Home > Liberty Bank > Securities
Liberty Bank, Securities
| 2017-12-31 | Rank | |
| Total securities | $114,197,000 | 1,195 |
| U.S. Government securities | $68,964,000 | 1,196 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $68,964,000 | 1,141 |
| Securities issued by states & political subdivisions | $43,242,000 | 923 |
| Other domestic debt securities | $1,991,000 | 1,215 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,991,000 | 972 |
| 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 | $61,413,000 | 903 |
| Mortgage-backed securities | $61,647,000 | 919 |
| Certificates of participation in pools of residential mortgages | $45,770,000 | 784 |
| Issued or guaranteed by U.S. | $45,770,000 | 784 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $15,877,000 | 851 |
| CMOs issued by government agencies or sponsored agencies | $15,877,000 | 810 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,250,000 | 1,569 |
| Available-for-sale securities (fair market value) | $112,947,000 | 1,080 |
| Total debt securities | $114,197,000 | 1,178 |
| 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 | $112,512,000 | 1,210 |
| U.S. Government securities | $63,870,000 | 1,284 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $63,870,000 | 1,226 |
| Securities issued by states & political subdivisions | $46,634,000 | 871 |
| Other domestic debt securities | $2,008,000 | 1,221 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $2,008,000 | 986 |
| 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 | $59,810,000 | 925 |
| Mortgage-backed securities | $56,475,000 | 1,004 |
| Certificates of participation in pools of residential mortgages | $43,965,000 | 834 |
| Issued or guaranteed by U.S. | $43,965,000 | 834 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $12,510,000 | 1,004 |
| CMOs issued by government agencies or sponsored agencies | $12,510,000 | 966 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,700,000 | 1,545 |
| Available-for-sale securities (fair market value) | $110,812,000 | 1,091 |
| Total debt securities | $112,512,000 | 1,188 |
| 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 | $111,087,000 | 1,243 |
| U.S. Government securities | $64,502,000 | 1,303 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $64,502,000 | 1,249 |
| Securities issued by states & political subdivisions | $44,575,000 | 922 |
| Other domestic debt securities | $2,010,000 | 1,241 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $2,010,000 | 1,007 |
| 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 | $60,552,000 | 921 |
| Mortgage-backed securities | $57,098,000 | 1,012 |
| Certificates of participation in pools of residential mortgages | $46,236,000 | 820 |
| Issued or guaranteed by U.S. | $46,236,000 | 820 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,862,000 | 1,101 |
| CMOs issued by government agencies or sponsored agencies | $10,862,000 | 1,050 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,700,000 | 1,565 |
| Available-for-sale securities (fair market value) | $109,387,000 | 1,119 |
| Total debt securities | $111,087,000 | 1,223 |
| 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 | $112,816,000 | 1,227 |
| U.S. Government securities | $66,539,000 | 1,292 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $66,539,000 | 1,236 |
| Securities issued by states & political subdivisions | $44,281,000 | 934 |
| Other domestic debt securities | $1,996,000 | 1,279 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,996,000 | 1,030 |
| 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 | $62,494,000 | 918 |
| Mortgage-backed securities | $59,193,000 | 998 |
| Certificates of participation in pools of residential mortgages | $47,973,000 | 819 |
| Issued or guaranteed by U.S. | $47,973,000 | 819 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,220,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $11,220,000 | 1,026 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,700,000 | 1,596 |
| Available-for-sale securities (fair market value) | $111,116,000 | 1,107 |
| Total debt securities | $112,815,000 | 1,205 |
| 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 | $115,510,000 | 1,192 |
| U.S. Government securities | $68,693,000 | 1,244 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $68,693,000 | 1,190 |
| Securities issued by states & political subdivisions | $44,836,000 | 922 |
| Other domestic debt securities | $1,981,000 | 1,286 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,981,000 | 1,033 |
| 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 | $63,702,000 | 891 |
| Mortgage-backed securities | $61,390,000 | 953 |
| Certificates of participation in pools of residential mortgages | $49,753,000 | 788 |
| Issued or guaranteed by U.S. | $49,753,000 | 787 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $11,637,000 | 1,032 |
| CMOs issued by government agencies or sponsored agencies | $11,637,000 | 985 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,700,000 | 1,615 |
| Available-for-sale securities (fair market value) | $113,810,000 | 1,060 |
| Total debt securities | $115,510,000 | 1,175 |
| 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 | $116,195,000 | 1,178 |
| U.S. Government securities | $66,248,000 | 1,262 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $66,248,000 | 1,215 |
| Securities issued by states & political subdivisions | $48,923,000 | 839 |
| Other domestic debt securities | $1,024,000 | 1,543 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,024,000 | 1,251 |
| 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 | $67,793,000 | 861 |
| Mortgage-backed securities | $57,711,000 | 1,011 |
| Certificates of participation in pools of residential mortgages | $48,421,000 | 801 |
| Issued or guaranteed by U.S. | $48,421,000 | 801 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,290,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $9,290,000 | 1,145 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $2,050,000 | 1,563 |
| Available-for-sale securities (fair market value) | $114,145,000 | 1,059 |
| Total debt securities | $116,195,000 | 1,162 |
| 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 | $123,213,000 | 1,150 |
| U.S. Government securities | $72,339,000 | 1,193 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $72,339,000 | 1,137 |
| Securities issued by states & political subdivisions | $49,853,000 | 818 |
| Other domestic debt securities | $1,021,000 | 1,576 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,021,000 | 1,263 |
| 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 | $67,696,000 | 870 |
| Mortgage-backed securities | $60,796,000 | 970 |
| Certificates of participation in pools of residential mortgages | $51,031,000 | 775 |
| Issued or guaranteed by U.S. | $51,031,000 | 772 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,765,000 | 1,177 |
| CMOs issued by government agencies or sponsored agencies | $9,765,000 | 1,121 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $2,050,000 | 1,618 |
| Available-for-sale securities (fair market value) | $121,163,000 | 1,025 |
| Total debt securities | $123,213,000 | 1,134 |
| 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 | $122,340,000 | 1,161 |
| U.S. Government securities | $73,101,000 | 1,215 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $73,101,000 | 1,158 |
| Securities issued by states & political subdivisions | $48,227,000 | 833 |
| Other domestic debt securities | $1,012,000 | 1,599 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,012,000 | 1,282 |
| 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 | $69,136,000 | 849 |
| Mortgage-backed securities | $62,598,000 | 947 |
| Certificates of participation in pools of residential mortgages | $54,122,000 | 738 |
| Issued or guaranteed by U.S. | $54,122,000 | 738 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,476,000 | 1,286 |
| CMOs issued by government agencies or sponsored agencies | $8,476,000 | 1,223 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $2,050,000 | 1,658 |
| Available-for-sale securities (fair market value) | $120,290,000 | 1,037 |
| Total debt securities | $122,340,000 | 1,144 |
| 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 | $122,738,000 | 1,165 |
| U.S. Government securities | $74,602,000 | 1,218 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $74,602,000 | 1,153 |
| Securities issued by states & political subdivisions | $48,136,000 | 830 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,378,000 | 886 |
| Mortgage-backed securities | $62,825,000 | 937 |
| Certificates of participation in pools of residential mortgages | $54,334,000 | 746 |
| Issued or guaranteed by U.S. | $54,334,000 | 744 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,491,000 | 1,297 |
| CMOs issued by government agencies or sponsored agencies | $8,491,000 | 1,234 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $2,050,000 | 1,688 |
| Available-for-sale securities (fair market value) | $120,688,000 | 1,042 |
| Total debt securities | $122,738,000 | 1,146 |
| 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 | $114,256,000 | 1,250 |
| U.S. Government securities | $67,918,000 | 1,310 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $67,918,000 | 1,249 |
| Securities issued by states & political subdivisions | $46,203,000 | 866 |
| Other domestic debt securities | $135,000 | 2,161 |
| Privately issued residential mortgage-backed securities | $135,000 | 581 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,657,000 | 931 |
| Mortgage-backed securities | $57,210,000 | 1,009 |
| Certificates of participation in pools of residential mortgages | $51,533,000 | 769 |
| Issued or guaranteed by U.S. | $51,533,000 | 769 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,677,000 | 1,571 |
| CMOs issued by government agencies or sponsored agencies | $5,542,000 | 1,522 |
| Privately issued | $135,000 | 552 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $2,350,000 | 1,655 |
| Available-for-sale securities (fair market value) | $111,906,000 | 1,120 |
| Total debt securities | $114,256,000 | 1,233 |
| 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 | $110,600,000 | 1,308 |
| U.S. Government securities | $65,552,000 | 1,404 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $65,552,000 | 1,344 |
| Securities issued by states & political subdivisions | $44,902,000 | 864 |
| Other domestic debt securities | $146,000 | 2,179 |
| Privately issued residential mortgage-backed securities | $146,000 | 594 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,398,000 | 914 |
| Mortgage-backed securities | $55,966,000 | 1,056 |
| Certificates of participation in pools of residential mortgages | $49,854,000 | 818 |
| Issued or guaranteed by U.S. | $49,854,000 | 818 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,112,000 | 1,571 |
| CMOs issued by government agencies or sponsored agencies | $5,966,000 | 1,522 |
| Privately issued | $146,000 | 565 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $2,350,000 | 1,677 |
| Available-for-sale securities (fair market value) | $108,250,000 | 1,165 |
| Total debt securities | $110,600,000 | 1,284 |
| 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 | $108,234,000 | 1,330 |
| U.S. Government securities | $65,233,000 | 1,422 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $65,233,000 | 1,368 |
| Securities issued by states & political subdivisions | $42,843,000 | 906 |
| Other domestic debt securities | $158,000 | 2,232 |
| Privately issued residential mortgage-backed securities | $158,000 | 627 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,181,000 | 929 |
| Mortgage-backed securities | $56,927,000 | 1,046 |
| Certificates of participation in pools of residential mortgages | $50,324,000 | 824 |
| Issued or guaranteed by U.S. | $50,324,000 | 824 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,603,000 | 1,561 |
| CMOs issued by government agencies or sponsored agencies | $6,445,000 | 1,509 |
| Privately issued | $158,000 | 594 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,350,000 | 1,669 |
| Available-for-sale securities (fair market value) | $105,884,000 | 1,202 |
| Total debt securities | $108,234,000 | 1,305 |
| 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 | $112,634,000 | 1,284 |
| U.S. Government securities | $67,256,000 | 1,397 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $67,256,000 | 1,338 |
| Securities issued by states & political subdivisions | $45,209,000 | 852 |
| Other domestic debt securities | $169,000 | 2,250 |
| Privately issued residential mortgage-backed securities | $169,000 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,014,000 | 986 |
| Mortgage-backed securities | $59,083,000 | 1,039 |
| Certificates of participation in pools of residential mortgages | $52,079,000 | 804 |
| Issued or guaranteed by U.S. | $52,079,000 | 802 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,004,000 | 1,555 |
| CMOs issued by government agencies or sponsored agencies | $6,835,000 | 1,510 |
| Privately issued | $169,000 | 590 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $2,350,000 | 1,699 |
| Available-for-sale securities (fair market value) | $110,284,000 | 1,149 |
| Total debt securities | $112,634,000 | 1,267 |
| 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 | $104,761,000 | 1,396 |
| U.S. Government securities | $61,119,000 | 1,559 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $61,119,000 | 1,495 |
| Securities issued by states & political subdivisions | $43,461,000 | 886 |
| Other domestic debt securities | $181,000 | 2,311 |
| Privately issued residential mortgage-backed securities | $181,000 | 656 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,579,000 | 1,075 |
| Mortgage-backed securities | $53,017,000 | 1,173 |
| Certificates of participation in pools of residential mortgages | $45,602,000 | 911 |
| Issued or guaranteed by U.S. | $45,602,000 | 911 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $7,415,000 | 1,537 |
| CMOs issued by government agencies or sponsored agencies | $7,234,000 | 1,475 |
| Privately issued | $181,000 | 626 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $2,600,000 | 1,691 |
| Available-for-sale securities (fair market value) | $102,161,000 | 1,265 |
| Total debt securities | $104,761,000 | 1,376 |
| 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 | $102,322,000 | 1,452 |
| U.S. Government securities | $58,735,000 | 1,640 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $58,735,000 | 1,578 |
| Securities issued by states & political subdivisions | $43,393,000 | 887 |
| Other domestic debt securities | $194,000 | 2,363 |
| Privately issued residential mortgage-backed securities | $194,000 | 661 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,603,000 | 1,059 |
| Mortgage-backed securities | $50,658,000 | 1,236 |
| Certificates of participation in pools of residential mortgages | $42,688,000 | 990 |
| Issued or guaranteed by U.S. | $42,688,000 | 989 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,970,000 | 1,501 |
| CMOs issued by government agencies or sponsored agencies | $7,776,000 | 1,454 |
| Privately issued | $194,000 | 633 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $2,600,000 | 1,706 |
| Available-for-sale securities (fair market value) | $99,722,000 | 1,315 |
| Total debt securities | $102,322,000 | 1,429 |
| 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 | $97,989,000 | 1,523 |
| U.S. Government securities | $54,736,000 | 1,737 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $54,736,000 | 1,681 |
| Securities issued by states & political subdivisions | $43,048,000 | 896 |
| Other domestic debt securities | $205,000 | 2,406 |
| Privately issued residential mortgage-backed securities | $205,000 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,158,000 | 1,152 |
| Mortgage-backed securities | $46,777,000 | 1,321 |
| Certificates of participation in pools of residential mortgages | $38,315,000 | 1,080 |
| Issued or guaranteed by U.S. | $38,315,000 | 1,079 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $8,462,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $8,257,000 | 1,422 |
| Privately issued | $205,000 | 651 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $2,600,000 | 1,702 |
| Available-for-sale securities (fair market value) | $95,389,000 | 1,387 |
| Total debt securities | $97,989,000 | 1,505 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $100,798,000 | 1,472 |
| U.S. Government securities | $55,301,000 | 1,711 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $55,301,000 | 1,655 |
| Securities issued by states & political subdivisions | $45,278,000 | 833 |
| Other domestic debt securities | $219,000 | 2,448 |
| Privately issued residential mortgage-backed securities | $219,000 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,765,000 | 1,116 |
| Mortgage-backed securities | $45,437,000 | 1,353 |
| Certificates of participation in pools of residential mortgages | $37,500,000 | 1,099 |
| Issued or guaranteed by U.S. | $37,500,000 | 1,099 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,937,000 | 1,526 |
| CMOs issued by government agencies or sponsored agencies | $7,718,000 | 1,471 |
| Privately issued | $219,000 | 670 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $2,600,000 | 1,691 |
| Available-for-sale securities (fair market value) | $98,198,000 | 1,340 |
| Total debt securities | $100,798,000 | 1,451 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $108,683,000 | 1,383 |
| U.S. Government securities | $61,089,000 | 1,583 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $61,089,000 | 1,533 |
| Securities issued by states & political subdivisions | $47,355,000 | 800 |
| Other domestic debt securities | $239,000 | 2,495 |
| Privately issued residential mortgage-backed securities | $239,000 | 723 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,316,000 | 1,169 |
| Mortgage-backed securities | $50,225,000 | 1,262 |
| Certificates of participation in pools of residential mortgages | $40,975,000 | 1,011 |
| Issued or guaranteed by U.S. | $40,975,000 | 1,009 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,250,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $9,011,000 | 1,381 |
| Privately issued | $239,000 | 693 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $2,800,000 | 1,623 |
| Available-for-sale securities (fair market value) | $105,883,000 | 1,262 |
| Total debt securities | $108,675,000 | 1,363 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $107,877,000 | 1,392 |
| U.S. Government securities | $61,121,000 | 1,578 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $61,121,000 | 1,525 |
| Securities issued by states & political subdivisions | $46,487,000 | 811 |
| Other domestic debt securities | $269,000 | 2,513 |
| Privately issued residential mortgage-backed securities | $269,000 | 727 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,169,000 | 1,149 |
| Mortgage-backed securities | $50,156,000 | 1,271 |
| Certificates of participation in pools of residential mortgages | $40,887,000 | 1,019 |
| Issued or guaranteed by U.S. | $40,887,000 | 1,018 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,269,000 | 1,456 |
| CMOs issued by government agencies or sponsored agencies | $9,000,000 | 1,390 |
| Privately issued | $269,000 | 696 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $2,800,000 | 1,570 |
| Available-for-sale securities (fair market value) | $105,077,000 | 1,281 |
| Total debt securities | $107,877,000 | 1,371 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $110,918,000 | 1,372 |
| U.S. Government securities | $64,888,000 | 1,524 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $64,888,000 | 1,481 |
| Securities issued by states & political subdivisions | $45,721,000 | 809 |
| Other domestic debt securities | $309,000 | 2,475 |
| Privately issued residential mortgage-backed securities | $309,000 | 742 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,318,000 | 1,112 |
| Mortgage-backed securities | $51,391,000 | 1,275 |
| Certificates of participation in pools of residential mortgages | $42,791,000 | 997 |
| Issued or guaranteed by U.S. | $42,791,000 | 997 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,600,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $8,291,000 | 1,496 |
| Privately issued | $309,000 | 712 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $2,800,000 | 1,540 |
| Available-for-sale securities (fair market value) | $108,118,000 | 1,275 |
| Total debt securities | $110,918,000 | 1,355 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,341 |
| Fair value | $1,754,000 | 1,343 |
| 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 | $112,673,000 | 1,330 |
| U.S. Government securities | $64,899,000 | 1,508 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $64,899,000 | 1,460 |
| Securities issued by states & political subdivisions | $47,421,000 | 752 |
| Other domestic debt securities | $353,000 | 2,446 |
| Privately issued residential mortgage-backed securities | $353,000 | 755 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| 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 | $51,103,000 | 1,099 |
| Mortgage-backed securities | $53,426,000 | 1,230 |
| Certificates of participation in pools of residential mortgages | $43,601,000 | 959 |
| Issued or guaranteed by U.S. | $43,601,000 | 958 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $9,825,000 | 1,518 |
| CMOs issued by government agencies or sponsored agencies | $9,472,000 | 1,447 |
| Privately issued | $353,000 | 723 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $2,800,000 | 1,546 |
| Available-for-sale securities (fair market value) | $109,873,000 | 1,220 |
| Total debt securities | $112,670,000 | 1,315 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,368 |
| Fair value | $1,763,000 | 1,367 |
| 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 | $118,650,000 | 1,283 |
| U.S. Government securities | $69,928,000 | 1,434 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $69,928,000 | 1,393 |
| Securities issued by states & political subdivisions | $48,327,000 | 714 |
| Other domestic debt securities | $395,000 | 2,493 |
| Privately issued residential mortgage-backed securities | $395,000 | 784 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,018,000 | 1,078 |
| Mortgage-backed securities | $57,224,000 | 1,220 |
| Certificates of participation in pools of residential mortgages | $44,743,000 | 997 |
| Issued or guaranteed by U.S. | $44,743,000 | 996 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $12,481,000 | 1,396 |
| CMOs issued by government agencies or sponsored agencies | $12,086,000 | 1,330 |
| Privately issued | $395,000 | 751 |
| 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) | $3,000,000 | 1,542 |
| Available-for-sale securities (fair market value) | $115,650,000 | 1,179 |
| Total debt securities | $118,650,000 | 1,269 |
| Structured notes | ||
| Amortized cost | $4,480,000 | 865 |
| Fair value | $4,509,000 | 854 |
| 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 | $119,695,000 | 1,277 |
| U.S. Government securities | $71,203,000 | 1,438 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $71,203,000 | 1,398 |
| Securities issued by states & political subdivisions | $48,051,000 | 686 |
| Other domestic debt securities | $441,000 | 2,454 |
| Privately issued residential mortgage-backed securities | $441,000 | 824 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,579,000 | 1,036 |
| Mortgage-backed securities | $57,023,000 | 1,266 |
| Certificates of participation in pools of residential mortgages | $44,206,000 | 1,027 |
| Issued or guaranteed by U.S. | $44,206,000 | 1,026 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,817,000 | 1,420 |
| CMOs issued by government agencies or sponsored agencies | $12,376,000 | 1,331 |
| Privately issued | $441,000 | 791 |
| 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) | $3,000,000 | 1,542 |
| Available-for-sale securities (fair market value) | $116,695,000 | 1,193 |
| Total debt securities | $119,695,000 | 1,263 |
| Structured notes | ||
| Amortized cost | $5,480,000 | 845 |
| Fair value | $5,526,000 | 832 |
| 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 | $118,801,000 | 1,294 |
| U.S. Government securities | $71,882,000 | 1,467 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $71,882,000 | 1,424 |
| Securities issued by states & political subdivisions | $46,435,000 | 687 |
| Other domestic debt securities | $484,000 | 2,396 |
| Privately issued residential mortgage-backed securities | $484,000 | 839 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,611,000 | 993 |
| Mortgage-backed securities | $59,772,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $45,572,000 | 1,001 |
| Issued or guaranteed by U.S. | $45,572,000 | 1,000 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,200,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $13,716,000 | 1,286 |
| Privately issued | $484,000 | 808 |
| 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) | $3,000,000 | 1,560 |
| Available-for-sale securities (fair market value) | $115,801,000 | 1,207 |
| Total debt securities | $118,802,000 | 1,279 |
| Structured notes | ||
| Amortized cost | $5,483,000 | 970 |
| Fair value | $5,550,000 | 948 |
| 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 | $117,856,000 | 1,263 |
| U.S. Government securities | $70,632,000 | 1,419 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $70,632,000 | 1,374 |
| Securities issued by states & political subdivisions | $46,519,000 | 668 |
| Other domestic debt securities | $705,000 | 2,188 |
| Privately issued residential mortgage-backed securities | $705,000 | 847 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,765,000 | 880 |
| Mortgage-backed securities | $58,548,000 | 1,172 |
| Certificates of participation in pools of residential mortgages | $44,188,000 | 970 |
| Issued or guaranteed by U.S. | $44,188,000 | 969 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $14,360,000 | 1,324 |
| CMOs issued by government agencies or sponsored agencies | $13,655,000 | 1,200 |
| Privately issued | $705,000 | 807 |
| 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) | $3,165,000 | 1,586 |
| Available-for-sale securities (fair market value) | $114,691,000 | 1,163 |
| Total debt securities | $117,857,000 | 1,250 |
| Structured notes | ||
| Amortized cost | $5,785,000 | 908 |
| Fair value | $5,877,000 | 902 |
| 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 | $121,155,000 | 1,200 |
| U.S. Government securities | $74,609,000 | 1,327 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $74,609,000 | 1,276 |
| Securities issued by states & political subdivisions | $45,704,000 | 634 |
| Other domestic debt securities | $842,000 | 2,107 |
| Privately issued residential mortgage-backed securities | $842,000 | 842 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,043,000 | 882 |
| Mortgage-backed securities | $61,093,000 | 1,098 |
| Certificates of participation in pools of residential mortgages | $45,930,000 | 904 |
| Issued or guaranteed by U.S. | $45,930,000 | 901 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $15,163,000 | 1,261 |
| CMOs issued by government agencies or sponsored agencies | $14,321,000 | 1,158 |
| Privately issued | $842,000 | 798 |
| 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) | $3,249,000 | 1,592 |
| Available-for-sale securities (fair market value) | $117,906,000 | 1,093 |
| Total debt securities | $121,155,000 | 1,187 |
| Structured notes | ||
| Amortized cost | $6,788,000 | 812 |
| Fair value | $6,906,000 | 807 |
| 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 | $122,975,000 | 1,181 |
| U.S. Government securities | $76,903,000 | 1,304 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $76,903,000 | 1,255 |
| Securities issued by states & political subdivisions | $45,112,000 | 594 |
| Other domestic debt securities | $960,000 | 1,991 |
| Privately issued residential mortgage-backed securities | $960,000 | 836 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,087,000 | 989 |
| Mortgage-backed securities | $58,467,000 | 1,114 |
| Certificates of participation in pools of residential mortgages | $45,635,000 | 894 |
| Issued or guaranteed by U.S. | $45,635,000 | 891 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $12,832,000 | 1,358 |
| CMOs issued by government agencies or sponsored agencies | $11,872,000 | 1,258 |
| Privately issued | $960,000 | 794 |
| 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) | $3,328,000 | 1,608 |
| Available-for-sale securities (fair market value) | $119,647,000 | 1,078 |
| Total debt securities | $122,967,000 | 1,168 |
| Structured notes | ||
| Amortized cost | $8,790,000 | 775 |
| Fair value | $8,941,000 | 767 |
| 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 | $122,837,000 | 1,169 |
| U.S. Government securities | $76,796,000 | 1,291 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $76,796,000 | 1,240 |
| Securities issued by states & political subdivisions | $44,970,000 | 581 |
| Other domestic debt securities | $1,071,000 | 1,927 |
| Privately issued residential mortgage-backed securities | $1,071,000 | 845 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $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 | $55,980,000 | 950 |
| Mortgage-backed securities | $56,127,000 | 1,120 |
| Certificates of participation in pools of residential mortgages | $42,816,000 | 895 |
| Issued or guaranteed by U.S. | $42,816,000 | 892 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $13,311,000 | 1,297 |
| CMOs issued by government agencies or sponsored agencies | $12,240,000 | 1,185 |
| Privately issued | $1,071,000 | 804 |
| 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) | $3,414,000 | 1,606 |
| Available-for-sale securities (fair market value) | $119,423,000 | 1,064 |
| Total debt securities | $122,836,000 | 1,159 |
| Structured notes | ||
| Amortized cost | $9,293,000 | 766 |
| Fair value | $9,385,000 | 760 |
| 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 | $121,271,000 | 1,139 |
| U.S. Government securities | $75,731,000 | 1,229 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $75,731,000 | 1,169 |
| Securities issued by states & political subdivisions | $43,662,000 | 572 |
| Other domestic debt securities | $1,878,000 | 1,737 |
| Privately issued residential mortgage-backed securities | $1,878,000 | 742 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| 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 | $58,852,000 | 894 |
| Mortgage-backed securities | $56,327,000 | 1,070 |
| Certificates of participation in pools of residential mortgages | $41,598,000 | 886 |
| Issued or guaranteed by U.S. | $41,598,000 | 880 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,729,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $12,851,000 | 1,121 |
| Privately issued | $1,878,000 | 707 |
| 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) | $1,162,000 | 2,111 |
| Available-for-sale securities (fair market value) | $120,109,000 | 1,021 |
| Total debt securities | $121,272,000 | 1,129 |
| Structured notes | ||
| Amortized cost | $8,296,000 | 765 |
| Fair value | $8,350,000 | 761 |
| 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 | $117,302,000 | 1,137 |
| U.S. Government securities | $77,099,000 | 1,187 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $77,099,000 | 1,133 |
| Securities issued by states & political subdivisions | $38,085,000 | 677 |
| Other domestic debt securities | $2,118,000 | 1,683 |
| Privately issued residential mortgage-backed securities | $2,118,000 | 777 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| 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 | $56,525,000 | 917 |
| Mortgage-backed securities | $51,553,000 | 1,123 |
| Certificates of participation in pools of residential mortgages | $40,104,000 | 871 |
| Issued or guaranteed by U.S. | $40,104,000 | 863 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,449,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $9,331,000 | 1,332 |
| Privately issued | $2,118,000 | 737 |
| 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) | $1,296,000 | 2,102 |
| Available-for-sale securities (fair market value) | $116,006,000 | 1,018 |
| Total debt securities | $117,302,000 | 1,123 |
| Structured notes | ||
| Amortized cost | $9,298,000 | 665 |
| Fair value | $9,475,000 | 662 |
| 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 | $119,855,000 | 1,115 |
| U.S. Government securities | $80,640,000 | 1,162 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $80,640,000 | 1,118 |
| Securities issued by states & political subdivisions | $36,917,000 | 646 |
| Other domestic debt securities | $2,298,000 | 1,619 |
| Privately issued residential mortgage-backed securities | $2,298,000 | 790 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| 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 | $51,800,000 | 1,005 |
| Mortgage-backed securities | $49,702,000 | 1,138 |
| Certificates of participation in pools of residential mortgages | $38,043,000 | 912 |
| Issued or guaranteed by U.S. | $38,043,000 | 905 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $11,659,000 | 1,294 |
| CMOs issued by government agencies or sponsored agencies | $9,361,000 | 1,261 |
| Privately issued | $2,298,000 | 759 |
| 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) | $1,440,000 | 2,133 |
| Available-for-sale securities (fair market value) | $118,415,000 | 988 |
| Total debt securities | $119,855,000 | 1,101 |
| Structured notes | ||
| Amortized cost | $10,301,000 | 640 |
| Fair value | $10,464,000 | 639 |
| 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 | $117,376,000 | 1,132 |
| U.S. Government securities | $82,178,000 | 1,144 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $82,178,000 | 1,103 |
| Securities issued by states & political subdivisions | $32,766,000 | 729 |
| Other domestic debt securities | $2,432,000 | 1,641 |
| Privately issued residential mortgage-backed securities | $2,432,000 | 813 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,482,000 | 1,042 |
| Mortgage-backed securities | $51,716,000 | 1,129 |
| Certificates of participation in pools of residential mortgages | $39,513,000 | 954 |
| Issued or guaranteed by U.S. | $39,513,000 | 948 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,203,000 | 1,247 |
| CMOs issued by government agencies or sponsored agencies | $9,771,000 | 1,171 |
| Privately issued | $2,432,000 | 779 |
| 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) | $1,548,000 | 2,131 |
| Available-for-sale securities (fair market value) | $115,828,000 | 1,008 |
| Total debt securities | $117,377,000 | 1,112 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $106,638,000 | 1,214 |
| U.S. Government securities | $73,860,000 | 1,223 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $73,860,000 | 1,176 |
| Securities issued by states & political subdivisions | $30,194,000 | 796 |
| Other domestic debt securities | $2,584,000 | 1,643 |
| Privately issued residential mortgage-backed securities | $2,584,000 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,771,000 | 1,207 |
| Mortgage-backed securities | $43,907,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $31,331,000 | 1,181 |
| Issued or guaranteed by U.S. | $31,331,000 | 1,175 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $12,576,000 | 1,222 |
| CMOs issued by government agencies or sponsored agencies | $9,992,000 | 1,132 |
| Privately issued | $2,584,000 | 784 |
| 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) | $1,667,000 | 2,139 |
| Available-for-sale securities (fair market value) | $104,971,000 | 1,078 |
| Total debt securities | $106,638,000 | 1,197 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $102,205,000 | 1,255 |
| U.S. Government securities | $68,457,000 | 1,287 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $68,457,000 | 1,247 |
| Securities issued by states & political subdivisions | $31,032,000 | 769 |
| Other domestic debt securities | $2,716,000 | 1,707 |
| Privately issued residential mortgage-backed securities | $2,716,000 | 869 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,493,000 | 1,165 |
| Mortgage-backed securities | $46,425,000 | 1,291 |
| Certificates of participation in pools of residential mortgages | $33,087,000 | 1,156 |
| Issued or guaranteed by U.S. | $33,087,000 | 1,149 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $13,338,000 | 1,181 |
| CMOs issued by government agencies or sponsored agencies | $10,622,000 | 1,078 |
| Privately issued | $2,716,000 | 831 |
| 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) | $1,769,000 | 2,187 |
| Available-for-sale securities (fair market value) | $100,436,000 | 1,113 |
| Total debt securities | $102,204,000 | 1,231 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $92,593,000 | 1,363 |
| U.S. Government securities | $60,215,000 | 1,423 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $60,215,000 | 1,382 |
| Securities issued by states & political subdivisions | $29,513,000 | 775 |
| Other domestic debt securities | $2,865,000 | 1,690 |
| Privately issued residential mortgage-backed securities | $2,865,000 | 866 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,699,000 | 1,193 |
| Mortgage-backed securities | $40,339,000 | 1,437 |
| Certificates of participation in pools of residential mortgages | $26,252,000 | 1,431 |
| Issued or guaranteed by U.S. | $26,252,000 | 1,423 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $14,087,000 | 1,123 |
| CMOs issued by government agencies or sponsored agencies | $11,222,000 | 1,029 |
| Privately issued | $2,865,000 | 830 |
| 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) | $1,891,000 | 2,177 |
| Available-for-sale securities (fair market value) | $90,702,000 | 1,211 |
| Total debt securities | $92,593,000 | 1,340 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $90,331,000 | 1,372 |
| U.S. Government securities | $59,596,000 | 1,436 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $59,596,000 | 1,400 |
| Securities issued by states & political subdivisions | $28,667,000 | 752 |
| Other domestic debt securities | $2,068,000 | 1,842 |
| Privately issued residential mortgage-backed securities | $2,068,000 | 991 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,496,000 | 1,229 |
| Mortgage-backed securities | $35,017,000 | 1,620 |
| Certificates of participation in pools of residential mortgages | $24,888,000 | 1,538 |
| Issued or guaranteed by U.S. | $24,888,000 | 1,528 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,129,000 | 1,355 |
| CMOs issued by government agencies or sponsored agencies | $8,061,000 | 1,208 |
| Privately issued | $2,068,000 | 951 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,068,000 | 2,150 |
| Available-for-sale securities (fair market value) | $88,263,000 | 1,227 |
| Total debt securities | $90,331,000 | 1,346 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $81,006,000 | 1,501 |
| U.S. Government securities | $53,070,000 | 1,609 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $53,070,000 | 1,587 |
| Securities issued by states & political subdivisions | $25,696,000 | 831 |
| Other domestic debt securities | $2,240,000 | 1,748 |
| Privately issued residential mortgage-backed securities | $2,240,000 | 925 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,837,000 | 1,205 |
| Mortgage-backed securities | $33,408,000 | 1,613 |
| Certificates of participation in pools of residential mortgages | $22,719,000 | 1,621 |
| Issued or guaranteed by U.S. | $22,719,000 | 1,611 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $10,689,000 | 1,271 |
| CMOs issued by government agencies or sponsored agencies | $8,449,000 | 1,149 |
| Privately issued | $2,240,000 | 889 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,240,000 | 2,130 |
| Available-for-sale securities (fair market value) | $78,766,000 | 1,346 |
| Total debt securities | $81,006,000 | 1,475 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $78,279,000 | 1,515 |
| U.S. Government securities | $52,938,000 | 1,560 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $52,938,000 | 1,536 |
| Securities issued by states & political subdivisions | $25,341,000 | 838 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $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 | $40,547,000 | 1,286 |
| Mortgage-backed securities | $31,912,000 | 1,602 |
| Certificates of participation in pools of residential mortgages | $23,175,000 | 1,526 |
| Issued or guaranteed by U.S. | $23,175,000 | 1,517 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $8,737,000 | 1,350 |
| CMOs issued by government agencies or sponsored agencies | $8,737,000 | 1,069 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $78,279,000 | 1,307 |
| Total debt securities | $78,278,000 | 1,488 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $75,735,000 | 1,591 |
| U.S. Government securities | $50,152,000 | 1,665 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $50,152,000 | 1,638 |
| Securities issued by states & political subdivisions | $25,583,000 | 844 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,580,000 | 1,314 |
| Mortgage-backed securities | $27,489,000 | 1,789 |
| Certificates of participation in pools of residential mortgages | $20,564,000 | 1,644 |
| Issued or guaranteed by U.S. | $20,564,000 | 1,635 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $6,925,000 | 1,510 |
| CMOs issued by government agencies or sponsored agencies | $6,925,000 | 1,209 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $75,735,000 | 1,375 |
| Total debt securities | $75,735,000 | 1,553 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $73,293,000 | 1,621 |
| U.S. Government securities | $48,099,000 | 1,722 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $48,099,000 | 1,689 |
| Securities issued by states & political subdivisions | $25,194,000 | 848 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,433,000 | 1,186 |
| Mortgage-backed securities | $24,734,000 | 1,850 |
| Certificates of participation in pools of residential mortgages | $19,768,000 | 1,643 |
| Issued or guaranteed by U.S. | $19,768,000 | 1,634 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,966,000 | 1,687 |
| CMOs issued by government agencies or sponsored agencies | $4,966,000 | 1,394 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $73,293,000 | 1,412 |
| Total debt securities | $73,293,000 | 1,580 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $79,568,000 | 1,496 |
| U.S. Government securities | $51,845,000 | 1,608 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $51,845,000 | 1,573 |
| Securities issued by states & political subdivisions | $27,723,000 | 733 |
| 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 | $60,674,000 | 866 |
| Mortgage-backed securities | $18,176,000 | 2,048 |
| Certificates of participation in pools of residential mortgages | $15,159,000 | 1,735 |
| Issued or guaranteed by U.S. | $15,159,000 | 1,726 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,017,000 | 1,957 |
| CMOs issued by government agencies or sponsored agencies | $3,017,000 | 1,656 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $79,568,000 | 1,301 |
| Total debt securities | $79,568,000 | 1,461 |
| 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 | $72,438,000 | 1,640 |
| U.S. Government securities | $50,681,000 | 1,663 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $50,681,000 | 1,630 |
| Securities issued by states & political subdivisions | $21,757,000 | 953 |
| 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 | $43,053,000 | 1,130 |
| Mortgage-backed securities | $14,395,000 | 2,228 |
| Certificates of participation in pools of residential mortgages | $11,874,000 | 1,907 |
| Issued or guaranteed by U.S. | $11,874,000 | 1,899 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,521,000 | 2,020 |
| CMOs issued by government agencies or sponsored agencies | $2,521,000 | 1,729 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $72,438,000 | 1,418 |
| Total debt securities | $72,438,000 | 1,601 |
| 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 | $62,368,000 | 1,856 |
| U.S. Government securities | $42,078,000 | 1,995 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $42,078,000 | 1,934 |
| Securities issued by states & political subdivisions | $20,290,000 | 1,022 |
| 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 | $32,954,000 | 1,421 |
| Mortgage-backed securities | $9,717,000 | 2,728 |
| Certificates of participation in pools of residential mortgages | $8,175,000 | 2,333 |
| Issued or guaranteed by U.S. | $8,175,000 | 2,321 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,542,000 | 2,306 |
| CMOs issued by government agencies or sponsored agencies | $1,542,000 | 2,023 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $62,368,000 | 1,605 |
| Total debt securities | $62,368,000 | 1,814 |
| 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 | $59,986,000 | 1,941 |
| U.S. Government securities | $40,347,000 | 2,087 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $40,347,000 | 2,029 |
| Securities issued by states & political subdivisions | $19,639,000 | 1,044 |
| 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 | $33,542,000 | 1,419 |
| Mortgage-backed securities | $10,276,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $8,695,000 | 2,250 |
| Issued or guaranteed by U.S. | $8,695,000 | 2,239 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,581,000 | 2,253 |
| CMOs issued by government agencies or sponsored agencies | $1,581,000 | 1,978 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $59,986,000 | 1,667 |
| Total debt securities | $59,986,000 | 1,902 |
| 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 | $56,215,000 | 2,091 |
| U.S. Government securities | $38,137,000 | 2,225 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $38,137,000 | 2,165 |
| Securities issued by states & political subdivisions | $18,078,000 | 1,131 |
| 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 | $33,608,000 | 1,414 |
| Mortgage-backed securities | $10,675,000 | 2,561 |
| Certificates of participation in pools of residential mortgages | $9,077,000 | 2,210 |
| Issued or guaranteed by U.S. | $9,077,000 | 2,198 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,598,000 | 2,246 |
| CMOs issued by government agencies or sponsored agencies | $1,598,000 | 1,978 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $56,215,000 | 1,801 |
| Total debt securities | $56,215,000 | 2,048 |
| 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 | $41,385,000 | 2,747 |
| U.S. Government securities | $33,921,000 | 2,502 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $33,921,000 | 2,431 |
| Securities issued by states & political subdivisions | $7,464,000 | 2,477 |
| 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 | $31,310,000 | 1,481 |
| Mortgage-backed securities | $8,174,000 | 2,898 |
| Certificates of participation in pools of residential mortgages | $8,174,000 | 2,346 |
| Issued or guaranteed by U.S. | $8,174,000 | 2,332 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $41,385,000 | 2,359 |
| Total debt securities | $41,385,000 | 2,708 |
| 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 | $38,581,000 | 2,907 |
| U.S. Government securities | $32,586,000 | 2,590 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $32,586,000 | 2,513 |
| Securities issued by states & political subdivisions | $5,995,000 | 2,799 |
| 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 | $31,061,000 | 1,480 |
| Mortgage-backed securities | $8,462,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $8,462,000 | 2,319 |
| Issued or guaranteed by U.S. | $8,462,000 | 2,308 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $38,581,000 | 2,497 |
| Total debt securities | $38,581,000 | 2,872 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $1,983,000 | 1,540 |
| 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 | $36,349,000 | 3,078 |
| U.S. Government securities | $31,300,000 | 2,696 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $31,300,000 | 2,611 |
| Securities issued by states & political subdivisions | $5,049,000 | 3,068 |
| 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 | $30,215,000 | 1,520 |
| Mortgage-backed securities | $9,064,000 | 2,809 |
| Certificates of participation in pools of residential mortgages | $9,064,000 | 2,285 |
| Issued or guaranteed by U.S. | $9,064,000 | 2,274 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $36,349,000 | 2,656 |
| Total debt securities | $36,349,000 | 3,031 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,539 |
| Fair value | $1,983,000 | 1,558 |
| 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 | $37,659,000 | 2,974 |
| U.S. Government securities | $32,798,000 | 2,580 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $32,798,000 | 2,500 |
| Securities issued by states & political subdivisions | $4,861,000 | 3,131 |
| 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 | $30,692,000 | 1,489 |
| Mortgage-backed securities | $9,519,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $9,519,000 | 2,226 |
| Issued or guaranteed by U.S. | $9,519,000 | 2,214 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $37,659,000 | 2,567 |
| Total debt securities | $37,659,000 | 2,929 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,536 |
| Fair value | $1,978,000 | 1,578 |
| 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 | $43,441,000 | 2,643 |
| U.S. Government securities | $36,319,000 | 2,356 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $36,319,000 | 2,290 |
| Securities issued by states & political subdivisions | $4,102,000 | 3,379 |
| Other domestic debt securities | $3,020,000 | 1,367 |
| 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 | $3,020,000 | 973 |
| 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 | $34,699,000 | 1,304 |
| Mortgage-backed securities | $10,223,000 | 2,696 |
| Certificates of participation in pools of residential mortgages | $10,223,000 | 2,166 |
| Issued or guaranteed by U.S. | $10,223,000 | 2,155 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $43,441,000 | 2,258 |
| Total debt securities | $43,441,000 | 2,597 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 986 |
| Fair value | $3,980,000 | 989 |
| 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 | $45,444,000 | 2,561 |
| U.S. Government securities | $37,888,000 | 2,300 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $37,888,000 | 2,225 |
| Securities issued by states & political subdivisions | $3,508,000 | 3,594 |
| Other domestic debt securities | $4,048,000 | 1,211 |
| 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 | $4,048,000 | 853 |
| 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 | $28,836,000 | 1,519 |
| Mortgage-backed securities | $11,574,000 | 2,599 |
| Certificates of participation in pools of residential mortgages | $11,574,000 | 2,077 |
| Issued or guaranteed by U.S. | $11,574,000 | 2,066 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $45,444,000 | 2,175 |
| Total debt securities | $45,442,000 | 2,512 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 700 |
| Fair value | $5,983,000 | 704 |
| 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 | $46,708,000 | 2,522 |
| U.S. Government securities | $41,325,000 | 2,178 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $41,325,000 | 2,100 |
| Securities issued by states & political subdivisions | $1,358,000 | 4,787 |
| Other domestic debt securities | $4,025,000 | 1,260 |
| 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 | $4,025,000 | 913 |
| 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 | $27,955,000 | 1,589 |
| Mortgage-backed securities | $12,720,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $12,720,000 | 2,002 |
| Issued or guaranteed by U.S. | $12,720,000 | 1,993 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $46,708,000 | 2,123 |
| Total debt securities | $46,708,000 | 2,487 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 698 |
| Fair value | $5,968,000 | 694 |
| 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 | $48,124,000 | 2,483 |
| U.S. Government securities | $42,087,000 | 2,145 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $42,087,000 | 2,055 |
| Securities issued by states & political subdivisions | $906,000 | 5,201 |
| Other domestic debt securities | $5,131,000 | 1,140 |
| 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 | $5,131,000 | 820 |
| 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 | $24,534,000 | 1,749 |
| Mortgage-backed securities | $13,112,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $13,112,000 | 2,000 |
| Issued or guaranteed by U.S. | $13,112,000 | 1,991 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $48,124,000 | 2,106 |
| Total debt securities | $48,124,000 | 2,445 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 679 |
| Fair value | $6,017,000 | 676 |
| 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 | $53,259,000 | 2,278 |
| U.S. Government securities | $44,940,000 | 1,995 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $44,940,000 | 1,923 |
| Securities issued by states & political subdivisions | $1,714,000 | 4,560 |
| Other domestic debt securities | $6,605,000 | 1,011 |
| 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 | $6,605,000 | 723 |
| 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 | $23,459,000 | 1,783 |
| Mortgage-backed securities | $13,779,000 | 2,454 |
| Certificates of participation in pools of residential mortgages | $13,779,000 | 1,940 |
| Issued or guaranteed by U.S. | $13,779,000 | 1,933 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $53,259,000 | 1,923 |
| Total debt securities | $53,259,000 | 2,230 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 559 |
| Fair value | $7,558,000 | 557 |
| 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 | $46,683,000 | 2,601 |
| U.S. Government securities | $35,816,000 | 2,473 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $35,816,000 | 2,380 |
| Securities issued by states & political subdivisions | $3,729,000 | 3,530 |
| Other domestic debt securities | $7,138,000 | 977 |
| 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 | $7,138,000 | 705 |
| 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 | $22,560,000 | 1,826 |
| Mortgage-backed securities | $10,666,000 | 2,880 |
| Certificates of participation in pools of residential mortgages | $10,666,000 | 2,318 |
| Issued or guaranteed by U.S. | $10,666,000 | 2,310 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $46,683,000 | 2,212 |
| Total debt securities | $46,683,000 | 2,541 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 565 |
| Fair value | $7,494,000 | 557 |
| 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 | $40,555,000 | 2,896 |
| U.S. Government securities | $30,497,000 | 2,775 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $30,497,000 | 2,686 |
| Securities issued by states & political subdivisions | $1,750,000 | 4,529 |
| Other domestic debt securities | $8,308,000 | 966 |
| 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 | $8,308,000 | 683 |
| 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 | $20,180,000 | 1,983 |
| Mortgage-backed securities | $6,895,000 | 3,590 |
| Certificates of participation in pools of residential mortgages | $6,895,000 | 2,950 |
| Issued or guaranteed by U.S. | $6,895,000 | 2,940 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $40,555,000 | 2,488 |
| Total debt securities | $40,555,000 | 2,834 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 497 |
| Fair value | $7,659,000 | 485 |
| 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 | $39,974,000 | 2,977 |
| U.S. Government securities | $29,864,000 | 2,919 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $29,864,000 | 2,818 |
| Securities issued by states & political subdivisions | $1,762,000 | 4,559 |
| Other domestic debt securities | $8,348,000 | 947 |
| 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 | $8,348,000 | 730 |
| 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 | $14,603,000 | 2,506 |
| Mortgage-backed securities | $7,414,000 | 3,466 |
| Certificates of participation in pools of residential mortgages | $7,414,000 | 2,879 |
| Issued or guaranteed by U.S. | $7,414,000 | 2,865 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $39,974,000 | 2,567 |
| Total debt securities | $39,974,000 | 2,918 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 419 |
| Fair value | $7,561,000 | 415 |
| 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 | $37,029,000 | 3,112 |
| U.S. Government securities | $26,057,000 | 3,130 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $26,057,000 | 3,017 |
| Securities issued by states & political subdivisions | $2,541,000 | 4,106 |
| Other domestic debt securities | $8,431,000 | 987 |
| 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 | $8,431,000 | 770 |
| 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 | $17,780,000 | 2,071 |
| Mortgage-backed securities | $8,266,000 | 3,294 |
| Certificates of participation in pools of residential mortgages | $8,266,000 | 2,678 |
| Issued or guaranteed by U.S. | $8,266,000 | 2,667 |
| 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) | $37,029,000 | 2,690 |
| Total debt securities | $37,030,000 | 3,044 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 611 |
| Fair value | $4,017,000 | 616 |
| 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 | $36,820,000 | 3,069 |
| U.S. Government securities | $25,718,000 | 3,073 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $25,718,000 | 2,948 |
| Securities issued by states & political subdivisions | $2,566,000 | 4,047 |
| Other domestic debt securities | $8,536,000 | 1,007 |
| 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 | $8,536,000 | 767 |
| 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 | $18,094,000 | 1,993 |
| Mortgage-backed securities | $7,302,000 | 3,539 |
| Certificates of participation in pools of residential mortgages | $7,302,000 | 2,868 |
| Issued or guaranteed by U.S. | $7,302,000 | 2,857 |
| 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) | $36,820,000 | 2,636 |
| Total debt securities | $36,821,000 | 2,986 |
| 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 | $38,038,000 | 2,942 |
| U.S. Government securities | $26,959,000 | 2,952 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $26,959,000 | 2,824 |
| Securities issued by states & political subdivisions | $2,581,000 | 3,978 |
| Other domestic debt securities | $8,498,000 | 1,028 |
| 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 | $8,498,000 | 799 |
| 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 | $18,672,000 | 1,969 |
| Mortgage-backed securities | $3,536,000 | 4,668 |
| Certificates of participation in pools of residential mortgages | $3,536,000 | 3,954 |
| Issued or guaranteed by U.S. | $3,536,000 | 3,939 |
| 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) | $38,038,000 | 2,523 |
| Total debt securities | $38,038,000 | 2,860 |
| 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 | $38,042,000 | 2,929 |
| U.S. Government securities | $26,425,000 | 2,974 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $26,425,000 | 2,836 |
| Securities issued by states & political subdivisions | $2,587,000 | 3,961 |
| Other domestic debt securities | $9,030,000 | 987 |
| 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 | $9,030,000 | 768 |
| 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 | $18,763,000 | 1,951 |
| Mortgage-backed securities | $4,286,000 | 4,381 |
| Certificates of participation in pools of residential mortgages | $4,286,000 | 3,627 |
| Issued or guaranteed by U.S. | $4,286,000 | 3,616 |
| 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) | $38,042,000 | 2,491 |
| Total debt securities | $38,042,000 | 2,846 |
| 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 | $48,169,000 | 2,272 |
| U.S. Government securities | $38,603,000 | 2,041 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $38,603,000 | 1,926 |
| Securities issued by states & political subdivisions | $2,884,000 | 3,811 |
| Other domestic debt securities | $6,682,000 | 1,188 |
| 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 | $6,682,000 | 946 |
| 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 | $21,864,000 | 1,605 |
| Mortgage-backed securities | $464,000 | 6,402 |
| Certificates of participation in pools of residential mortgages | $464,000 | 5,771 |
| Issued or guaranteed by U.S. | $464,000 | 5,748 |
| 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) | $50,000 | 4,931 |
| Available-for-sale securities (fair market value) | $48,119,000 | 1,884 |
| Total debt securities | $48,169,000 | 2,202 |
| 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 | $35,188,000 | 3,027 |
| U.S. Government securities | $30,041,000 | 2,628 |
| U.S. Treasury securities | $1,498,000 | 2,306 |
| U.S. Government agency obligations | $28,543,000 | 2,544 |
| Securities issued by states & political subdivisions | $2,866,000 | 3,789 |
| Other domestic debt securities | $1,906,000 | 1,982 |
| 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 | $1,906,000 | 1,695 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $375,000 | 4,469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,341,000 | 1,741 |
| Mortgage-backed securities | $1,027,000 | 5,506 |
| Certificates of participation in pools of residential mortgages | $711,000 | 5,130 |
| Issued or guaranteed by U.S. | $711,000 | 5,116 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $316,000 | 3,591 |
| CMOs issued by government agencies or sponsored agencies | $316,000 | 3,418 |
| 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) | $50,000 | 5,560 |
| Available-for-sale securities (fair market value) | $35,138,000 | 2,420 |
| Total debt securities | $34,813,000 | 2,932 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $34,119,000 | 3,231 |
| U.S. Government securities | $26,310,000 | 3,098 |
| U.S. Treasury securities | $2,483,000 | 2,464 |
| U.S. Government agency obligations | $23,827,000 | 3,011 |
| Securities issued by states & political subdivisions | $3,268,000 | 3,741 |
| Other domestic debt securities | $4,240,000 | 1,301 |
| 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 | $4,240,000 | 1,053 |
| Foreign debt securities | NA | NA |
| Equity securities | $301,000 | 4,840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,678,000 | 5,278 |
| Mortgage-backed securities | $1,937,000 | 5,117 |
| Certificates of participation in pools of residential mortgages | $1,226,000 | 4,816 |
| Issued or guaranteed by U.S. | $1,226,000 | 4,800 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $711,000 | 3,300 |
| CMOs issued by government agencies or sponsored agencies | $711,000 | 3,147 |
| 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) | $50,000 | 5,990 |
| Available-for-sale securities (fair market value) | $34,069,000 | 2,527 |
| Total debt securities | $33,818,000 | 3,163 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $36,323,000 | 3,077 |
| U.S. Government securities | $28,093,000 | 2,992 |
| U.S. Treasury securities | $3,559,000 | 2,810 |
| U.S. Government agency obligations | $24,534,000 | 2,825 |
| Securities issued by states & political subdivisions | $3,359,000 | 3,763 |
| Other domestic debt securities | $4,871,000 | 1,134 |
| 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 | $4,871,000 | 909 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,867,000 | 5,490 |
| Mortgage-backed securities | $2,239,000 | 5,158 |
| Certificates of participation in pools of residential mortgages | $979,000 | 5,299 |
| Issued or guaranteed by U.S. | $979,000 | 5,282 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,260,000 | 3,062 |
| CMOs issued by government agencies or sponsored agencies | $1,260,000 | 2,923 |
| 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) | $50,000 | 6,489 |
| Available-for-sale securities (fair market value) | $36,273,000 | 2,328 |
| Total debt securities | $36,323,000 | 2,986 |
| 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 | $31,857,000 | 3,457 |
| U.S. Government securities | $29,552,000 | 2,952 |
| U.S. Treasury securities | $4,790,000 | 3,308 |
| U.S. Government agency obligations | $24,762,000 | 2,720 |
| Securities issued by states & political subdivisions | $2,305,000 | 4,352 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,150,000 | 5,539 |
| 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) | $50,000 | 7,267 |
| Available-for-sale securities (fair market value) | $31,807,000 | 2,481 |
| Total debt securities | $31,857,000 | 3,364 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $21,375,000 | 5,081 |
| U.S. Government securities | $19,100,000 | 4,605 |
| U.S. Treasury securities | $4,535,000 | 4,026 |
| U.S. Government agency obligations | $14,565,000 | 4,290 |
| Securities issued by states & political subdivisions | $2,275,000 | 4,541 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| 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) | $650,000 | 7,300 |
| Available-for-sale securities (fair market value) | $20,725,000 | 3,716 |
| Total debt securities | $21,375,000 | 4,979 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $14,044,000 | 6,963 |
| U.S. Government securities | $13,994,000 | 5,975 |
| U.S. Treasury securities | $3,757,000 | 5,431 |
| U.S. Government agency obligations | $10,237,000 | 5,400 |
| Securities issued by states & political subdivisions | $50,000 | 8,807 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,300,000 | 7,681 |
| 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) | $10,563,000 | 3,282 |
| Available-for-sale securities (fair market value) | $3,481,000 | 8,708 |
| Total debt securities | $14,044,000 | 6,835 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $2,479,000 | 11,886 |
| U.S. Government securities | $2,479,000 | 11,525 |
| U.S. Treasury securities | $1,479,000 | 8,954 |
| U.S. Government agency obligations | $1,000,000 | 10,861 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,205 |
| 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) | $2,479,000 | 9,673 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $2,479,000 | 11,793 |
| 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 |