,565,000 | 671 |
| Mortgage-backed securities | $115,380,000 | 602 |
| Certificates of participation in pools of residential mortgages | $41,299,000 | 1,011 |
| Issued or guaranteed by U.S. | $41,299,000 | 1,010 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $74,080,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $70,585,000 | 344 |
| Privately issued | $3,495,000 | 286 |
| Commercial mortgage-backed securities | $1,000 | 921 |
| Commercial mortgage pass-through securities | $1,000 | 674 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $192,307,000 | 703 |
| Total debt securities | $191,976,000 | 785 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,720 |
| Fair value | $998,000 | 1,589 |
| 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 | $198,199,000 | 793 |
| U.S. Government securities | $119,594,000 | 871 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $119,594,000 | 843 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $77,339,000 | 174 |
| Privately issued residential mortgage-backed securities | $3,730,000 | 319 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $69,648,000 | 58 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,961,000 | 847 |
| Foreign debt securities | $937,000 | 194 |
| Equity securities | $329,000 | 839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,317,000 | 661 |
| Mortgage-backed securities | $120,197,000 | 601 |
| Certificates of participation in pools of residential mortgages | $36,978,000 | 1,115 |
| Issued or guaranteed by U.S. | $36,978,000 | 1,115 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $83,218,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $79,488,000 | 333 |
| Privately issued | $3,730,000 | 308 |
| Commercial mortgage-backed securities | $1,000 | 845 |
| Commercial mortgage pass-through securities | $1,000 | 633 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $198,199,000 | 707 |
| Total debt securities | $197,870,000 | 779 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,758 |
| Fair value | $988,000 | 1,763 |
| 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 | $174,917,000 | 868 |
| U.S. Government securities | $102,454,000 | 987 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $102,454,000 | 947 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $71,216,000 | 180 |
| Privately issued residential mortgage-backed securities | $3,821,000 | 329 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $61,479,000 | 63 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $5,916,000 | 638 |
| Foreign debt securities | $923,000 | 194 |
| Equity securities | $324,000 | 821 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,112,000 | 695 |
| Mortgage-backed securities | $103,029,000 | 678 |
| Certificates of participation in pools of residential mortgages | $34,269,000 | 1,180 |
| Issued or guaranteed by U.S. | $34,269,000 | 1,179 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $68,759,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $64,938,000 | 390 |
| Privately issued | $3,821,000 | 319 |
| Commercial mortgage-backed securities | $1,000 | 738 |
| Commercial mortgage pass-through securities | $1,000 | 566 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $174,917,000 | 771 |
| Total debt securities | $174,593,000 | 862 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,796 |
| Fair value | $1,002,000 | 1,680 |
| 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 | $173,863,000 | 886 |
| U.S. Government securities | $96,581,000 | 1,061 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $96,581,000 | 1,022 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $76,065,000 | 179 |
| Privately issued residential mortgage-backed securities | $3,880,000 | 366 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $66,297,000 | 63 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $5,888,000 | 671 |
| Foreign debt securities | $909,000 | 189 |
| Equity securities | $308,000 | 833 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,254,000 | 667 |
| Mortgage-backed securities | $99,358,000 | 740 |
| Certificates of participation in pools of residential mortgages | $54,218,000 | 839 |
| Issued or guaranteed by U.S. | $54,218,000 | 839 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $45,096,000 | 578 |
| CMOs issued by government agencies or sponsored agencies | $41,216,000 | 588 |
| Privately issued | $3,880,000 | 351 |
| Commercial mortgage-backed securities | $44,000 | 642 |
| Commercial mortgage pass-through securities | $44,000 | 472 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $173,863,000 | 789 |
| Total debt securities | $173,556,000 | 876 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,930 |
| Fair value | $987,000 | 1,929 |
| 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 | $177,499,000 | 870 |
| U.S. Government securities | $97,077,000 | 1,068 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $97,077,000 | 1,034 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $79,267,000 | 173 |
| Privately issued residential mortgage-backed securities | $8,099,000 | 260 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $67,241,000 | 64 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,927,000 | 860 |
| Foreign debt securities | $895,000 | 182 |
| Equity securities | $260,000 | 847 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,288,000 | 704 |
| Mortgage-backed securities | $104,048,000 | 741 |
| Certificates of participation in pools of residential mortgages | $77,625,000 | 612 |
| Issued or guaranteed by U.S. | $77,625,000 | 612 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $26,377,000 | 899 |
| CMOs issued by government agencies or sponsored agencies | $18,278,000 | 1,059 |
| Privately issued | $8,099,000 | 254 |
| Commercial mortgage-backed securities | $46,000 | 607 |
| Commercial mortgage pass-through securities | $46,000 | 436 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $177,499,000 | 772 |
| Total debt securities | $177,239,000 | 858 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,158 |
| Fair value | $992,000 | 2,152 |
| 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 | $175,578,000 | 889 |
| U.S. Government securities | $105,255,000 | 1,014 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $105,255,000 | 986 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $69,262,000 | 189 |
| Privately issued residential mortgage-backed securities | $8,800,000 | 268 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $60,462,000 | 58 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $882,000 | 137 |
| Equity securities | $179,000 | 879 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,233,000 | 685 |
| Mortgage-backed securities | $112,902,000 | 706 |
| Certificates of participation in pools of residential mortgages | $89,340,000 | 541 |
| Issued or guaranteed by U.S. | $89,340,000 | 541 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $23,514,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $14,714,000 | 1,238 |
| Privately issued | $8,800,000 | 261 |
| Commercial mortgage-backed securities | $48,000 | 567 |
| Commercial mortgage pass-through securities | $48,000 | 404 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $175,578,000 | 788 |
| Total debt securities | $175,399,000 | 877 |
| 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 | $175,497,000 | 860 |
| U.S. Government securities | $114,766,000 | 908 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $114,766,000 | 882 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $59,761,000 | 219 |
| Privately issued residential mortgage-backed securities | $8,459,000 | 335 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $51,302,000 | 48 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $869,000 | 99 |
| Equity securities | $101,000 | 946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,398,000 | 653 |
| Mortgage-backed securities | $122,046,000 | 635 |
| Certificates of participation in pools of residential mortgages | $100,141,000 | 471 |
| Issued or guaranteed by U.S. | $100,141,000 | 471 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $21,855,000 | 1,006 |
| CMOs issued by government agencies or sponsored agencies | $13,396,000 | 1,216 |
| Privately issued | $8,459,000 | 325 |
| Commercial mortgage-backed securities | $50,000 | 495 |
| Commercial mortgage pass-through securities | $50,000 | 350 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $175,497,000 | 752 |
| Total debt securities | $175,396,000 | 848 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $160,223,000 | 898 |
| U.S. Government securities | $117,960,000 | 857 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $117,960,000 | 832 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $41,377,000 | 287 |
| Privately issued residential mortgage-backed securities | $8,948,000 | 341 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $32,429,000 | 49 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $856,000 | 101 |
| Equity securities | $30,000 | 1,120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,987,000 | 655 |
| Mortgage-backed securities | $126,908,000 | 611 |
| Certificates of participation in pools of residential mortgages | $102,066,000 | 439 |
| Issued or guaranteed by U.S. | $102,066,000 | 437 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $24,790,000 | 917 |
| CMOs issued by government agencies or sponsored agencies | $15,842,000 | 1,092 |
| Privately issued | $8,948,000 | 329 |
| Commercial mortgage-backed securities | $52,000 | 437 |
| Commercial mortgage pass-through securities | $52,000 | 314 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $160,223,000 | 803 |
| Total debt securities | $160,193,000 | 890 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $164,808,000 | 880 |
| U.S. Government securities | $139,406,000 | 764 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $139,406,000 | 740 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $24,127,000 | 399 |
| Privately issued residential mortgage-backed securities | $10,075,000 | 339 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $14,052,000 | 56 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $843,000 | 95 |
| Equity securities | $432,000 | 785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,239,000 | 632 |
| Mortgage-backed securities | $144,584,000 | 528 |
| Certificates of participation in pools of residential mortgages | $117,233,000 | 377 |
| Issued or guaranteed by U.S. | $117,233,000 | 374 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $27,297,000 | 854 |
| CMOs issued by government agencies or sponsored agencies | $17,222,000 | 1,003 |
| Privately issued | $10,075,000 | 327 |
| Commercial mortgage-backed securities | $54,000 | 423 |
| Commercial mortgage pass-through securities | $54,000 | 315 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $164,808,000 | 778 |
| Total debt securities | $164,376,000 | 871 |
| Structured notes | ||
| Amortized cost | $4,989,000 | 1,200 |
| Fair value | $4,897,000 | 1,209 |
| 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 | $144,692,000 | 982 |
| U.S. Government securities | $137,381,000 | 767 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $137,381,000 | 736 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $6,134,000 | 949 |
| Privately issued residential mortgage-backed securities | $6,134,000 | 441 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $831,000 | 90 |
| Equity securities | $346,000 | 834 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,250,000 | 670 |
| Mortgage-backed securities | $134,913,000 | 530 |
| Certificates of participation in pools of residential mortgages | $128,724,000 | 339 |
| Issued or guaranteed by U.S. | $128,724,000 | 337 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,134,000 | 1,853 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $6,134,000 | 425 |
| Commercial mortgage-backed securities | $55,000 | 409 |
| Commercial mortgage pass-through securities | $55,000 | 303 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $144,692,000 | 865 |
| Total debt securities | $144,346,000 | 977 |
| Structured notes | ||
| Amortized cost | $8,984,000 | 801 |
| Fair value | $8,602,000 | 817 |
| 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 | $138,291,000 | 994 |
| U.S. Government securities | $130,467,000 | 777 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $130,467,000 | 740 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $6,752,000 | 959 |
| Privately issued residential mortgage-backed securities | $6,695,000 | 450 |
| Commercial mortgage-backed securities - Total | $57,000 | 376 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $818,000 | 80 |
| Equity securities | $254,000 | 872 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,921,000 | 707 |
| Mortgage-backed securities | $128,567,000 | 537 |
| Certificates of participation in pools of residential mortgages | $121,815,000 | 346 |
| Issued or guaranteed by U.S. | $121,815,000 | 344 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,695,000 | 1,776 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $6,695,000 | 431 |
| Commercial mortgage-backed securities | $57,000 | 376 |
| Commercial mortgage pass-through securities | $57,000 | 289 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $138,291,000 | 876 |
| Total debt securities | $138,036,000 | 980 |
| Structured notes | ||
| Amortized cost | $8,982,000 | 733 |
| Fair value | $8,652,000 | 742 |
| 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 | $123,713,000 | 1,088 |
| U.S. Government securities | $115,523,000 | 826 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $115,523,000 | 786 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $7,215,000 | 938 |
| Privately issued residential mortgage-backed securities | $7,156,000 | 472 |
| Commercial mortgage-backed securities - Total | $59,000 | 349 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $806,000 | 75 |
| Equity securities | $169,000 | 977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,831,000 | 788 |
| Mortgage-backed securities | $113,382,000 | 593 |
| Certificates of participation in pools of residential mortgages | $106,167,000 | 384 |
| Issued or guaranteed by U.S. | $106,167,000 | 382 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,156,000 | 1,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $7,156,000 | 451 |
| Commercial mortgage-backed securities | $59,000 | 349 |
| Commercial mortgage pass-through securities | $59,000 | 265 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $123,713,000 | 953 |
| Total debt securities | $123,544,000 | 1,075 |
| Structured notes | ||
| Amortized cost | $4,244,000 | 1,267 |
| Fair value | $4,273,000 | 1,265 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $98,916,000 | 1,325 |
| U.S. Government securities | $90,523,000 | 1,046 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $90,523,000 | 1,007 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $7,529,000 | 919 |
| Privately issued residential mortgage-backed securities | $7,458,000 | 493 |
| Commercial mortgage-backed securities - Total | $71,000 | 343 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $794,000 | 74 |
| Equity securities | $70,000 | 1,134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,434,000 | 814 |
| Mortgage-backed securities | $83,662,000 | 744 |
| Certificates of participation in pools of residential mortgages | $76,133,000 | 499 |
| Issued or guaranteed by U.S. | $76,133,000 | 493 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $7,458,000 | 1,628 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $7,458,000 | 476 |
| Commercial mortgage-backed securities | $71,000 | 343 |
| Commercial mortgage pass-through securities | $71,000 | 260 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $98,916,000 | 1,173 |
| Total debt securities | $98,846,000 | 1,302 |
| Structured notes | ||
| Amortized cost | $7,231,000 | 886 |
| Fair value | $7,277,000 | 888 |
| 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 | $133,023,000 | 986 |
| U.S. Government securities | $123,950,000 | 763 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $123,950,000 | 731 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $7,798,000 | 934 |
| Privately issued residential mortgage-backed securities | $7,725,000 | 516 |
| Commercial mortgage-backed securities - Total | $73,000 | 357 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $782,000 | 80 |
| Equity securities | $493,000 | 868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,979,000 | 649 |
| Mortgage-backed securities | $118,676,000 | 575 |
| Certificates of participation in pools of residential mortgages | $110,878,000 | 382 |
| Issued or guaranteed by U.S. | $110,878,000 | 380 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,725,000 | 1,547 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $7,725,000 | 495 |
| Commercial mortgage-backed securities | $73,000 | 357 |
| Commercial mortgage pass-through securities | $73,000 | 268 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $133,023,000 | 864 |
| Total debt securities | $132,530,000 | 978 |
| Structured notes | ||
| Amortized cost | $5,985,000 | 847 |
| Fair value | $6,014,000 | 822 |
| 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 | $106,780,000 | 1,210 |
| U.S. Government securities | $97,276,000 | 929 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $97,276,000 | 897 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $8,349,000 | 941 |
| Privately issued residential mortgage-backed securities | $8,275,000 | 526 |
| Commercial mortgage-backed securities - Total | $74,000 | 342 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $770,000 | 80 |
| Equity securities | $385,000 | 946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,426,000 | 729 |
| Mortgage-backed securities | $94,764,000 | 695 |
| Certificates of participation in pools of residential mortgages | $86,415,000 | 479 |
| Issued or guaranteed by U.S. | $86,415,000 | 476 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $8,275,000 | 1,487 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $8,275,000 | 505 |
| Commercial mortgage-backed securities | $74,000 | 342 |
| Commercial mortgage pass-through securities | $74,000 | 257 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $106,780,000 | 1,064 |
| Total debt securities | $106,395,000 | 1,199 |
| Structured notes | ||
| Amortized cost | $5,984,000 | 702 |
| Fair value | $5,878,000 | 707 |
| 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 | $90,865,000 | 1,407 |
| U.S. Government securities | $80,874,000 | 1,096 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $80,874,000 | 1,057 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $8,994,000 | 952 |
| Privately issued residential mortgage-backed securities | $8,919,000 | 537 |
| Commercial mortgage-backed securities - Total | $75,000 | 355 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $759,000 | 81 |
| Equity securities | $238,000 | 1,084 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,767,000 | 748 |
| Mortgage-backed securities | $89,868,000 | 718 |
| Certificates of participation in pools of residential mortgages | $80,874,000 | 521 |
| Issued or guaranteed by U.S. | $80,874,000 | 516 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $8,919,000 | 1,446 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $8,919,000 | 512 |
| Commercial mortgage-backed securities | $75,000 | 355 |
| Commercial mortgage pass-through securities | $75,000 | 255 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $90,865,000 | 1,227 |
| Total debt securities | $90,627,000 | 1,383 |
| 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 | $97,823,000 | 1,281 |
| U.S. Government securities | $87,262,000 | 989 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $87,262,000 | 947 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $9,687,000 | 936 |
| Privately issued residential mortgage-backed securities | $9,610,000 | 527 |
| Commercial mortgage-backed securities - Total | $77,000 | 290 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $747,000 | 82 |
| Equity securities | $127,000 | 1,215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,055,000 | 666 |
| Mortgage-backed securities | $96,949,000 | 659 |
| Certificates of participation in pools of residential mortgages | $87,262,000 | 507 |
| Issued or guaranteed by U.S. | $87,262,000 | 502 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $9,610,000 | 1,386 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $9,610,000 | 503 |
| Commercial mortgage-backed securities | $77,000 | 290 |
| Commercial mortgage pass-through securities | $77,000 | 189 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $97,823,000 | 1,106 |
| Total debt securities | $97,696,000 | 1,256 |
| 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 | $48,521,000 | 2,392 |
| U.S. Government securities | $41,370,000 | 2,031 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $41,370,000 | 1,983 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $6,291,000 | 1,116 |
| Privately issued residential mortgage-backed securities | $6,291,000 | 643 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $736,000 | 73 |
| Equity securities | $124,000 | 1,227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,730,000 | 1,302 |
| Mortgage-backed securities | $47,661,000 | 1,273 |
| Certificates of participation in pools of residential mortgages | $41,370,000 | 1,005 |
| Issued or guaranteed by U.S. | $41,370,000 | 995 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,291,000 | 1,690 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $6,291,000 | 616 |
| 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) | $48,521,000 | 2,102 |
| Total debt securities | $48,397,000 | 2,367 |
| 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 | $135,670,000 | 903 |
| U.S. Government securities | $127,090,000 | 692 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $127,090,000 | 679 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $7,754,000 | 973 |
| Privately issued residential mortgage-backed securities | $7,754,000 | 573 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $725,000 | 66 |
| Equity securities | $101,000 | 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 | $87,163,000 | 678 |
| Mortgage-backed securities | $129,833,000 | 530 |
| Certificates of participation in pools of residential mortgages | $122,079,000 | 393 |
| Issued or guaranteed by U.S. | $122,079,000 | 387 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $7,754,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $7,754,000 | 546 |
| 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) | $135,670,000 | 772 |
| Total debt securities | $135,569,000 | 882 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $119,141,000 | 1,003 |
| U.S. Government securities | $108,643,000 | 758 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $108,643,000 | 743 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $9,742,000 | 846 |
| Privately issued residential mortgage-backed securities | $9,742,000 | 516 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $714,000 | 72 |
| Equity securities | $42,000 | 1,555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,739,000 | 615 |
| Mortgage-backed securities | $118,385,000 | 543 |
| Certificates of participation in pools of residential mortgages | $108,643,000 | 406 |
| Issued or guaranteed by U.S. | $108,643,000 | 402 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $9,742,000 | 1,288 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $9,742,000 | 491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $119,141,000 | 864 |
| Total debt securities | $119,099,000 | 987 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $96,383,000 | 1,256 |
| U.S. Government securities | $82,812,000 | 1,001 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $82,812,000 | 981 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $12,830,000 | 759 |
| Privately issued residential mortgage-backed securities | $12,830,000 | 457 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $704,000 | 72 |
| Equity securities | $37,000 | 1,788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,446,000 | 749 |
| Mortgage-backed securities | $95,642,000 | 633 |
| Certificates of participation in pools of residential mortgages | $82,812,000 | 498 |
| Issued or guaranteed by U.S. | $82,812,000 | 494 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $12,830,000 | 1,086 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $12,830,000 | 433 |
| 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) | $96,383,000 | 1,084 |
| Total debt securities | $96,346,000 | 1,221 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $122,482,000 | 1,006 |
| U.S. Government securities | $108,031,000 | 777 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $108,031,000 | 758 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $13,726,000 | 709 |
| Privately issued residential mortgage-backed securities | $13,726,000 | 427 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $693,000 | 90 |
| Equity securities | $32,000 | 1,775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,849,000 | 589 |
| Mortgage-backed securities | $121,757,000 | 510 |
| Certificates of participation in pools of residential mortgages | $108,031,000 | 394 |
| Issued or guaranteed by U.S. | $108,031,000 | 388 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $13,726,000 | 1,026 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $13,726,000 | 402 |
| 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) | $122,482,000 | 879 |
| Total debt securities | $122,450,000 | 981 |
| 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 | $116,268,000 | 1,041 |
| U.S. Government securities | $101,134,000 | 828 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $101,134,000 | 807 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $14,426,000 | 635 |
| Privately issued residential mortgage-backed securities | $14,426,000 | 376 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $683,000 | 92 |
| Equity securities | $25,000 | 1,749 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,149,000 | 572 |
| Mortgage-backed securities | $115,560,000 | 492 |
| Certificates of participation in pools of residential mortgages | $101,134,000 | 380 |
| Issued or guaranteed by U.S. | $101,134,000 | 376 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $14,426,000 | 912 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $14,426,000 | 351 |
| 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) | $116,268,000 | 907 |
| Total debt securities | $116,243,000 | 1,018 |
| 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 | $172,049,000 | 696 |
| U.S. Government securities | $148,564,000 | 580 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $148,564,000 | 565 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $22,792,000 | 448 |
| Privately issued residential mortgage-backed securities | $22,792,000 | 285 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $673,000 | 92 |
| Equity securities | $20,000 | 1,703 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,380,000 | 482 |
| Mortgage-backed securities | $171,356,000 | 369 |
| Certificates of participation in pools of residential mortgages | $148,564,000 | 264 |
| Issued or guaranteed by U.S. | $148,564,000 | 258 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $22,792,000 | 658 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $22,792,000 | 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 | 3,749 |
| Available-for-sale securities (fair market value) | $172,049,000 | 593 |
| Total debt securities | $172,029,000 | 675 |
| 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 | $176,301,000 | 683 |
| U.S. Government securities | $164,100,000 | 526 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $164,100,000 | 513 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $11,525,000 | 647 |
| Privately issued residential mortgage-backed securities | $11,525,000 | 380 |
| 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 | $662,000 | 93 |
| Equity securities | $14,000 | 1,753 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,037,000 | 430 |
| Mortgage-backed securities | $175,625,000 | 356 |
| Certificates of participation in pools of residential mortgages | $164,100,000 | 247 |
| Issued or guaranteed by U.S. | $164,100,000 | 239 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $11,525,000 | 976 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $11,525,000 | 360 |
| 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) | $176,301,000 | 579 |
| Total debt securities | $176,287,000 | 670 |
| 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 | $192,354,000 | 647 |
| U.S. Government securities | $177,466,000 | 497 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $177,466,000 | 482 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $12,339,000 | 641 |
| Privately issued residential mortgage-backed securities | $11,839,000 | 374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,690 |
| Foreign debt securities | $653,000 | 95 |
| Equity securities | $1,896,000 | 813 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,713,000 | 408 |
| Mortgage-backed securities | $189,305,000 | 333 |
| Certificates of participation in pools of residential mortgages | $177,466,000 | 236 |
| Issued or guaranteed by U.S. | $177,466,000 | 227 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $11,839,000 | 952 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $11,839,000 | 352 |
| 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) | $192,354,000 | 532 |
| Total debt securities | $190,458,000 | 636 |
| 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 | $157,605,000 | 783 |
| U.S. Government securities | $141,439,000 | 648 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $141,439,000 | 636 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $15,446,000 | 547 |
| Privately issued residential mortgage-backed securities | $12,411,000 | 345 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,035,000 | 844 |
| Foreign debt securities | $643,000 | 94 |
| Equity securities | $77,000 | 1,679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,302,000 | 393 |
| Mortgage-backed securities | $153,850,000 | 393 |
| Certificates of participation in pools of residential mortgages | $141,439,000 | 290 |
| Issued or guaranteed by U.S. | $141,439,000 | 283 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $12,411,000 | 927 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $12,411,000 | 329 |
| 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) | $157,605,000 | 653 |
| Total debt securities | $157,528,000 | 765 |
| 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 | $178,666,000 | 710 |
| U.S. Government securities | $154,862,000 | 606 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $154,862,000 | 587 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $23,168,000 | 448 |
| Privately issued residential mortgage-backed securities | $19,582,000 | 291 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,586,000 | 775 |
| Foreign debt securities | $633,000 | 96 |
| Equity securities | $3,000 | 1,939 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,170,000 | 350 |
| Mortgage-backed securities | $174,444,000 | 360 |
| Certificates of participation in pools of residential mortgages | $154,862,000 | 279 |
| Issued or guaranteed by U.S. | $154,862,000 | 272 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $19,582,000 | 696 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $19,582,000 | 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 | 4,052 |
| Available-for-sale securities (fair market value) | $178,666,000 | 587 |
| Total debt securities | $178,664,000 | 695 |
| 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 | $187,808,000 | 683 |
| U.S. Government securities | $161,587,000 | 583 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $161,587,000 | 569 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $25,494,000 | 423 |
| Privately issued residential mortgage-backed securities | $20,238,000 | 281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,256,000 | 638 |
| Foreign debt securities | $624,000 | 106 |
| Equity securities | $103,000 | 1,700 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,176,000 | 336 |
| Mortgage-backed securities | $181,825,000 | 359 |
| Certificates of participation in pools of residential mortgages | $161,587,000 | 277 |
| Issued or guaranteed by U.S. | $161,587,000 | 272 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $20,238,000 | 683 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $20,238,000 | 263 |
| 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) | $187,808,000 | 568 |
| Total debt securities | $187,705,000 | 665 |
| 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 | $196,534,000 | 669 |
| U.S. Government securities | $169,087,000 | 582 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $169,087,000 | 563 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $26,779,000 | 414 |
| Privately issued residential mortgage-backed securities | $21,504,000 | 272 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,275,000 | 666 |
| Foreign debt securities | $615,000 | 108 |
| Equity securities | $53,000 | 1,830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $190,170,000 | 316 |
| Mortgage-backed securities | $190,591,000 | 352 |
| Certificates of participation in pools of residential mortgages | $169,087,000 | 270 |
| Issued or guaranteed by U.S. | $169,087,000 | 263 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $21,504,000 | 654 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $21,504,000 | 257 |
| 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) | $196,534,000 | 554 |
| Total debt securities | $196,480,000 | 654 |
| 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 | $198,903,000 | 652 |
| U.S. Government securities | $168,833,000 | 581 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $168,833,000 | 564 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $29,330,000 | 404 |
| Privately issued residential mortgage-backed securities | $23,834,000 | 261 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,496,000 | 683 |
| Foreign debt securities | $606,000 | 107 |
| Equity securities | $134,000 | 1,712 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,422,000 | 334 |
| Mortgage-backed securities | $192,667,000 | 355 |
| Certificates of participation in pools of residential mortgages | $168,833,000 | 280 |
| Issued or guaranteed by U.S. | $168,833,000 | 274 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $23,834,000 | 616 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $23,834,000 | 249 |
| 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) | $198,903,000 | 543 |
| Total debt securities | $198,769,000 | 637 |
| 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 | $214,464,000 | 610 |
| U.S. Government securities | $181,506,000 | 560 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $181,506,000 | 532 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $32,362,000 | 381 |
| Privately issued residential mortgage-backed securities | $26,813,000 | 242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,549,000 | 690 |
| Foreign debt securities | $596,000 | 112 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $191,435,000 | 309 |
| Mortgage-backed securities | $208,319,000 | 338 |
| Certificates of participation in pools of residential mortgages | $181,506,000 | 261 |
| Issued or guaranteed by U.S. | $181,506,000 | 256 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $26,813,000 | 569 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $26,813,000 | 228 |
| 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) | $214,464,000 | 513 |
| Total debt securities | $214,464,000 | 594 |
| 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 | $219,911,000 | 592 |
| U.S. Government securities | $195,923,000 | 526 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $195,923,000 | 501 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $23,320,000 | 472 |
| Privately issued residential mortgage-backed securities | $16,860,000 | 311 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,460,000 | 647 |
| Foreign debt securities | $587,000 | 115 |
| Equity securities | $81,000 | 1,831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $207,605,000 | 291 |
| Mortgage-backed securities | $212,783,000 | 344 |
| Certificates of participation in pools of residential mortgages | $195,923,000 | 256 |
| Issued or guaranteed by U.S. | $195,923,000 | 249 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $16,860,000 | 788 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $16,860,000 | 291 |
| 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) | $219,911,000 | 497 |
| Total debt securities | $219,830,000 | 577 |
| 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 | $259,018,000 | 533 |
| U.S. Government securities | $233,007,000 | 450 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $233,007,000 | 431 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $25,431,000 | 452 |
| Privately issued residential mortgage-backed securities | $18,552,000 | 294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,879,000 | 659 |
| Foreign debt securities | $579,000 | 116 |
| Equity securities | $1,000 | 2,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,820,000 | 319 |
| Mortgage-backed securities | $251,559,000 | 299 |
| Certificates of participation in pools of residential mortgages | $233,007,000 | 229 |
| Issued or guaranteed by U.S. | $233,007,000 | 223 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $18,552,000 | 758 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $18,552,000 | 273 |
| 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) | $259,018,000 | 448 |
| Total debt securities | $259,017,000 | 519 |
| 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 | $227,547,000 | 594 |
| U.S. Government securities | $199,220,000 | 532 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $199,220,000 | 509 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $27,756,000 | 442 |
| Privately issued residential mortgage-backed securities | $20,326,000 | 280 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,430,000 | 654 |
| Foreign debt securities | $570,000 | 119 |
| Equity securities | $1,000 | 2,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $195,527,000 | 304 |
| Mortgage-backed securities | $219,546,000 | 346 |
| Certificates of participation in pools of residential mortgages | $199,220,000 | 259 |
| Issued or guaranteed by U.S. | $199,220,000 | 253 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $20,326,000 | 729 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $20,326,000 | 257 |
| 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) | $227,547,000 | 500 |
| Total debt securities | $227,546,000 | 579 |
| 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 | $160,914,000 | 802 |
| U.S. Government securities | $131,187,000 | 748 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $131,187,000 | 714 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $29,006,000 | 425 |
| Privately issued residential mortgage-backed securities | $21,569,000 | 247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,437,000 | 659 |
| Foreign debt securities | $562,000 | 118 |
| Equity securities | $159,000 | 1,801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,142,000 | 398 |
| Mortgage-backed securities | $152,756,000 | 453 |
| Certificates of participation in pools of residential mortgages | $131,187,000 | 367 |
| Issued or guaranteed by U.S. | $131,187,000 | 366 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $21,569,000 | 692 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $21,569,000 | 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 | 4,541 |
| Available-for-sale securities (fair market value) | $160,914,000 | 682 |
| Total debt securities | $160,755,000 | 785 |
| 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 | $173,285,000 | 762 |
| U.S. Government securities | $158,944,000 | 644 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $158,944,000 | 618 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $13,769,000 | 690 |
| Privately issued residential mortgage-backed securities | $6,543,000 | 394 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,226,000 | 698 |
| Foreign debt securities | $553,000 | 112 |
| Equity securities | $19,000 | 2,130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,359,000 | 391 |
| Mortgage-backed securities | $165,487,000 | 434 |
| Certificates of participation in pools of residential mortgages | $158,944,000 | 307 |
| Issued or guaranteed by U.S. | $158,944,000 | 302 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,543,000 | 1,377 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $6,543,000 | 370 |
| 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) | $173,285,000 | 651 |
| Total debt securities | $173,266,000 | 740 |
| 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 | $167,113,000 | 789 |
| U.S. Government securities | $151,160,000 | 676 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $151,160,000 | 655 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $15,140,000 | 691 |
| Privately issued residential mortgage-backed securities | $7,622,000 | 386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,518,000 | 739 |
| Foreign debt securities | $545,000 | 125 |
| Equity securities | $268,000 | 1,751 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $146,506,000 | 363 |
| Mortgage-backed securities | $158,782,000 | 468 |
| Certificates of participation in pools of residential mortgages | $149,601,000 | 337 |
| Issued or guaranteed by U.S. | $149,601,000 | 332 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $9,181,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $1,559,000 | 2,255 |
| Privately issued | $7,622,000 | 357 |
| 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) | $167,113,000 | 681 |
| Total debt securities | $166,845,000 | 773 |
| 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 | $169,024,000 | 800 |
| U.S. Government securities | $151,921,000 | 696 |
| U.S. Treasury securities | $29,408,000 | 181 |
| U.S. Government agency obligations | $122,513,000 | 795 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $15,453,000 | 661 |
| Privately issued residential mortgage-backed securities | $7,960,000 | 312 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,493,000 | 793 |
| Foreign debt securities | $537,000 | 133 |
| Equity securities | $1,113,000 | 1,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,905,000 | 411 |
| Mortgage-backed securities | $130,473,000 | 532 |
| Certificates of participation in pools of residential mortgages | $121,024,000 | 411 |
| Issued or guaranteed by U.S. | $121,024,000 | 408 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,449,000 | 1,169 |
| CMOs issued by government agencies or sponsored agencies | $1,489,000 | 2,385 |
| Privately issued | $7,960,000 | 266 |
| 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) | $169,024,000 | 686 |
| Total debt securities | $167,911,000 | 785 |
| 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 | $150,550,000 | 897 |
| U.S. Government securities | $133,962,000 | 771 |
| U.S. Treasury securities | $29,158,000 | 183 |
| U.S. Government agency obligations | $104,804,000 | 907 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $15,903,000 | 654 |
| Privately issued residential mortgage-backed securities | $8,119,000 | 303 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,784,000 | 829 |
| Foreign debt securities | $526,000 | 138 |
| Equity securities | $159,000 | 1,975 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,078,000 | 451 |
| Mortgage-backed securities | $112,923,000 | 596 |
| Certificates of participation in pools of residential mortgages | $103,355,000 | 471 |
| Issued or guaranteed by U.S. | $103,355,000 | 467 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $9,568,000 | 1,163 |
| CMOs issued by government agencies or sponsored agencies | $1,449,000 | 2,443 |
| Privately issued | $8,119,000 | 264 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $150,550,000 | 759 |
| Total debt securities | $150,391,000 | 865 |
| 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 | $127,148,000 | 1,019 |
| U.S. Government securities | $118,687,000 | 826 |
| U.S. Treasury securities | $25,278,000 | 204 |
| U.S. Government agency obligations | $93,409,000 | 965 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $8,280,000 | 1,031 |
| Privately issued residential mortgage-backed securities | $1,134,000 | 641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,146,000 | 874 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $181,000 | 1,958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,198,000 | 489 |
| Mortgage-backed securities | $94,543,000 | 678 |
| Certificates of participation in pools of residential mortgages | $92,296,000 | 488 |
| Issued or guaranteed by U.S. | $92,296,000 | 481 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,247,000 | 2,406 |
| CMOs issued by government agencies or sponsored agencies | $1,113,000 | 2,773 |
| Privately issued | $1,134,000 | 573 |
| 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) | $127,148,000 | 872 |
| Total debt securities | $126,967,000 | 993 |
| 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 | $116,069,000 | 1,112 |
| U.S. Government securities | $110,794,000 | 863 |
| U.S. Treasury securities | $19,780,000 | 267 |
| U.S. Government agency obligations | $91,014,000 | 993 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $5,222,000 | 1,362 |
| Privately issued residential mortgage-backed securities | $1,659,000 | 574 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,563,000 | 1,431 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $53,000 | 2,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,263,000 | 569 |
| Mortgage-backed securities | $92,673,000 | 679 |
| Certificates of participation in pools of residential mortgages | $89,255,000 | 496 |
| Issued or guaranteed by U.S. | $89,255,000 | 490 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,418,000 | 2,113 |
| CMOs issued by government agencies or sponsored agencies | $1,759,000 | 2,592 |
| Privately issued | $1,659,000 | 514 |
| 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) | $116,069,000 | 947 |
| Total debt securities | $116,016,000 | 1,069 |
| 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 | $95,454,000 | 1,301 |
| U.S. Government securities | $93,311,000 | 991 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $93,311,000 | 949 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,945,000 | 2,247 |
| Privately issued residential mortgage-backed securities | $1,945,000 | 541 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $198,000 | 1,950 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,902,000 | 510 |
| Mortgage-backed securities | $95,256,000 | 648 |
| Certificates of participation in pools of residential mortgages | $90,894,000 | 453 |
| Issued or guaranteed by U.S. | $90,894,000 | 447 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,362,000 | 1,945 |
| CMOs issued by government agencies or sponsored agencies | $2,417,000 | 2,356 |
| Privately issued | $1,945,000 | 481 |
| 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) | $95,454,000 | 1,092 |
| Total debt securities | $95,256,000 | 1,260 |
| 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 | $53,594,000 | 2,070 |
| U.S. Government securities | $53,452,000 | 1,517 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $53,452,000 | 1,436 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $142,000 | 1,945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,768,000 | 843 |
| Mortgage-backed securities | $53,452,000 | 903 |
| Certificates of participation in pools of residential mortgages | $53,452,000 | 593 |
| Issued or guaranteed by U.S. | $53,452,000 | 587 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $53,594,000 | 1,723 |
| Total debt securities | $53,452,000 | 2,011 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $8,023,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $35,903,000 | 2,965 |
| U.S. Government securities | $32,240,000 | 2,479 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $32,240,000 | 2,286 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $3,663,000 | 1,055 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,789,000 | 1,782 |
| Mortgage-backed securities | $32,240,000 | 1,069 |
| Certificates of participation in pools of residential mortgages | $32,240,000 | 751 |
| Issued or guaranteed by U.S. | $32,240,000 | 743 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $35,903,000 | 2,357 |
| Total debt securities | $32,240,000 | 3,158 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $25,347,000 | 4,091 |
| U.S. Government securities | $22,296,000 | 3,556 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $22,296,000 | 3,181 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $3,051,000 | 1,163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,312,000 | 1,802 |
| Mortgage-backed securities | $22,296,000 | 1,506 |
| Certificates of participation in pools of residential mortgages | $22,296,000 | 1,060 |
| Issued or guaranteed by U.S. | $22,296,000 | 1,053 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $12,278,000 | 1,859 |
| Available-for-sale securities (fair market value) | $13,069,000 | 5,136 |
| Total debt securities | $22,296,000 | 4,365 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $22,035,000 | 4,528 |
| U.S. Government securities | $19,595,000 | 3,973 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $19,595,000 | 3,389 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | NA | NA |
| Equity securities | $2,440,000 | 1,339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $19,595,000 | 1,728 |
| Certificates of participation in pools of residential mortgages | $19,595,000 | 1,253 |
| Issued or guaranteed by U.S. | $19,595,000 | 1,244 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $22,035,000 | 3,533 |
| Total debt securities | $19,595,000 | 4,783 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $25,404,000 | 4,153 |
| U.S. Government securities | $23,871,000 | 3,573 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $23,871,000 | 2,794 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | NA | NA |
| Equity securities | $1,533,000 | 1,758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,000,000 | 2,343 |
| Mortgage-backed securities | $23,871,000 | 1,479 |
| Certificates of participation in pools of residential mortgages | $23,871,000 | 1,085 |
| Issued or guaranteed by U.S. | $23,871,000 | 1,073 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,512,000 | 4,352 |
| Available-for-sale securities (fair market value) | $20,892,000 | 3,474 |
| Total debt securities | $23,871,000 | 4,239 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $23,135,000 | 4,782 |
| U.S. Government securities | $21,884,000 | 4,174 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $21,884,000 | 3,117 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,251,000 | 2,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,200,000 | 4,088 |
| Mortgage-backed securities | $21,884,000 | 1,748 |
| Certificates of participation in pools of residential mortgages | $21,884,000 | 1,240 |
| Issued or guaranteed by U.S. | $21,884,000 | 1,223 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,260,000 | 5,031 |
| Available-for-sale securities (fair market value) | $18,875,000 | 3,999 |
| Total debt securities | $21,613,000 | 4,934 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $15,746,000 | 6,510 |
| U.S. Government securities | $14,773,000 | 5,770 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $14,773,000 | 4,241 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| 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 | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $973,000 | 2,222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,552,000 | 3,611 |
| Mortgage-backed securities | $14,773,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $14,773,000 | 1,657 |
| Issued or guaranteed by U.S. | $14,773,000 | 1,636 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,508,000 | 4,798 |
| Available-for-sale securities (fair market value) | $10,238,000 | 6,081 |
| Total debt securities | $14,576,000 | 6,695 |
| 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 | $16,068,000 | 6,806 |
| U.S. Government securities | $15,158,000 | 6,024 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $15,158,000 | 3,972 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $910,000 | 2,158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,477,000 | 4,061 |
| Mortgage-backed securities | $15,158,000 | 2,454 |
| Certificates of participation in pools of residential mortgages | $15,158,000 | 1,691 |
| Issued or guaranteed by U.S. | $15,158,000 | 1,673 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,130,000 | 6,024 |
| Available-for-sale securities (fair market value) | $6,938,000 | 5,914 |
| Total debt securities | $15,268,000 | 6,938 |
| 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 | $10,707,000 | 8,826 |
| U.S. Government securities | $10,096,000 | 7,964 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $10,096,000 | 5,527 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| 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 | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $611,000 | 2,747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,181,000 | 4,003 |
| Mortgage-backed securities | $10,096,000 | 3,616 |
| Certificates of participation in pools of residential mortgages | $10,096,000 | 2,464 |
| Issued or guaranteed by U.S. | $10,096,000 | 2,439 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,096,000 | 8,915 |
| 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 | $7,763,000 | 10,140 |
| U.S. Government securities | $7,327,000 | 9,374 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $7,327,000 | 6,667 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $436,000 | 2,816 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,594,000 | 4,180 |
| Mortgage-backed securities | $7,025,000 | 4,587 |
| Certificates of participation in pools of residential mortgages | $7,025,000 | 3,219 |
| Issued or guaranteed by U.S. | $7,025,000 | 3,174 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,327,000 | 10,221 |
| 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 |