Home > State Bank and Trust Company > Securities
State Bank and Trust Company, Securities
| 2018-12-31 | Rank | |
| Total securities | $664,341,000 | 262 |
| U.S. Government securities | $554,052,000 | 239 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $554,052,000 | 223 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $110,289,000 | 131 |
| Privately issued residential mortgage-backed securities | $76,865,000 | 44 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $33,424,000 | 165 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,003,000 | 279 |
| Mortgage-backed securities | $563,852,000 | 193 |
| Certificates of participation in pools of residential mortgages | $192,796,000 | 229 |
| Issued or guaranteed by U.S. | $192,796,000 | 228 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $357,038,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $280,173,000 | 142 |
| Privately issued | $76,865,000 | 40 |
| Commercial mortgage-backed securities | $14,018,000 | 526 |
| Commercial mortgage pass-through securities | $12,730,000 | 335 |
| Other commercial mortgage-backed securities | $1,288,000 | 793 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $664,341,000 | 232 |
| Total debt securities | $664,341,000 | 255 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $779,001,000 | 230 |
| U.S. Government securities | $574,483,000 | 228 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $574,483,000 | 212 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $204,518,000 | 96 |
| Privately issued residential mortgage-backed securities | $82,707,000 | 42 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $13,346,000 | 52 |
| Other domestic debt securities - All other | $108,465,000 | 64 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $187,204,000 | 338 |
| Mortgage-backed securities | $590,492,000 | 186 |
| Certificates of participation in pools of residential mortgages | $203,101,000 | 223 |
| Issued or guaranteed by U.S. | $203,101,000 | 221 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $370,731,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $288,024,000 | 134 |
| Privately issued | $82,707,000 | 39 |
| Commercial mortgage-backed securities | $16,660,000 | 480 |
| Commercial mortgage pass-through securities | $12,503,000 | 338 |
| Other commercial mortgage-backed securities | $4,157,000 | 534 |
| Held to maturity securities (book value) | $13,000,000 | 761 |
| Available-for-sale securities (fair market value) | $766,001,000 | 208 |
| Total debt securities | $779,001,000 | 224 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $846,000,000 | 217 |
| U.S. Government securities | $609,649,000 | 216 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $609,649,000 | 204 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $236,351,000 | 82 |
| Privately issued residential mortgage-backed securities | $99,232,000 | 38 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $17,079,000 | 50 |
| Other domestic debt securities - All other | $120,040,000 | 55 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,851,000 | 566 |
| Mortgage-backed securities | $642,202,000 | 174 |
| Certificates of participation in pools of residential mortgages | $219,657,000 | 215 |
| Issued or guaranteed by U.S. | $219,657,000 | 213 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $405,135,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $305,903,000 | 130 |
| Privately issued | $99,232,000 | 35 |
| Commercial mortgage-backed securities | $17,410,000 | 450 |
| Commercial mortgage pass-through securities | $12,629,000 | 320 |
| Other commercial mortgage-backed securities | $4,781,000 | 496 |
| Held to maturity securities (book value) | $16,742,000 | 700 |
| Available-for-sale securities (fair market value) | $829,258,000 | 192 |
| Total debt securities | $846,000,000 | 212 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $881,121,000 | 211 |
| U.S. Government securities | $630,810,000 | 212 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $630,810,000 | 204 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $250,311,000 | 79 |
| Privately issued residential mortgage-backed securities | $112,083,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $17,706,000 | 49 |
| Other domestic debt securities - All other | $120,522,000 | 57 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,032,000 | 552 |
| Mortgage-backed securities | $676,134,000 | 167 |
| Certificates of participation in pools of residential mortgages | $233,951,000 | 204 |
| Issued or guaranteed by U.S. | $233,951,000 | 202 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $434,910,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $322,827,000 | 126 |
| Privately issued | $112,083,000 | 29 |
| Commercial mortgage-backed securities | $7,273,000 | 628 |
| Commercial mortgage pass-through securities | $2,463,000 | 615 |
| Other commercial mortgage-backed securities | $4,810,000 | 486 |
| Held to maturity securities (book value) | $17,424,000 | 703 |
| Available-for-sale securities (fair market value) | $863,697,000 | 185 |
| Total debt securities | $881,121,000 | 205 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $895,147,000 | 204 |
| U.S. Government securities | $645,408,000 | 204 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $645,408,000 | 196 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $249,739,000 | 74 |
| Privately issued residential mortgage-backed securities | $118,710,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $22,953,000 | 46 |
| Other domestic debt securities - All other | $108,076,000 | 59 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,059,000 | 526 |
| Mortgage-backed securities | $694,559,000 | 163 |
| Certificates of participation in pools of residential mortgages | $251,687,000 | 186 |
| Issued or guaranteed by U.S. | $251,687,000 | 184 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $436,484,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $317,774,000 | 123 |
| Privately issued | $118,710,000 | 30 |
| Commercial mortgage-backed securities | $6,388,000 | 647 |
| Commercial mortgage pass-through securities | $1,531,000 | 733 |
| Other commercial mortgage-backed securities | $4,857,000 | 463 |
| Held to maturity securities (book value) | $22,692,000 | 616 |
| Available-for-sale securities (fair market value) | $872,455,000 | 179 |
| Total debt securities | $895,147,000 | 198 |
| 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 | $966,930,000 | 191 |
| U.S. Government securities | $680,301,000 | 196 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $680,301,000 | 189 |
| Securities issued by states & political subdivisions | $2,859,000 | 3,841 |
| Other domestic debt securities | $283,770,000 | 68 |
| Privately issued residential mortgage-backed securities | $127,052,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $47,933,000 | 41 |
| Other domestic debt securities - All other | $108,785,000 | 63 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $408,927,000 | 198 |
| Mortgage-backed securities | $729,978,000 | 159 |
| Certificates of participation in pools of residential mortgages | $364,311,000 | 147 |
| Issued or guaranteed by U.S. | $364,311,000 | 145 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $357,128,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $230,076,000 | 139 |
| Privately issued | $127,052,000 | 30 |
| Commercial mortgage-backed securities | $8,539,000 | 552 |
| Commercial mortgage pass-through securities | $3,487,000 | 523 |
| Other commercial mortgage-backed securities | $5,052,000 | 431 |
| Held to maturity securities (book value) | $47,682,000 | 407 |
| Available-for-sale securities (fair market value) | $919,248,000 | 169 |
| Total debt securities | $966,930,000 | 188 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $899,174,000 | 206 |
| U.S. Government securities | $597,284,000 | 215 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $597,284,000 | 206 |
| Securities issued by states & political subdivisions | $301,000 | 4,651 |
| Other domestic debt securities | $301,589,000 | 70 |
| Privately issued residential mortgage-backed securities | $135,137,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $53,142,000 | 40 |
| Other domestic debt securities - All other | $113,310,000 | 62 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $276,362,000 | 262 |
| Mortgage-backed securities | $648,192,000 | 172 |
| Certificates of participation in pools of residential mortgages | $316,556,000 | 159 |
| Issued or guaranteed by U.S. | $316,556,000 | 157 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $324,978,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $189,841,000 | 162 |
| Privately issued | $135,137,000 | 30 |
| Commercial mortgage-backed securities | $6,658,000 | 614 |
| Commercial mortgage pass-through securities | $1,568,000 | 715 |
| Other commercial mortgage-backed securities | $5,090,000 | 424 |
| Held to maturity securities (book value) | $52,894,000 | 381 |
| Available-for-sale securities (fair market value) | $846,280,000 | 183 |
| Total debt securities | $899,174,000 | 201 |
| 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 | $951,569,000 | 194 |
| U.S. Government securities | $633,043,000 | 205 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $633,043,000 | 197 |
| Securities issued by states & political subdivisions | $301,000 | 4,707 |
| Other domestic debt securities | $318,225,000 | 68 |
| Privately issued residential mortgage-backed securities | $147,981,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $57,408,000 | 36 |
| Other domestic debt securities - All other | $112,836,000 | 65 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $273,949,000 | 267 |
| Mortgage-backed securities | $698,794,000 | 164 |
| Certificates of participation in pools of residential mortgages | $346,973,000 | 154 |
| Issued or guaranteed by U.S. | $346,973,000 | 152 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $345,134,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $197,153,000 | 158 |
| Privately issued | $147,981,000 | 27 |
| Commercial mortgage-backed securities | $6,687,000 | 607 |
| Commercial mortgage pass-through securities | $1,564,000 | 690 |
| Other commercial mortgage-backed securities | $5,123,000 | 419 |
| Held to maturity securities (book value) | $56,819,000 | 376 |
| Available-for-sale securities (fair market value) | $894,750,000 | 174 |
| Total debt securities | $951,569,000 | 190 |
| 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 | $902,435,000 | 198 |
| U.S. Government securities | $617,950,000 | 208 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $617,950,000 | 202 |
| Securities issued by states & political subdivisions | $301,000 | 4,753 |
| Other domestic debt securities | $284,184,000 | 74 |
| Privately issued residential mortgage-backed securities | $154,009,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $57,142,000 | 35 |
| Other domestic debt securities - All other | $73,033,000 | 94 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $368,316,000 | 202 |
| Mortgage-backed securities | $683,310,000 | 161 |
| Certificates of participation in pools of residential mortgages | $348,123,000 | 151 |
| Issued or guaranteed by U.S. | $348,123,000 | 149 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $320,383,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $166,374,000 | 174 |
| Privately issued | $154,009,000 | 28 |
| Commercial mortgage-backed securities | $14,804,000 | 376 |
| Commercial mortgage pass-through securities | $1,564,000 | 661 |
| Other commercial mortgage-backed securities | $13,240,000 | 255 |
| Held to maturity securities (book value) | $56,804,000 | 373 |
| Available-for-sale securities (fair market value) | $845,631,000 | 177 |
| Total debt securities | $902,435,000 | 193 |
| 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 | $877,898,000 | 203 |
| U.S. Government securities | $589,904,000 | 206 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $589,904,000 | 199 |
| Securities issued by states & political subdivisions | $301,000 | 4,794 |
| Other domestic debt securities | $287,693,000 | 74 |
| Privately issued residential mortgage-backed securities | $157,557,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $56,789,000 | 36 |
| Other domestic debt securities - All other | $73,347,000 | 94 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $290,255,000 | 242 |
| Mortgage-backed securities | $657,863,000 | 165 |
| Certificates of participation in pools of residential mortgages | $342,038,000 | 144 |
| Issued or guaranteed by U.S. | $342,038,000 | 143 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $300,803,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $143,246,000 | 197 |
| Privately issued | $157,557,000 | 29 |
| Commercial mortgage-backed securities | $15,022,000 | 356 |
| Commercial mortgage pass-through securities | $1,633,000 | 603 |
| Other commercial mortgage-backed securities | $13,389,000 | 239 |
| Held to maturity securities (book value) | $56,789,000 | 371 |
| Available-for-sale securities (fair market value) | $821,109,000 | 181 |
| Total debt securities | $877,898,000 | 199 |
| 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 | $876,209,000 | 204 |
| U.S. Government securities | $578,224,000 | 211 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $578,224,000 | 204 |
| Securities issued by states & political subdivisions | $1,785,000 | 4,240 |
| Other domestic debt securities | $296,200,000 | 77 |
| Privately issued residential mortgage-backed securities | $167,111,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $52,775,000 | 37 |
| Other domestic debt securities - All other | $76,314,000 | 94 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $291,540,000 | 240 |
| Mortgage-backed securities | $648,743,000 | 167 |
| Certificates of participation in pools of residential mortgages | $355,018,000 | 148 |
| Issued or guaranteed by U.S. | $355,018,000 | 147 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $278,569,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $111,458,000 | 247 |
| Privately issued | $167,111,000 | 29 |
| Commercial mortgage-backed securities | $15,156,000 | 338 |
| Commercial mortgage pass-through securities | $1,648,000 | 547 |
| Other commercial mortgage-backed securities | $13,508,000 | 224 |
| Held to maturity securities (book value) | $52,775,000 | 400 |
| Available-for-sale securities (fair market value) | $823,434,000 | 178 |
| Total debt securities | $876,209,000 | 198 |
| 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 | $898,293,000 | 201 |
| U.S. Government securities | $607,926,000 | 205 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $607,926,000 | 199 |
| Securities issued by states & political subdivisions | $1,797,000 | 4,262 |
| Other domestic debt securities | $288,570,000 | 76 |
| Privately issued residential mortgage-backed securities | $162,167,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $50,263,000 | 38 |
| Other domestic debt securities - All other | $76,140,000 | 94 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $315,006,000 | 238 |
| Mortgage-backed securities | $675,302,000 | 164 |
| Certificates of participation in pools of residential mortgages | $400,297,000 | 137 |
| Issued or guaranteed by U.S. | $400,297,000 | 136 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $259,942,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $97,775,000 | 266 |
| Privately issued | $162,167,000 | 30 |
| Commercial mortgage-backed securities | $15,063,000 | 331 |
| Commercial mortgage pass-through securities | $1,633,000 | 533 |
| Other commercial mortgage-backed securities | $13,430,000 | 213 |
| Held to maturity securities (book value) | $50,263,000 | 425 |
| Available-for-sale securities (fair market value) | $848,030,000 | 177 |
| Total debt securities | $898,293,000 | 196 |
| 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 | $875,798,000 | 200 |
| U.S. Government securities | $606,960,000 | 204 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $606,960,000 | 195 |
| Securities issued by states & political subdivisions | $1,813,000 | 4,297 |
| Other domestic debt securities | $267,025,000 | 79 |
| Privately issued residential mortgage-backed securities | $150,702,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $46,245,000 | 40 |
| Other domestic debt securities - All other | $70,078,000 | 98 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $424,808,000 | 180 |
| Mortgage-backed securities | $654,390,000 | 162 |
| Certificates of participation in pools of residential mortgages | $405,406,000 | 132 |
| Issued or guaranteed by U.S. | $405,406,000 | 131 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $234,097,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $83,395,000 | 292 |
| Privately issued | $150,702,000 | 29 |
| Commercial mortgage-backed securities | $14,887,000 | 322 |
| Commercial mortgage pass-through securities | $1,586,000 | 512 |
| Other commercial mortgage-backed securities | $13,301,000 | 201 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $875,798,000 | 166 |
| Total debt securities | $875,798,000 | 195 |
| 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 | $831,548,000 | 205 |
| U.S. Government securities | $580,419,000 | 212 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $580,419,000 | 206 |
| Securities issued by states & political subdivisions | $3,638,000 | 3,905 |
| Other domestic debt securities | $247,491,000 | 82 |
| Privately issued residential mortgage-backed securities | $130,286,000 | 35 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $46,344,000 | 37 |
| Other domestic debt securities - All other | $70,861,000 | 102 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $323,947,000 | 226 |
| Mortgage-backed securities | $600,365,000 | 169 |
| Certificates of participation in pools of residential mortgages | $390,917,000 | 135 |
| Issued or guaranteed by U.S. | $390,917,000 | 133 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $207,817,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $77,531,000 | 308 |
| Privately issued | $130,286,000 | 33 |
| Commercial mortgage-backed securities | $1,631,000 | 789 |
| Commercial mortgage pass-through securities | $1,631,000 | 485 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $831,548,000 | 170 |
| Total debt securities | $831,548,000 | 203 |
| 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 | $704,823,000 | 237 |
| U.S. Government securities | $466,787,000 | 250 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $466,787,000 | 240 |
| Securities issued by states & political subdivisions | $5,824,000 | 3,462 |
| Other domestic debt securities | $232,212,000 | 81 |
| Privately issued residential mortgage-backed securities | $132,044,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $46,571,000 | 35 |
| Other domestic debt securities - All other | $53,597,000 | 128 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $265,851,000 | 271 |
| Mortgage-backed securities | $513,997,000 | 192 |
| Certificates of participation in pools of residential mortgages | $320,015,000 | 153 |
| Issued or guaranteed by U.S. | $320,015,000 | 150 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $192,373,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $60,329,000 | 371 |
| Privately issued | $132,044,000 | 29 |
| Commercial mortgage-backed securities | $1,609,000 | 754 |
| Commercial mortgage pass-through securities | $1,609,000 | 461 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $704,823,000 | 201 |
| Total debt securities | $704,823,000 | 230 |
| 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 | $700,558,000 | 239 |
| U.S. Government securities | $462,875,000 | 250 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $462,875,000 | 242 |
| Securities issued by states & political subdivisions | $5,864,000 | 3,454 |
| Other domestic debt securities | $231,819,000 | 84 |
| Privately issued residential mortgage-backed securities | $149,322,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $41,810,000 | 34 |
| Other domestic debt securities - All other | $40,687,000 | 156 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $261,120,000 | 280 |
| Mortgage-backed securities | $495,420,000 | 199 |
| Certificates of participation in pools of residential mortgages | $278,291,000 | 172 |
| Issued or guaranteed by U.S. | $278,291,000 | 171 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $215,492,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $66,170,000 | 354 |
| Privately issued | $149,322,000 | 28 |
| Commercial mortgage-backed securities | $1,637,000 | 726 |
| Commercial mortgage pass-through securities | $1,637,000 | 439 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $700,558,000 | 204 |
| Total debt securities | $700,558,000 | 233 |
| 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 | $640,086,000 | 250 |
| U.S. Government securities | $469,877,000 | 246 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $469,877,000 | 239 |
| Securities issued by states & political subdivisions | $5,897,000 | 3,484 |
| Other domestic debt securities | $164,312,000 | 101 |
| Privately issued residential mortgage-backed securities | $115,031,000 | 36 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $26,700,000 | 40 |
| Other domestic debt securities - All other | $22,581,000 | 235 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $283,426,000 | 259 |
| Mortgage-backed securities | $467,559,000 | 205 |
| Certificates of participation in pools of residential mortgages | $227,095,000 | 200 |
| Issued or guaranteed by U.S. | $227,095,000 | 199 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $192,536,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $77,505,000 | 318 |
| Privately issued | $115,031,000 | 34 |
| Commercial mortgage-backed securities | $47,928,000 | 131 |
| Commercial mortgage pass-through securities | $47,928,000 | 65 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $640,086,000 | 216 |
| Total debt securities | $640,086,000 | 245 |
| 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 | $532,447,000 | 283 |
| U.S. Government securities | $384,298,000 | 297 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $384,298,000 | 283 |
| Securities issued by states & political subdivisions | $4,875,000 | 3,722 |
| Other domestic debt securities | $143,248,000 | 108 |
| Privately issued residential mortgage-backed securities | $111,261,000 | 39 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $26,885,000 | 39 |
| Other domestic debt securities - All other | $5,102,000 | 644 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $26,000 | 1,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,251,000 | 417 |
| Mortgage-backed securities | $417,997,000 | 223 |
| Certificates of participation in pools of residential mortgages | $206,939,000 | 218 |
| Issued or guaranteed by U.S. | $206,939,000 | 217 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $184,870,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $73,609,000 | 337 |
| Privately issued | $111,261,000 | 37 |
| Commercial mortgage-backed securities | $26,188,000 | 185 |
| Commercial mortgage pass-through securities | $26,188,000 | 96 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $532,447,000 | 248 |
| Total debt securities | $532,421,000 | 275 |
| 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 | $494,874,000 | 310 |
| U.S. Government securities | $344,692,000 | 324 |
| U.S. Treasury securities | $751,000 | 1,101 |
| U.S. Government agency obligations | $343,941,000 | 313 |
| Securities issued by states & political subdivisions | $6,503,000 | 3,452 |
| Other domestic debt securities | $143,629,000 | 109 |
| Privately issued residential mortgage-backed securities | $116,744,000 | 38 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $26,885,000 | 40 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $50,000 | 997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $165,382,000 | 412 |
| Mortgage-backed securities | $393,384,000 | 238 |
| Certificates of participation in pools of residential mortgages | $164,670,000 | 279 |
| Issued or guaranteed by U.S. | $164,670,000 | 277 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $223,435,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $106,691,000 | 266 |
| Privately issued | $116,744,000 | 36 |
| Commercial mortgage-backed securities | $5,279,000 | 442 |
| Commercial mortgage pass-through securities | $5,279,000 | 265 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $494,874,000 | 263 |
| Total debt securities | $494,824,000 | 304 |
| 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 | $454,053,000 | 341 |
| U.S. Government securities | $324,598,000 | 347 |
| U.S. Treasury securities | $756,000 | 970 |
| U.S. Government agency obligations | $323,842,000 | 335 |
| Securities issued by states & political subdivisions | $6,538,000 | 3,467 |
| Other domestic debt securities | $122,863,000 | 125 |
| Privately issued residential mortgage-backed securities | $114,931,000 | 39 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $7,932,000 | 61 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $54,000 | 1,010 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,773,000 | 457 |
| Mortgage-backed securities | $366,657,000 | 248 |
| Certificates of participation in pools of residential mortgages | $130,303,000 | 338 |
| Issued or guaranteed by U.S. | $130,303,000 | 337 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $231,171,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $116,240,000 | 248 |
| Privately issued | $114,931,000 | 38 |
| Commercial mortgage-backed securities | $5,183,000 | 414 |
| Commercial mortgage pass-through securities | $5,183,000 | 251 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $454,053,000 | 287 |
| Total debt securities | $453,999,000 | 333 |
| 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 | $387,048,000 | 406 |
| U.S. Government securities | $257,037,000 | 431 |
| U.S. Treasury securities | $761,000 | 908 |
| U.S. Government agency obligations | $256,276,000 | 420 |
| Securities issued by states & political subdivisions | $9,367,000 | 2,992 |
| Other domestic debt securities | $120,587,000 | 124 |
| Privately issued residential mortgage-backed securities | $117,647,000 | 40 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $2,940,000 | 108 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $57,000 | 1,013 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,018,000 | 495 |
| Mortgage-backed securities | $293,573,000 | 284 |
| Certificates of participation in pools of residential mortgages | $77,474,000 | 584 |
| Issued or guaranteed by U.S. | $77,474,000 | 583 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $210,985,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $93,338,000 | 287 |
| Privately issued | $117,647,000 | 39 |
| Commercial mortgage-backed securities | $5,114,000 | 403 |
| Commercial mortgage pass-through securities | $5,114,000 | 241 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $387,048,000 | 349 |
| Total debt securities | $386,991,000 | 399 |
| 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 | $374,838,000 | 415 |
| U.S. Government securities | $242,522,000 | 455 |
| U.S. Treasury securities | $766,000 | 899 |
| U.S. Government agency obligations | $241,756,000 | 444 |
| Securities issued by states & political subdivisions | $9,375,000 | 2,998 |
| Other domestic debt securities | $122,886,000 | 129 |
| Privately issued residential mortgage-backed securities | $122,886,000 | 39 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $55,000 | 1,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,833,000 | 675 |
| Mortgage-backed securities | $285,247,000 | 291 |
| Certificates of participation in pools of residential mortgages | $65,777,000 | 676 |
| Issued or guaranteed by U.S. | $65,777,000 | 675 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $214,302,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $91,416,000 | 290 |
| Privately issued | $122,886,000 | 37 |
| Commercial mortgage-backed securities | $5,168,000 | 387 |
| Commercial mortgage pass-through securities | $5,168,000 | 224 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $374,838,000 | 364 |
| Total debt securities | $374,783,000 | 409 |
| 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 | $370,146,000 | 410 |
| U.S. Government securities | $231,643,000 | 480 |
| U.S. Treasury securities | $770,000 | 913 |
| U.S. Government agency obligations | $230,873,000 | 465 |
| Securities issued by states & political subdivisions | $10,223,000 | 2,849 |
| Other domestic debt securities | $128,231,000 | 128 |
| Privately issued residential mortgage-backed securities | $127,731,000 | 39 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $500,000 | 1,823 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $49,000 | 1,026 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,504,000 | 609 |
| Mortgage-backed securities | $286,090,000 | 286 |
| Certificates of participation in pools of residential mortgages | $69,623,000 | 644 |
| Issued or guaranteed by U.S. | $69,623,000 | 642 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $211,237,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $83,506,000 | 308 |
| Privately issued | $127,731,000 | 37 |
| Commercial mortgage-backed securities | $5,230,000 | 368 |
| Commercial mortgage pass-through securities | $5,230,000 | 220 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $370,146,000 | 360 |
| Total debt securities | $370,097,000 | 402 |
| 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 | $351,565,000 | 437 |
| U.S. Government securities | $205,953,000 | 534 |
| U.S. Treasury securities | $774,000 | 932 |
| U.S. Government agency obligations | $205,179,000 | 520 |
| Securities issued by states & political subdivisions | $9,595,000 | 2,927 |
| Other domestic debt securities | $135,967,000 | 121 |
| Privately issued residential mortgage-backed securities | $135,465,000 | 40 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $502,000 | 1,807 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $50,000 | 1,049 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,928,000 | 657 |
| Mortgage-backed securities | $283,931,000 | 301 |
| Certificates of participation in pools of residential mortgages | $65,987,000 | 681 |
| Issued or guaranteed by U.S. | $65,987,000 | 680 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $214,101,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $78,636,000 | 334 |
| Privately issued | $135,465,000 | 37 |
| Commercial mortgage-backed securities | $3,843,000 | 377 |
| Commercial mortgage pass-through securities | $3,843,000 | 239 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $351,565,000 | 387 |
| Total debt securities | $351,515,000 | 428 |
| 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 | $303,901,000 | 497 |
| U.S. Government securities | $151,513,000 | 685 |
| U.S. Treasury securities | $778,000 | 904 |
| U.S. Government agency obligations | $150,735,000 | 659 |
| Securities issued by states & political subdivisions | $12,132,000 | 2,538 |
| Other domestic debt securities | $140,256,000 | 117 |
| Privately issued residential mortgage-backed securities | $139,761,000 | 41 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $495,000 | 1,821 |
| 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 | $126,568,000 | 512 |
| Mortgage-backed securities | $230,766,000 | 362 |
| Certificates of participation in pools of residential mortgages | $33,621,000 | 1,209 |
| Issued or guaranteed by U.S. | $33,621,000 | 1,208 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $193,244,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $53,483,000 | 461 |
| Privately issued | $139,761,000 | 39 |
| Commercial mortgage-backed securities | $3,901,000 | 314 |
| Commercial mortgage pass-through securities | $3,901,000 | 203 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $303,901,000 | 444 |
| Total debt securities | $303,901,000 | 485 |
| 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 | $311,323,000 | 498 |
| U.S. Government securities | $155,350,000 | 682 |
| U.S. Treasury securities | $783,000 | 861 |
| U.S. Government agency obligations | $154,567,000 | 662 |
| Securities issued by states & political subdivisions | $12,181,000 | 2,517 |
| Other domestic debt securities | $143,792,000 | 119 |
| Privately issued residential mortgage-backed securities | $143,401,000 | 43 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $391,000 | 1,951 |
| 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 | $81,893,000 | 728 |
| Mortgage-backed securities | $247,141,000 | 356 |
| Certificates of participation in pools of residential mortgages | $35,224,000 | 1,227 |
| Issued or guaranteed by U.S. | $35,224,000 | 1,227 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $207,979,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $64,578,000 | 423 |
| Privately issued | $143,401,000 | 41 |
| Commercial mortgage-backed securities | $3,938,000 | 298 |
| Commercial mortgage pass-through securities | $3,938,000 | 174 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $311,323,000 | 438 |
| Total debt securities | $311,323,000 | 487 |
| 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 | $280,662,000 | 553 |
| U.S. Government securities | $128,001,000 | 834 |
| U.S. Treasury securities | $785,000 | 834 |
| U.S. Government agency obligations | $127,216,000 | 811 |
| Securities issued by states & political subdivisions | $12,396,000 | 2,440 |
| Other domestic debt securities | $140,265,000 | 120 |
| Privately issued residential mortgage-backed securities | $139,881,000 | 43 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $384,000 | 1,938 |
| 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 | $83,498,000 | 736 |
| Mortgage-backed securities | $245,605,000 | 365 |
| Certificates of participation in pools of residential mortgages | $29,081,000 | 1,459 |
| Issued or guaranteed by U.S. | $29,081,000 | 1,457 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $212,683,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $72,802,000 | 388 |
| Privately issued | $139,881,000 | 41 |
| Commercial mortgage-backed securities | $3,841,000 | 284 |
| Commercial mortgage pass-through securities | $3,841,000 | 160 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $280,662,000 | 496 |
| Total debt securities | $280,662,000 | 546 |
| 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 | $322,832,000 | 489 |
| U.S. Government securities | $169,868,000 | 661 |
| U.S. Treasury securities | $788,000 | 909 |
| U.S. Government agency obligations | $169,080,000 | 649 |
| Securities issued by states & political subdivisions | $12,691,000 | 2,334 |
| Other domestic debt securities | $140,273,000 | 122 |
| Privately issued residential mortgage-backed securities | $139,895,000 | 45 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $378,000 | 1,939 |
| 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 | $89,795,000 | 701 |
| Mortgage-backed securities | $256,586,000 | 356 |
| Certificates of participation in pools of residential mortgages | $29,472,000 | 1,404 |
| Issued or guaranteed by U.S. | $29,472,000 | 1,402 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $227,114,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $87,219,000 | 365 |
| Privately issued | $139,895,000 | 44 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $322,832,000 | 438 |
| Total debt securities | $322,832,000 | 477 |
| 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 | $349,929,000 | 421 |
| U.S. Government securities | $202,519,000 | 538 |
| U.S. Treasury securities | $794,000 | 841 |
| U.S. Government agency obligations | $201,725,000 | 521 |
| Securities issued by states & political subdivisions | $11,096,000 | 2,476 |
| Other domestic debt securities | $136,314,000 | 137 |
| Privately issued residential mortgage-backed securities | $135,943,000 | 58 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $371,000 | 1,859 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,116,000 | 390 |
| Mortgage-backed securities | $260,192,000 | 339 |
| Certificates of participation in pools of residential mortgages | $31,455,000 | 1,283 |
| Issued or guaranteed by U.S. | $31,455,000 | 1,281 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $228,737,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $92,794,000 | 330 |
| Privately issued | $135,943,000 | 58 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $349,929,000 | 376 |
| Total debt securities | $349,929,000 | 420 |
| 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 | $350,225,000 | 408 |
| U.S. Government securities | $217,584,000 | 493 |
| U.S. Treasury securities | $797,000 | 884 |
| U.S. Government agency obligations | $216,787,000 | 481 |
| Securities issued by states & political subdivisions | $12,299,000 | 2,273 |
| Other domestic debt securities | $120,342,000 | 147 |
| Privately issued residential mortgage-backed securities | $119,976,000 | 68 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $366,000 | 1,834 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,977,000 | 765 |
| Mortgage-backed securities | $255,196,000 | 334 |
| Certificates of participation in pools of residential mortgages | $33,474,000 | 1,172 |
| Issued or guaranteed by U.S. | $33,474,000 | 1,169 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $221,722,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $101,746,000 | 305 |
| Privately issued | $119,976,000 | 67 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $350,225,000 | 358 |
| Total debt securities | $350,225,000 | 403 |
| 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 | $349,387,000 | 416 |
| U.S. Government securities | $239,280,000 | 452 |
| U.S. Treasury securities | $791,000 | 966 |
| U.S. Government agency obligations | $238,489,000 | 439 |
| Securities issued by states & political subdivisions | $10,476,000 | 2,440 |
| Other domestic debt securities | $99,631,000 | 163 |
| Privately issued residential mortgage-backed securities | $99,271,000 | 81 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $360,000 | 1,766 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,186,000 | 749 |
| Mortgage-backed securities | $245,148,000 | 330 |
| Certificates of participation in pools of residential mortgages | $36,426,000 | 1,050 |
| Issued or guaranteed by U.S. | $36,426,000 | 1,046 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $208,722,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $109,451,000 | 279 |
| Privately issued | $99,271,000 | 80 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $349,387,000 | 362 |
| Total debt securities | $349,387,000 | 408 |
| 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 | $385,637,000 | 371 |
| U.S. Government securities | $288,690,000 | 367 |
| U.S. Treasury securities | $779,000 | 998 |
| U.S. Government agency obligations | $287,911,000 | 355 |
| Securities issued by states & political subdivisions | $10,533,000 | 2,406 |
| Other domestic debt securities | $86,414,000 | 184 |
| Privately issued residential mortgage-backed securities | $85,910,000 | 91 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $504,000 | 1,659 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,766,000 | 755 |
| Mortgage-backed securities | $241,204,000 | 331 |
| Certificates of participation in pools of residential mortgages | $38,291,000 | 990 |
| Issued or guaranteed by U.S. | $38,291,000 | 985 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $202,913,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $117,003,000 | 247 |
| Privately issued | $85,910,000 | 89 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $385,637,000 | 331 |
| Total debt securities | $385,637,000 | 365 |
| 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 | $405,581,000 | 349 |
| U.S. Government securities | $333,308,000 | 314 |
| U.S. Treasury securities | $785,000 | 1,000 |
| U.S. Government agency obligations | $332,523,000 | 301 |
| Securities issued by states & political subdivisions | $9,555,000 | 2,519 |
| Other domestic debt securities | $62,718,000 | 223 |
| Privately issued residential mortgage-backed securities | $61,026,000 | 115 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,692,000 | 1,120 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,537,000 | 393 |
| Mortgage-backed securities | $230,653,000 | 335 |
| Certificates of participation in pools of residential mortgages | $41,673,000 | 884 |
| Issued or guaranteed by U.S. | $41,673,000 | 878 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $188,980,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $127,954,000 | 232 |
| Privately issued | $61,026,000 | 112 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $405,581,000 | 311 |
| Total debt securities | $405,581,000 | 343 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,112 |
| Fair value | $5,001,000 | 1,115 |
| 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 | $406,644,000 | 329 |
| U.S. Government securities | $378,230,000 | 256 |
| U.S. Treasury securities | $798,000 | 917 |
| U.S. Government agency obligations | $377,432,000 | 249 |
| Securities issued by states & political subdivisions | $8,887,000 | 2,556 |
| Other domestic debt securities | $19,527,000 | 502 |
| Privately issued residential mortgage-backed securities | $19,026,000 | 280 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $501,000 | 1,699 |
| 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 | $72,378,000 | 742 |
| Mortgage-backed securities | $205,920,000 | 343 |
| Certificates of participation in pools of residential mortgages | $46,134,000 | 773 |
| Issued or guaranteed by U.S. | $46,134,000 | 768 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $159,786,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $140,760,000 | 220 |
| Privately issued | $19,026,000 | 268 |
| 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) | $406,644,000 | 291 |
| Total debt securities | $406,644,000 | 324 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,103 |
| Fair value | $5,003,000 | 1,152 |
| 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 | $422,654,000 | 314 |
| U.S. Government securities | $418,671,000 | 237 |
| U.S. Treasury securities | $784,000 | 873 |
| U.S. Government agency obligations | $417,887,000 | 227 |
| Securities issued by states & political subdivisions | $3,009,000 | 3,889 |
| Other domestic debt securities | $974,000 | 2,221 |
| Privately issued residential mortgage-backed securities | $469,000 | 1,207 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $505,000 | 1,645 |
| 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 | $75,127,000 | 725 |
| Mortgage-backed securities | $201,791,000 | 342 |
| Certificates of participation in pools of residential mortgages | $49,145,000 | 735 |
| Issued or guaranteed by U.S. | $49,145,000 | 729 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $152,646,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $152,177,000 | 192 |
| Privately issued | $469,000 | 1,154 |
| 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) | $422,654,000 | 277 |
| Total debt securities | $422,654,000 | 309 |
| Structured notes | ||
| Amortized cost | $6,779,000 | 935 |
| Fair value | $7,013,000 | 920 |
| 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 | $339,308,000 | 392 |
| U.S. Government securities | $335,340,000 | 288 |
| U.S. Treasury securities | $760,000 | 887 |
| U.S. Government agency obligations | $334,580,000 | 279 |
| Securities issued by states & political subdivisions | $2,975,000 | 3,893 |
| Other domestic debt securities | $993,000 | 2,259 |
| Privately issued residential mortgage-backed securities | $480,000 | 1,243 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $513,000 | 1,642 |
| 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 | $83,121,000 | 682 |
| Mortgage-backed securities | $212,563,000 | 347 |
| Certificates of participation in pools of residential mortgages | $51,442,000 | 747 |
| Issued or guaranteed by U.S. | $51,442,000 | 742 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $161,121,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $160,641,000 | 177 |
| Privately issued | $480,000 | 1,189 |
| 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) | $339,308,000 | 345 |
| Total debt securities | $339,308,000 | 386 |
| Structured notes | ||
| Amortized cost | $3,747,000 | 1,241 |
| Fair value | $3,969,000 | 1,211 |
| 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 | $317,988,000 | 410 |
| U.S. Government securities | $313,755,000 | 297 |
| U.S. Treasury securities | $5,753,000 | 347 |
| U.S. Government agency obligations | $308,002,000 | 285 |
| Securities issued by states & political subdivisions | $3,213,000 | 3,833 |
| Other domestic debt securities | $1,020,000 | 2,271 |
| Privately issued residential mortgage-backed securities | $502,000 | 1,265 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $518,000 | 1,675 |
| 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 | $175,585,000 | 352 |
| Mortgage-backed securities | $229,542,000 | 320 |
| Certificates of participation in pools of residential mortgages | $55,102,000 | 725 |
| Issued or guaranteed by U.S. | $55,102,000 | 718 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $174,440,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $173,938,000 | 157 |
| Privately issued | $502,000 | 1,209 |
| 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) | $317,988,000 | 359 |
| Total debt securities | $317,988,000 | 406 |
| Structured notes | ||
| Amortized cost | $9,728,000 | 442 |
| Fair value | $9,851,000 | 433 |
| 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 | $188,950,000 | 685 |
| U.S. Government securities | $188,427,000 | 492 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $188,427,000 | 474 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $523,000 | 2,722 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $523,000 | 1,760 |
| 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 | $133,591,000 | 445 |
| Mortgage-backed securities | $185,272,000 | 404 |
| Certificates of participation in pools of residential mortgages | $18,438,000 | 1,845 |
| Issued or guaranteed by U.S. | $18,438,000 | 1,838 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $166,834,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $166,834,000 | 157 |
| Privately issued | $0 | 1,566 |
| 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) | $188,950,000 | 586 |
| Total debt securities | $188,950,000 | 669 |
| Structured notes | ||
| Amortized cost | $320,000 | 2,258 |
| Fair value | $523,000 | 1,998 |
| 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 | $3,807,000 | 7,044 |
| U.S. Government securities | $3,807,000 | 6,524 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,807,000 | 6,433 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,033,000 | 5,103 |
| Mortgage-backed securities | $673,000 | 5,721 |
| Certificates of participation in pools of residential mortgages | $673,000 | 5,319 |
| Issued or guaranteed by U.S. | $673,000 | 5,299 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $3,807,000 | 6,518 |
| Total debt securities | $3,807,000 | 7,001 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $3,936,000 | 7,068 |
| U.S. Government securities | $3,936,000 | 6,591 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,936,000 | 6,504 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,001,000 | 5,156 |
| Mortgage-backed securities | $793,000 | 5,712 |
| Certificates of participation in pools of residential mortgages | $793,000 | 5,315 |
| Issued or guaranteed by U.S. | $793,000 | 5,297 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $3,936,000 | 6,530 |
| Total debt securities | $3,936,000 | 7,028 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $3,008,000 | 7,364 |
| U.S. Government securities | $3,008,000 | 6,971 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,008,000 | 6,878 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,006,000 | 5,226 |
| Mortgage-backed securities | $893,000 | 5,674 |
| Certificates of participation in pools of residential mortgages | $893,000 | 5,263 |
| Issued or guaranteed by U.S. | $893,000 | 5,248 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $3,008,000 | 6,775 |
| Total debt securities | $3,008,000 | 7,325 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $3,964,000 | 7,162 |
| U.S. Government securities | $3,964,000 | 6,708 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,964,000 | 6,613 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,964,000 | 4,878 |
| Mortgage-backed securities | $893,000 | 5,654 |
| Certificates of participation in pools of residential mortgages | $893,000 | 5,243 |
| Issued or guaranteed by U.S. | $893,000 | 5,227 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $3,964,000 | 6,574 |
| Total debt securities | $3,964,000 | 7,121 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $3,915,000 | 7,240 |
| U.S. Government securities | $3,915,000 | 6,755 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,915,000 | 6,659 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,707,000 | 5,770 |
| Mortgage-backed securities | $898,000 | 5,670 |
| Certificates of participation in pools of residential mortgages | $898,000 | 5,256 |
| Issued or guaranteed by U.S. | $898,000 | 5,234 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $3,915,000 | 6,630 |
| Total debt securities | $3,915,000 | 7,181 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $4,075,000 | 7,232 |
| U.S. Government securities | $4,075,000 | 6,746 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,075,000 | 6,638 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,721,000 | 5,760 |
| Mortgage-backed securities | $972,000 | 5,581 |
| Certificates of participation in pools of residential mortgages | $972,000 | 5,151 |
| Issued or guaranteed by U.S. | $972,000 | 5,124 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $4,075,000 | 6,631 |
| Total debt securities | $4,075,000 | 7,176 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $4,030,000 | 7,320 |
| U.S. Government securities | $4,030,000 | 6,873 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,030,000 | 6,762 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,896,000 | 4,891 |
| Mortgage-backed securities | $987,000 | 5,382 |
| Certificates of participation in pools of residential mortgages | $987,000 | 4,946 |
| Issued or guaranteed by U.S. | $987,000 | 4,923 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $4,030,000 | 6,674 |
| Total debt securities | $4,030,000 | 7,267 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,005,000 | 7,378 |
| U.S. Government securities | $4,005,000 | 6,960 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,005,000 | 6,853 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,244 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $4,005,000 | 6,709 |
| Total debt securities | $4,005,000 | 7,337 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $3,959,000 | 7,431 |
| U.S. Government securities | $3,959,000 | 7,018 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,959,000 | 6,900 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,771,000 | 5,391 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,959,000 | 6,749 |
| Total debt securities | $3,959,000 | 7,387 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $3,990,000 | 7,460 |
| U.S. Government securities | $3,990,000 | 7,044 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,990,000 | 6,909 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,211,000 | 5,646 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $3,990,000 | 6,763 |
| Total debt securities | $3,990,000 | 7,413 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $3,984,000 | 7,513 |
| U.S. Government securities | $3,984,000 | 7,109 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,984,000 | 6,983 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,160,000 | 5,681 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $3,984,000 | 6,800 |
| Total debt securities | $3,984,000 | 7,463 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $3,965,000 | 7,581 |
| U.S. Government securities | $3,965,000 | 7,176 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,965,000 | 7,039 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $948,000 | 6,404 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $3,965,000 | 6,851 |
| Total debt securities | $3,965,000 | 7,530 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $3,936,000 | 7,622 |
| U.S. Government securities | $3,936,000 | 7,214 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,936,000 | 7,072 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,000 | 6,498 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $3,936,000 | 6,873 |
| Total debt securities | $3,936,000 | 7,573 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $3,965,000 | 7,663 |
| U.S. Government securities | $3,965,000 | 7,250 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,965,000 | 7,107 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $3,866,000 | 5,021 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $3,965,000 | 6,899 |
| Total debt securities | $3,965,000 | 7,612 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $2,988,000 | 7,959 |
| U.S. Government securities | $2,988,000 | 7,595 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,988,000 | 7,458 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $1,988,000 | 5,842 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $2,988,000 | 7,170 |
| Total debt securities | $2,988,000 | 7,908 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |