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Guaranty Bank and Trust Company, Securities
| 2017-09-30 | Rank | |
| Total securities | $49,911,000 | 2,325 |
| U.S. Government securities | $36,815,000 | 1,939 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $36,815,000 | 1,855 |
| Securities issued by states & political subdivisions | $13,096,000 | 2,388 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,238,000 | 2,314 |
| Mortgage-backed securities | $24,524,000 | 1,746 |
| Certificates of participation in pools of residential mortgages | $18,491,000 | 1,528 |
| Issued or guaranteed by U.S. | $18,491,000 | 1,526 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $6,033,000 | 1,431 |
| CMOs issued by government agencies or sponsored agencies | $6,033,000 | 1,383 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $49,911,000 | 2,140 |
| Total debt securities | $49,911,000 | 2,303 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $52,353,000 | 2,280 |
| U.S. Government securities | $38,263,000 | 1,921 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $38,263,000 | 1,834 |
| Securities issued by states & political subdivisions | $13,223,000 | 2,400 |
| Other domestic debt securities | $867,000 | 1,599 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $867,000 | 164 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,936,000 | 2,367 |
| Mortgage-backed securities | $25,948,000 | 1,697 |
| Certificates of participation in pools of residential mortgages | $19,483,000 | 1,523 |
| Issued or guaranteed by U.S. | $19,483,000 | 1,522 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,465,000 | 1,404 |
| CMOs issued by government agencies or sponsored agencies | $6,465,000 | 1,350 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $52,353,000 | 2,090 |
| Total debt securities | $52,352,000 | 2,260 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $61,902,000 | 2,062 |
| U.S. Government securities | $42,267,000 | 1,836 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $42,267,000 | 1,753 |
| Securities issued by states & political subdivisions | $18,770,000 | 1,958 |
| Other domestic debt securities | $865,000 | 1,650 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $865,000 | 161 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,804,000 | 2,252 |
| Mortgage-backed securities | $26,144,000 | 1,719 |
| Certificates of participation in pools of residential mortgages | $19,340,000 | 1,563 |
| Issued or guaranteed by U.S. | $19,340,000 | 1,563 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,804,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $6,804,000 | 1,319 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $61,902,000 | 1,891 |
| Total debt securities | $61,900,000 | 2,039 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $60,007,000 | 2,090 |
| U.S. Government securities | $42,657,000 | 1,805 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $42,657,000 | 1,716 |
| Securities issued by states & political subdivisions | $16,500,000 | 2,134 |
| Other domestic debt securities | $850,000 | 1,666 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $850,000 | 166 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,816,000 | 2,318 |
| Mortgage-backed securities | $27,565,000 | 1,675 |
| Certificates of participation in pools of residential mortgages | $20,344,000 | 1,510 |
| Issued or guaranteed by U.S. | $20,344,000 | 1,509 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,221,000 | 1,329 |
| CMOs issued by government agencies or sponsored agencies | $7,221,000 | 1,266 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $60,007,000 | 1,915 |
| Total debt securities | $60,007,000 | 2,069 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $73,563,000 | 1,781 |
| U.S. Government securities | $50,531,000 | 1,570 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $50,531,000 | 1,501 |
| Securities issued by states & political subdivisions | $22,180,000 | 1,749 |
| Other domestic debt securities | $852,000 | 1,664 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $852,000 | 167 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,753,000 | 2,407 |
| Mortgage-backed securities | $34,894,000 | 1,424 |
| Certificates of participation in pools of residential mortgages | $26,329,000 | 1,278 |
| Issued or guaranteed by U.S. | $26,329,000 | 1,277 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,565,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $8,565,000 | 1,183 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $73,563,000 | 1,623 |
| Total debt securities | $73,561,000 | 1,758 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $76,677,000 | 1,724 |
| U.S. Government securities | $52,132,000 | 1,563 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $52,132,000 | 1,495 |
| Securities issued by states & political subdivisions | $23,691,000 | 1,665 |
| Other domestic debt securities | $854,000 | 1,689 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $854,000 | 173 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,794,000 | 2,361 |
| Mortgage-backed securities | $35,427,000 | 1,425 |
| Certificates of participation in pools of residential mortgages | $25,404,000 | 1,316 |
| Issued or guaranteed by U.S. | $25,404,000 | 1,312 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,023,000 | 1,160 |
| CMOs issued by government agencies or sponsored agencies | $10,023,000 | 1,105 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $76,677,000 | 1,552 |
| Total debt securities | $76,677,000 | 1,703 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $79,060,000 | 1,710 |
| U.S. Government securities | $51,573,000 | 1,641 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $51,573,000 | 1,565 |
| Securities issued by states & political subdivisions | $26,634,000 | 1,469 |
| Other domestic debt securities | $853,000 | 1,714 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $853,000 | 171 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,488,000 | 2,404 |
| Mortgage-backed securities | $35,245,000 | 1,443 |
| Certificates of participation in pools of residential mortgages | $25,738,000 | 1,287 |
| Issued or guaranteed by U.S. | $25,738,000 | 1,285 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,507,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $9,507,000 | 1,142 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $79,060,000 | 1,541 |
| Total debt securities | $79,059,000 | 1,688 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $75,883,000 | 1,795 |
| U.S. Government securities | $47,579,000 | 1,760 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $47,579,000 | 1,680 |
| Securities issued by states & political subdivisions | $27,449,000 | 1,433 |
| Other domestic debt securities | $855,000 | 1,708 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $855,000 | 171 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,848,000 | 2,314 |
| Mortgage-backed securities | $31,367,000 | 1,554 |
| Certificates of participation in pools of residential mortgages | $22,538,000 | 1,447 |
| Issued or guaranteed by U.S. | $22,538,000 | 1,446 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,829,000 | 1,263 |
| CMOs issued by government agencies or sponsored agencies | $8,829,000 | 1,200 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $75,883,000 | 1,622 |
| Total debt securities | $75,881,000 | 1,771 |
| 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 | $79,815,000 | 1,723 |
| U.S. Government securities | $49,933,000 | 1,703 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $49,933,000 | 1,636 |
| Securities issued by states & political subdivisions | $28,654,000 | 1,379 |
| Other domestic debt securities | $1,228,000 | 1,516 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $1,228,000 | 147 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,142,000 | 2,306 |
| Mortgage-backed securities | $33,696,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $24,388,000 | 1,372 |
| Issued or guaranteed by U.S. | $24,388,000 | 1,372 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,308,000 | 1,245 |
| CMOs issued by government agencies or sponsored agencies | $9,308,000 | 1,188 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $79,815,000 | 1,543 |
| Total debt securities | $79,443,000 | 1,709 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $71,617,000 | 1,930 |
| U.S. Government securities | $48,140,000 | 1,822 |
| U.S. Treasury securities | $502,000 | 1,172 |
| U.S. Government agency obligations | $47,638,000 | 1,763 |
| Securities issued by states & political subdivisions | $22,247,000 | 1,698 |
| Other domestic debt securities | $1,230,000 | 1,523 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $1,230,000 | 150 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,019,000 | 2,426 |
| Mortgage-backed securities | $32,528,000 | 1,588 |
| Certificates of participation in pools of residential mortgages | $26,147,000 | 1,337 |
| Issued or guaranteed by U.S. | $26,147,000 | 1,337 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,381,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $6,381,000 | 1,482 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $71,617,000 | 1,743 |
| Total debt securities | $71,253,000 | 1,919 |
| 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 | $59,845,000 | 2,251 |
| U.S. Government securities | $38,313,000 | 2,215 |
| U.S. Treasury securities | $503,000 | 1,157 |
| U.S. Government agency obligations | $37,810,000 | 2,149 |
| Securities issued by states & political subdivisions | $20,343,000 | 1,794 |
| Other domestic debt securities | $1,189,000 | 1,573 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $1,189,000 | 141 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,480,000 | 2,434 |
| Mortgage-backed securities | $29,596,000 | 1,710 |
| Certificates of participation in pools of residential mortgages | $28,145,000 | 1,264 |
| Issued or guaranteed by U.S. | $28,145,000 | 1,264 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,451,000 | 2,552 |
| CMOs issued by government agencies or sponsored agencies | $1,451,000 | 2,481 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $59,845,000 | 2,030 |
| Total debt securities | $59,521,000 | 2,235 |
| 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 | $67,074,000 | 2,094 |
| U.S. Government securities | $39,841,000 | 2,185 |
| U.S. Treasury securities | $504,000 | 1,180 |
| U.S. Government agency obligations | $39,337,000 | 2,119 |
| Securities issued by states & political subdivisions | $25,335,000 | 1,493 |
| Other domestic debt securities | $1,898,000 | 1,393 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $1,898,000 | 120 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,033,000 | 2,481 |
| Mortgage-backed securities | $32,731,000 | 1,646 |
| Certificates of participation in pools of residential mortgages | $31,217,000 | 1,196 |
| Issued or guaranteed by U.S. | $31,217,000 | 1,194 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,514,000 | 2,571 |
| CMOs issued by government agencies or sponsored agencies | $1,514,000 | 2,497 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $67,074,000 | 1,887 |
| Total debt securities | $66,751,000 | 2,073 |
| 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 | $81,273,000 | 1,778 |
| U.S. Government securities | $45,065,000 | 2,019 |
| U.S. Treasury securities | $506,000 | 1,191 |
| U.S. Government agency obligations | $44,559,000 | 1,963 |
| Securities issued by states & political subdivisions | $33,503,000 | 1,151 |
| Other domestic debt securities | $2,705,000 | 1,224 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $2,705,000 | 105 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,089,000 | 2,235 |
| Mortgage-backed securities | $38,060,000 | 1,526 |
| Certificates of participation in pools of residential mortgages | $36,337,000 | 1,107 |
| Issued or guaranteed by U.S. | $36,337,000 | 1,107 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,723,000 | 2,552 |
| CMOs issued by government agencies or sponsored agencies | $1,723,000 | 2,466 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $81,273,000 | 1,591 |
| Total debt securities | $80,440,000 | 1,772 |
| 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 | $78,487,000 | 1,849 |
| U.S. Government securities | $41,508,000 | 2,191 |
| U.S. Treasury securities | $507,000 | 1,149 |
| U.S. Government agency obligations | $41,001,000 | 2,133 |
| Securities issued by states & political subdivisions | $34,544,000 | 1,123 |
| Other domestic debt securities | $2,435,000 | 1,316 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $2,435,000 | 113 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,811,000 | 2,413 |
| Mortgage-backed securities | $35,526,000 | 1,634 |
| Certificates of participation in pools of residential mortgages | $33,691,000 | 1,196 |
| Issued or guaranteed by U.S. | $33,691,000 | 1,196 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,835,000 | 2,546 |
| CMOs issued by government agencies or sponsored agencies | $1,835,000 | 2,466 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $78,487,000 | 1,659 |
| Total debt securities | $77,694,000 | 1,846 |
| 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 | $81,213,000 | 1,808 |
| U.S. Government securities | $40,608,000 | 2,250 |
| U.S. Treasury securities | $507,000 | 1,018 |
| U.S. Government agency obligations | $40,101,000 | 2,193 |
| Securities issued by states & political subdivisions | $37,960,000 | 1,013 |
| Other domestic debt securities | $2,645,000 | 1,301 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $2,645,000 | 108 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,799,000 | 2,357 |
| Mortgage-backed securities | $33,687,000 | 1,709 |
| Certificates of participation in pools of residential mortgages | $31,742,000 | 1,273 |
| Issued or guaranteed by U.S. | $31,742,000 | 1,273 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,945,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $1,945,000 | 2,421 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $81,213,000 | 1,619 |
| Total debt securities | $80,156,000 | 1,806 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $77,328,000 | 1,886 |
| U.S. Government securities | $40,058,000 | 2,239 |
| U.S. Treasury securities | $509,000 | 950 |
| U.S. Government agency obligations | $39,549,000 | 2,201 |
| Securities issued by states & political subdivisions | $34,467,000 | 1,121 |
| Other domestic debt securities | $2,803,000 | 1,307 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $2,803,000 | 112 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,903,000 | 2,248 |
| Mortgage-backed securities | $34,180,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | $33,241,000 | 1,211 |
| Issued or guaranteed by U.S. | $33,241,000 | 1,211 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $939,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $939,000 | 2,795 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $77,328,000 | 1,688 |
| Total debt securities | $76,530,000 | 1,880 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $73,078,000 | 1,993 |
| U.S. Government securities | $37,222,000 | 2,389 |
| U.S. Treasury securities | $509,000 | 944 |
| U.S. Government agency obligations | $36,713,000 | 2,348 |
| Securities issued by states & political subdivisions | $33,195,000 | 1,162 |
| Other domestic debt securities | $2,661,000 | 1,370 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $2,661,000 | 127 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,265,000 | 2,205 |
| Mortgage-backed securities | $31,317,000 | 1,825 |
| Certificates of participation in pools of residential mortgages | $30,312,000 | 1,311 |
| Issued or guaranteed by U.S. | $30,312,000 | 1,307 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,005,000 | 2,908 |
| CMOs issued by government agencies or sponsored agencies | $1,005,000 | 2,798 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $73,078,000 | 1,794 |
| Total debt securities | $72,112,000 | 1,981 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $81,068,000 | 1,815 |
| U.S. Government securities | $41,740,000 | 2,158 |
| U.S. Treasury securities | $509,000 | 964 |
| U.S. Government agency obligations | $41,231,000 | 2,115 |
| Securities issued by states & political subdivisions | $36,816,000 | 1,032 |
| Other domestic debt securities | $2,512,000 | 1,438 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $2,512,000 | 122 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,192,000 | 2,192 |
| Mortgage-backed securities | $34,687,000 | 1,684 |
| Certificates of participation in pools of residential mortgages | $32,877,000 | 1,214 |
| Issued or guaranteed by U.S. | $32,877,000 | 1,212 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,810,000 | 2,616 |
| CMOs issued by government agencies or sponsored agencies | $1,810,000 | 2,514 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $81,068,000 | 1,627 |
| Total debt securities | $80,056,000 | 1,808 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $80,775,000 | 1,831 |
| U.S. Government securities | $41,192,000 | 2,230 |
| U.S. Treasury securities | $511,000 | 981 |
| U.S. Government agency obligations | $40,681,000 | 2,188 |
| Securities issued by states & political subdivisions | $36,998,000 | 1,006 |
| Other domestic debt securities | $2,585,000 | 1,416 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $2,585,000 | 119 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,354,000 | 2,354 |
| Mortgage-backed securities | $34,205,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $32,216,000 | 1,263 |
| Issued or guaranteed by U.S. | $32,216,000 | 1,261 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,989,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $1,989,000 | 2,512 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $80,775,000 | 1,664 |
| Total debt securities | $79,504,000 | 1,839 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $85,548,000 | 1,701 |
| U.S. Government securities | $43,746,000 | 2,077 |
| U.S. Treasury securities | $512,000 | 948 |
| U.S. Government agency obligations | $43,234,000 | 2,040 |
| Securities issued by states & political subdivisions | $39,281,000 | 928 |
| Other domestic debt securities | $2,482,000 | 1,432 |
| Privately issued residential mortgage-backed securities | $336,000 | 767 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $2,146,000 | 128 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $39,000 | 1,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,862,000 | 2,152 |
| Mortgage-backed securities | $37,965,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $33,536,000 | 1,213 |
| Issued or guaranteed by U.S. | $33,536,000 | 1,212 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,429,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $4,093,000 | 2,090 |
| Privately issued | $336,000 | 735 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $85,548,000 | 1,551 |
| Total debt securities | $84,334,000 | 1,714 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $94,991,000 | 1,562 |
| U.S. Government securities | $54,307,000 | 1,781 |
| U.S. Treasury securities | $513,000 | 903 |
| U.S. Government agency obligations | $53,794,000 | 1,746 |
| Securities issued by states & political subdivisions | $38,524,000 | 914 |
| Other domestic debt securities | $2,160,000 | 1,565 |
| Privately issued residential mortgage-backed securities | $389,000 | 786 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $1,771,000 | 142 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,395,000 | 1,744 |
| Mortgage-backed securities | $50,519,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $39,709,000 | 1,099 |
| Issued or guaranteed by U.S. | $39,709,000 | 1,097 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $10,810,000 | 1,518 |
| CMOs issued by government agencies or sponsored agencies | $10,421,000 | 1,446 |
| Privately issued | $389,000 | 753 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $94,991,000 | 1,415 |
| Total debt securities | $94,049,000 | 1,558 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,001,000 | 1,845 |
| 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 | $87,965,000 | 1,671 |
| U.S. Government securities | $52,362,000 | 1,834 |
| U.S. Treasury securities | $512,000 | 881 |
| U.S. Government agency obligations | $51,850,000 | 1,810 |
| Securities issued by states & political subdivisions | $34,435,000 | 1,005 |
| Other domestic debt securities | $1,168,000 | 1,926 |
| Privately issued residential mortgage-backed securities | $371,000 | 855 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $797,000 | 195 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,662,000 | 1,337 |
| Mortgage-backed securities | $48,345,000 | 1,418 |
| Certificates of participation in pools of residential mortgages | $32,756,000 | 1,322 |
| Issued or guaranteed by U.S. | $32,756,000 | 1,321 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $15,589,000 | 1,259 |
| CMOs issued by government agencies or sponsored agencies | $15,218,000 | 1,187 |
| Privately issued | $371,000 | 821 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $87,965,000 | 1,522 |
| Total debt securities | $87,168,000 | 1,668 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,002,000 | 2,051 |
| 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 | $89,546,000 | 1,635 |
| U.S. Government securities | $50,295,000 | 1,954 |
| U.S. Treasury securities | $508,000 | 959 |
| U.S. Government agency obligations | $49,787,000 | 1,926 |
| Securities issued by states & political subdivisions | $37,992,000 | 861 |
| Other domestic debt securities | $1,259,000 | 1,872 |
| Privately issued residential mortgage-backed securities | $462,000 | 846 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $797,000 | 194 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,984,000 | 1,246 |
| Mortgage-backed securities | $47,403,000 | 1,441 |
| Certificates of participation in pools of residential mortgages | $27,692,000 | 1,479 |
| Issued or guaranteed by U.S. | $27,692,000 | 1,475 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,711,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $19,249,000 | 1,041 |
| Privately issued | $462,000 | 815 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $89,546,000 | 1,484 |
| Total debt securities | $88,749,000 | 1,631 |
| 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 | $88,559,000 | 1,603 |
| U.S. Government securities | $51,846,000 | 1,848 |
| U.S. Treasury securities | $513,000 | 890 |
| U.S. Government agency obligations | $51,333,000 | 1,812 |
| Securities issued by states & political subdivisions | $35,362,000 | 908 |
| Other domestic debt securities | $1,351,000 | 1,810 |
| Privately issued residential mortgage-backed securities | $554,000 | 896 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $797,000 | 184 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,968,000 | 1,017 |
| Mortgage-backed securities | $45,755,000 | 1,406 |
| Certificates of participation in pools of residential mortgages | $24,166,000 | 1,533 |
| Issued or guaranteed by U.S. | $24,166,000 | 1,531 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $21,589,000 | 1,012 |
| CMOs issued by government agencies or sponsored agencies | $21,035,000 | 915 |
| Privately issued | $554,000 | 851 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $88,559,000 | 1,452 |
| Total debt securities | $87,762,000 | 1,602 |
| 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 | $93,173,000 | 1,513 |
| U.S. Government securities | $54,434,000 | 1,717 |
| U.S. Treasury securities | $513,000 | 938 |
| U.S. Government agency obligations | $53,921,000 | 1,679 |
| Securities issued by states & political subdivisions | $34,847,000 | 871 |
| Other domestic debt securities | $3,892,000 | 1,198 |
| Privately issued residential mortgage-backed securities | $709,000 | 879 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $3,183,000 | 97 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,951,000 | 932 |
| Mortgage-backed securities | $48,476,000 | 1,307 |
| Certificates of participation in pools of residential mortgages | $25,843,000 | 1,411 |
| Issued or guaranteed by U.S. | $25,843,000 | 1,407 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $22,633,000 | 969 |
| CMOs issued by government agencies or sponsored agencies | $21,924,000 | 869 |
| Privately issued | $709,000 | 833 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $93,173,000 | 1,365 |
| Total debt securities | $89,989,000 | 1,535 |
| 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 | $104,773,000 | 1,365 |
| U.S. Government securities | $62,215,000 | 1,569 |
| U.S. Treasury securities | $499,000 | 1,070 |
| U.S. Government agency obligations | $61,716,000 | 1,536 |
| Securities issued by states & political subdivisions | $38,256,000 | 728 |
| Other domestic debt securities | $4,302,000 | 1,086 |
| Privately issued residential mortgage-backed securities | $1,767,000 | 688 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $2,535,000 | 112 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,809,000 | 1,192 |
| Mortgage-backed securities | $47,622,000 | 1,310 |
| Certificates of participation in pools of residential mortgages | $25,722,000 | 1,386 |
| Issued or guaranteed by U.S. | $25,722,000 | 1,381 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $21,900,000 | 988 |
| CMOs issued by government agencies or sponsored agencies | $20,133,000 | 911 |
| Privately issued | $1,767,000 | 653 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $104,773,000 | 1,225 |
| Total debt securities | $102,238,000 | 1,378 |
| Structured notes | ||
| Amortized cost | $1,996,000 | 2,054 |
| Fair value | $2,005,000 | 1,993 |
| 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 | $106,319,000 | 1,326 |
| U.S. Government securities | $64,258,000 | 1,521 |
| U.S. Treasury securities | $486,000 | 1,119 |
| U.S. Government agency obligations | $63,772,000 | 1,472 |
| Securities issued by states & political subdivisions | $37,849,000 | 715 |
| Other domestic debt securities | $4,212,000 | 1,136 |
| Privately issued residential mortgage-backed securities | $2,002,000 | 685 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $2,210,000 | 116 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,073,000 | 1,205 |
| Mortgage-backed securities | $47,818,000 | 1,263 |
| Certificates of participation in pools of residential mortgages | $27,101,000 | 1,289 |
| Issued or guaranteed by U.S. | $27,101,000 | 1,281 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $20,717,000 | 1,000 |
| CMOs issued by government agencies or sponsored agencies | $18,715,000 | 915 |
| Privately issued | $2,002,000 | 651 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $106,319,000 | 1,191 |
| Total debt securities | $104,109,000 | 1,331 |
| Structured notes | ||
| Amortized cost | $4,449,000 | 1,356 |
| Fair value | $4,459,000 | 1,345 |
| 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 | $97,009,000 | 1,385 |
| U.S. Government securities | $52,247,000 | 1,696 |
| U.S. Treasury securities | $482,000 | 1,117 |
| U.S. Government agency obligations | $51,765,000 | 1,653 |
| Securities issued by states & political subdivisions | $35,395,000 | 750 |
| Other domestic debt securities | $9,367,000 | 795 |
| Privately issued residential mortgage-backed securities | $4,509,000 | 533 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $4,005,000 | 89 |
| Other domestic debt securities - All other | $853,000 | 1,480 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,403,000 | 1,197 |
| Mortgage-backed securities | $51,314,000 | 1,150 |
| Certificates of participation in pools of residential mortgages | $28,307,000 | 1,212 |
| Issued or guaranteed by U.S. | $28,307,000 | 1,202 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $23,007,000 | 929 |
| CMOs issued by government agencies or sponsored agencies | $18,498,000 | 895 |
| Privately issued | $4,509,000 | 510 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $97,009,000 | 1,232 |
| Total debt securities | $93,325,000 | 1,415 |
| Structured notes | ||
| Amortized cost | $2,008,000 | 1,840 |
| Fair value | $2,009,000 | 1,863 |
| 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 | $105,390,000 | 1,259 |
| U.S. Government securities | $58,672,000 | 1,513 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $58,672,000 | 1,447 |
| Securities issued by states & political subdivisions | $36,842,000 | 700 |
| Other domestic debt securities | $9,876,000 | 786 |
| Privately issued residential mortgage-backed securities | $5,199,000 | 554 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $3,311,000 | 102 |
| Other domestic debt securities - All other | $1,366,000 | 1,224 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,874,000 | 1,740 |
| Mortgage-backed securities | $56,585,000 | 1,038 |
| Certificates of participation in pools of residential mortgages | $34,932,000 | 997 |
| Issued or guaranteed by U.S. | $34,932,000 | 988 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $21,653,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $16,454,000 | 962 |
| Privately issued | $5,199,000 | 530 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $105,390,000 | 1,126 |
| Total debt securities | $102,079,000 | 1,272 |
| Structured notes | ||
| Amortized cost | $2,017,000 | 1,841 |
| Fair value | $2,018,000 | 1,889 |
| 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 | $92,014,000 | 1,443 |
| U.S. Government securities | $53,188,000 | 1,651 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $53,188,000 | 1,593 |
| Securities issued by states & political subdivisions | $26,420,000 | 961 |
| Other domestic debt securities | $12,406,000 | 680 |
| Privately issued residential mortgage-backed securities | $7,590,000 | 489 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $3,457,000 | 104 |
| Other domestic debt securities - All other | $1,359,000 | 1,185 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,645,000 | 1,876 |
| Mortgage-backed securities | $40,627,000 | 1,332 |
| Certificates of participation in pools of residential mortgages | $22,401,000 | 1,421 |
| Issued or guaranteed by U.S. | $22,401,000 | 1,415 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $18,226,000 | 1,021 |
| CMOs issued by government agencies or sponsored agencies | $10,636,000 | 1,174 |
| Privately issued | $7,590,000 | 472 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $92,014,000 | 1,276 |
| Total debt securities | $90,418,000 | 1,440 |
| Structured notes | ||
| Amortized cost | $5,515,000 | 1,084 |
| Fair value | $5,532,000 | 1,094 |
| 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 | $81,099,000 | 1,602 |
| U.S. Government securities | $41,061,000 | 2,101 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $41,061,000 | 2,029 |
| Securities issued by states & political subdivisions | $25,857,000 | 953 |
| Other domestic debt securities | $14,181,000 | 640 |
| Privately issued residential mortgage-backed securities | $9,383,000 | 477 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $3,446,000 | 109 |
| Other domestic debt securities - All other | $1,352,000 | 1,201 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,526,000 | 2,124 |
| Mortgage-backed securities | $31,172,000 | 1,678 |
| Certificates of participation in pools of residential mortgages | $14,761,000 | 2,013 |
| Issued or guaranteed by U.S. | $14,761,000 | 2,007 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $16,411,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $7,028,000 | 1,389 |
| Privately issued | $9,383,000 | 458 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $81,099,000 | 1,417 |
| Total debt securities | $79,983,000 | 1,592 |
| Structured notes | ||
| Amortized cost | $7,997,000 | 662 |
| Fair value | $7,935,000 | 671 |
| 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 | $87,857,000 | 1,468 |
| U.S. Government securities | $38,950,000 | 2,153 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $38,950,000 | 2,092 |
| Securities issued by states & political subdivisions | $26,384,000 | 926 |
| Other domestic debt securities | $22,523,000 | 481 |
| Privately issued residential mortgage-backed securities | $18,271,000 | 335 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $2,547,000 | 132 |
| Other domestic debt securities - All other | $1,705,000 | 1,132 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,205,000 | 1,390 |
| Mortgage-backed securities | $37,251,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $12,861,000 | 2,255 |
| Issued or guaranteed by U.S. | $12,861,000 | 2,247 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $24,390,000 | 824 |
| CMOs issued by government agencies or sponsored agencies | $6,119,000 | 1,445 |
| Privately issued | $18,271,000 | 324 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $87,857,000 | 1,292 |
| Total debt securities | $86,544,000 | 1,462 |
| Structured notes | ||
| Amortized cost | $8,496,000 | 497 |
| Fair value | $8,325,000 | 502 |
| 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 | $90,593,000 | 1,411 |
| U.S. Government securities | $40,262,000 | 2,086 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $40,262,000 | 2,024 |
| Securities issued by states & political subdivisions | $22,700,000 | 1,077 |
| Other domestic debt securities | $27,631,000 | 463 |
| Privately issued residential mortgage-backed securities | $19,598,000 | 349 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $5,713,000 | 104 |
| Other domestic debt securities - All other | $2,320,000 | 1,028 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,743,000 | 1,158 |
| Mortgage-backed securities | $38,756,000 | 1,481 |
| Certificates of participation in pools of residential mortgages | $10,076,000 | 2,663 |
| Issued or guaranteed by U.S. | $10,076,000 | 2,655 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $28,680,000 | 747 |
| CMOs issued by government agencies or sponsored agencies | $9,082,000 | 1,182 |
| Privately issued | $19,598,000 | 336 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $90,593,000 | 1,231 |
| Total debt securities | $87,164,000 | 1,438 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 699 |
| Fair value | $3,941,000 | 714 |
| 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 | $92,469,000 | 1,367 |
| U.S. Government securities | $41,112,000 | 2,003 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $41,112,000 | 1,957 |
| Securities issued by states & political subdivisions | $19,584,000 | 1,224 |
| Other domestic debt securities | $31,773,000 | 442 |
| Privately issued residential mortgage-backed securities | $22,085,000 | 331 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $5,676,000 | 100 |
| Other domestic debt securities - All other | $4,012,000 | 770 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,427,000 | 1,174 |
| Mortgage-backed securities | $42,809,000 | 1,365 |
| Certificates of participation in pools of residential mortgages | $15,542,000 | 2,128 |
| Issued or guaranteed by U.S. | $15,542,000 | 2,117 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $27,267,000 | 735 |
| CMOs issued by government agencies or sponsored agencies | $5,182,000 | 1,489 |
| Privately issued | $22,085,000 | 321 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $92,469,000 | 1,187 |
| Total debt securities | $92,472,000 | 1,343 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 668 |
| Fair value | $2,451,000 | 669 |
| 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 | $82,190,000 | 1,507 |
| U.S. Government securities | $33,399,000 | 2,420 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $33,399,000 | 2,368 |
| Securities issued by states & political subdivisions | $17,747,000 | 1,294 |
| Other domestic debt securities | $31,044,000 | 423 |
| Privately issued residential mortgage-backed securities | $24,627,000 | 322 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,417,000 | 560 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,866,000 | 1,406 |
| Mortgage-backed securities | $40,000,000 | 1,477 |
| Certificates of participation in pools of residential mortgages | $10,661,000 | 2,677 |
| Issued or guaranteed by U.S. | $10,661,000 | 2,661 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $29,339,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $4,712,000 | 1,569 |
| Privately issued | $24,627,000 | 310 |
| 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) | $82,190,000 | 1,308 |
| Total debt securities | $82,190,000 | 1,481 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,028 |
| Fair value | $989,000 | 1,036 |
| 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 | $80,491,000 | 1,514 |
| U.S. Government securities | $30,393,000 | 2,642 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $30,393,000 | 2,590 |
| Securities issued by states & political subdivisions | $17,544,000 | 1,288 |
| Other domestic debt securities | $32,554,000 | 398 |
| Privately issued residential mortgage-backed securities | $25,146,000 | 301 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,408,000 | 484 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,890,000 | 1,356 |
| Mortgage-backed securities | $39,374,000 | 1,422 |
| Certificates of participation in pools of residential mortgages | $9,189,000 | 2,843 |
| Issued or guaranteed by U.S. | $9,189,000 | 2,828 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $30,185,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $5,039,000 | 1,495 |
| Privately issued | $25,146,000 | 292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $80,491,000 | 1,313 |
| Total debt securities | $80,491,000 | 1,487 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 358 |
| Fair value | $4,012,000 | 350 |
| 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 | $76,279,000 | 1,553 |
| U.S. Government securities | $29,273,000 | 2,642 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $29,273,000 | 2,590 |
| Securities issued by states & political subdivisions | $17,337,000 | 1,275 |
| Other domestic debt securities | $29,669,000 | 422 |
| Privately issued residential mortgage-backed securities | $22,452,000 | 323 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,217,000 | 476 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,080,000 | 1,330 |
| Mortgage-backed securities | $36,650,000 | 1,425 |
| Certificates of participation in pools of residential mortgages | $9,156,000 | 2,776 |
| Issued or guaranteed by U.S. | $9,156,000 | 2,762 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $27,494,000 | 677 |
| CMOs issued by government agencies or sponsored agencies | $5,042,000 | 1,413 |
| Privately issued | $22,452,000 | 312 |
| 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) | $76,279,000 | 1,340 |
| Total debt securities | $76,280,000 | 1,532 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 384 |
| Fair value | $3,433,000 | 383 |
| 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 | $81,986,000 | 1,468 |
| U.S. Government securities | $29,906,000 | 2,640 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $29,906,000 | 2,590 |
| Securities issued by states & political subdivisions | $18,103,000 | 1,233 |
| Other domestic debt securities | $33,977,000 | 392 |
| Privately issued residential mortgage-backed securities | $23,365,000 | 323 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,612,000 | 417 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,852,000 | 1,274 |
| Mortgage-backed securities | $37,734,000 | 1,381 |
| Certificates of participation in pools of residential mortgages | $9,227,000 | 2,758 |
| Issued or guaranteed by U.S. | $9,227,000 | 2,743 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $28,507,000 | 647 |
| CMOs issued by government agencies or sponsored agencies | $5,142,000 | 1,404 |
| Privately issued | $23,365,000 | 305 |
| 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) | $81,986,000 | 1,269 |
| Total debt securities | $81,985,000 | 1,439 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 350 |
| Fair value | $3,906,000 | 362 |
| 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 | $87,182,000 | 1,383 |
| U.S. Government securities | $33,276,000 | 2,400 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $33,276,000 | 2,349 |
| Securities issued by states & political subdivisions | $18,585,000 | 1,195 |
| Other domestic debt securities | $35,321,000 | 384 |
| Privately issued residential mortgage-backed securities | $23,523,000 | 315 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,798,000 | 386 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,843,000 | 1,151 |
| Mortgage-backed securities | $40,964,000 | 1,261 |
| Certificates of participation in pools of residential mortgages | $10,161,000 | 2,524 |
| Issued or guaranteed by U.S. | $10,161,000 | 2,511 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $30,803,000 | 608 |
| CMOs issued by government agencies or sponsored agencies | $7,280,000 | 1,168 |
| Privately issued | $23,523,000 | 294 |
| 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) | $87,182,000 | 1,211 |
| Total debt securities | $87,182,000 | 1,342 |
| Structured notes | ||
| Amortized cost | $5,418,000 | 257 |
| Fair value | $5,450,000 | 260 |
| 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 | $76,762,000 | 1,554 |
| U.S. Government securities | $32,469,000 | 2,499 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $32,469,000 | 2,442 |
| Securities issued by states & political subdivisions | $20,408,000 | 1,057 |
| Other domestic debt securities | $23,885,000 | 461 |
| Privately issued residential mortgage-backed securities | $13,851,000 | 383 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,034,000 | 413 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,320,000 | 1,838 |
| Mortgage-backed securities | $35,503,000 | 1,258 |
| Certificates of participation in pools of residential mortgages | $15,298,000 | 1,722 |
| Issued or guaranteed by U.S. | $15,298,000 | 1,713 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $20,205,000 | 732 |
| CMOs issued by government agencies or sponsored agencies | $6,354,000 | 1,210 |
| Privately issued | $13,851,000 | 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 | 3,689 |
| Available-for-sale securities (fair market value) | $76,762,000 | 1,358 |
| Total debt securities | $76,762,000 | 1,514 |
| Structured notes | ||
| Amortized cost | $8,951,000 | 267 |
| Fair value | $8,939,000 | 269 |
| 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 | $75,837,000 | 1,568 |
| U.S. Government securities | $34,529,000 | 2,369 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $34,529,000 | 2,319 |
| Securities issued by states & political subdivisions | $19,924,000 | 1,056 |
| Other domestic debt securities | $21,384,000 | 472 |
| Privately issued residential mortgage-backed securities | $13,405,000 | 371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,979,000 | 490 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,472,000 | 1,863 |
| Mortgage-backed securities | $36,314,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $16,406,000 | 1,517 |
| Issued or guaranteed by U.S. | $16,406,000 | 1,507 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $19,908,000 | 712 |
| CMOs issued by government agencies or sponsored agencies | $6,503,000 | 1,159 |
| Privately issued | $13,405,000 | 346 |
| 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) | $75,837,000 | 1,355 |
| Total debt securities | $75,837,000 | 1,528 |
| Structured notes | ||
| Amortized cost | $8,967,000 | 331 |
| Fair value | $8,806,000 | 334 |
| 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 | $76,247,000 | 1,545 |
| U.S. Government securities | $33,347,000 | 2,457 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $33,347,000 | 2,388 |
| Securities issued by states & political subdivisions | $21,611,000 | 941 |
| Other domestic debt securities | $21,289,000 | 451 |
| Privately issued residential mortgage-backed securities | $13,848,000 | 353 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,441,000 | 488 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,373,000 | 1,854 |
| Mortgage-backed securities | $36,641,000 | 1,135 |
| Certificates of participation in pools of residential mortgages | $16,088,000 | 1,505 |
| Issued or guaranteed by U.S. | $16,088,000 | 1,497 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $20,553,000 | 689 |
| CMOs issued by government agencies or sponsored agencies | $6,705,000 | 1,112 |
| Privately issued | $13,848,000 | 334 |
| 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) | $76,247,000 | 1,339 |
| Total debt securities | $76,247,000 | 1,510 |
| Structured notes | ||
| Amortized cost | $8,990,000 | 349 |
| Fair value | $8,602,000 | 352 |
| 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 | $81,193,000 | 1,466 |
| U.S. Government securities | $34,855,000 | 2,385 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $34,855,000 | 2,312 |
| Securities issued by states & political subdivisions | $24,492,000 | 816 |
| Other domestic debt securities | $21,846,000 | 459 |
| Privately issued residential mortgage-backed securities | $14,667,000 | 335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,179,000 | 511 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,561,000 | 2,149 |
| Mortgage-backed securities | $39,227,000 | 1,094 |
| Certificates of participation in pools of residential mortgages | $17,397,000 | 1,433 |
| Issued or guaranteed by U.S. | $17,397,000 | 1,427 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $21,830,000 | 654 |
| CMOs issued by government agencies or sponsored agencies | $7,163,000 | 1,051 |
| Privately issued | $14,667,000 | 315 |
| 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) | $81,193,000 | 1,267 |
| Total debt securities | $81,194,000 | 1,436 |
| Structured notes | ||
| Amortized cost | $9,014,000 | 377 |
| Fair value | $8,822,000 | 386 |
| 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 | $83,275,000 | 1,465 |
| U.S. Government securities | $35,410,000 | 2,396 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $35,410,000 | 2,330 |
| Securities issued by states & political subdivisions | $25,319,000 | 782 |
| Other domestic debt securities | $22,546,000 | 447 |
| Privately issued residential mortgage-backed securities | $15,114,000 | 315 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,432,000 | 503 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,328,000 | 2,172 |
| Mortgage-backed securities | $40,757,000 | 1,087 |
| Certificates of participation in pools of residential mortgages | $18,232,000 | 1,398 |
| Issued or guaranteed by U.S. | $18,232,000 | 1,391 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $22,525,000 | 651 |
| CMOs issued by government agencies or sponsored agencies | $7,411,000 | 1,037 |
| Privately issued | $15,114,000 | 302 |
| 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) | $83,275,000 | 1,274 |
| Total debt securities | $83,275,000 | 1,434 |
| Structured notes | ||
| Amortized cost | $8,537,000 | 434 |
| Fair value | $8,298,000 | 444 |
| 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 | $86,870,000 | 1,412 |
| U.S. Government securities | $37,340,000 | 2,303 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $37,340,000 | 2,235 |
| Securities issued by states & political subdivisions | $26,024,000 | 747 |
| Other domestic debt securities | $23,506,000 | 444 |
| Privately issued residential mortgage-backed securities | $16,084,000 | 316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,422,000 | 502 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,504,000 | 2,065 |
| Mortgage-backed securities | $42,677,000 | 1,052 |
| Certificates of participation in pools of residential mortgages | $18,882,000 | 1,385 |
| Issued or guaranteed by U.S. | $18,882,000 | 1,375 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $23,795,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $7,711,000 | 986 |
| Privately issued | $16,084,000 | 298 |
| 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) | $86,870,000 | 1,223 |
| Total debt securities | $86,870,000 | 1,376 |
| Structured notes | ||
| Amortized cost | $9,560,000 | 417 |
| Fair value | $9,285,000 | 426 |
| 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 | $86,382,000 | 1,403 |
| U.S. Government securities | $37,665,000 | 2,282 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $37,665,000 | 2,207 |
| Securities issued by states & political subdivisions | $26,020,000 | 727 |
| Other domestic debt securities | $22,697,000 | 460 |
| Privately issued residential mortgage-backed securities | $15,810,000 | 320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,887,000 | 552 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,653,000 | 1,688 |
| Mortgage-backed securities | $42,973,000 | 1,054 |
| Certificates of participation in pools of residential mortgages | $19,260,000 | 1,364 |
| Issued or guaranteed by U.S. | $19,260,000 | 1,357 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $23,713,000 | 615 |
| CMOs issued by government agencies or sponsored agencies | $7,903,000 | 966 |
| Privately issued | $15,810,000 | 303 |
| 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) | $86,382,000 | 1,207 |
| Total debt securities | $86,383,000 | 1,374 |
| Structured notes | ||
| Amortized cost | $9,088,000 | 473 |
| Fair value | $8,577,000 | 496 |
| 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 | $89,298,000 | 1,385 |
| U.S. Government securities | $39,451,000 | 2,228 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $39,451,000 | 2,152 |
| Securities issued by states & political subdivisions | $26,835,000 | 681 |
| Other domestic debt securities | $23,012,000 | 461 |
| Privately issued residential mortgage-backed securities | $16,598,000 | 314 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,414,000 | 593 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,406,000 | 2,208 |
| Mortgage-backed securities | $45,372,000 | 1,031 |
| Certificates of participation in pools of residential mortgages | $20,319,000 | 1,333 |
| Issued or guaranteed by U.S. | $20,319,000 | 1,326 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $25,053,000 | 596 |
| CMOs issued by government agencies or sponsored agencies | $8,455,000 | 939 |
| Privately issued | $16,598,000 | 295 |
| 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) | $89,298,000 | 1,195 |
| Total debt securities | $89,298,000 | 1,354 |
| Structured notes | ||
| Amortized cost | $9,122,000 | 492 |
| Fair value | $8,728,000 | 507 |
| 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 | $92,770,000 | 1,334 |
| U.S. Government securities | $41,145,000 | 2,135 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $41,145,000 | 2,055 |
| Securities issued by states & political subdivisions | $28,611,000 | 643 |
| Other domestic debt securities | $23,014,000 | 469 |
| Privately issued residential mortgage-backed securities | $17,084,000 | 314 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,930,000 | 647 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,529,000 | 2,081 |
| Mortgage-backed securities | $47,467,000 | 996 |
| Certificates of participation in pools of residential mortgages | $21,475,000 | 1,304 |
| Issued or guaranteed by U.S. | $21,475,000 | 1,296 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $25,992,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $8,908,000 | 903 |
| Privately issued | $17,084,000 | 296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $92,770,000 | 1,132 |
| Total debt securities | $92,770,000 | 1,301 |
| Structured notes | ||
| Amortized cost | $9,138,000 | 494 |
| Fair value | $8,800,000 | 505 |
| 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 | $92,142,000 | 1,333 |
| U.S. Government securities | $43,368,000 | 2,021 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $43,368,000 | 1,950 |
| Securities issued by states & political subdivisions | $25,211,000 | 740 |
| Other domestic debt securities | $23,563,000 | 469 |
| Privately issued residential mortgage-backed securities | $18,093,000 | 296 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,470,000 | 694 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,533,000 | 1,970 |
| Mortgage-backed securities | $50,464,000 | 940 |
| Certificates of participation in pools of residential mortgages | $22,709,000 | 1,286 |
| Issued or guaranteed by U.S. | $22,709,000 | 1,273 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $27,755,000 | 556 |
| CMOs issued by government agencies or sponsored agencies | $9,662,000 | 885 |
| Privately issued | $18,093,000 | 279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $92,142,000 | 1,132 |
| Total debt securities | $92,141,000 | 1,300 |
| Structured notes | ||
| Amortized cost | $9,170,000 | 490 |
| Fair value | $9,010,000 | 490 |
| 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 | $93,262,000 | 1,321 |
| U.S. Government securities | $44,924,000 | 1,976 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $44,924,000 | 1,905 |
| Securities issued by states & political subdivisions | $24,587,000 | 754 |
| Other domestic debt securities | $23,751,000 | 467 |
| Privately issued residential mortgage-backed securities | $18,159,000 | 299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $949,000 | 186 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,643,000 | 795 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,115,000 | 1,842 |
| Mortgage-backed securities | $52,517,000 | 940 |
| Certificates of participation in pools of residential mortgages | $24,026,000 | 1,257 |
| Issued or guaranteed by U.S. | $24,026,000 | 1,248 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $28,491,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $10,332,000 | 888 |
| Privately issued | $18,159,000 | 280 |
| 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) | $93,262,000 | 1,131 |
| Total debt securities | $93,263,000 | 1,296 |
| Structured notes | ||
| Amortized cost | $8,698,000 | 504 |
| Fair value | $8,571,000 | 507 |
| 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 | $109,840,000 | 1,149 |
| U.S. Government securities | $51,244,000 | 1,802 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $51,244,000 | 1,734 |
| Securities issued by states & political subdivisions | $26,938,000 | 671 |
| Other domestic debt securities | $31,658,000 | 393 |
| Privately issued residential mortgage-backed securities | $21,361,000 | 271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $960,000 | 178 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,337,000 | 530 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,645,000 | 1,556 |
| Mortgage-backed securities | $63,199,000 | 830 |
| Certificates of participation in pools of residential mortgages | $30,092,000 | 1,094 |
| Issued or guaranteed by U.S. | $30,092,000 | 1,085 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $33,107,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $11,746,000 | 842 |
| Privately issued | $21,361,000 | 252 |
| 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) | $109,840,000 | 976 |
| Total debt securities | $109,839,000 | 1,120 |
| Structured notes | ||
| Amortized cost | $7,723,000 | 559 |
| Fair value | $7,436,000 | 564 |
| 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 | $118,895,000 | 1,083 |
| U.S. Government securities | $55,222,000 | 1,677 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $55,222,000 | 1,614 |
| Securities issued by states & political subdivisions | $29,572,000 | 608 |
| Other domestic debt securities | $34,101,000 | 388 |
| Privately issued residential mortgage-backed securities | $25,198,000 | 246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $991,000 | 188 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,912,000 | 628 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,547,000 | 1,401 |
| Mortgage-backed securities | $70,886,000 | 790 |
| Certificates of participation in pools of residential mortgages | $33,098,000 | 1,039 |
| Issued or guaranteed by U.S. | $33,098,000 | 1,032 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $37,788,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $12,590,000 | 821 |
| Privately issued | $25,198,000 | 229 |
| 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) | $118,895,000 | 916 |
| Total debt securities | $118,895,000 | 1,052 |
| Structured notes | ||
| Amortized cost | $8,223,000 | 503 |
| Fair value | $8,059,000 | 504 |
| 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 | $116,940,000 | 1,099 |
| U.S. Government securities | $57,938,000 | 1,600 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $57,938,000 | 1,548 |
| Securities issued by states & political subdivisions | $29,943,000 | 597 |
| Other domestic debt securities | $29,059,000 | 423 |
| Privately issued residential mortgage-backed securities | $21,900,000 | 245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,159,000 | 677 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,116,000 | 1,302 |
| Mortgage-backed securities | $70,685,000 | 788 |
| Certificates of participation in pools of residential mortgages | $35,841,000 | 981 |
| Issued or guaranteed by U.S. | $35,841,000 | 975 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $34,844,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $12,944,000 | 814 |
| Privately issued | $21,900,000 | 225 |
| 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) | $116,940,000 | 926 |
| Total debt securities | $116,939,000 | 1,059 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 519 |
| Fair value | $7,922,000 | 539 |
| 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 | $109,116,000 | 1,188 |
| U.S. Government securities | $58,630,000 | 1,615 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $58,630,000 | 1,554 |
| Securities issued by states & political subdivisions | $24,629,000 | 757 |
| Other domestic debt securities | $25,857,000 | 461 |
| Privately issued residential mortgage-backed securities | $18,830,000 | 255 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,027,000 | 717 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,730,000 | 1,231 |
| Mortgage-backed securities | $68,140,000 | 832 |
| Certificates of participation in pools of residential mortgages | $37,550,000 | 952 |
| Issued or guaranteed by U.S. | $37,550,000 | 946 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $30,590,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $11,760,000 | 878 |
| Privately issued | $18,830,000 | 237 |
| 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) | $109,116,000 | 1,011 |
| Total debt securities | $109,116,000 | 1,147 |
| Structured notes | ||
| Amortized cost | $6,999,000 | 606 |
| Fair value | $6,624,000 | 637 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $117,323,000 | 1,132 |
| U.S. Government securities | $65,553,000 | 1,437 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $65,553,000 | 1,385 |
| Securities issued by states & political subdivisions | $29,685,000 | 600 |
| Other domestic debt securities | $22,085,000 | 540 |
| Privately issued residential mortgage-backed securities | $15,958,000 | 294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,127,000 | 845 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,392,000 | 1,057 |
| Mortgage-backed securities | $73,821,000 | 799 |
| Certificates of participation in pools of residential mortgages | $43,679,000 | 861 |
| Issued or guaranteed by U.S. | $43,679,000 | 855 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $30,142,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $14,184,000 | 810 |
| Privately issued | $15,958,000 | 274 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $117,323,000 | 955 |
| Total debt securities | $117,322,000 | 1,086 |
| Structured notes | ||
| Amortized cost | $7,724,000 | 484 |
| Fair value | $7,690,000 | 484 |
| 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 | $111,559,000 | 1,215 |
| U.S. Government securities | $68,276,000 | 1,438 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $68,276,000 | 1,381 |
| Securities issued by states & political subdivisions | $25,348,000 | 728 |
| Other domestic debt securities | $17,935,000 | 600 |
| Privately issued residential mortgage-backed securities | $12,391,000 | 250 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,544,000 | 964 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,795,000 | 1,019 |
| Mortgage-backed securities | $70,085,000 | 838 |
| Certificates of participation in pools of residential mortgages | $45,599,000 | 845 |
| Issued or guaranteed by U.S. | $45,599,000 | 838 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $24,486,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $12,095,000 | 940 |
| Privately issued | $12,391,000 | 215 |
| 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) | $111,559,000 | 1,039 |
| Total debt securities | $111,557,000 | 1,174 |
| 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 | $97,199,000 | 1,377 |
| U.S. Government securities | $63,576,000 | 1,488 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $63,576,000 | 1,432 |
| Securities issued by states & political subdivisions | $20,725,000 | 937 |
| Other domestic debt securities | $12,898,000 | 752 |
| Privately issued residential mortgage-backed securities | $8,898,000 | 291 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,000,000 | 1,264 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,621,000 | 1,027 |
| Mortgage-backed securities | $63,136,000 | 885 |
| Certificates of participation in pools of residential mortgages | $43,251,000 | 877 |
| Issued or guaranteed by U.S. | $43,251,000 | 872 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $19,885,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $10,987,000 | 998 |
| Privately issued | $8,898,000 | 254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $97,199,000 | 1,167 |
| Total debt securities | $97,198,000 | 1,322 |
| 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 | $90,234,000 | 1,412 |
| U.S. Government securities | $61,153,000 | 1,497 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $61,153,000 | 1,439 |
| Securities issued by states & political subdivisions | $19,322,000 | 996 |
| Other domestic debt securities | $9,759,000 | 921 |
| Privately issued residential mortgage-backed securities | $2,048,000 | 529 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,711,000 | 830 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $59,199,000 | 931 |
| Certificates of participation in pools of residential mortgages | $35,877,000 | 990 |
| Issued or guaranteed by U.S. | $35,877,000 | 985 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $23,322,000 | 741 |
| CMOs issued by government agencies or sponsored agencies | $21,274,000 | 722 |
| Privately issued | $2,048,000 | 471 |
| 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) | $90,234,000 | 1,214 |
| Total debt securities | $90,234,000 | 1,369 |
| 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 | $92,023,000 | 1,378 |
| U.S. Government securities | $64,244,000 | 1,419 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $64,244,000 | 1,362 |
| Securities issued by states & political subdivisions | $17,956,000 | 1,015 |
| Other domestic debt securities | $9,823,000 | 917 |
| Privately issued residential mortgage-backed securities | $987,000 | 708 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,836,000 | 773 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $60,271,000 | 919 |
| Certificates of participation in pools of residential mortgages | $39,600,000 | 895 |
| Issued or guaranteed by U.S. | $39,600,000 | 890 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $20,671,000 | 816 |
| CMOs issued by government agencies or sponsored agencies | $19,684,000 | 779 |
| Privately issued | $987,000 | 627 |
| 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) | $92,023,000 | 1,172 |
| Total debt securities | $92,023,000 | 1,333 |
| 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 | $70,344,000 | 1,742 |
| U.S. Government securities | $41,554,000 | 2,055 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $41,554,000 | 1,968 |
| Securities issued by states & political subdivisions | $16,632,000 | 1,076 |
| Other domestic debt securities | $12,158,000 | 821 |
| Privately issued residential mortgage-backed securities | $4,056,000 | 419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,102,000 | 833 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $44,610,000 | 1,123 |
| Certificates of participation in pools of residential mortgages | $40,554,000 | 842 |
| Issued or guaranteed by U.S. | $40,554,000 | 839 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,056,000 | 2,002 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $4,056,000 | 373 |
| 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) | $70,344,000 | 1,472 |
| Total debt securities | $70,344,000 | 1,681 |
| 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 | $53,914,000 | 2,061 |
| U.S. Government securities | $34,575,000 | 2,258 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $34,575,000 | 2,125 |
| Securities issued by states & political subdivisions | $13,590,000 | 1,244 |
| Other domestic debt securities | $5,749,000 | 1,305 |
| Privately issued residential mortgage-backed securities | $880,000 | 848 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,869,000 | 1,175 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $28,391,000 | 1,446 |
| Certificates of participation in pools of residential mortgages | $26,527,000 | 1,050 |
| Issued or guaranteed by U.S. | $26,527,000 | 1,045 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,864,000 | 2,797 |
| CMOs issued by government agencies or sponsored agencies | $984,000 | 3,164 |
| Privately issued | $880,000 | 766 |
| 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) | $53,914,000 | 1,712 |
| Total debt securities | $53,914,000 | 1,995 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $41,629,000 | 2,600 |
| U.S. Government securities | $25,438,000 | 3,030 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $25,438,000 | 2,816 |
| Securities issued by states & political subdivisions | $11,905,000 | 1,397 |
| Other domestic debt securities | $3,021,000 | 1,565 |
| 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 | $3,021,000 | 1,322 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,265,000 | 2,160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $15,625,000 | 1,759 |
| Certificates of participation in pools of residential mortgages | $13,491,000 | 1,429 |
| Issued or guaranteed by U.S. | $13,491,000 | 1,414 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,134,000 | 2,243 |
| CMOs issued by government agencies or sponsored agencies | $2,134,000 | 2,093 |
| 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) | $41,629,000 | 2,058 |
| Total debt securities | $40,364,000 | 2,573 |
| Structured notes | ||
| Amortized cost | $999,000 | 393 |
| Fair value | $1,004,000 | 312 |
| 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 | $43,210,000 | 2,606 |
| U.S. Government securities | $27,597,000 | 2,963 |
| U.S. Treasury securities | $1,637,000 | 3,028 |
| U.S. Government agency obligations | $25,960,000 | 2,817 |
| Securities issued by states & political subdivisions | $12,833,000 | 1,306 |
| Other domestic debt securities | $1,968,000 | 1,865 |
| 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 | $1,968,000 | 1,549 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $812,000 | 2,797 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $15,799,000 | 1,884 |
| Certificates of participation in pools of residential mortgages | $13,447,000 | 1,524 |
| Issued or guaranteed by U.S. | $13,447,000 | 1,513 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,352,000 | 2,304 |
| CMOs issued by government agencies or sponsored agencies | $2,352,000 | 2,170 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $43,210,000 | 2,014 |
| Total debt securities | $42,398,000 | 2,579 |
| 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 | $42,080,000 | 2,716 |
| U.S. Government securities | $23,732,000 | 3,449 |
| U.S. Treasury securities | $1,539,000 | 4,309 |
| U.S. Government agency obligations | $22,193,000 | 3,073 |
| Securities issued by states & political subdivisions | $16,564,000 | 976 |
| Other domestic debt securities | $957,000 | 2,294 |
| Privately issued residential mortgage-backed securities | $957,000 | 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 | 3,174 |
| Foreign debt securities | $25,000 | 313 |
| Equity securities | $802,000 | 2,711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $516,000 | 7,660 |
| Mortgage-backed securities | $12,977,000 | 2,273 |
| Certificates of participation in pools of residential mortgages | $7,695,000 | 2,339 |
| Issued or guaranteed by U.S. | $7,695,000 | 2,324 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,282,000 | 1,719 |
| CMOs issued by government agencies or sponsored agencies | $4,325,000 | 1,775 |
| Privately issued | $957,000 | 647 |
| 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) | $25,000 | 6,520 |
| Available-for-sale securities (fair market value) | $42,055,000 | 2,027 |
| Total debt securities | $41,278,000 | 2,684 |
| Structured notes | ||
| Amortized cost | $25,000 | 1,630 |
| Fair value | $25,000 | 1,631 |
| 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 | $32,926,000 | 3,355 |
| U.S. Government securities | $22,263,000 | 3,766 |
| U.S. Treasury securities | $4,063,000 | 3,590 |
| U.S. Government agency obligations | $18,200,000 | 3,462 |
| Securities issued by states & political subdivisions | $10,135,000 | 1,455 |
| 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 | $50,000 | 300 |
| Equity securities | $478,000 | 3,721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,263,000 | 7,215 |
| Mortgage-backed securities | $4,094,000 | 4,213 |
| Certificates of participation in pools of residential mortgages | $570,000 | 6,030 |
| Issued or guaranteed by U.S. | $570,000 | 6,010 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,524,000 | 2,068 |
| CMOs issued by government agencies or sponsored agencies | $3,524,000 | 1,988 |
| 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) | $4,688,000 | 4,285 |
| Available-for-sale securities (fair market value) | $28,238,000 | 2,754 |
| Total debt securities | $32,448,000 | 3,315 |
| Structured notes | ||
| Amortized cost | $50,000 | 2,924 |
| Fair value | $50,000 | 2,924 |
| 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 | $32,786,000 | 3,652 |
| U.S. Government securities | $23,693,000 | 3,899 |
| U.S. Treasury securities | $4,047,000 | 4,275 |
| U.S. Government agency obligations | $19,646,000 | 3,398 |
| Securities issued by states & political subdivisions | $8,689,000 | 1,677 |
| 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 | $50,000 | 341 |
| Equity securities | $354,000 | 4,189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,211,000 | 4,083 |
| Mortgage-backed securities | $3,467,000 | 4,949 |
| Certificates of participation in pools of residential mortgages | $668,000 | 6,345 |
| Issued or guaranteed by U.S. | $668,000 | 6,329 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,799,000 | 2,657 |
| CMOs issued by government agencies or sponsored agencies | $2,799,000 | 2,542 |
| 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) | $5,268,000 | 4,569 |
| Available-for-sale securities (fair market value) | $27,518,000 | 2,943 |
| Total debt securities | $32,432,000 | 3,593 |
| Structured notes | ||
| Amortized cost | $50,000 | 3,645 |
| Fair value | $50,000 | 3,645 |
| 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 | $35,573,000 | 3,560 |
| U.S. Government securities | $25,607,000 | 3,825 |
| U.S. Treasury securities | $14,203,000 | 1,957 |
| U.S. Government agency obligations | $11,404,000 | 5,044 |
| Securities issued by states & political subdivisions | $5,810,000 | 2,501 |
| Other domestic debt securities | $3,775,000 | 1,259 |
| 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 | $3,775,000 | 954 |
| Foreign debt securities | $50,000 | 404 |
| Equity securities | $331,000 | 4,055 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,147,000 | 3,749 |
| Mortgage-backed securities | $2,048,000 | 6,214 |
| Certificates of participation in pools of residential mortgages | $237,000 | 7,726 |
| Issued or guaranteed by U.S. | $237,000 | 7,696 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,811,000 | 3,588 |
| CMOs issued by government agencies or sponsored agencies | $1,811,000 | 3,440 |
| 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) | $4,232,000 | 5,354 |
| Available-for-sale securities (fair market value) | $31,341,000 | 2,710 |
| Total debt securities | $35,242,000 | 3,493 |
| Structured notes | ||
| Amortized cost | $50,000 | 4,557 |
| Fair value | $50,000 | 4,556 |
| 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 | $32,948,000 | 3,939 |
| U.S. Government securities | $26,633,000 | 3,865 |
| U.S. Treasury securities | $23,403,000 | 1,496 |
| U.S. Government agency obligations | $3,230,000 | 8,919 |
| Securities issued by states & political subdivisions | $3,553,000 | 3,753 |
| Other domestic debt securities | $2,712,000 | 1,707 |
| 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 | $2,712,000 | 1,341 |
| Foreign debt securities | $50,000 | 420 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,503,000 | 6,529 |
| Mortgage-backed securities | $3,230,000 | 5,686 |
| Certificates of participation in pools of residential mortgages | $2,279,000 | 4,941 |
| Issued or guaranteed by U.S. | $2,279,000 | 4,915 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $951,000 | 4,608 |
| CMOs issued by government agencies or sponsored agencies | $951,000 | 4,410 |
| 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) | $30,039,000 | 2,429 |
| Available-for-sale securities (fair market value) | $2,909,000 | 8,189 |
| Total debt securities | $32,948,000 | 3,865 |
| 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 | $35,808,000 | 3,835 |
| U.S. Government securities | $29,813,000 | 3,610 |
| U.S. Treasury securities | $29,504,000 | 1,268 |
| U.S. Government agency obligations | $309,000 | 11,853 |
| Securities issued by states & political subdivisions | $2,724,000 | 4,532 |
| Other domestic debt securities | $3,271,000 | 1,793 |
| 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 | $3,271,000 | 1,359 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,508,000 | 6,430 |
| Mortgage-backed securities | $309,000 | 9,638 |
| Certificates of participation in pools of residential mortgages | $309,000 | 8,608 |
| Issued or guaranteed by U.S. | $309,000 | 8,553 |
| 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 | $35,808,000 | 3,750 |
| 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 | $40,546,000 | 3,375 |
| U.S. Government securities | $32,860,000 | 3,292 |
| U.S. Treasury securities | $32,473,000 | 1,138 |
| U.S. Government agency obligations | $387,000 | 12,248 |
| Securities issued by states & political subdivisions | $2,904,000 | 4,139 |
| Other domestic debt securities | $4,782,000 | 1,752 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,782,000 | 1,244 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,513,000 | 6,482 |
| Mortgage-backed securities | $387,000 | 10,019 |
| Certificates of participation in pools of residential mortgages | $387,000 | 8,895 |
| Issued or guaranteed by U.S. | $387,000 | 8,830 |
| 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 | $40,546,000 | 3,293 |
| 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 |