Home > Paragon Commercial Bank > Securities
Paragon Commercial Bank, Securities
| 2017-12-31 | Rank | |
| Total securities | $190,498,000 | 741 |
| U.S. Government securities | $120,610,000 | 752 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $120,610,000 | 712 |
| Securities issued by states & political subdivisions | $67,301,000 | 579 |
| Other domestic debt securities | $1,518,000 | 1,333 |
| 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 | $1,518,000 | 1,073 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,069,000 | 470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,162,000 | 787 |
| Mortgage-backed securities | $106,127,000 | 619 |
| Certificates of participation in pools of residential mortgages | $62,555,000 | 613 |
| Issued or guaranteed by U.S. | $62,555,000 | 613 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $36,249,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $36,249,000 | 481 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $7,323,000 | 613 |
| Commercial mortgage pass-through securities | $7,323,000 | 353 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $190,498,000 | 648 |
| Total debt securities | $189,428,000 | 736 |
| 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 | $197,096,000 | 724 |
| U.S. Government securities | $126,612,000 | 730 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $126,612,000 | 692 |
| Securities issued by states & political subdivisions | $67,571,000 | 572 |
| Other domestic debt securities | $1,513,000 | 1,361 |
| 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 | $1,513,000 | 1,108 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,400,000 | 451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,553,000 | 790 |
| Mortgage-backed securities | $111,392,000 | 592 |
| Certificates of participation in pools of residential mortgages | $65,181,000 | 593 |
| Issued or guaranteed by U.S. | $65,181,000 | 593 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $38,763,000 | 490 |
| CMOs issued by government agencies or sponsored agencies | $38,763,000 | 461 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $7,448,000 | 602 |
| Commercial mortgage pass-through securities | $7,448,000 | 348 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $197,096,000 | 632 |
| Total debt securities | $195,697,000 | 716 |
| 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 | $203,474,000 | 713 |
| U.S. Government securities | $132,251,000 | 719 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $132,251,000 | 679 |
| Securities issued by states & political subdivisions | $67,796,000 | 574 |
| Other domestic debt securities | $1,528,000 | 1,372 |
| 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 | $1,528,000 | 1,123 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $1,899,000 | 398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,036,000 | 806 |
| Mortgage-backed securities | $116,397,000 | 583 |
| Certificates of participation in pools of residential mortgages | $67,825,000 | 595 |
| Issued or guaranteed by U.S. | $67,825,000 | 595 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $41,027,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $41,027,000 | 451 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $7,545,000 | 584 |
| Commercial mortgage pass-through securities | $7,545,000 | 339 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $203,474,000 | 624 |
| Total debt securities | $201,575,000 | 713 |
| 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 | $193,958,000 | 758 |
| U.S. Government securities | $129,614,000 | 743 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $129,614,000 | 706 |
| Securities issued by states & political subdivisions | $60,737,000 | 650 |
| Other domestic debt securities | $1,500,000 | 1,414 |
| 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 | $1,500,000 | 1,142 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,107,000 | 356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,202,000 | 808 |
| Mortgage-backed securities | $113,195,000 | 601 |
| Certificates of participation in pools of residential mortgages | $65,399,000 | 623 |
| Issued or guaranteed by U.S. | $65,399,000 | 623 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $40,268,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $40,268,000 | 460 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $7,528,000 | 583 |
| Commercial mortgage pass-through securities | $7,528,000 | 332 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $193,958,000 | 663 |
| Total debt securities | $191,851,000 | 757 |
| 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 | $197,385,000 | 734 |
| U.S. Government securities | $133,314,000 | 709 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $133,314,000 | 669 |
| Securities issued by states & political subdivisions | $60,674,000 | 650 |
| Other domestic debt securities | $1,500,000 | 1,408 |
| 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 | $1,500,000 | 1,137 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $1,897,000 | 400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,809,000 | 777 |
| Mortgage-backed securities | $116,371,000 | 575 |
| Certificates of participation in pools of residential mortgages | $66,293,000 | 609 |
| Issued or guaranteed by U.S. | $66,293,000 | 609 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $42,497,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $42,497,000 | 438 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $7,581,000 | 551 |
| Commercial mortgage pass-through securities | $7,581,000 | 317 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $197,385,000 | 647 |
| Total debt securities | $195,488,000 | 736 |
| 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 | $178,560,000 | 814 |
| U.S. Government securities | $112,545,000 | 813 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $112,545,000 | 779 |
| Securities issued by states & political subdivisions | $63,590,000 | 630 |
| Other domestic debt securities | $500,000 | 1,853 |
| 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 | $500,000 | 1,515 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $1,925,000 | 414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,014,000 | 1,051 |
| Mortgage-backed securities | $94,369,000 | 682 |
| Certificates of participation in pools of residential mortgages | $39,990,000 | 920 |
| Issued or guaranteed by U.S. | $39,990,000 | 920 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $46,542,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $46,542,000 | 414 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $7,837,000 | 511 |
| Commercial mortgage pass-through securities | $7,837,000 | 283 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $178,560,000 | 712 |
| Total debt securities | $176,636,000 | 815 |
| 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 | $186,288,000 | 784 |
| U.S. Government securities | $119,366,000 | 776 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $119,366,000 | 741 |
| Securities issued by states & political subdivisions | $64,367,000 | 608 |
| Other domestic debt securities | $500,000 | 1,880 |
| 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 | $500,000 | 1,518 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,055,000 | 393 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,795,000 | 1,070 |
| Mortgage-backed securities | $100,345,000 | 652 |
| Certificates of participation in pools of residential mortgages | $42,231,000 | 905 |
| Issued or guaranteed by U.S. | $42,231,000 | 902 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $50,187,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $50,187,000 | 410 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $7,927,000 | 488 |
| Commercial mortgage pass-through securities | $7,927,000 | 265 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $186,288,000 | 686 |
| Total debt securities | $184,233,000 | 787 |
| 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 | $182,123,000 | 815 |
| U.S. Government securities | $117,447,000 | 804 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $117,447,000 | 770 |
| Securities issued by states & political subdivisions | $62,415,000 | 610 |
| Other domestic debt securities | $500,000 | 1,890 |
| 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 | $500,000 | 1,520 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,761,000 | 428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,823,000 | 692 |
| Mortgage-backed securities | $98,120,000 | 675 |
| Certificates of participation in pools of residential mortgages | $37,154,000 | 990 |
| Issued or guaranteed by U.S. | $37,154,000 | 990 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $53,175,000 | 429 |
| CMOs issued by government agencies or sponsored agencies | $53,175,000 | 399 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $7,791,000 | 475 |
| Commercial mortgage pass-through securities | $7,791,000 | 255 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $182,123,000 | 714 |
| Total debt securities | $180,362,000 | 814 |
| 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 | $168,860,000 | 886 |
| U.S. Government securities | $112,152,000 | 849 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $112,152,000 | 817 |
| Securities issued by states & political subdivisions | $54,434,000 | 720 |
| Other domestic debt securities | $500,000 | 1,873 |
| 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 | $500,000 | 1,508 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,774,000 | 438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,455,000 | 772 |
| Mortgage-backed securities | $92,251,000 | 686 |
| Certificates of participation in pools of residential mortgages | $23,597,000 | 1,403 |
| Issued or guaranteed by U.S. | $23,597,000 | 1,402 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $60,941,000 | 385 |
| CMOs issued by government agencies or sponsored agencies | $60,941,000 | 356 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $7,713,000 | 447 |
| Commercial mortgage pass-through securities | $7,713,000 | 248 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $168,860,000 | 762 |
| Total debt securities | $167,086,000 | 883 |
| 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 | $172,476,000 | 868 |
| U.S. Government securities | $119,093,000 | 815 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $119,093,000 | 779 |
| Securities issued by states & political subdivisions | $51,478,000 | 769 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| 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 | $1,905,000 | 437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,139,000 | 785 |
| Mortgage-backed securities | $98,407,000 | 655 |
| Certificates of participation in pools of residential mortgages | $25,760,000 | 1,314 |
| Issued or guaranteed by U.S. | $25,760,000 | 1,314 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $64,747,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $64,747,000 | 350 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $7,900,000 | 426 |
| Commercial mortgage pass-through securities | $7,900,000 | 241 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $172,476,000 | 754 |
| Total debt securities | $170,571,000 | 861 |
| 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 | $168,008,000 | 899 |
| U.S. Government securities | $125,526,000 | 808 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $125,526,000 | 774 |
| Securities issued by states & political subdivisions | $40,193,000 | 976 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| 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 | $2,289,000 | 379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,368,000 | 712 |
| Mortgage-backed securities | $95,317,000 | 682 |
| Certificates of participation in pools of residential mortgages | $21,548,000 | 1,544 |
| Issued or guaranteed by U.S. | $21,548,000 | 1,544 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $53,626,000 | 433 |
| CMOs issued by government agencies or sponsored agencies | $53,626,000 | 410 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $20,143,000 | 231 |
| Commercial mortgage pass-through securities | $10,486,000 | 181 |
| Other commercial mortgage-backed securities | $9,657,000 | 213 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $168,008,000 | 779 |
| Total debt securities | $165,719,000 | 898 |
| 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 | $154,148,000 | 978 |
| U.S. Government securities | $111,138,000 | 896 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $111,138,000 | 861 |
| Securities issued by states & political subdivisions | $41,190,000 | 942 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| 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 | $1,820,000 | 454 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,517,000 | 733 |
| Mortgage-backed securities | $79,706,000 | 795 |
| Certificates of participation in pools of residential mortgages | $23,081,000 | 1,489 |
| Issued or guaranteed by U.S. | $23,081,000 | 1,489 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $36,059,000 | 573 |
| CMOs issued by government agencies or sponsored agencies | $36,059,000 | 540 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $20,566,000 | 224 |
| Commercial mortgage pass-through securities | $10,741,000 | 170 |
| Other commercial mortgage-backed securities | $9,825,000 | 202 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $154,148,000 | 863 |
| Total debt securities | $152,329,000 | 973 |
| 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 | $183,637,000 | 814 |
| U.S. Government securities | $136,446,000 | 751 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $136,446,000 | 717 |
| Securities issued by states & political subdivisions | $45,179,000 | 853 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| 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 | $2,012,000 | 411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,075,000 | 737 |
| Mortgage-backed securities | $104,604,000 | 650 |
| Certificates of participation in pools of residential mortgages | $23,920,000 | 1,471 |
| Issued or guaranteed by U.S. | $23,920,000 | 1,469 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $42,411,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $42,411,000 | 493 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $38,273,000 | 149 |
| Commercial mortgage pass-through securities | $10,628,000 | 177 |
| Other commercial mortgage-backed securities | $27,645,000 | 115 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $183,637,000 | 702 |
| Total debt securities | $181,626,000 | 812 |
| 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 | $185,303,000 | 824 |
| U.S. Government securities | $139,893,000 | 752 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $139,893,000 | 716 |
| Securities issued by states & political subdivisions | $43,415,000 | 888 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| 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 | $1,995,000 | 424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,347,000 | 802 |
| Mortgage-backed securities | $107,771,000 | 640 |
| Certificates of participation in pools of residential mortgages | $24,808,000 | 1,471 |
| Issued or guaranteed by U.S. | $24,808,000 | 1,471 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $53,877,000 | 452 |
| CMOs issued by government agencies or sponsored agencies | $53,877,000 | 429 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $29,086,000 | 171 |
| Commercial mortgage pass-through securities | $10,527,000 | 181 |
| Other commercial mortgage-backed securities | $18,559,000 | 134 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $185,303,000 | 704 |
| Total debt securities | $183,307,000 | 822 |
| 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 | $146,074,000 | 1,040 |
| U.S. Government securities | $108,921,000 | 932 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $108,921,000 | 897 |
| Securities issued by states & political subdivisions | $35,026,000 | 1,109 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| 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 | $2,127,000 | 409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,872,000 | 806 |
| Mortgage-backed securities | $81,349,000 | 825 |
| Certificates of participation in pools of residential mortgages | $26,110,000 | 1,445 |
| Issued or guaranteed by U.S. | $26,110,000 | 1,445 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $41,244,000 | 553 |
| CMOs issued by government agencies or sponsored agencies | $41,244,000 | 521 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $13,995,000 | 254 |
| Commercial mortgage pass-through securities | $10,561,000 | 173 |
| Other commercial mortgage-backed securities | $3,434,000 | 306 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $146,074,000 | 908 |
| Total debt securities | $143,946,000 | 1,042 |
| 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 | $145,025,000 | 1,060 |
| U.S. Government securities | $110,632,000 | 933 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $110,632,000 | 897 |
| Securities issued by states & political subdivisions | $31,583,000 | 1,228 |
| Other domestic debt securities | $640,000 | 2,054 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $640,000 | 1,622 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,170,000 | 406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,544,000 | 804 |
| Mortgage-backed securities | $82,225,000 | 826 |
| Certificates of participation in pools of residential mortgages | $24,263,000 | 1,537 |
| Issued or guaranteed by U.S. | $24,263,000 | 1,536 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $44,187,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $44,187,000 | 494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $13,775,000 | 237 |
| Commercial mortgage pass-through securities | $10,472,000 | 164 |
| Other commercial mortgage-backed securities | $3,303,000 | 290 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $145,025,000 | 930 |
| Total debt securities | $142,856,000 | 1,064 |
| 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 | $147,156,000 | 1,037 |
| U.S. Government securities | $121,347,000 | 857 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $121,347,000 | 827 |
| Securities issued by states & political subdivisions | $22,970,000 | 1,628 |
| Other domestic debt securities | $600,000 | 2,119 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $600,000 | 1,673 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,239,000 | 409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,134,000 | 799 |
| Mortgage-backed securities | $92,204,000 | 733 |
| Certificates of participation in pools of residential mortgages | $29,308,000 | 1,342 |
| Issued or guaranteed by U.S. | $29,308,000 | 1,341 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $45,183,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $45,183,000 | 490 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $17,713,000 | 202 |
| Commercial mortgage pass-through securities | $10,285,000 | 154 |
| Other commercial mortgage-backed securities | $7,428,000 | 186 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $147,156,000 | 908 |
| Total debt securities | $144,917,000 | 1,041 |
| 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 | $141,967,000 | 1,081 |
| U.S. Government securities | $118,223,000 | 872 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $118,223,000 | 845 |
| Securities issued by states & political subdivisions | $21,013,000 | 1,773 |
| Other domestic debt securities | $570,000 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $570,000 | 1,725 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,161,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,608,000 | 826 |
| Mortgage-backed securities | $88,454,000 | 771 |
| Certificates of participation in pools of residential mortgages | $33,832,000 | 1,192 |
| Issued or guaranteed by U.S. | $33,832,000 | 1,191 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $36,378,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $36,378,000 | 567 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $18,244,000 | 195 |
| Commercial mortgage pass-through securities | $10,317,000 | 146 |
| Other commercial mortgage-backed securities | $7,927,000 | 178 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $141,967,000 | 949 |
| Total debt securities | $139,806,000 | 1,075 |
| 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 | $144,769,000 | 1,056 |
| U.S. Government securities | $127,009,000 | 799 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $127,009,000 | 776 |
| Securities issued by states & political subdivisions | $17,190,000 | 2,073 |
| Other domestic debt securities | $570,000 | 2,261 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $570,000 | 1,770 |
| 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 | $71,191,000 | 821 |
| Mortgage-backed securities | $95,383,000 | 720 |
| Certificates of participation in pools of residential mortgages | $42,327,000 | 993 |
| Issued or guaranteed by U.S. | $42,327,000 | 992 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $34,528,000 | 653 |
| CMOs issued by government agencies or sponsored agencies | $34,528,000 | 608 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $18,528,000 | 184 |
| Commercial mortgage pass-through securities | $10,500,000 | 141 |
| Other commercial mortgage-backed securities | $8,028,000 | 161 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $144,769,000 | 942 |
| Total debt securities | $144,770,000 | 1,046 |
| 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 | $141,382,000 | 1,097 |
| U.S. Government securities | $140,039,000 | 756 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $140,039,000 | 724 |
| Securities issued by states & political subdivisions | $783,000 | 5,072 |
| Other domestic debt securities | $560,000 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $560,000 | 1,755 |
| 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 | $82,959,000 | 741 |
| Mortgage-backed securities | $109,237,000 | 667 |
| Certificates of participation in pools of residential mortgages | $47,338,000 | 919 |
| Issued or guaranteed by U.S. | $47,338,000 | 919 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $40,482,000 | 590 |
| CMOs issued by government agencies or sponsored agencies | $40,482,000 | 551 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $21,417,000 | 152 |
| Commercial mortgage pass-through securities | $12,973,000 | 117 |
| Other commercial mortgage-backed securities | $8,444,000 | 130 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $141,382,000 | 982 |
| Total debt securities | $141,381,000 | 1,087 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $147,947,000 | 1,026 |
| U.S. Government securities | $146,599,000 | 705 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $146,599,000 | 674 |
| Securities issued by states & political subdivisions | $788,000 | 5,089 |
| Other domestic debt securities | $560,000 | 2,252 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $560,000 | 1,719 |
| 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 | $82,305,000 | 730 |
| Mortgage-backed securities | $114,995,000 | 623 |
| Certificates of participation in pools of residential mortgages | $50,866,000 | 846 |
| Issued or guaranteed by U.S. | $50,866,000 | 845 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $42,479,000 | 575 |
| CMOs issued by government agencies or sponsored agencies | $42,479,000 | 540 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $21,650,000 | 134 |
| Commercial mortgage pass-through securities | $13,186,000 | 95 |
| Other commercial mortgage-backed securities | $8,464,000 | 120 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $147,947,000 | 915 |
| Total debt securities | $147,947,000 | 1,015 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $165,647,000 | 934 |
| U.S. Government securities | $165,097,000 | 640 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $165,097,000 | 623 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $550,000 | 2,332 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $550,000 | 1,784 |
| 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 | $103,100,000 | 616 |
| Mortgage-backed securities | $135,763,000 | 570 |
| Certificates of participation in pools of residential mortgages | $62,973,000 | 730 |
| Issued or guaranteed by U.S. | $62,973,000 | 730 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $51,252,000 | 532 |
| CMOs issued by government agencies or sponsored agencies | $51,252,000 | 499 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $21,538,000 | 125 |
| Commercial mortgage pass-through securities | $13,186,000 | 83 |
| Other commercial mortgage-backed securities | $8,352,000 | 120 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $165,647,000 | 832 |
| Total debt securities | $165,647,000 | 924 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $174,918,000 | 881 |
| U.S. Government securities | $174,368,000 | 627 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $174,368,000 | 607 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $550,000 | 2,319 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $550,000 | 1,774 |
| 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 | $116,559,000 | 553 |
| Mortgage-backed securities | $144,650,000 | 553 |
| Certificates of participation in pools of residential mortgages | $69,992,000 | 667 |
| Issued or guaranteed by U.S. | $69,992,000 | 667 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $53,172,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $53,172,000 | 495 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $21,486,000 | 119 |
| Commercial mortgage pass-through securities | $13,075,000 | 80 |
| Other commercial mortgage-backed securities | $8,411,000 | 112 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $174,918,000 | 783 |
| Total debt securities | $174,918,000 | 871 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $177,303,000 | 880 |
| U.S. Government securities | $176,723,000 | 639 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $176,723,000 | 621 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $580,000 | 2,276 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $580,000 | 1,746 |
| 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 | $125,223,000 | 532 |
| Mortgage-backed securities | $151,444,000 | 546 |
| Certificates of participation in pools of residential mortgages | $74,958,000 | 643 |
| Issued or guaranteed by U.S. | $74,958,000 | 643 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $58,171,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $58,171,000 | 487 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $18,315,000 | 117 |
| Commercial mortgage pass-through securities | $10,035,000 | 83 |
| Other commercial mortgage-backed securities | $8,280,000 | 102 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $177,303,000 | 780 |
| Total debt securities | $177,303,000 | 867 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $161,430,000 | 934 |
| U.S. Government securities | $160,674,000 | 666 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $160,674,000 | 645 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $694,000 | 2,198 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $694,000 | 1,622 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $62,000 | 1,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,607,000 | 440 |
| Mortgage-backed securities | $160,674,000 | 501 |
| Certificates of participation in pools of residential mortgages | $88,264,000 | 519 |
| Issued or guaranteed by U.S. | $88,264,000 | 518 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $60,296,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $60,296,000 | 449 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $12,114,000 | 108 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $12,114,000 | 69 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $161,430,000 | 835 |
| Total debt securities | $161,244,000 | 925 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $159,625,000 | 902 |
| U.S. Government securities | $158,826,000 | 659 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $158,826,000 | 635 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $684,000 | 2,191 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $684,000 | 1,584 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $115,000 | 977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,442,000 | 426 |
| Mortgage-backed securities | $158,826,000 | 493 |
| Certificates of participation in pools of residential mortgages | $88,069,000 | 502 |
| Issued or guaranteed by U.S. | $88,069,000 | 500 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $66,751,000 | 481 |
| CMOs issued by government agencies or sponsored agencies | $66,751,000 | 416 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $4,006,000 | 164 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $4,006,000 | 90 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $159,625,000 | 805 |
| Total debt securities | $159,387,000 | 895 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $172,755,000 | 844 |
| U.S. Government securities | $150,615,000 | 708 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $150,615,000 | 683 |
| Securities issued by states & political subdivisions | $21,016,000 | 1,430 |
| Other domestic debt securities | $744,000 | 2,106 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $744,000 | 1,484 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $380,000 | 809 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,938,000 | 401 |
| Mortgage-backed securities | $150,615,000 | 507 |
| Certificates of participation in pools of residential mortgages | $79,373,000 | 540 |
| Issued or guaranteed by U.S. | $79,373,000 | 538 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $67,157,000 | 459 |
| CMOs issued by government agencies or sponsored agencies | $67,157,000 | 397 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $4,085,000 | 145 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $4,085,000 | 75 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $172,755,000 | 744 |
| Total debt securities | $172,038,000 | 835 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $188,982,000 | 771 |
| U.S. Government securities | $137,927,000 | 764 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $137,927,000 | 730 |
| Securities issued by states & political subdivisions | $45,426,000 | 571 |
| Other domestic debt securities | $4,697,000 | 1,081 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $3,943,000 | 49 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $754,000 | 1,519 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $932,000 | 604 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,993,000 | 366 |
| Mortgage-backed securities | $141,870,000 | 506 |
| Certificates of participation in pools of residential mortgages | $71,171,000 | 570 |
| Issued or guaranteed by U.S. | $71,171,000 | 567 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $66,756,000 | 455 |
| CMOs issued by government agencies or sponsored agencies | $66,756,000 | 389 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $3,943,000 | 141 |
| Commercial mortgage pass-through securities | $3,943,000 | 80 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $188,982,000 | 679 |
| Total debt securities | $187,715,000 | 769 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $202,747,000 | 692 |
| U.S. Government securities | $140,721,000 | 717 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $140,721,000 | 683 |
| Securities issued by states & political subdivisions | $48,633,000 | 499 |
| Other domestic debt securities | $12,613,000 | 649 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $11,868,000 | 68 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $745,000 | 1,534 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $780,000 | 654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,990,000 | 362 |
| Mortgage-backed securities | $152,589,000 | 455 |
| Certificates of participation in pools of residential mortgages | $80,744,000 | 499 |
| Issued or guaranteed by U.S. | $80,744,000 | 495 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $59,977,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $59,977,000 | 405 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $11,868,000 | 68 |
| Commercial mortgage pass-through securities | $4,037,000 | 70 |
| Other commercial mortgage-backed securities | $7,831,000 | 49 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $202,747,000 | 609 |
| Total debt securities | $201,843,000 | 690 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $204,637,000 | 664 |
| U.S. Government securities | $146,084,000 | 672 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $146,084,000 | 640 |
| Securities issued by states & political subdivisions | $55,419,000 | 411 |
| Other domestic debt securities | $3,134,000 | 1,430 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,134,000 | 817 |
| 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 | $169,618,000 | 350 |
| Mortgage-backed securities | $146,084,000 | 464 |
| Certificates of participation in pools of residential mortgages | $93,165,000 | 420 |
| Issued or guaranteed by U.S. | $93,165,000 | 418 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $52,919,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $52,919,000 | 436 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $204,637,000 | 585 |
| Total debt securities | $202,113,000 | 658 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $244,227,000 | 544 |
| U.S. Government securities | $187,205,000 | 518 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $187,205,000 | 492 |
| Securities issued by states & political subdivisions | $53,498,000 | 409 |
| Other domestic debt securities | $3,524,000 | 1,359 |
| Privately issued residential mortgage-backed securities | $389,000 | 1,235 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $3,135,000 | 786 |
| 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 | $224,896,000 | 267 |
| Mortgage-backed securities | $187,042,000 | 360 |
| Certificates of participation in pools of residential mortgages | $101,017,000 | 390 |
| Issued or guaranteed by U.S. | $101,017,000 | 387 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $86,025,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $85,636,000 | 288 |
| Privately issued | $389,000 | 1,182 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $244,227,000 | 476 |
| Total debt securities | $241,703,000 | 542 |
| Structured notes | ||
| Amortized cost | $524,000 | 2,855 |
| Fair value | $552,000 | 2,845 |
| 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 | $229,255,000 | 580 |
| U.S. Government securities | $170,911,000 | 561 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $170,911,000 | 533 |
| Securities issued by states & political subdivisions | $53,470,000 | 387 |
| Other domestic debt securities | $4,874,000 | 1,198 |
| Privately issued residential mortgage-backed securities | $1,710,000 | 914 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $3,164,000 | 801 |
| 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 | $197,659,000 | 317 |
| Mortgage-backed securities | $169,531,000 | 415 |
| Certificates of participation in pools of residential mortgages | $94,075,000 | 438 |
| Issued or guaranteed by U.S. | $94,075,000 | 434 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $75,456,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $73,746,000 | 322 |
| Privately issued | $1,710,000 | 877 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $229,255,000 | 506 |
| Total debt securities | $226,733,000 | 577 |
| Structured notes | ||
| Amortized cost | $555,000 | 2,628 |
| Fair value | $565,000 | 2,623 |
| 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 | $235,993,000 | 550 |
| U.S. Government securities | $175,160,000 | 537 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $175,160,000 | 516 |
| Securities issued by states & political subdivisions | $55,952,000 | 365 |
| Other domestic debt securities | $4,881,000 | 1,250 |
| Privately issued residential mortgage-backed securities | $1,717,000 | 935 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,164,000 | 810 |
| 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 | $184,670,000 | 341 |
| Mortgage-backed securities | $167,502,000 | 427 |
| Certificates of participation in pools of residential mortgages | $102,581,000 | 413 |
| Issued or guaranteed by U.S. | $102,581,000 | 411 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $64,921,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $63,204,000 | 341 |
| Privately issued | $1,717,000 | 897 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $235,993,000 | 477 |
| Total debt securities | $233,469,000 | 549 |
| Structured notes | ||
| Amortized cost | $3,552,000 | 1,059 |
| Fair value | $3,720,000 | 1,034 |
| 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 | $251,032,000 | 512 |
| U.S. Government securities | $184,793,000 | 498 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $184,793,000 | 482 |
| Securities issued by states & political subdivisions | $61,802,000 | 319 |
| Other domestic debt securities | $4,437,000 | 1,373 |
| Privately issued residential mortgage-backed securities | $1,898,000 | 964 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,539,000 | 982 |
| 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 | $198,866,000 | 322 |
| Mortgage-backed securities | $176,043,000 | 425 |
| Certificates of participation in pools of residential mortgages | $117,967,000 | 385 |
| Issued or guaranteed by U.S. | $117,967,000 | 381 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $58,076,000 | 465 |
| CMOs issued by government agencies or sponsored agencies | $56,178,000 | 354 |
| Privately issued | $1,898,000 | 924 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $251,032,000 | 439 |
| Total debt securities | $251,031,000 | 498 |
| Structured notes | ||
| Amortized cost | $7,660,000 | 354 |
| Fair value | $8,068,000 | 324 |
| 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 | $208,464,000 | 611 |
| U.S. Government securities | $141,917,000 | 630 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $141,917,000 | 602 |
| Securities issued by states & political subdivisions | $57,866,000 | 331 |
| Other domestic debt securities | $8,681,000 | 1,001 |
| Privately issued residential mortgage-backed securities | $6,162,000 | 647 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,519,000 | 1,008 |
| 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 | $169,716,000 | 362 |
| Mortgage-backed securities | $135,938,000 | 529 |
| Certificates of participation in pools of residential mortgages | $94,553,000 | 469 |
| Issued or guaranteed by U.S. | $94,553,000 | 465 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $41,385,000 | 561 |
| CMOs issued by government agencies or sponsored agencies | $35,223,000 | 476 |
| Privately issued | $6,162,000 | 624 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $208,464,000 | 524 |
| Total debt securities | $208,462,000 | 592 |
| Structured notes | ||
| Amortized cost | $8,083,000 | 193 |
| Fair value | $8,283,000 | 192 |
| 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 | $211,394,000 | 585 |
| U.S. Government securities | $165,280,000 | 544 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $165,280,000 | 525 |
| Securities issued by states & political subdivisions | $41,243,000 | 482 |
| Other domestic debt securities | $4,871,000 | 1,267 |
| Privately issued residential mortgage-backed securities | $2,312,000 | 959 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,559,000 | 999 |
| 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 | $152,595,000 | 388 |
| Mortgage-backed securities | $147,023,000 | 491 |
| Certificates of participation in pools of residential mortgages | $107,399,000 | 443 |
| Issued or guaranteed by U.S. | $107,399,000 | 437 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $39,624,000 | 575 |
| CMOs issued by government agencies or sponsored agencies | $37,312,000 | 435 |
| Privately issued | $2,312,000 | 921 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $211,394,000 | 508 |
| Total debt securities | $211,393,000 | 572 |
| Structured notes | ||
| Amortized cost | $16,100,000 | 66 |
| Fair value | $16,686,000 | 63 |
| 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 | $222,753,000 | 552 |
| U.S. Government securities | $174,919,000 | 503 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $174,919,000 | 490 |
| Securities issued by states & political subdivisions | $42,476,000 | 444 |
| Other domestic debt securities | $5,358,000 | 1,174 |
| Privately issued residential mortgage-backed securities | $2,779,000 | 871 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,579,000 | 961 |
| 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 | $145,616,000 | 412 |
| Mortgage-backed securities | $156,673,000 | 442 |
| Certificates of participation in pools of residential mortgages | $113,197,000 | 415 |
| Issued or guaranteed by U.S. | $113,197,000 | 412 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $43,476,000 | 522 |
| CMOs issued by government agencies or sponsored agencies | $40,697,000 | 390 |
| Privately issued | $2,779,000 | 833 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $222,753,000 | 475 |
| Total debt securities | $222,753,000 | 539 |
| Structured notes | ||
| Amortized cost | $16,833,000 | 70 |
| Fair value | $17,117,000 | 69 |
| 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 | $200,576,000 | 608 |
| U.S. Government securities | $155,521,000 | 541 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $155,521,000 | 532 |
| Securities issued by states & political subdivisions | $37,173,000 | 503 |
| Other domestic debt securities | $7,882,000 | 938 |
| Privately issued residential mortgage-backed securities | $2,732,000 | 862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,150,000 | 627 |
| 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 | $133,975,000 | 431 |
| Mortgage-backed securities | $136,083,000 | 477 |
| Certificates of participation in pools of residential mortgages | $96,640,000 | 454 |
| Issued or guaranteed by U.S. | $96,640,000 | 449 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $39,443,000 | 529 |
| CMOs issued by government agencies or sponsored agencies | $36,711,000 | 404 |
| Privately issued | $2,732,000 | 823 |
| 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) | $200,576,000 | 512 |
| Total debt securities | $200,576,000 | 598 |
| Structured notes | ||
| Amortized cost | $17,167,000 | 61 |
| Fair value | $17,313,000 | 61 |
| 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 | $200,864,000 | 608 |
| U.S. Government securities | $153,791,000 | 560 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $153,791,000 | 548 |
| Securities issued by states & political subdivisions | $39,276,000 | 488 |
| Other domestic debt securities | $7,797,000 | 987 |
| Privately issued residential mortgage-backed securities | $2,897,000 | 850 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,900,000 | 708 |
| 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 | $134,419,000 | 417 |
| Mortgage-backed securities | $132,285,000 | 491 |
| Certificates of participation in pools of residential mortgages | $94,196,000 | 460 |
| Issued or guaranteed by U.S. | $94,196,000 | 455 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $38,089,000 | 538 |
| CMOs issued by government agencies or sponsored agencies | $35,192,000 | 401 |
| Privately issued | $2,897,000 | 807 |
| 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) | $200,864,000 | 514 |
| Total debt securities | $200,864,000 | 593 |
| Structured notes | ||
| Amortized cost | $17,572,000 | 68 |
| Fair value | $17,522,000 | 67 |
| 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 | $206,032,000 | 601 |
| U.S. Government securities | $155,834,000 | 543 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $155,834,000 | 535 |
| Securities issued by states & political subdivisions | $42,949,000 | 447 |
| Other domestic debt securities | $7,249,000 | 1,004 |
| Privately issued residential mortgage-backed securities | $3,249,000 | 778 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,000,000 | 793 |
| 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 | $140,574,000 | 395 |
| Mortgage-backed securities | $140,794,000 | 455 |
| Certificates of participation in pools of residential mortgages | $100,206,000 | 427 |
| Issued or guaranteed by U.S. | $100,206,000 | 419 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $40,588,000 | 504 |
| CMOs issued by government agencies or sponsored agencies | $37,339,000 | 379 |
| Privately issued | $3,249,000 | 742 |
| 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) | $206,032,000 | 523 |
| Total debt securities | $206,032,000 | 581 |
| Structured notes | ||
| Amortized cost | $11,046,000 | 113 |
| Fair value | $11,285,000 | 106 |
| 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 | $157,912,000 | 759 |
| U.S. Government securities | $112,397,000 | 738 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $112,397,000 | 719 |
| Securities issued by states & political subdivisions | $38,064,000 | 492 |
| Other domestic debt securities | $7,451,000 | 948 |
| Privately issued residential mortgage-backed securities | $3,451,000 | 702 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,000,000 | 761 |
| 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 | $142,284,000 | 387 |
| Mortgage-backed securities | $94,677,000 | 591 |
| Certificates of participation in pools of residential mortgages | $53,380,000 | 657 |
| Issued or guaranteed by U.S. | $53,380,000 | 648 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $41,297,000 | 485 |
| CMOs issued by government agencies or sponsored agencies | $37,846,000 | 369 |
| Privately issued | $3,451,000 | 665 |
| 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) | $157,912,000 | 643 |
| Total debt securities | $157,912,000 | 740 |
| Structured notes | ||
| Amortized cost | $11,311,000 | 181 |
| Fair value | $11,326,000 | 181 |
| 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 | $130,364,000 | 908 |
| U.S. Government securities | $90,513,000 | 932 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $90,513,000 | 902 |
| Securities issued by states & political subdivisions | $36,255,000 | 515 |
| Other domestic debt securities | $3,596,000 | 1,260 |
| Privately issued residential mortgage-backed securities | $3,596,000 | 664 |
| 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 | $56,865,000 | 884 |
| Mortgage-backed securities | $68,887,000 | 716 |
| Certificates of participation in pools of residential mortgages | $37,627,000 | 827 |
| Issued or guaranteed by U.S. | $37,627,000 | 818 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $31,260,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $27,664,000 | 436 |
| Privately issued | $3,596,000 | 630 |
| 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) | $130,364,000 | 775 |
| Total debt securities | $130,364,000 | 892 |
| Structured notes | ||
| Amortized cost | $12,675,000 | 200 |
| Fair value | $12,554,000 | 200 |
| 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 | $121,389,000 | 984 |
| U.S. Government securities | $84,237,000 | 1,030 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $84,237,000 | 999 |
| Securities issued by states & political subdivisions | $33,379,000 | 571 |
| Other domestic debt securities | $3,773,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $3,773,000 | 615 |
| 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 | $37,776,000 | 1,261 |
| Mortgage-backed securities | $65,418,000 | 745 |
| Certificates of participation in pools of residential mortgages | $33,553,000 | 881 |
| Issued or guaranteed by U.S. | $33,553,000 | 872 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $31,865,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $28,092,000 | 440 |
| Privately issued | $3,773,000 | 581 |
| 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) | $121,389,000 | 842 |
| Total debt securities | $121,389,000 | 963 |
| Structured notes | ||
| Amortized cost | $11,612,000 | 263 |
| Fair value | $11,363,000 | 262 |
| 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 | $103,627,000 | 1,179 |
| U.S. Government securities | $69,159,000 | 1,252 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $69,159,000 | 1,221 |
| Securities issued by states & political subdivisions | $30,473,000 | 628 |
| Other domestic debt securities | $3,995,000 | 1,154 |
| Privately issued residential mortgage-backed securities | $3,995,000 | 580 |
| 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 | $37,752,000 | 1,282 |
| Mortgage-backed securities | $58,067,000 | 808 |
| Certificates of participation in pools of residential mortgages | $29,529,000 | 957 |
| Issued or guaranteed by U.S. | $29,529,000 | 952 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $28,538,000 | 557 |
| CMOs issued by government agencies or sponsored agencies | $24,543,000 | 476 |
| Privately issued | $3,995,000 | 543 |
| 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) | $103,627,000 | 1,014 |
| Total debt securities | $103,627,000 | 1,152 |
| Structured notes | ||
| Amortized cost | $10,159,000 | 319 |
| Fair value | $10,135,000 | 320 |
| 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 | $95,989,000 | 1,283 |
| U.S. Government securities | $63,436,000 | 1,391 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $63,436,000 | 1,362 |
| Securities issued by states & political subdivisions | $29,976,000 | 639 |
| Other domestic debt securities | $2,577,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $2,577,000 | 665 |
| 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 | $38,561,000 | 1,242 |
| Mortgage-backed securities | $52,889,000 | 887 |
| Certificates of participation in pools of residential mortgages | $28,353,000 | 996 |
| Issued or guaranteed by U.S. | $28,353,000 | 987 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $24,536,000 | 621 |
| CMOs issued by government agencies or sponsored agencies | $21,959,000 | 523 |
| Privately issued | $2,577,000 | 630 |
| 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) | $95,989,000 | 1,108 |
| Total debt securities | $95,989,000 | 1,251 |
| Structured notes | ||
| Amortized cost | $9,259,000 | 398 |
| Fair value | $9,182,000 | 395 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $86,838,000 | 1,414 |
| U.S. Government securities | $57,918,000 | 1,544 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $57,918,000 | 1,508 |
| Securities issued by states & political subdivisions | $27,922,000 | 686 |
| Other domestic debt securities | $998,000 | 1,956 |
| Privately issued residential mortgage-backed securities | $998,000 | 866 |
| 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 | $30,697,000 | 1,509 |
| Mortgage-backed securities | $45,498,000 | 1,002 |
| Certificates of participation in pools of residential mortgages | $26,396,000 | 1,071 |
| Issued or guaranteed by U.S. | $26,396,000 | 1,061 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $19,102,000 | 708 |
| CMOs issued by government agencies or sponsored agencies | $18,104,000 | 584 |
| Privately issued | $998,000 | 807 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $86,838,000 | 1,224 |
| Total debt securities | $86,838,000 | 1,377 |
| Structured notes | ||
| Amortized cost | $9,555,000 | 418 |
| Fair value | $9,478,000 | 419 |
| 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 | $76,484,000 | 1,582 |
| U.S. Government securities | $50,033,000 | 1,780 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $50,033,000 | 1,720 |
| Securities issued by states & political subdivisions | $25,465,000 | 742 |
| Other domestic debt securities | $986,000 | 2,001 |
| Privately issued residential mortgage-backed securities | $986,000 | 839 |
| 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 | $29,411,000 | 1,542 |
| Mortgage-backed securities | $37,519,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $23,354,000 | 1,195 |
| Issued or guaranteed by U.S. | $23,354,000 | 1,186 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $14,165,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $13,179,000 | 714 |
| Privately issued | $986,000 | 783 |
| 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) | $76,484,000 | 1,357 |
| Total debt securities | $76,481,000 | 1,552 |
| Structured notes | ||
| Amortized cost | $8,900,000 | 491 |
| Fair value | $8,617,000 | 492 |
| 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 | $72,813,000 | 1,672 |
| U.S. Government securities | $47,233,000 | 1,898 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $47,233,000 | 1,833 |
| Securities issued by states & political subdivisions | $25,580,000 | 734 |
| 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 | $32,138,000 | 1,450 |
| Mortgage-backed securities | $34,288,000 | 1,252 |
| Certificates of participation in pools of residential mortgages | $24,760,000 | 1,156 |
| Issued or guaranteed by U.S. | $24,760,000 | 1,145 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,528,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $9,528,000 | 863 |
| 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) | $72,813,000 | 1,445 |
| Total debt securities | $72,813,000 | 1,636 |
| Structured notes | ||
| Amortized cost | $8,199,000 | 544 |
| Fair value | $8,033,000 | 542 |
| 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 | $66,990,000 | 1,805 |
| U.S. Government securities | $43,409,000 | 2,050 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $43,409,000 | 1,980 |
| Securities issued by states & political subdivisions | $23,581,000 | 807 |
| 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 | $31,873,000 | 1,433 |
| Mortgage-backed securities | $32,561,000 | 1,299 |
| Certificates of participation in pools of residential mortgages | $22,730,000 | 1,244 |
| Issued or guaranteed by U.S. | $22,730,000 | 1,236 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $9,831,000 | 1,033 |
| CMOs issued by government agencies or sponsored agencies | $9,831,000 | 858 |
| 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) | $66,990,000 | 1,543 |
| Total debt securities | $66,990,000 | 1,769 |
| Structured notes | ||
| Amortized cost | $5,987,000 | 753 |
| Fair value | $5,927,000 | 733 |
| 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 | $67,506,000 | 1,789 |
| U.S. Government securities | $41,001,000 | 2,115 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $41,001,000 | 2,048 |
| Securities issued by states & political subdivisions | $26,505,000 | 705 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,106,000 | 1,254 |
| Mortgage-backed securities | $28,871,000 | 1,432 |
| Certificates of participation in pools of residential mortgages | $22,229,000 | 1,298 |
| Issued or guaranteed by U.S. | $22,229,000 | 1,288 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,642,000 | 1,288 |
| CMOs issued by government agencies or sponsored agencies | $6,642,000 | 1,098 |
| 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) | $67,506,000 | 1,507 |
| Total debt securities | $67,508,000 | 1,748 |
| Structured notes | ||
| Amortized cost | $3,254,000 | 1,181 |
| Fair value | $3,222,000 | 1,182 |
| 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 | $67,859,000 | 1,795 |
| U.S. Government securities | $42,748,000 | 2,070 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $42,748,000 | 2,000 |
| Securities issued by states & political subdivisions | $25,111,000 | 736 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,485,000 | 3,108 |
| Mortgage-backed securities | $30,381,000 | 1,407 |
| Certificates of participation in pools of residential mortgages | $23,451,000 | 1,286 |
| Issued or guaranteed by U.S. | $23,451,000 | 1,275 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $6,930,000 | 1,278 |
| CMOs issued by government agencies or sponsored agencies | $6,930,000 | 1,110 |
| 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) | $67,859,000 | 1,515 |
| Total debt securities | $67,860,000 | 1,752 |
| Structured notes | ||
| Amortized cost | $3,425,000 | 1,161 |
| Fair value | $3,418,000 | 1,157 |
| 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 | $57,474,000 | 2,131 |
| U.S. Government securities | $35,964,000 | 2,448 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $35,964,000 | 2,363 |
| Securities issued by states & political subdivisions | $21,510,000 | 869 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,428,000 | 3,929 |
| Mortgage-backed securities | $25,595,000 | 1,632 |
| Certificates of participation in pools of residential mortgages | $20,619,000 | 1,436 |
| Issued or guaranteed by U.S. | $20,619,000 | 1,424 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,976,000 | 1,543 |
| CMOs issued by government agencies or sponsored agencies | $4,976,000 | 1,349 |
| 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) | $57,474,000 | 1,790 |
| Total debt securities | $57,475,000 | 2,081 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 1,834 |
| Fair value | $1,499,000 | 1,752 |
| 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 | $52,357,000 | 2,332 |
| U.S. Government securities | $29,956,000 | 2,864 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $29,956,000 | 2,755 |
| Securities issued by states & political subdivisions | $22,401,000 | 846 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,871,000 | 4,334 |
| Mortgage-backed securities | $23,459,000 | 1,751 |
| Certificates of participation in pools of residential mortgages | $18,196,000 | 1,592 |
| Issued or guaranteed by U.S. | $18,196,000 | 1,581 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,263,000 | 1,521 |
| CMOs issued by government agencies or sponsored agencies | $5,263,000 | 1,334 |
| 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) | $52,357,000 | 1,968 |
| Total debt securities | $52,357,000 | 2,285 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $47,474,000 | 2,515 |
| U.S. Government securities | $27,154,000 | 3,073 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $27,154,000 | 2,957 |
| Securities issued by states & political subdivisions | $20,320,000 | 938 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,996,000 | 4,000 |
| Mortgage-backed securities | $20,617,000 | 1,892 |
| Certificates of participation in pools of residential mortgages | $18,092,000 | 1,605 |
| Issued or guaranteed by U.S. | $18,092,000 | 1,595 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,525,000 | 2,021 |
| CMOs issued by government agencies or sponsored agencies | $2,525,000 | 1,806 |
| 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) | $47,474,000 | 2,140 |
| Total debt securities | $47,473,000 | 2,462 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $43,763,000 | 2,729 |
| U.S. Government securities | $23,869,000 | 3,472 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $23,869,000 | 3,343 |
| Securities issued by states & political subdivisions | $19,894,000 | 948 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,992,000 | 3,973 |
| Mortgage-backed securities | $17,392,000 | 2,159 |
| Certificates of participation in pools of residential mortgages | $16,059,000 | 1,775 |
| Issued or guaranteed by U.S. | $16,059,000 | 1,767 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,333,000 | 2,542 |
| CMOs issued by government agencies or sponsored agencies | $1,333,000 | 2,304 |
| 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) | $43,763,000 | 2,330 |
| Total debt securities | $43,762,000 | 2,677 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $43,213,000 | 2,772 |
| U.S. Government securities | $23,592,000 | 3,425 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $23,592,000 | 3,309 |
| Securities issued by states & political subdivisions | $19,621,000 | 988 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,280,000 | 3,850 |
| Mortgage-backed securities | $16,972,000 | 2,241 |
| Certificates of participation in pools of residential mortgages | $16,972,000 | 1,736 |
| Issued or guaranteed by U.S. | $16,972,000 | 1,727 |
| 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) | $43,213,000 | 2,383 |
| Total debt securities | $43,214,000 | 2,707 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $38,345,000 | 3,077 |
| U.S. Government securities | $23,333,000 | 3,517 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $23,333,000 | 3,383 |
| Securities issued by states & political subdivisions | $15,012,000 | 1,314 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,297,000 | 3,775 |
| Mortgage-backed securities | $15,752,000 | 2,333 |
| Certificates of participation in pools of residential mortgages | $15,752,000 | 1,836 |
| Issued or guaranteed by U.S. | $15,752,000 | 1,821 |
| 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) | $38,345,000 | 2,652 |
| Total debt securities | $38,345,000 | 3,015 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $36,087,000 | 3,174 |
| U.S. Government securities | $23,280,000 | 3,431 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $23,280,000 | 3,302 |
| Securities issued by states & political subdivisions | $12,807,000 | 1,554 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,639,000 | 4,210 |
| Mortgage-backed securities | $16,757,000 | 2,239 |
| Certificates of participation in pools of residential mortgages | $16,757,000 | 1,742 |
| Issued or guaranteed by U.S. | $16,757,000 | 1,734 |
| 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) | $36,087,000 | 2,738 |
| Total debt securities | $36,081,000 | 3,107 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $34,690,000 | 3,209 |
| U.S. Government securities | $27,295,000 | 2,941 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $27,295,000 | 2,823 |
| Securities issued by states & political subdivisions | $7,395,000 | 2,420 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,956,000 | 4,425 |
| Mortgage-backed securities | $16,697,000 | 2,279 |
| Certificates of participation in pools of residential mortgages | $16,697,000 | 1,721 |
| Issued or guaranteed by U.S. | $16,697,000 | 1,713 |
| 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) | $34,690,000 | 2,766 |
| Total debt securities | $34,689,000 | 3,129 |
| 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 | $31,380,000 | 3,410 |
| U.S. Government securities | $24,234,000 | 3,212 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $24,234,000 | 3,067 |
| Securities issued by states & political subdivisions | $7,146,000 | 2,382 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,600,000 | 6,122 |
| Mortgage-backed securities | $15,631,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | $15,631,000 | 1,773 |
| Issued or guaranteed by U.S. | $15,631,000 | 1,767 |
| 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) | $31,380,000 | 2,947 |
| Total debt securities | $31,378,000 | 3,329 |
| 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 | $30,916,000 | 3,452 |
| U.S. Government securities | $25,634,000 | 3,061 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $25,634,000 | 2,909 |
| Securities issued by states & political subdivisions | $5,282,000 | 2,832 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,737,000 | 4,944 |
| Mortgage-backed securities | $14,981,000 | 2,402 |
| Certificates of participation in pools of residential mortgages | $14,981,000 | 1,785 |
| Issued or guaranteed by U.S. | $14,981,000 | 1,775 |
| 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) | $30,916,000 | 2,945 |
| Total debt securities | $30,916,000 | 3,371 |
| 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 | $18,119,000 | 4,824 |
| U.S. Government securities | $18,119,000 | 3,819 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $18,119,000 | 3,635 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $7,120,000 | 3,638 |
| Mortgage-backed securities | $2,902,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $2,902,000 | 3,943 |
| Issued or guaranteed by U.S. | $2,902,000 | 3,928 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $18,119,000 | 4,104 |
| Total debt securities | $18,119,000 | 4,731 |
| 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 | $10,228,000 | 6,733 |
| U.S. Government securities | $10,169,000 | 5,791 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,169,000 | 5,476 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $59,000 | 7,279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,171,000 | 3,353 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $10,228,000 | 5,673 |
| Total debt securities | $10,169,000 | 6,600 |
| 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 | $3,035,000 | 9,318 |
| U.S. Government securities | $2,976,000 | 8,935 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,976,000 | 8,474 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $59,000 | 7,229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,986,000 | 6,374 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $3,035,000 | 8,068 |
| Total debt securities | $2,976,000 | 9,235 |
| 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 |