Home > Guaranty Bank and Trust Company > Securities
Guaranty Bank and Trust Company, Securities
| 2018-12-31 | Rank | |
| Total securities | $571,110,000 | 292 |
| U.S. Government securities | $260,647,000 | 388 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $260,647,000 | 366 |
| Securities issued by states & political subdivisions | $211,456,000 | 138 |
| Other domestic debt securities | $99,007,000 | 138 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $5,199,000 | 66 |
| Other domestic debt securities - All other | $93,808,000 | 70 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,342,000 | 312 |
| Mortgage-backed securities | $259,194,000 | 305 |
| Certificates of participation in pools of residential mortgages | $72,704,000 | 518 |
| Issued or guaranteed by U.S. | $72,704,000 | 515 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $48,060,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $48,060,000 | 385 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $138,430,000 | 140 |
| Commercial mortgage pass-through securities | $62,765,000 | 106 |
| Other commercial mortgage-backed securities | $75,665,000 | 144 |
| Held to maturity securities (book value) | $240,322,000 | 135 |
| Available-for-sale securities (fair market value) | $330,788,000 | 393 |
| Total debt securities | $571,111,000 | 288 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $586,213,000 | 285 |
| U.S. Government securities | $271,697,000 | 376 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $271,697,000 | 357 |
| Securities issued by states & political subdivisions | $212,861,000 | 137 |
| Other domestic debt securities | $101,655,000 | 137 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $5,259,000 | 74 |
| Other domestic debt securities - All other | $96,396,000 | 69 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,229,000 | 329 |
| Mortgage-backed securities | $270,243,000 | 297 |
| Certificates of participation in pools of residential mortgages | $74,953,000 | 503 |
| Issued or guaranteed by U.S. | $74,953,000 | 501 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $49,188,000 | 398 |
| CMOs issued by government agencies or sponsored agencies | $49,188,000 | 376 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $146,102,000 | 134 |
| Commercial mortgage pass-through securities | $70,586,000 | 93 |
| Other commercial mortgage-backed securities | $75,516,000 | 135 |
| Held to maturity securities (book value) | $251,188,000 | 134 |
| Available-for-sale securities (fair market value) | $335,025,000 | 384 |
| Total debt securities | $586,213,000 | 281 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $569,897,000 | 288 |
| U.S. Government securities | $244,629,000 | 403 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $244,629,000 | 385 |
| Securities issued by states & political subdivisions | $214,672,000 | 145 |
| Other domestic debt securities | $110,596,000 | 129 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $8,149,000 | 64 |
| Other domestic debt securities - All other | $102,447,000 | 65 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $255,834,000 | 265 |
| Mortgage-backed securities | $242,997,000 | 319 |
| Certificates of participation in pools of residential mortgages | $78,923,000 | 497 |
| Issued or guaranteed by U.S. | $78,923,000 | 490 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $51,610,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $51,610,000 | 365 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $112,464,000 | 146 |
| Commercial mortgage pass-through securities | $71,126,000 | 92 |
| Other commercial mortgage-backed securities | $41,338,000 | 171 |
| Held to maturity securities (book value) | $253,398,000 | 134 |
| Available-for-sale securities (fair market value) | $316,499,000 | 405 |
| Total debt securities | $569,897,000 | 284 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $574,671,000 | 287 |
| U.S. Government securities | $244,211,000 | 422 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $244,211,000 | 400 |
| Securities issued by states & political subdivisions | $215,728,000 | 142 |
| Other domestic debt securities | $114,732,000 | 125 |
| Privately issued residential mortgage-backed securities | $3,026,000 | 188 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $8,265,000 | 61 |
| Other domestic debt securities - All other | $103,441,000 | 65 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $224,505,000 | 304 |
| Mortgage-backed securities | $231,608,000 | 337 |
| Certificates of participation in pools of residential mortgages | $83,154,000 | 494 |
| Issued or guaranteed by U.S. | $83,154,000 | 493 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $56,659,000 | 366 |
| CMOs issued by government agencies or sponsored agencies | $53,633,000 | 361 |
| Privately issued | $3,026,000 | 176 |
| Commercial mortgage-backed securities | $91,795,000 | 157 |
| Commercial mortgage pass-through securities | $57,866,000 | 94 |
| Other commercial mortgage-backed securities | $33,929,000 | 187 |
| Held to maturity securities (book value) | $257,791,000 | 134 |
| Available-for-sale securities (fair market value) | $316,880,000 | 405 |
| Total debt securities | $574,672,000 | 281 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $589,893,000 | 276 |
| U.S. Government securities | $252,997,000 | 405 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $252,997,000 | 390 |
| Securities issued by states & political subdivisions | $219,385,000 | 143 |
| Other domestic debt securities | $117,511,000 | 120 |
| Privately issued residential mortgage-backed securities | $3,030,000 | 185 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $9,769,000 | 62 |
| Other domestic debt securities - All other | $104,712,000 | 63 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $219,621,000 | 309 |
| Mortgage-backed securities | $239,908,000 | 324 |
| Certificates of participation in pools of residential mortgages | $87,988,000 | 473 |
| Issued or guaranteed by U.S. | $87,988,000 | 472 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $59,533,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $56,503,000 | 345 |
| Privately issued | $3,030,000 | 174 |
| Commercial mortgage-backed securities | $92,387,000 | 151 |
| Commercial mortgage pass-through securities | $58,051,000 | 93 |
| Other commercial mortgage-backed securities | $34,336,000 | 178 |
| Held to maturity securities (book value) | $259,916,000 | 130 |
| Available-for-sale securities (fair market value) | $329,977,000 | 398 |
| Total debt securities | $589,893,000 | 270 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $557,024,000 | 289 |
| U.S. Government securities | $238,889,000 | 419 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $238,889,000 | 404 |
| Securities issued by states & political subdivisions | $212,813,000 | 146 |
| Other domestic debt securities | $105,322,000 | 128 |
| Privately issued residential mortgage-backed securities | $3,034,000 | 187 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $12,789,000 | 57 |
| Other domestic debt securities - All other | $89,499,000 | 78 |
| 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 | $231,634,000 | 303 |
| Mortgage-backed securities | $225,239,000 | 342 |
| Certificates of participation in pools of residential mortgages | $93,008,000 | 443 |
| Issued or guaranteed by U.S. | $93,008,000 | 442 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $43,871,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $40,837,000 | 442 |
| Privately issued | $3,034,000 | 178 |
| Commercial mortgage-backed securities | $88,360,000 | 154 |
| Commercial mortgage pass-through securities | $53,185,000 | 103 |
| Other commercial mortgage-backed securities | $35,175,000 | 166 |
| Held to maturity securities (book value) | $258,541,000 | 130 |
| Available-for-sale securities (fair market value) | $298,483,000 | 427 |
| Total debt securities | $557,024,000 | 284 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $546,809,000 | 301 |
| U.S. Government securities | $239,848,000 | 427 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $239,848,000 | 410 |
| Securities issued by states & political subdivisions | $201,865,000 | 154 |
| Other domestic debt securities | $105,096,000 | 126 |
| Privately issued residential mortgage-backed securities | $2,227,000 | 221 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $14,044,000 | 61 |
| Other domestic debt securities - All other | $88,825,000 | 78 |
| 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 | $238,404,000 | 297 |
| Mortgage-backed securities | $224,530,000 | 344 |
| Certificates of participation in pools of residential mortgages | $89,952,000 | 462 |
| Issued or guaranteed by U.S. | $89,952,000 | 461 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $45,816,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $43,589,000 | 427 |
| Privately issued | $2,227,000 | 208 |
| Commercial mortgage-backed securities | $88,762,000 | 153 |
| Commercial mortgage pass-through securities | $53,353,000 | 103 |
| Other commercial mortgage-backed securities | $35,409,000 | 166 |
| Held to maturity securities (book value) | $240,898,000 | 137 |
| Available-for-sale securities (fair market value) | $305,911,000 | 427 |
| Total debt securities | $546,809,000 | 296 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $561,732,000 | 289 |
| U.S. Government securities | $246,143,000 | 419 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $246,143,000 | 401 |
| Securities issued by states & political subdivisions | $201,583,000 | 154 |
| Other domestic debt securities | $114,006,000 | 126 |
| Privately issued residential mortgage-backed securities | $2,270,000 | 232 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $19,267,000 | 54 |
| Other domestic debt securities - All other | $92,469,000 | 79 |
| 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 | $227,922,000 | 312 |
| Mortgage-backed securities | $230,130,000 | 333 |
| Certificates of participation in pools of residential mortgages | $93,127,000 | 461 |
| Issued or guaranteed by U.S. | $93,127,000 | 459 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $48,031,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $45,761,000 | 410 |
| Privately issued | $2,270,000 | 221 |
| Commercial mortgage-backed securities | $88,972,000 | 149 |
| Commercial mortgage pass-through securities | $53,520,000 | 101 |
| Other commercial mortgage-backed securities | $35,452,000 | 161 |
| Held to maturity securities (book value) | $243,452,000 | 139 |
| Available-for-sale securities (fair market value) | $318,280,000 | 411 |
| Total debt securities | $561,733,000 | 283 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $568,206,000 | 282 |
| U.S. Government securities | $251,503,000 | 407 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $251,503,000 | 385 |
| Securities issued by states & political subdivisions | $202,716,000 | 148 |
| Other domestic debt securities | $113,987,000 | 126 |
| Privately issued residential mortgage-backed securities | $5,286,000 | 173 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $21,255,000 | 55 |
| Other domestic debt securities - All other | $87,446,000 | 81 |
| 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 | $237,036,000 | 286 |
| Mortgage-backed securities | $237,767,000 | 320 |
| Certificates of participation in pools of residential mortgages | $94,787,000 | 445 |
| Issued or guaranteed by U.S. | $94,787,000 | 444 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $53,629,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $48,343,000 | 397 |
| Privately issued | $5,286,000 | 165 |
| Commercial mortgage-backed securities | $89,351,000 | 150 |
| Commercial mortgage pass-through securities | $53,687,000 | 93 |
| Other commercial mortgage-backed securities | $35,664,000 | 157 |
| Held to maturity securities (book value) | $243,978,000 | 140 |
| Available-for-sale securities (fair market value) | $324,228,000 | 399 |
| Total debt securities | $568,207,000 | 274 |
| 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 | $547,533,000 | 288 |
| U.S. Government securities | $257,450,000 | 397 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $257,450,000 | 381 |
| Securities issued by states & political subdivisions | $204,705,000 | 146 |
| Other domestic debt securities | $85,378,000 | 147 |
| Privately issued residential mortgage-backed securities | $3,297,000 | 209 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $17,460,000 | 60 |
| Other domestic debt securities - All other | $64,621,000 | 109 |
| 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 | $229,337,000 | 304 |
| Mortgage-backed securities | $235,757,000 | 323 |
| Certificates of participation in pools of residential mortgages | $90,502,000 | 469 |
| Issued or guaranteed by U.S. | $90,502,000 | 468 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $55,712,000 | 392 |
| CMOs issued by government agencies or sponsored agencies | $52,415,000 | 377 |
| Privately issued | $3,297,000 | 202 |
| Commercial mortgage-backed securities | $89,543,000 | 137 |
| Commercial mortgage pass-through securities | $56,614,000 | 86 |
| Other commercial mortgage-backed securities | $32,929,000 | 154 |
| Held to maturity securities (book value) | $183,184,000 | 168 |
| Available-for-sale securities (fair market value) | $364,349,000 | 359 |
| Total debt securities | $547,532,000 | 279 |
| 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 | $347,352,000 | 453 |
| U.S. Government securities | $181,435,000 | 546 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $181,435,000 | 519 |
| Securities issued by states & political subdivisions | $94,363,000 | 380 |
| Other domestic debt securities | $71,554,000 | 163 |
| Privately issued residential mortgage-backed securities | $269,000 | 487 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $8,325,000 | 79 |
| Other domestic debt securities - All other | $62,960,000 | 110 |
| 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 | $120,824,000 | 522 |
| Mortgage-backed securities | $163,387,000 | 442 |
| Certificates of participation in pools of residential mortgages | $53,398,000 | 742 |
| Issued or guaranteed by U.S. | $53,398,000 | 739 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $56,014,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $55,745,000 | 375 |
| Privately issued | $269,000 | 461 |
| Commercial mortgage-backed securities | $53,975,000 | 170 |
| Commercial mortgage pass-through securities | $20,634,000 | 157 |
| Other commercial mortgage-backed securities | $33,341,000 | 142 |
| Held to maturity securities (book value) | $149,196,000 | 197 |
| Available-for-sale securities (fair market value) | $198,156,000 | 647 |
| Total debt securities | $347,354,000 | 446 |
| 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 | $381,691,000 | 417 |
| U.S. Government securities | $198,068,000 | 512 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $198,068,000 | 488 |
| Securities issued by states & political subdivisions | $94,470,000 | 366 |
| Other domestic debt securities | $89,153,000 | 145 |
| Privately issued residential mortgage-backed securities | $276,000 | 485 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $8,196,000 | 78 |
| Other domestic debt securities - All other | $80,681,000 | 90 |
| 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 | $162,206,000 | 425 |
| Mortgage-backed securities | $179,457,000 | 410 |
| Certificates of participation in pools of residential mortgages | $74,150,000 | 546 |
| Issued or guaranteed by U.S. | $74,150,000 | 545 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $58,312,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $58,036,000 | 369 |
| Privately issued | $276,000 | 461 |
| Commercial mortgage-backed securities | $46,995,000 | 173 |
| Commercial mortgage pass-through securities | $20,747,000 | 144 |
| Other commercial mortgage-backed securities | $26,248,000 | 155 |
| Held to maturity securities (book value) | $152,213,000 | 197 |
| Available-for-sale securities (fair market value) | $229,478,000 | 566 |
| Total debt securities | $381,691,000 | 411 |
| 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 | $404,192,000 | 396 |
| U.S. Government securities | $222,923,000 | 464 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $222,923,000 | 436 |
| Securities issued by states & political subdivisions | $89,568,000 | 392 |
| Other domestic debt securities | $91,701,000 | 148 |
| Privately issued residential mortgage-backed securities | $274,000 | 488 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $8,330,000 | 72 |
| Other domestic debt securities - All other | $83,097,000 | 92 |
| 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 | $168,723,000 | 403 |
| Mortgage-backed securities | $203,825,000 | 370 |
| Certificates of participation in pools of residential mortgages | $90,588,000 | 453 |
| Issued or guaranteed by U.S. | $90,588,000 | 453 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $66,103,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $65,829,000 | 340 |
| Privately issued | $274,000 | 464 |
| Commercial mortgage-backed securities | $47,134,000 | 158 |
| Commercial mortgage pass-through securities | $20,861,000 | 135 |
| Other commercial mortgage-backed securities | $26,273,000 | 142 |
| Held to maturity securities (book value) | $148,761,000 | 210 |
| Available-for-sale securities (fair market value) | $255,431,000 | 518 |
| Total debt securities | $404,193,000 | 389 |
| 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 | $417,281,000 | 372 |
| U.S. Government securities | $229,005,000 | 451 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $229,005,000 | 432 |
| Securities issued by states & political subdivisions | $89,665,000 | 383 |
| Other domestic debt securities | $98,611,000 | 144 |
| Privately issued residential mortgage-backed securities | $280,000 | 498 |
| Commercial mortgage-backed securities - Total | $4,996,000 | 76 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $8,413,000 | 73 |
| Other domestic debt securities - All other | $84,922,000 | 92 |
| 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 | $215,955,000 | 330 |
| Mortgage-backed securities | $214,187,000 | 364 |
| Certificates of participation in pools of residential mortgages | $99,644,000 | 433 |
| Issued or guaranteed by U.S. | $99,644,000 | 433 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $70,269,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $69,989,000 | 332 |
| Privately issued | $280,000 | 472 |
| Commercial mortgage-backed securities | $44,274,000 | 155 |
| Commercial mortgage pass-through securities | $20,975,000 | 131 |
| Other commercial mortgage-backed securities | $23,299,000 | 139 |
| Held to maturity securities (book value) | $140,928,000 | 219 |
| Available-for-sale securities (fair market value) | $276,353,000 | 474 |
| Total debt securities | $417,281,000 | 366 |
| 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 | $422,010,000 | 374 |
| U.S. Government securities | $237,903,000 | 445 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $237,903,000 | 426 |
| Securities issued by states & political subdivisions | $89,891,000 | 371 |
| Other domestic debt securities | $94,216,000 | 139 |
| Privately issued residential mortgage-backed securities | $374,000 | 489 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $8,488,000 | 74 |
| Other domestic debt securities - All other | $85,354,000 | 85 |
| 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 | $220,041,000 | 323 |
| Mortgage-backed securities | $217,759,000 | 358 |
| Certificates of participation in pools of residential mortgages | $104,583,000 | 414 |
| Issued or guaranteed by U.S. | $104,583,000 | 414 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $73,780,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $73,406,000 | 324 |
| Privately issued | $374,000 | 465 |
| Commercial mortgage-backed securities | $39,396,000 | 150 |
| Commercial mortgage pass-through securities | $21,081,000 | 120 |
| Other commercial mortgage-backed securities | $18,315,000 | 152 |
| Held to maturity securities (book value) | $138,514,000 | 217 |
| Available-for-sale securities (fair market value) | $283,496,000 | 463 |
| Total debt securities | $422,010,000 | 363 |
| 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 | $437,669,000 | 359 |
| U.S. Government securities | $252,048,000 | 433 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $252,048,000 | 413 |
| Securities issued by states & political subdivisions | $90,017,000 | 360 |
| Other domestic debt securities | $95,604,000 | 140 |
| Privately issued residential mortgage-backed securities | $411,000 | 511 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $8,525,000 | 63 |
| Other domestic debt securities - All other | $86,668,000 | 85 |
| 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 | $232,981,000 | 313 |
| Mortgage-backed securities | $231,288,000 | 342 |
| Certificates of participation in pools of residential mortgages | $112,978,000 | 375 |
| Issued or guaranteed by U.S. | $112,978,000 | 374 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $78,804,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $78,393,000 | 318 |
| Privately issued | $411,000 | 484 |
| Commercial mortgage-backed securities | $39,506,000 | 151 |
| Commercial mortgage pass-through securities | $21,178,000 | 111 |
| Other commercial mortgage-backed securities | $18,328,000 | 150 |
| Held to maturity securities (book value) | $141,969,000 | 215 |
| Available-for-sale securities (fair market value) | $295,700,000 | 442 |
| Total debt securities | $437,669,000 | 353 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $434,660,000 | 356 |
| U.S. Government securities | $263,903,000 | 425 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $263,903,000 | 409 |
| Securities issued by states & political subdivisions | $84,622,000 | 378 |
| Other domestic debt securities | $86,135,000 | 146 |
| Privately issued residential mortgage-backed securities | $411,000 | 511 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $2,932,000 | 216 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $82,792,000 | 89 |
| 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 | $249,944,000 | 291 |
| Mortgage-backed securities | $242,845,000 | 337 |
| Certificates of participation in pools of residential mortgages | $120,592,000 | 359 |
| Issued or guaranteed by U.S. | $120,592,000 | 357 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $82,918,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $82,507,000 | 305 |
| Privately issued | $411,000 | 482 |
| Commercial mortgage-backed securities | $39,335,000 | 148 |
| Commercial mortgage pass-through securities | $21,070,000 | 112 |
| Other commercial mortgage-backed securities | $18,265,000 | 144 |
| Held to maturity securities (book value) | $88,514,000 | 311 |
| Available-for-sale securities (fair market value) | $346,146,000 | 375 |
| Total debt securities | $434,661,000 | 348 |
| 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 | $441,034,000 | 355 |
| U.S. Government securities | $271,400,000 | 408 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $271,400,000 | 393 |
| Securities issued by states & political subdivisions | $85,666,000 | 361 |
| Other domestic debt securities | $83,968,000 | 148 |
| Privately issued residential mortgage-backed securities | $463,000 | 529 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $83,505,000 | 92 |
| 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 | $241,981,000 | 295 |
| Mortgage-backed securities | $249,941,000 | 334 |
| Certificates of participation in pools of residential mortgages | $125,545,000 | 350 |
| Issued or guaranteed by U.S. | $125,545,000 | 348 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $85,400,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $84,937,000 | 304 |
| Privately issued | $463,000 | 504 |
| Commercial mortgage-backed securities | $38,996,000 | 142 |
| Commercial mortgage pass-through securities | $20,809,000 | 112 |
| Other commercial mortgage-backed securities | $18,187,000 | 137 |
| Held to maturity securities (book value) | $91,041,000 | 290 |
| Available-for-sale securities (fair market value) | $349,993,000 | 366 |
| Total debt securities | $441,034,000 | 347 |
| 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 | $447,925,000 | 352 |
| U.S. Government securities | $285,443,000 | 398 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $285,443,000 | 382 |
| Securities issued by states & political subdivisions | $77,541,000 | 407 |
| Other domestic debt securities | $84,941,000 | 150 |
| Privately issued residential mortgage-backed securities | $472,000 | 532 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $84,469,000 | 92 |
| 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 | $286,650,000 | 255 |
| Mortgage-backed securities | $263,486,000 | 314 |
| Certificates of participation in pools of residential mortgages | $134,028,000 | 328 |
| Issued or guaranteed by U.S. | $134,028,000 | 326 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $90,272,000 | 317 |
| CMOs issued by government agencies or sponsored agencies | $89,800,000 | 300 |
| Privately issued | $472,000 | 508 |
| Commercial mortgage-backed securities | $39,186,000 | 136 |
| Commercial mortgage pass-through securities | $20,948,000 | 109 |
| Other commercial mortgage-backed securities | $18,238,000 | 128 |
| Held to maturity securities (book value) | $92,447,000 | 288 |
| Available-for-sale securities (fair market value) | $355,478,000 | 365 |
| Total debt securities | $447,925,000 | 343 |
| 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 | $452,180,000 | 343 |
| U.S. Government securities | $290,536,000 | 388 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $290,536,000 | 379 |
| Securities issued by states & political subdivisions | $77,512,000 | 410 |
| Other domestic debt securities | $84,132,000 | 156 |
| Privately issued residential mortgage-backed securities | $534,000 | 532 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $83,598,000 | 95 |
| 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 | $218,782,000 | 329 |
| Mortgage-backed securities | $268,624,000 | 315 |
| Certificates of participation in pools of residential mortgages | $137,468,000 | 318 |
| Issued or guaranteed by U.S. | $137,468,000 | 316 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $92,786,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $92,252,000 | 289 |
| Privately issued | $534,000 | 508 |
| Commercial mortgage-backed securities | $38,370,000 | 135 |
| Commercial mortgage pass-through securities | $20,568,000 | 106 |
| Other commercial mortgage-backed securities | $17,802,000 | 127 |
| Held to maturity securities (book value) | $54,020,000 | 400 |
| Available-for-sale securities (fair market value) | $398,160,000 | 334 |
| Total debt securities | $452,180,000 | 335 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 998 |
| Fair value | $3,075,000 | 981 |
| 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 | $425,176,000 | 371 |
| U.S. Government securities | $290,328,000 | 379 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $290,328,000 | 369 |
| Securities issued by states & political subdivisions | $69,100,000 | 479 |
| Other domestic debt securities | $65,748,000 | 186 |
| Privately issued residential mortgage-backed securities | $561,000 | 558 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $65,187,000 | 113 |
| 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 | $248,296,000 | 286 |
| Mortgage-backed securities | $268,387,000 | 308 |
| Certificates of participation in pools of residential mortgages | $136,263,000 | 322 |
| Issued or guaranteed by U.S. | $136,263,000 | 321 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $94,712,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $94,151,000 | 284 |
| Privately issued | $561,000 | 531 |
| Commercial mortgage-backed securities | $37,412,000 | 134 |
| Commercial mortgage pass-through securities | $19,997,000 | 99 |
| Other commercial mortgage-backed securities | $17,415,000 | 119 |
| Held to maturity securities (book value) | $41,738,000 | 468 |
| Available-for-sale securities (fair market value) | $383,438,000 | 351 |
| Total debt securities | $425,176,000 | 362 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 977 |
| Fair value | $3,010,000 | 960 |
| 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 | $454,287,000 | 342 |
| U.S. Government securities | $304,623,000 | 357 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $304,623,000 | 348 |
| Securities issued by states & political subdivisions | $74,585,000 | 438 |
| Other domestic debt securities | $75,079,000 | 178 |
| Privately issued residential mortgage-backed securities | $629,000 | 577 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $74,450,000 | 105 |
| 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 | $262,497,000 | 268 |
| Mortgage-backed securities | $282,316,000 | 295 |
| Certificates of participation in pools of residential mortgages | $144,519,000 | 311 |
| Issued or guaranteed by U.S. | $144,519,000 | 310 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $99,990,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $99,361,000 | 269 |
| Privately issued | $629,000 | 552 |
| Commercial mortgage-backed securities | $37,807,000 | 131 |
| Commercial mortgage pass-through securities | $20,230,000 | 95 |
| Other commercial mortgage-backed securities | $17,577,000 | 119 |
| Held to maturity securities (book value) | $33,384,000 | 522 |
| Available-for-sale securities (fair market value) | $420,903,000 | 316 |
| Total debt securities | $454,287,000 | 337 |
| Structured notes | ||
| Amortized cost | $8,119,000 | 495 |
| Fair value | $8,127,000 | 474 |
| 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 | $465,471,000 | 333 |
| U.S. Government securities | $318,779,000 | 332 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $318,779,000 | 323 |
| Securities issued by states & political subdivisions | $77,361,000 | 414 |
| Other domestic debt securities | $69,331,000 | 188 |
| Privately issued residential mortgage-backed securities | $634,000 | 591 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $68,697,000 | 114 |
| 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 | $232,097,000 | 283 |
| Mortgage-backed securities | $295,748,000 | 278 |
| Certificates of participation in pools of residential mortgages | $153,370,000 | 293 |
| Issued or guaranteed by U.S. | $153,370,000 | 292 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $104,304,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $103,670,000 | 269 |
| Privately issued | $634,000 | 566 |
| Commercial mortgage-backed securities | $38,074,000 | 124 |
| Commercial mortgage pass-through securities | $20,488,000 | 87 |
| Other commercial mortgage-backed securities | $17,586,000 | 109 |
| Held to maturity securities (book value) | $34,772,000 | 476 |
| Available-for-sale securities (fair market value) | $430,699,000 | 309 |
| Total debt securities | $465,471,000 | 327 |
| Structured notes | ||
| Amortized cost | $8,127,000 | 474 |
| Fair value | $8,007,000 | 474 |
| 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 | $496,301,000 | 310 |
| U.S. Government securities | $346,205,000 | 319 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $346,205,000 | 310 |
| Securities issued by states & political subdivisions | $85,595,000 | 342 |
| Other domestic debt securities | $64,501,000 | 196 |
| Privately issued residential mortgage-backed securities | $716,000 | 601 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $63,785,000 | 119 |
| 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 | $213,045,000 | 315 |
| Mortgage-backed securities | $321,716,000 | 270 |
| Certificates of participation in pools of residential mortgages | $168,528,000 | 275 |
| Issued or guaranteed by U.S. | $168,528,000 | 274 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $112,713,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $111,997,000 | 265 |
| Privately issued | $716,000 | 580 |
| Commercial mortgage-backed securities | $40,475,000 | 109 |
| Commercial mortgage pass-through securities | $21,760,000 | 79 |
| Other commercial mortgage-backed securities | $18,715,000 | 93 |
| Held to maturity securities (book value) | $35,164,000 | 455 |
| Available-for-sale securities (fair market value) | $461,137,000 | 293 |
| Total debt securities | $496,301,000 | 303 |
| Structured notes | ||
| Amortized cost | $8,136,000 | 482 |
| Fair value | $8,046,000 | 489 |
| 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 | $443,146,000 | 343 |
| U.S. Government securities | $303,449,000 | 368 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $303,449,000 | 353 |
| Securities issued by states & political subdivisions | $77,871,000 | 391 |
| Other domestic debt securities | $61,826,000 | 198 |
| Privately issued residential mortgage-backed securities | $720,000 | 632 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $61,106,000 | 110 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $217,988,000 | 310 |
| Mortgage-backed securities | $283,658,000 | 301 |
| Certificates of participation in pools of residential mortgages | $189,184,000 | 243 |
| Issued or guaranteed by U.S. | $189,184,000 | 241 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $91,801,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $91,081,000 | 312 |
| Privately issued | $720,000 | 612 |
| Commercial mortgage-backed securities | $2,673,000 | 365 |
| Commercial mortgage pass-through securities | $2,673,000 | 240 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $31,283,000 | 495 |
| Available-for-sale securities (fair market value) | $411,863,000 | 317 |
| Total debt securities | $442,332,000 | 335 |
| Structured notes | ||
| Amortized cost | $8,144,000 | 493 |
| Fair value | $8,078,000 | 498 |
| 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 | $420,399,000 | 364 |
| U.S. Government securities | $307,400,000 | 363 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $307,400,000 | 352 |
| Securities issued by states & political subdivisions | $59,677,000 | 523 |
| Other domestic debt securities | $53,322,000 | 232 |
| Privately issued residential mortgage-backed securities | $723,000 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $52,599,000 | 134 |
| 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 | $226,901,000 | 298 |
| Mortgage-backed securities | $308,123,000 | 295 |
| Certificates of participation in pools of residential mortgages | $220,877,000 | 226 |
| Issued or guaranteed by U.S. | $220,877,000 | 225 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $87,246,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $86,523,000 | 339 |
| Privately issued | $723,000 | 644 |
| 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) | $26,286,000 | 554 |
| Available-for-sale securities (fair market value) | $394,113,000 | 345 |
| Total debt securities | $419,385,000 | 357 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,061 |
| Fair value | $2,966,000 | 1,119 |
| 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 | $382,206,000 | 404 |
| U.S. Government securities | $284,678,000 | 396 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $284,678,000 | 380 |
| Securities issued by states & political subdivisions | $52,821,000 | 605 |
| Other domestic debt securities | $44,707,000 | 266 |
| Privately issued residential mortgage-backed securities | $714,000 | 725 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $43,993,000 | 159 |
| 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 | $192,230,000 | 347 |
| Mortgage-backed securities | $285,392,000 | 321 |
| Certificates of participation in pools of residential mortgages | $204,051,000 | 238 |
| Issued or guaranteed by U.S. | $204,051,000 | 237 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $81,341,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $80,627,000 | 369 |
| Privately issued | $714,000 | 701 |
| 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) | $21,686,000 | 627 |
| Available-for-sale securities (fair market value) | $360,520,000 | 383 |
| Total debt securities | $381,192,000 | 398 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $385,206,000 | 403 |
| U.S. Government securities | $294,049,000 | 384 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $294,049,000 | 374 |
| Securities issued by states & political subdivisions | $53,255,000 | 552 |
| Other domestic debt securities | $37,902,000 | 294 |
| Privately issued residential mortgage-backed securities | $753,000 | 753 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $37,149,000 | 179 |
| 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 | $174,026,000 | 382 |
| Mortgage-backed securities | $294,802,000 | 311 |
| Certificates of participation in pools of residential mortgages | $214,757,000 | 237 |
| Issued or guaranteed by U.S. | $214,757,000 | 236 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $80,045,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $79,292,000 | 384 |
| Privately issued | $753,000 | 730 |
| 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) | $22,794,000 | 617 |
| Available-for-sale securities (fair market value) | $362,412,000 | 376 |
| Total debt securities | $384,192,000 | 396 |
| 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 | $370,057,000 | 406 |
| U.S. Government securities | $283,454,000 | 386 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $283,454,000 | 373 |
| Securities issued by states & political subdivisions | $52,890,000 | 545 |
| Other domestic debt securities | $33,713,000 | 330 |
| Privately issued residential mortgage-backed securities | $752,000 | 836 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $32,961,000 | 175 |
| 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 | $203,861,000 | 306 |
| Mortgage-backed securities | $284,206,000 | 314 |
| Certificates of participation in pools of residential mortgages | $198,967,000 | 239 |
| Issued or guaranteed by U.S. | $198,967,000 | 236 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $85,239,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $84,487,000 | 349 |
| Privately issued | $752,000 | 796 |
| 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) | $18,424,000 | 727 |
| Available-for-sale securities (fair market value) | $351,633,000 | 373 |
| Total debt securities | $369,043,000 | 404 |
| 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 | $298,595,000 | 494 |
| U.S. Government securities | $221,913,000 | 478 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $221,913,000 | 465 |
| Securities issued by states & political subdivisions | $42,418,000 | 691 |
| Other domestic debt securities | $34,264,000 | 324 |
| Privately issued residential mortgage-backed securities | $771,000 | 860 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $33,493,000 | 173 |
| 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 | $262,576,000 | 231 |
| Mortgage-backed securities | $222,684,000 | 368 |
| Certificates of participation in pools of residential mortgages | $199,974,000 | 237 |
| Issued or guaranteed by U.S. | $199,974,000 | 234 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $22,710,000 | 967 |
| CMOs issued by government agencies or sponsored agencies | $21,939,000 | 868 |
| Privately issued | $771,000 | 815 |
| 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) | $15,591,000 | 797 |
| Available-for-sale securities (fair market value) | $283,004,000 | 473 |
| Total debt securities | $297,581,000 | 488 |
| 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 | $390,679,000 | 374 |
| U.S. Government securities | $338,100,000 | 320 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $338,100,000 | 310 |
| Securities issued by states & political subdivisions | $42,577,000 | 632 |
| Other domestic debt securities | $10,002,000 | 702 |
| Privately issued residential mortgage-backed securities | $852,000 | 857 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $9,150,000 | 413 |
| 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 | $343,873,000 | 182 |
| Mortgage-backed securities | $338,952,000 | 256 |
| Certificates of participation in pools of residential mortgages | $314,843,000 | 155 |
| Issued or guaranteed by U.S. | $314,843,000 | 153 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $24,109,000 | 922 |
| CMOs issued by government agencies or sponsored agencies | $23,257,000 | 814 |
| Privately issued | $852,000 | 813 |
| 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) | $16,277,000 | 784 |
| Available-for-sale securities (fair market value) | $374,402,000 | 346 |
| Total debt securities | $389,663,000 | 369 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $391,075,000 | 367 |
| U.S. Government securities | $337,382,000 | 315 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $337,382,000 | 305 |
| Securities issued by states & political subdivisions | $40,458,000 | 662 |
| Other domestic debt securities | $13,235,000 | 610 |
| Privately issued residential mortgage-backed securities | $3,528,000 | 558 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $9,707,000 | 395 |
| 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 | $346,015,000 | 182 |
| Mortgage-backed securities | $319,215,000 | 266 |
| Certificates of participation in pools of residential mortgages | $291,793,000 | 164 |
| Issued or guaranteed by U.S. | $291,793,000 | 162 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $27,422,000 | 834 |
| CMOs issued by government agencies or sponsored agencies | $23,894,000 | 778 |
| Privately issued | $3,528,000 | 533 |
| 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) | $11,284,000 | 964 |
| Available-for-sale securities (fair market value) | $379,791,000 | 337 |
| Total debt securities | $391,075,000 | 359 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $399,938,000 | 353 |
| U.S. Government securities | $344,507,000 | 299 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $344,507,000 | 285 |
| Securities issued by states & political subdivisions | $42,138,000 | 593 |
| Other domestic debt securities | $13,293,000 | 634 |
| Privately issued residential mortgage-backed securities | $3,606,000 | 584 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $9,687,000 | 386 |
| 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 | $380,691,000 | 163 |
| Mortgage-backed securities | $326,343,000 | 256 |
| Certificates of participation in pools of residential mortgages | $275,791,000 | 170 |
| Issued or guaranteed by U.S. | $275,791,000 | 169 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $50,552,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $46,946,000 | 479 |
| Privately issued | $3,606,000 | 555 |
| 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) | $11,927,000 | 932 |
| Available-for-sale securities (fair market value) | $388,011,000 | 322 |
| Total debt securities | $399,938,000 | 348 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $382,383,000 | 352 |
| U.S. Government securities | $316,748,000 | 300 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $316,748,000 | 289 |
| Securities issued by states & political subdivisions | $56,291,000 | 405 |
| Other domestic debt securities | $9,344,000 | 823 |
| Privately issued residential mortgage-backed securities | $8,984,000 | 418 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $360,000 | 1,841 |
| 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 | $376,893,000 | 166 |
| Mortgage-backed securities | $303,897,000 | 253 |
| Certificates of participation in pools of residential mortgages | $244,547,000 | 172 |
| Issued or guaranteed by U.S. | $244,547,000 | 171 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $59,350,000 | 484 |
| CMOs issued by government agencies or sponsored agencies | $50,366,000 | 452 |
| Privately issued | $8,984,000 | 401 |
| 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) | $13,346,000 | 891 |
| Available-for-sale securities (fair market value) | $369,037,000 | 321 |
| Total debt securities | $382,382,000 | 347 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $293,593,000 | 443 |
| U.S. Government securities | $225,983,000 | 422 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $225,983,000 | 406 |
| Securities issued by states & political subdivisions | $57,594,000 | 370 |
| Other domestic debt securities | $10,016,000 | 787 |
| Privately issued residential mortgage-backed securities | $9,656,000 | 446 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $360,000 | 1,788 |
| 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 | $273,018,000 | 226 |
| Mortgage-backed securities | $163,622,000 | 410 |
| Certificates of participation in pools of residential mortgages | $101,096,000 | 386 |
| Issued or guaranteed by U.S. | $101,096,000 | 383 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $62,526,000 | 462 |
| CMOs issued by government agencies or sponsored agencies | $52,870,000 | 419 |
| Privately issued | $9,656,000 | 428 |
| 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) | $13,897,000 | 898 |
| Available-for-sale securities (fair market value) | $279,696,000 | 413 |
| Total debt securities | $293,593,000 | 436 |
| Structured notes | ||
| Amortized cost | $39,996,000 | 127 |
| Fair value | $40,103,000 | 128 |
| 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 | $233,731,000 | 566 |
| U.S. Government securities | $165,308,000 | 580 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $165,308,000 | 551 |
| Securities issued by states & political subdivisions | $58,184,000 | 354 |
| Other domestic debt securities | $10,239,000 | 789 |
| Privately issued residential mortgage-backed securities | $9,879,000 | 462 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $360,000 | 1,808 |
| 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 | $187,587,000 | 335 |
| Mortgage-backed securities | $155,115,000 | 456 |
| Certificates of participation in pools of residential mortgages | $92,332,000 | 446 |
| Issued or guaranteed by U.S. | $92,332,000 | 441 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $62,783,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $52,904,000 | 410 |
| Privately issued | $9,879,000 | 443 |
| 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) | $15,760,000 | 832 |
| Available-for-sale securities (fair market value) | $217,971,000 | 529 |
| Total debt securities | $233,733,000 | 560 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 539 |
| Fair value | $10,075,000 | 534 |
| 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 | $229,557,000 | 565 |
| U.S. Government securities | $154,411,000 | 601 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $154,411,000 | 576 |
| Securities issued by states & political subdivisions | $60,827,000 | 328 |
| Other domestic debt securities | $14,319,000 | 660 |
| Privately issued residential mortgage-backed securities | $13,959,000 | 389 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $360,000 | 1,846 |
| 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 | $191,407,000 | 329 |
| Mortgage-backed securities | $151,241,000 | 465 |
| Certificates of participation in pools of residential mortgages | $92,916,000 | 457 |
| Issued or guaranteed by U.S. | $92,916,000 | 455 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $58,325,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $44,366,000 | 452 |
| Privately issued | $13,959,000 | 373 |
| 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) | $9,942,000 | 1,095 |
| Available-for-sale securities (fair market value) | $219,615,000 | 514 |
| Total debt securities | $229,557,000 | 558 |
| Structured notes | ||
| Amortized cost | $7,495,000 | 567 |
| Fair value | $7,398,000 | 569 |
| 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 | $191,431,000 | 675 |
| U.S. Government securities | $120,148,000 | 741 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $120,148,000 | 715 |
| Securities issued by states & political subdivisions | $65,578,000 | 293 |
| Other domestic debt securities | $5,705,000 | 1,212 |
| Privately issued residential mortgage-backed securities | $5,161,000 | 687 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $544,000 | 1,739 |
| 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 | $140,638,000 | 419 |
| Mortgage-backed securities | $107,839,000 | 611 |
| Certificates of participation in pools of residential mortgages | $77,251,000 | 543 |
| Issued or guaranteed by U.S. | $77,251,000 | 539 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $30,588,000 | 711 |
| CMOs issued by government agencies or sponsored agencies | $25,427,000 | 627 |
| Privately issued | $5,161,000 | 660 |
| 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) | $10,377,000 | 1,112 |
| Available-for-sale securities (fair market value) | $181,054,000 | 610 |
| Total debt securities | $191,430,000 | 660 |
| Structured notes | ||
| Amortized cost | $7,495,000 | 367 |
| Fair value | $7,473,000 | 366 |
| 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 | $106,871,000 | 1,183 |
| U.S. Government securities | $41,508,000 | 1,988 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $41,508,000 | 1,942 |
| Securities issued by states & political subdivisions | $64,819,000 | 288 |
| Other domestic debt securities | $544,000 | 2,744 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $544,000 | 1,791 |
| 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 | $63,548,000 | 873 |
| Mortgage-backed securities | $39,054,000 | 1,481 |
| Certificates of participation in pools of residential mortgages | $32,706,000 | 1,200 |
| Issued or guaranteed by U.S. | $32,706,000 | 1,189 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $6,348,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $6,348,000 | 1,362 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $10,929,000 | 1,096 |
| Available-for-sale securities (fair market value) | $95,942,000 | 1,129 |
| Total debt securities | $106,872,000 | 1,159 |
| Structured notes | ||
| Amortized cost | $2,494,000 | 675 |
| Fair value | $2,454,000 | 668 |
| 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 | $109,578,000 | 1,139 |
| U.S. Government securities | $45,071,000 | 1,862 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $45,071,000 | 1,819 |
| Securities issued by states & political subdivisions | $63,963,000 | 273 |
| Other domestic debt securities | $544,000 | 2,673 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $544,000 | 1,864 |
| 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 | $67,498,000 | 847 |
| Mortgage-backed securities | $42,562,000 | 1,400 |
| Certificates of participation in pools of residential mortgages | $35,421,000 | 1,164 |
| Issued or guaranteed by U.S. | $35,421,000 | 1,153 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,141,000 | 1,589 |
| CMOs issued by government agencies or sponsored agencies | $7,141,000 | 1,266 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,946,000 | 1,048 |
| Available-for-sale securities (fair market value) | $97,632,000 | 1,108 |
| Total debt securities | $109,579,000 | 1,116 |
| Structured notes | ||
| Amortized cost | $2,494,000 | 511 |
| Fair value | $2,509,000 | 491 |
| 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 | $114,643,000 | 1,071 |
| U.S. Government securities | $51,083,000 | 1,670 |
| U.S. Treasury securities | $3,495,000 | 351 |
| U.S. Government agency obligations | $47,588,000 | 1,750 |
| Securities issued by states & political subdivisions | $63,016,000 | 273 |
| Other domestic debt securities | $544,000 | 2,626 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $544,000 | 1,830 |
| 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 | $74,044,000 | 779 |
| Mortgage-backed securities | $45,078,000 | 1,294 |
| Certificates of participation in pools of residential mortgages | $37,777,000 | 1,058 |
| Issued or guaranteed by U.S. | $37,777,000 | 1,048 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $7,301,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $7,301,000 | 1,234 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,114,000 | 981 |
| Available-for-sale securities (fair market value) | $101,529,000 | 1,039 |
| Total debt securities | $114,644,000 | 1,050 |
| Structured notes | ||
| Amortized cost | $2,494,000 | 543 |
| Fair value | $2,510,000 | 530 |
| 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 | $109,592,000 | 1,085 |
| U.S. Government securities | $48,031,000 | 1,702 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $48,031,000 | 1,677 |
| Securities issued by states & political subdivisions | $61,014,000 | 261 |
| Other domestic debt securities | $547,000 | 2,586 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $547,000 | 1,807 |
| 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 | $71,347,000 | 776 |
| Mortgage-backed securities | $45,595,000 | 1,213 |
| Certificates of participation in pools of residential mortgages | $38,316,000 | 1,006 |
| Issued or guaranteed by U.S. | $38,316,000 | 995 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $7,279,000 | 1,461 |
| CMOs issued by government agencies or sponsored agencies | $7,279,000 | 1,173 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,556,000 | 959 |
| Available-for-sale securities (fair market value) | $96,036,000 | 1,071 |
| Total debt securities | $109,592,000 | 1,068 |
| Structured notes | ||
| Amortized cost | $2,493,000 | 541 |
| Fair value | $2,436,000 | 540 |
| 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 | $124,734,000 | 981 |
| U.S. Government securities | $52,618,000 | 1,586 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $52,618,000 | 1,560 |
| Securities issued by states & political subdivisions | $71,569,000 | 220 |
| Other domestic debt securities | $547,000 | 2,551 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $547,000 | 1,818 |
| 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 | $85,007,000 | 655 |
| Mortgage-backed securities | $50,170,000 | 1,123 |
| Certificates of participation in pools of residential mortgages | $42,654,000 | 921 |
| Issued or guaranteed by U.S. | $42,654,000 | 909 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,516,000 | 1,434 |
| CMOs issued by government agencies or sponsored agencies | $7,516,000 | 1,158 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,772,000 | 943 |
| Available-for-sale securities (fair market value) | $110,962,000 | 949 |
| Total debt securities | $124,733,000 | 964 |
| Structured notes | ||
| Amortized cost | $2,493,000 | 571 |
| Fair value | $2,448,000 | 571 |
| 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 | $129,748,000 | 934 |
| U.S. Government securities | $55,691,000 | 1,486 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $55,691,000 | 1,451 |
| Securities issued by states & political subdivisions | $73,510,000 | 217 |
| Other domestic debt securities | $547,000 | 2,502 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $547,000 | 1,794 |
| 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 | $86,966,000 | 633 |
| Mortgage-backed securities | $53,182,000 | 1,037 |
| Certificates of participation in pools of residential mortgages | $45,026,000 | 841 |
| Issued or guaranteed by U.S. | $45,026,000 | 831 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,156,000 | 1,364 |
| CMOs issued by government agencies or sponsored agencies | $8,156,000 | 1,091 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,106,000 | 944 |
| Available-for-sale securities (fair market value) | $115,642,000 | 927 |
| Total debt securities | $129,748,000 | 914 |
| Structured notes | ||
| Amortized cost | $2,493,000 | 610 |
| Fair value | $2,509,000 | 594 |
| 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 | $87,940,000 | 1,365 |
| U.S. Government securities | $26,247,000 | 2,960 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $26,247,000 | 2,903 |
| Securities issued by states & political subdivisions | $61,693,000 | 268 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,192,000 | 1,080 |
| Mortgage-backed securities | $20,261,000 | 1,896 |
| Certificates of participation in pools of residential mortgages | $20,261,000 | 1,383 |
| Issued or guaranteed by U.S. | $20,261,000 | 1,375 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,287,000 | 1,335 |
| Available-for-sale securities (fair market value) | $79,653,000 | 1,300 |
| Total debt securities | $87,940,000 | 1,331 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $108,178,000 | 1,117 |
| U.S. Government securities | $18,999,000 | 3,774 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,999,000 | 3,695 |
| Securities issued by states & political subdivisions | $89,179,000 | 172 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,129,000 | 771 |
| Mortgage-backed securities | $18,999,000 | 1,868 |
| Certificates of participation in pools of residential mortgages | $18,999,000 | 1,383 |
| Issued or guaranteed by U.S. | $18,999,000 | 1,372 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,576,000 | 1,549 |
| Available-for-sale securities (fair market value) | $101,602,000 | 1,043 |
| Total debt securities | $108,178,000 | 1,088 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $112,023,000 | 1,080 |
| U.S. Government securities | $20,976,000 | 3,524 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $20,976,000 | 3,444 |
| Securities issued by states & political subdivisions | $91,047,000 | 164 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,563,000 | 761 |
| Mortgage-backed securities | $19,985,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $19,985,000 | 1,299 |
| Issued or guaranteed by U.S. | $19,985,000 | 1,289 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,084,000 | 1,516 |
| Available-for-sale securities (fair market value) | $104,939,000 | 1,006 |
| Total debt securities | $112,023,000 | 1,058 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $115,236,000 | 1,051 |
| U.S. Government securities | $22,388,000 | 3,384 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $22,388,000 | 3,296 |
| Securities issued by states & political subdivisions | $92,848,000 | 160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,780,000 | 785 |
| Mortgage-backed securities | $21,409,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | $21,260,000 | 1,230 |
| Issued or guaranteed by U.S. | $21,260,000 | 1,221 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $149,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 2,932 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,464,000 | 1,491 |
| Available-for-sale securities (fair market value) | $107,772,000 | 966 |
| Total debt securities | $115,236,000 | 1,024 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $120,823,000 | 1,018 |
| U.S. Government securities | $22,323,000 | 3,435 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $22,323,000 | 3,340 |
| Securities issued by states & political subdivisions | $98,500,000 | 146 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,359,000 | 822 |
| Mortgage-backed securities | $22,323,000 | 1,614 |
| Certificates of participation in pools of residential mortgages | $22,030,000 | 1,210 |
| Issued or guaranteed by U.S. | $22,030,000 | 1,201 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $293,000 | 3,086 |
| CMOs issued by government agencies or sponsored agencies | $293,000 | 2,796 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,488,000 | 1,526 |
| Available-for-sale securities (fair market value) | $113,335,000 | 935 |
| Total debt securities | $120,823,000 | 989 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $123,845,000 | 1,003 |
| U.S. Government securities | $28,170,000 | 2,905 |
| U.S. Treasury securities | $4,998,000 | 454 |
| U.S. Government agency obligations | $23,172,000 | 3,264 |
| Securities issued by states & political subdivisions | $95,675,000 | 153 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,912,000 | 793 |
| Mortgage-backed securities | $23,172,000 | 1,582 |
| Certificates of participation in pools of residential mortgages | $22,721,000 | 1,206 |
| Issued or guaranteed by U.S. | $22,721,000 | 1,194 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $451,000 | 2,895 |
| CMOs issued by government agencies or sponsored agencies | $451,000 | 2,621 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,612,000 | 1,465 |
| Available-for-sale securities (fair market value) | $115,233,000 | 923 |
| Total debt securities | $123,845,000 | 976 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $84,093,000 | 1,441 |
| U.S. Government securities | $27,784,000 | 2,933 |
| U.S. Treasury securities | $6,999,000 | 384 |
| U.S. Government agency obligations | $20,785,000 | 3,552 |
| Securities issued by states & political subdivisions | $56,309,000 | 278 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,325,000 | 786 |
| Mortgage-backed securities | $20,785,000 | 1,711 |
| Certificates of participation in pools of residential mortgages | $20,180,000 | 1,326 |
| Issued or guaranteed by U.S. | $20,180,000 | 1,319 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $605,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $605,000 | 2,466 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,485,000 | 1,844 |
| Available-for-sale securities (fair market value) | $78,608,000 | 1,325 |
| Total debt securities | $84,093,000 | 1,409 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $84,969,000 | 1,448 |
| U.S. Government securities | $31,159,000 | 2,706 |
| U.S. Treasury securities | $10,026,000 | 325 |
| U.S. Government agency obligations | $21,133,000 | 3,534 |
| Securities issued by states & political subdivisions | $53,810,000 | 299 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,636,000 | 758 |
| Mortgage-backed securities | $21,133,000 | 1,721 |
| Certificates of participation in pools of residential mortgages | $20,367,000 | 1,331 |
| Issued or guaranteed by U.S. | $20,367,000 | 1,324 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $766,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $766,000 | 2,361 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,250,000 | 2,048 |
| Available-for-sale securities (fair market value) | $80,719,000 | 1,311 |
| Total debt securities | $84,969,000 | 1,416 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $89,232,000 | 1,375 |
| U.S. Government securities | $35,218,000 | 2,424 |
| U.S. Treasury securities | $13,076,000 | 289 |
| U.S. Government agency obligations | $22,142,000 | 3,384 |
| Securities issued by states & political subdivisions | $54,014,000 | 292 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,710,000 | 735 |
| Mortgage-backed securities | $22,142,000 | 1,682 |
| Certificates of participation in pools of residential mortgages | $21,215,000 | 1,314 |
| Issued or guaranteed by U.S. | $21,215,000 | 1,305 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $927,000 | 2,558 |
| CMOs issued by government agencies or sponsored agencies | $927,000 | 2,279 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,263,000 | 2,085 |
| Available-for-sale securities (fair market value) | $84,969,000 | 1,233 |
| Total debt securities | $89,233,000 | 1,340 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $90,356,000 | 1,361 |
| U.S. Government securities | $35,931,000 | 2,377 |
| U.S. Treasury securities | $16,176,000 | 239 |
| U.S. Government agency obligations | $19,755,000 | 3,666 |
| Securities issued by states & political subdivisions | $54,425,000 | 299 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,427,000 | 613 |
| Mortgage-backed securities | $19,755,000 | 1,833 |
| Certificates of participation in pools of residential mortgages | $18,595,000 | 1,466 |
| Issued or guaranteed by U.S. | $18,595,000 | 1,456 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,160,000 | 2,405 |
| CMOs issued by government agencies or sponsored agencies | $1,160,000 | 2,145 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $90,356,000 | 1,158 |
| Total debt securities | $90,355,000 | 1,326 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $98,256,000 | 1,259 |
| U.S. Government securities | $43,590,000 | 2,036 |
| U.S. Treasury securities | $19,823,000 | 216 |
| U.S. Government agency obligations | $23,767,000 | 3,247 |
| Securities issued by states & political subdivisions | $54,666,000 | 294 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,234,000 | 646 |
| Mortgage-backed securities | $21,772,000 | 1,766 |
| Certificates of participation in pools of residential mortgages | $20,353,000 | 1,416 |
| Issued or guaranteed by U.S. | $20,353,000 | 1,403 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,419,000 | 2,341 |
| CMOs issued by government agencies or sponsored agencies | $1,419,000 | 2,091 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $98,256,000 | 1,073 |
| Total debt securities | $98,256,000 | 1,228 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $82,977,000 | 1,514 |
| U.S. Government securities | $46,813,000 | 1,945 |
| U.S. Treasury securities | $21,970,000 | 206 |
| U.S. Government agency obligations | $24,843,000 | 3,175 |
| Securities issued by states & political subdivisions | $36,164,000 | 476 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,019,000 | 918 |
| Mortgage-backed securities | $22,852,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $21,143,000 | 1,409 |
| Issued or guaranteed by U.S. | $21,143,000 | 1,397 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,709,000 | 2,253 |
| CMOs issued by government agencies or sponsored agencies | $1,709,000 | 2,017 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $82,977,000 | 1,282 |
| Total debt securities | $82,977,000 | 1,472 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $76,196,000 | 1,649 |
| U.S. Government securities | $50,368,000 | 1,824 |
| U.S. Treasury securities | $25,251,000 | 182 |
| U.S. Government agency obligations | $25,117,000 | 3,137 |
| Securities issued by states & political subdivisions | $25,828,000 | 724 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,442,000 | 1,144 |
| Mortgage-backed securities | $23,128,000 | 1,767 |
| Certificates of participation in pools of residential mortgages | $21,180,000 | 1,429 |
| Issued or guaranteed by U.S. | $21,180,000 | 1,415 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,948,000 | 2,206 |
| CMOs issued by government agencies or sponsored agencies | $1,948,000 | 1,970 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $76,196,000 | 1,402 |
| Total debt securities | $76,195,000 | 1,605 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $86,131,000 | 1,489 |
| U.S. Government securities | $57,787,000 | 1,604 |
| U.S. Treasury securities | $27,611,000 | 177 |
| U.S. Government agency obligations | $30,176,000 | 2,718 |
| Securities issued by states & political subdivisions | $28,344,000 | 637 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,928,000 | 918 |
| Mortgage-backed securities | $28,178,000 | 1,552 |
| Certificates of participation in pools of residential mortgages | $26,215,000 | 1,228 |
| Issued or guaranteed by U.S. | $26,215,000 | 1,218 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,963,000 | 2,202 |
| CMOs issued by government agencies or sponsored agencies | $1,963,000 | 1,976 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $86,131,000 | 1,257 |
| Total debt securities | $86,131,000 | 1,444 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $95,408,000 | 1,373 |
| U.S. Government securities | $64,243,000 | 1,476 |
| U.S. Treasury securities | $29,801,000 | 172 |
| U.S. Government agency obligations | $34,442,000 | 2,455 |
| Securities issued by states & political subdivisions | $31,165,000 | 564 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,889,000 | 912 |
| Mortgage-backed securities | $32,441,000 | 1,415 |
| Certificates of participation in pools of residential mortgages | $30,478,000 | 1,118 |
| Issued or guaranteed by U.S. | $30,478,000 | 1,111 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,963,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $1,963,000 | 2,024 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $95,408,000 | 1,158 |
| Total debt securities | $95,408,000 | 1,335 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $103,968,000 | 1,272 |
| U.S. Government securities | $72,309,000 | 1,303 |
| U.S. Treasury securities | $30,469,000 | 167 |
| U.S. Government agency obligations | $41,840,000 | 2,094 |
| Securities issued by states & political subdivisions | $31,659,000 | 552 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,214,000 | 876 |
| Mortgage-backed securities | $39,838,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | $37,859,000 | 967 |
| Issued or guaranteed by U.S. | $37,859,000 | 959 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,979,000 | 2,307 |
| CMOs issued by government agencies or sponsored agencies | $1,979,000 | 2,071 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $103,968,000 | 1,089 |
| Total debt securities | $103,968,000 | 1,226 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $110,979,000 | 1,221 |
| U.S. Government securities | $80,032,000 | 1,243 |
| U.S. Treasury securities | $30,478,000 | 173 |
| U.S. Government agency obligations | $49,554,000 | 1,848 |
| Securities issued by states & political subdivisions | $30,947,000 | 570 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,212,000 | 910 |
| Mortgage-backed securities | $47,549,000 | 1,116 |
| Certificates of participation in pools of residential mortgages | $45,571,000 | 846 |
| Issued or guaranteed by U.S. | $45,571,000 | 839 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,978,000 | 2,304 |
| CMOs issued by government agencies or sponsored agencies | $1,978,000 | 2,180 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $110,979,000 | 1,045 |
| Total debt securities | $110,979,000 | 1,180 |
| 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 | $57,241,000 | 2,200 |
| U.S. Government securities | $32,134,000 | 2,694 |
| U.S. Treasury securities | $30,772,000 | 172 |
| U.S. Government agency obligations | $1,362,000 | 8,281 |
| Securities issued by states & political subdivisions | $25,107,000 | 730 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,302,000 | 898 |
| Mortgage-backed securities | $1,362,000 | 5,538 |
| Certificates of participation in pools of residential mortgages | $1,362,000 | 4,997 |
| Issued or guaranteed by U.S. | $1,362,000 | 4,977 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $57,241,000 | 1,869 |
| Total debt securities | $57,241,000 | 2,140 |
| 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 | $58,897,000 | 2,076 |
| U.S. Government securities | $33,097,000 | 2,533 |
| U.S. Treasury securities | $31,376,000 | 176 |
| U.S. Government agency obligations | $1,721,000 | 8,148 |
| Securities issued by states & political subdivisions | $25,800,000 | 692 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,201,000 | 981 |
| Mortgage-backed securities | $1,721,000 | 5,463 |
| Certificates of participation in pools of residential mortgages | $1,721,000 | 4,841 |
| Issued or guaranteed by U.S. | $1,721,000 | 4,826 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $58,897,000 | 1,765 |
| Total debt securities | $58,897,000 | 2,004 |
| 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 | $57,951,000 | 2,076 |
| U.S. Government securities | $32,537,000 | 2,533 |
| U.S. Treasury securities | $32,191,000 | 178 |
| U.S. Government agency obligations | $346,000 | 8,722 |
| Securities issued by states & political subdivisions | $25,414,000 | 680 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,013,000 | 1,408 |
| Mortgage-backed securities | $346,000 | 6,515 |
| Certificates of participation in pools of residential mortgages | $346,000 | 6,047 |
| Issued or guaranteed by U.S. | $346,000 | 6,029 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $57,951,000 | 1,758 |
| Total debt securities | $57,951,000 | 2,005 |
| 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 | $65,927,000 | 1,836 |
| U.S. Government securities | $40,104,000 | 2,126 |
| U.S. Treasury securities | $29,878,000 | 199 |
| U.S. Government agency obligations | $10,226,000 | 5,329 |
| Securities issued by states & political subdivisions | $25,823,000 | 651 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,221,000 | 954 |
| Mortgage-backed securities | $2,070,000 | 5,276 |
| Certificates of participation in pools of residential mortgages | $2,070,000 | 4,605 |
| Issued or guaranteed by U.S. | $2,070,000 | 4,588 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $65,927,000 | 1,542 |
| Total debt securities | $65,927,000 | 1,769 |
| 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 | $79,272,000 | 1,416 |
| U.S. Government securities | $57,327,000 | 1,419 |
| U.S. Treasury securities | $23,450,000 | 229 |
| U.S. Government agency obligations | $33,877,000 | 2,176 |
| Securities issued by states & political subdivisions | $21,945,000 | 735 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $65,278,000 | 628 |
| Mortgage-backed securities | $2,815,000 | 4,822 |
| Certificates of participation in pools of residential mortgages | $2,815,000 | 4,000 |
| Issued or guaranteed by U.S. | $2,815,000 | 3,984 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $79,272,000 | 259 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $79,272,000 | 1,371 |
| 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 | $94,127,000 | 1,181 |
| U.S. Government securities | $73,080,000 | 1,114 |
| U.S. Treasury securities | $24,142,000 | 288 |
| U.S. Government agency obligations | $48,938,000 | 1,510 |
| Securities issued by states & political subdivisions | $18,521,000 | 844 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,526,000 | 1,352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,503,000 | 543 |
| Mortgage-backed securities | $1,957,000 | 4,798 |
| Certificates of participation in pools of residential mortgages | $1,957,000 | 4,000 |
| Issued or guaranteed by U.S. | $1,957,000 | 3,975 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $91,601,000 | 279 |
| Available-for-sale securities (fair market value) | $2,526,000 | 8,013 |
| Total debt securities | $91,601,000 | 1,169 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $99,522,000 | 1,150 |
| U.S. Government securities | $80,788,000 | 1,068 |
| U.S. Treasury securities | $22,816,000 | 419 |
| U.S. Government agency obligations | $57,972,000 | 1,318 |
| Securities issued by states & political subdivisions | $17,456,000 | 931 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,278,000 | 2,040 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,886,000 | 729 |
| Mortgage-backed securities | $2,006,000 | 5,062 |
| Certificates of participation in pools of residential mortgages | $2,006,000 | 4,191 |
| Issued or guaranteed by U.S. | $2,006,000 | 4,171 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $98,244,000 | 282 |
| Available-for-sale securities (fair market value) | $1,278,000 | 8,660 |
| Total debt securities | $98,244,000 | 1,115 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $93,602,000 | 1,244 |
| U.S. Government securities | $76,425,000 | 1,156 |
| U.S. Treasury securities | $6,318,000 | 1,873 |
| U.S. Government agency obligations | $70,107,000 | 1,082 |
| Securities issued by states & political subdivisions | $14,928,000 | 1,100 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $2,249,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,263,000 | 886 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $91,353,000 | 306 |
| Available-for-sale securities (fair market value) | $2,249,000 | 8,386 |
| Total debt securities | $91,353,000 | 1,222 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $92,914,000 | 1,240 |
| U.S. Government securities | $80,856,000 | 1,138 |
| U.S. Treasury securities | $6,401,000 | 2,641 |
| U.S. Government agency obligations | $74,455,000 | 991 |
| Securities issued by states & political subdivisions | $8,975,000 | 1,635 |
| 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 | $3,033,000 | 1,095 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,877,000 | 978 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $89,881,000 | 385 |
| Available-for-sale securities (fair market value) | $3,033,000 | 8,301 |
| Total debt securities | $89,881,000 | 1,233 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $995,000 | 1,333 |
| 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 | $68,039,000 | 1,775 |
| U.S. Government securities | $58,735,000 | 1,655 |
| U.S. Treasury securities | $6,484,000 | 3,167 |
| U.S. Government agency obligations | $52,251,000 | 1,400 |
| Securities issued by states & political subdivisions | $6,431,000 | 2,274 |
| 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 | $2,823,000 | 1,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,730,000 | 1,065 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $65,216,000 | 604 |
| Available-for-sale securities (fair market value) | $2,823,000 | 8,677 |
| Total debt securities | $65,216,000 | 1,799 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $1,000,000 | 1,698 |
| 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 | $53,523,000 | 2,342 |
| U.S. Government securities | $44,840,000 | 2,249 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $44,840,000 | 1,574 |
| Securities issued by states & political subdivisions | $5,966,000 | 2,445 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $68,000 | 392 |
| Equity securities | $2,649,000 | 1,178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,014,000 | 1,268 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $50,874,000 | 822 |
| Available-for-sale securities (fair market value) | $2,649,000 | 9,098 |
| Total debt securities | $50,874,000 | 2,390 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $946,000 | 2,884 |
| 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 | $37,685,000 | 3,494 |
| U.S. Government securities | $30,736,000 | 3,381 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $30,736,000 | 2,205 |
| Securities issued by states & political subdivisions | $4,275,000 | 3,307 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $68,000 | 411 |
| Equity securities | $2,606,000 | 1,074 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,619,000 | 1,303 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,079,000 | 2,110 |
| Available-for-sale securities (fair market value) | $2,606,000 | 8,401 |
| Total debt securities | $35,079,000 | 3,622 |
| 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 | $30,733,000 | 4,392 |
| U.S. Government securities | $25,923,000 | 4,111 |
| U.S. Treasury securities | $4,012,000 | 6,454 |
| U.S. Government agency obligations | $21,911,000 | 3,054 |
| Securities issued by states & political subdivisions | $4,325,000 | 3,368 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $68,000 | 437 |
| Equity securities | $417,000 | 3,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,020,000 | 5,233 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $30,316,000 | 4,329 |
| 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 | $25,510,000 | 5,079 |
| U.S. Government securities | $23,635,000 | 4,433 |
| U.S. Treasury securities | $10,058,000 | 3,493 |
| U.S. Government agency obligations | $13,577,000 | 4,440 |
| Securities issued by states & political subdivisions | $1,807,000 | 5,278 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $68,000 | 460 |
| 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 | $11,240,000 | 2,428 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $25,510,000 | 4,992 |
| 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 |