Home > The Brand Banking Company > Securities
The Brand Banking Company, Securities
| 2018-06-30 | Rank | |
| Total securities | $213,620,000 | 652 |
| U.S. Government securities | $198,172,000 | 484 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $198,172,000 | 452 |
| Securities issued by states & political subdivisions | $2,970,000 | 3,648 |
| Other domestic debt securities | $12,478,000 | 573 |
| Privately issued residential mortgage-backed securities | $393,000 | 629 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $12,085,000 | 360 |
| 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 | $134,505,000 | 446 |
| Mortgage-backed securities | $177,083,000 | 400 |
| Certificates of participation in pools of residential mortgages | $158,161,000 | 287 |
| Issued or guaranteed by U.S. | $158,161,000 | 286 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $10,733,000 | 1,116 |
| CMOs issued by government agencies or sponsored agencies | $10,340,000 | 1,092 |
| Privately issued | $393,000 | 323 |
| Commercial mortgage-backed securities | $8,189,000 | 673 |
| Commercial mortgage pass-through securities | $946,000 | 1,035 |
| Other commercial mortgage-backed securities | $7,243,000 | 425 |
| Held to maturity securities (book value) | $50,264,000 | 369 |
| Available-for-sale securities (fair market value) | $163,356,000 | 740 |
| Total debt securities | $213,620,000 | 643 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 335 |
| Fair value | $2,950,000 | 344 |
| 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 | $223,648,000 | 627 |
| U.S. Government securities | $208,123,000 | 471 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $208,123,000 | 443 |
| Securities issued by states & political subdivisions | $2,981,000 | 3,691 |
| Other domestic debt securities | $12,544,000 | 504 |
| Privately issued residential mortgage-backed securities | $406,000 | 362 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $12,138,000 | 365 |
| 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 | $133,369,000 | 460 |
| Mortgage-backed securities | $186,317,000 | 393 |
| Certificates of participation in pools of residential mortgages | $166,090,000 | 282 |
| Issued or guaranteed by U.S. | $166,090,000 | 281 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,780,000 | 1,050 |
| CMOs issued by government agencies or sponsored agencies | $11,374,000 | 1,024 |
| Privately issued | $406,000 | 336 |
| Commercial mortgage-backed securities | $8,447,000 | 585 |
| Commercial mortgage pass-through securities | $958,000 | 831 |
| Other commercial mortgage-backed securities | $7,489,000 | 396 |
| Held to maturity securities (book value) | $51,950,000 | 369 |
| Available-for-sale securities (fair market value) | $171,698,000 | 713 |
| Total debt securities | $223,648,000 | 619 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 326 |
| Fair value | $2,965,000 | 332 |
| 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 | $235,914,000 | 607 |
| U.S. Government securities | $220,259,000 | 451 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $220,259,000 | 429 |
| Securities issued by states & political subdivisions | $3,024,000 | 3,756 |
| Other domestic debt securities | $12,631,000 | 510 |
| Privately issued residential mortgage-backed securities | $407,000 | 364 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $12,224,000 | 368 |
| 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 | $150,404,000 | 419 |
| Mortgage-backed securities | $197,835,000 | 376 |
| Certificates of participation in pools of residential mortgages | $175,207,000 | 273 |
| Issued or guaranteed by U.S. | $175,207,000 | 272 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $12,986,000 | 989 |
| CMOs issued by government agencies or sponsored agencies | $12,579,000 | 969 |
| Privately issued | $407,000 | 342 |
| Commercial mortgage-backed securities | $9,642,000 | 541 |
| Commercial mortgage pass-through securities | $1,996,000 | 665 |
| Other commercial mortgage-backed securities | $7,646,000 | 380 |
| Held to maturity securities (book value) | $53,333,000 | 364 |
| Available-for-sale securities (fair market value) | $182,581,000 | 668 |
| Total debt securities | $235,914,000 | 597 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 328 |
| Fair value | $2,995,000 | 327 |
| 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 | $213,833,000 | 657 |
| U.S. Government securities | $198,260,000 | 486 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $198,260,000 | 462 |
| Securities issued by states & political subdivisions | $3,063,000 | 3,797 |
| Other domestic debt securities | $12,510,000 | 519 |
| Privately issued residential mortgage-backed securities | $417,000 | 367 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $12,093,000 | 384 |
| 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 | $163,700,000 | 395 |
| Mortgage-backed securities | $175,224,000 | 407 |
| Certificates of participation in pools of residential mortgages | $150,954,000 | 304 |
| Issued or guaranteed by U.S. | $150,954,000 | 303 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $14,509,000 | 915 |
| CMOs issued by government agencies or sponsored agencies | $14,092,000 | 896 |
| Privately issued | $417,000 | 346 |
| Commercial mortgage-backed securities | $9,761,000 | 519 |
| Commercial mortgage pass-through securities | $2,020,000 | 664 |
| Other commercial mortgage-backed securities | $7,741,000 | 371 |
| Held to maturity securities (book value) | $53,562,000 | 375 |
| Available-for-sale securities (fair market value) | $160,271,000 | 773 |
| Total debt securities | $213,833,000 | 651 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 335 |
| Fair value | $3,002,000 | 335 |
| 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 | $200,050,000 | 730 |
| U.S. Government securities | $183,848,000 | 529 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $183,848,000 | 498 |
| Securities issued by states & political subdivisions | $3,710,000 | 3,704 |
| Other domestic debt securities | $12,492,000 | 525 |
| Privately issued residential mortgage-backed securities | $431,000 | 375 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $12,061,000 | 389 |
| 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 | $157,722,000 | 414 |
| Mortgage-backed securities | $163,291,000 | 433 |
| Certificates of participation in pools of residential mortgages | $137,204,000 | 326 |
| Issued or guaranteed by U.S. | $137,204,000 | 325 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,230,000 | 845 |
| CMOs issued by government agencies or sponsored agencies | $15,799,000 | 815 |
| Privately issued | $431,000 | 354 |
| Commercial mortgage-backed securities | $9,857,000 | 520 |
| Commercial mortgage pass-through securities | $2,044,000 | 640 |
| Other commercial mortgage-backed securities | $7,813,000 | 360 |
| Held to maturity securities (book value) | $40,648,000 | 457 |
| Available-for-sale securities (fair market value) | $159,402,000 | 785 |
| Total debt securities | $200,050,000 | 719 |
| 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 | $201,424,000 | 729 |
| U.S. Government securities | $186,505,000 | 526 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $186,505,000 | 491 |
| Securities issued by states & political subdivisions | $5,186,000 | 3,454 |
| Other domestic debt securities | $9,733,000 | 617 |
| Privately issued residential mortgage-backed securities | $443,000 | 401 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $9,290,000 | 465 |
| 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 | $163,851,000 | 414 |
| Mortgage-backed securities | $162,995,000 | 434 |
| Certificates of participation in pools of residential mortgages | $135,403,000 | 328 |
| Issued or guaranteed by U.S. | $135,403,000 | 327 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,807,000 | 796 |
| CMOs issued by government agencies or sponsored agencies | $17,364,000 | 774 |
| Privately issued | $443,000 | 381 |
| Commercial mortgage-backed securities | $9,785,000 | 501 |
| Commercial mortgage pass-through securities | $2,005,000 | 629 |
| Other commercial mortgage-backed securities | $7,780,000 | 345 |
| Held to maturity securities (book value) | $41,626,000 | 462 |
| Available-for-sale securities (fair market value) | $159,798,000 | 794 |
| Total debt securities | $201,424,000 | 720 |
| 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 | $191,190,000 | 770 |
| U.S. Government securities | $180,013,000 | 534 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $180,013,000 | 503 |
| Securities issued by states & political subdivisions | $5,449,000 | 3,427 |
| Other domestic debt securities | $5,728,000 | 813 |
| Privately issued residential mortgage-backed securities | $470,000 | 413 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $5,258,000 | 628 |
| 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 | $80,042,000 | 747 |
| Mortgage-backed securities | $157,357,000 | 446 |
| Certificates of participation in pools of residential mortgages | $127,792,000 | 338 |
| Issued or guaranteed by U.S. | $127,792,000 | 337 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $19,657,000 | 751 |
| CMOs issued by government agencies or sponsored agencies | $19,187,000 | 718 |
| Privately issued | $470,000 | 390 |
| Commercial mortgage-backed securities | $9,908,000 | 477 |
| Commercial mortgage pass-through securities | $2,015,000 | 592 |
| Other commercial mortgage-backed securities | $7,893,000 | 328 |
| Held to maturity securities (book value) | $42,377,000 | 456 |
| Available-for-sale securities (fair market value) | $148,813,000 | 827 |
| Total debt securities | $191,189,000 | 761 |
| 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 | $138,807,000 | 1,012 |
| U.S. Government securities | $132,435,000 | 699 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $132,435,000 | 668 |
| Securities issued by states & political subdivisions | $5,576,000 | 3,419 |
| Other domestic debt securities | $796,000 | 1,685 |
| Privately issued residential mortgage-backed securities | $490,000 | 418 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $306,000 | 1,612 |
| 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 | $92,491,000 | 649 |
| Mortgage-backed securities | $108,669,000 | 615 |
| Certificates of participation in pools of residential mortgages | $73,309,000 | 561 |
| Issued or guaranteed by U.S. | $73,309,000 | 561 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $22,477,000 | 698 |
| CMOs issued by government agencies or sponsored agencies | $21,987,000 | 670 |
| Privately issued | $490,000 | 398 |
| Commercial mortgage-backed securities | $12,883,000 | 389 |
| Commercial mortgage pass-through securities | $2,114,000 | 543 |
| Other commercial mortgage-backed securities | $10,769,000 | 270 |
| Held to maturity securities (book value) | $6,955,000 | 1,112 |
| Available-for-sale securities (fair market value) | $131,852,000 | 933 |
| Total debt securities | $138,809,000 | 1,003 |
| 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 | $133,871,000 | 1,069 |
| U.S. Government securities | $127,457,000 | 737 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $127,457,000 | 708 |
| Securities issued by states & political subdivisions | $5,741,000 | 3,417 |
| Other domestic debt securities | $673,000 | 1,765 |
| Privately issued residential mortgage-backed securities | $366,000 | 463 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $307,000 | 1,623 |
| 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 | $86,646,000 | 700 |
| Mortgage-backed securities | $106,065,000 | 625 |
| Certificates of participation in pools of residential mortgages | $67,889,000 | 603 |
| Issued or guaranteed by U.S. | $67,889,000 | 601 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $25,246,000 | 657 |
| CMOs issued by government agencies or sponsored agencies | $24,880,000 | 626 |
| Privately issued | $366,000 | 439 |
| Commercial mortgage-backed securities | $12,930,000 | 371 |
| Commercial mortgage pass-through securities | $2,103,000 | 490 |
| Other commercial mortgage-backed securities | $10,827,000 | 255 |
| Held to maturity securities (book value) | $7,368,000 | 1,113 |
| Available-for-sale securities (fair market value) | $126,503,000 | 989 |
| Total debt securities | $133,871,000 | 1,058 |
| 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 | $140,133,000 | 1,032 |
| U.S. Government securities | $134,017,000 | 724 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $134,017,000 | 693 |
| Securities issued by states & political subdivisions | $5,411,000 | 3,455 |
| Other domestic debt securities | $705,000 | 1,770 |
| Privately issued residential mortgage-backed securities | $399,000 | 458 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $306,000 | 1,632 |
| 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 | $87,041,000 | 703 |
| Mortgage-backed securities | $111,409,000 | 600 |
| Certificates of participation in pools of residential mortgages | $69,904,000 | 592 |
| Issued or guaranteed by U.S. | $69,904,000 | 592 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $27,753,000 | 630 |
| CMOs issued by government agencies or sponsored agencies | $27,354,000 | 597 |
| Privately issued | $399,000 | 437 |
| Commercial mortgage-backed securities | $13,752,000 | 348 |
| Commercial mortgage pass-through securities | $2,862,000 | 425 |
| Other commercial mortgage-backed securities | $10,890,000 | 247 |
| Held to maturity securities (book value) | $7,752,000 | 1,126 |
| Available-for-sale securities (fair market value) | $132,381,000 | 957 |
| Total debt securities | $140,132,000 | 1,022 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 255 |
| Fair value | $6,505,000 | 257 |
| 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 | $155,733,000 | 951 |
| U.S. Government securities | $148,770,000 | 676 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $148,770,000 | 634 |
| Securities issued by states & political subdivisions | $5,512,000 | 3,459 |
| Other domestic debt securities | $1,451,000 | 1,462 |
| Privately issued residential mortgage-backed securities | $426,000 | 447 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,025,000 | 1,268 |
| 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 | $83,377,000 | 729 |
| Mortgage-backed securities | $115,079,000 | 575 |
| Certificates of participation in pools of residential mortgages | $71,179,000 | 581 |
| Issued or guaranteed by U.S. | $71,179,000 | 580 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $30,292,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $29,866,000 | 578 |
| Privately issued | $426,000 | 428 |
| Commercial mortgage-backed securities | $13,608,000 | 339 |
| Commercial mortgage pass-through securities | $2,846,000 | 405 |
| Other commercial mortgage-backed securities | $10,762,000 | 228 |
| Held to maturity securities (book value) | $8,030,000 | 1,129 |
| Available-for-sale securities (fair market value) | $147,703,000 | 864 |
| Total debt securities | $155,733,000 | 944 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 176 |
| Fair value | $11,946,000 | 181 |
| 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 | $138,209,000 | 1,047 |
| U.S. Government securities | $125,050,000 | 778 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $125,050,000 | 742 |
| Securities issued by states & political subdivisions | $6,355,000 | 3,348 |
| Other domestic debt securities | $6,804,000 | 742 |
| Privately issued residential mortgage-backed securities | $455,000 | 452 |
| Commercial mortgage-backed securities - Total | $5,329,000 | 75 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,020,000 | 1,258 |
| 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 | $111,448,000 | 561 |
| Mortgage-backed securities | $105,827,000 | 623 |
| Certificates of participation in pools of residential mortgages | $62,090,000 | 655 |
| Issued or guaranteed by U.S. | $62,090,000 | 655 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $33,528,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $33,073,000 | 542 |
| Privately issued | $455,000 | 431 |
| Commercial mortgage-backed securities | $10,209,000 | 366 |
| Commercial mortgage pass-through securities | $2,936,000 | 389 |
| Other commercial mortgage-backed securities | $7,273,000 | 267 |
| Held to maturity securities (book value) | $8,357,000 | 1,122 |
| Available-for-sale securities (fair market value) | $129,852,000 | 971 |
| Total debt securities | $138,209,000 | 1,036 |
| Structured notes | ||
| Amortized cost | $8,498,000 | 293 |
| Fair value | $8,504,000 | 291 |
| 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 | $141,733,000 | 1,043 |
| U.S. Government securities | $127,786,000 | 796 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $127,786,000 | 761 |
| Securities issued by states & political subdivisions | $7,159,000 | 3,232 |
| Other domestic debt securities | $6,788,000 | 748 |
| Privately issued residential mortgage-backed securities | $472,000 | 463 |
| Commercial mortgage-backed securities - Total | $5,283,000 | 68 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,033,000 | 1,267 |
| 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 | $82,603,000 | 740 |
| Mortgage-backed securities | $106,804,000 | 620 |
| Certificates of participation in pools of residential mortgages | $62,538,000 | 678 |
| Issued or guaranteed by U.S. | $62,538,000 | 678 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $34,086,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $33,614,000 | 547 |
| Privately issued | $472,000 | 441 |
| Commercial mortgage-backed securities | $10,180,000 | 339 |
| Commercial mortgage pass-through securities | $2,981,000 | 364 |
| Other commercial mortgage-backed securities | $7,199,000 | 251 |
| Held to maturity securities (book value) | $8,755,000 | 1,108 |
| Available-for-sale securities (fair market value) | $132,978,000 | 977 |
| Total debt securities | $141,733,000 | 1,034 |
| Structured notes | ||
| Amortized cost | $9,998,000 | 303 |
| Fair value | $9,964,000 | 298 |
| 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 | $133,979,000 | 1,098 |
| U.S. Government securities | $119,562,000 | 839 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $119,562,000 | 809 |
| Securities issued by states & political subdivisions | $7,509,000 | 3,179 |
| Other domestic debt securities | $6,908,000 | 732 |
| Privately issued residential mortgage-backed securities | $505,000 | 485 |
| Commercial mortgage-backed securities - Total | $5,385,000 | 67 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,018,000 | 1,297 |
| 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 | $77,006,000 | 805 |
| Mortgage-backed securities | $107,501,000 | 614 |
| Certificates of participation in pools of residential mortgages | $59,171,000 | 715 |
| Issued or guaranteed by U.S. | $59,171,000 | 714 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $37,914,000 | 563 |
| CMOs issued by government agencies or sponsored agencies | $37,409,000 | 531 |
| Privately issued | $505,000 | 459 |
| Commercial mortgage-backed securities | $10,416,000 | 322 |
| Commercial mortgage pass-through securities | $3,087,000 | 346 |
| Other commercial mortgage-backed securities | $7,329,000 | 235 |
| Held to maturity securities (book value) | $9,203,000 | 1,093 |
| Available-for-sale securities (fair market value) | $124,776,000 | 1,038 |
| Total debt securities | $133,979,000 | 1,088 |
| Structured notes | ||
| Amortized cost | $6,497,000 | 471 |
| Fair value | $6,490,000 | 470 |
| 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 | $133,068,000 | 1,106 |
| U.S. Government securities | $119,254,000 | 851 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $119,254,000 | 810 |
| Securities issued by states & political subdivisions | $6,959,000 | 3,284 |
| Other domestic debt securities | $6,855,000 | 733 |
| Privately issued residential mortgage-backed securities | $526,000 | 486 |
| Commercial mortgage-backed securities - Total | $5,312,000 | 69 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,017,000 | 1,308 |
| 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 | $77,069,000 | 790 |
| Mortgage-backed securities | $108,764,000 | 621 |
| Certificates of participation in pools of residential mortgages | $57,696,000 | 740 |
| Issued or guaranteed by U.S. | $57,696,000 | 737 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $40,749,000 | 540 |
| CMOs issued by government agencies or sponsored agencies | $40,223,000 | 516 |
| Privately issued | $526,000 | 457 |
| Commercial mortgage-backed securities | $10,319,000 | 321 |
| Commercial mortgage pass-through securities | $3,095,000 | 346 |
| Other commercial mortgage-backed securities | $7,224,000 | 227 |
| Held to maturity securities (book value) | $9,559,000 | 1,094 |
| Available-for-sale securities (fair market value) | $123,509,000 | 1,054 |
| Total debt securities | $133,069,000 | 1,096 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 961 |
| Fair value | $2,473,000 | 981 |
| 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 | $134,763,000 | 1,116 |
| U.S. Government securities | $120,921,000 | 844 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $120,921,000 | 812 |
| Securities issued by states & political subdivisions | $7,023,000 | 3,317 |
| Other domestic debt securities | $6,819,000 | 768 |
| Privately issued residential mortgage-backed securities | $529,000 | 515 |
| Commercial mortgage-backed securities - Total | $5,262,000 | 73 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,028,000 | 1,338 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,574,000 | 613 |
| Mortgage-backed securities | $108,713,000 | 633 |
| Certificates of participation in pools of residential mortgages | $56,484,000 | 772 |
| Issued or guaranteed by U.S. | $56,484,000 | 771 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $41,983,000 | 546 |
| CMOs issued by government agencies or sponsored agencies | $41,454,000 | 517 |
| Privately issued | $529,000 | 490 |
| Commercial mortgage-backed securities | $10,246,000 | 319 |
| Commercial mortgage pass-through securities | $3,091,000 | 345 |
| Other commercial mortgage-backed securities | $7,155,000 | 214 |
| Held to maturity securities (book value) | $9,893,000 | 1,099 |
| Available-for-sale securities (fair market value) | $124,870,000 | 1,047 |
| Total debt securities | $134,762,000 | 1,103 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 811 |
| Fair value | $3,964,000 | 819 |
| 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 | $140,842,000 | 1,079 |
| U.S. Government securities | $127,885,000 | 809 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $127,885,000 | 774 |
| Securities issued by states & political subdivisions | $6,091,000 | 3,521 |
| Other domestic debt securities | $6,866,000 | 784 |
| Privately issued residential mortgage-backed securities | $556,000 | 511 |
| Commercial mortgage-backed securities - Total | $5,266,000 | 79 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,044,000 | 1,362 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,669,000 | 597 |
| Mortgage-backed securities | $116,340,000 | 599 |
| Certificates of participation in pools of residential mortgages | $59,867,000 | 745 |
| Issued or guaranteed by U.S. | $59,867,000 | 744 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $46,131,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $45,575,000 | 486 |
| Privately issued | $556,000 | 488 |
| Commercial mortgage-backed securities | $10,342,000 | 310 |
| Commercial mortgage pass-through securities | $3,178,000 | 350 |
| Other commercial mortgage-backed securities | $7,164,000 | 210 |
| Held to maturity securities (book value) | $10,221,000 | 1,092 |
| Available-for-sale securities (fair market value) | $130,621,000 | 1,014 |
| Total debt securities | $140,843,000 | 1,065 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 716 |
| Fair value | $4,958,000 | 726 |
| 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 | $147,491,000 | 1,046 |
| U.S. Government securities | $134,343,000 | 778 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $134,343,000 | 743 |
| Securities issued by states & political subdivisions | $6,298,000 | 3,514 |
| Other domestic debt securities | $6,850,000 | 799 |
| Privately issued residential mortgage-backed securities | $568,000 | 527 |
| Commercial mortgage-backed securities - Total | $5,238,000 | 77 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,044,000 | 1,402 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,818,000 | 579 |
| Mortgage-backed securities | $122,247,000 | 578 |
| Certificates of participation in pools of residential mortgages | $61,890,000 | 719 |
| Issued or guaranteed by U.S. | $61,890,000 | 718 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $50,061,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $49,493,000 | 454 |
| Privately issued | $568,000 | 504 |
| Commercial mortgage-backed securities | $10,296,000 | 295 |
| Commercial mortgage pass-through securities | $3,185,000 | 329 |
| Other commercial mortgage-backed securities | $7,111,000 | 201 |
| Held to maturity securities (book value) | $10,488,000 | 1,073 |
| Available-for-sale securities (fair market value) | $137,003,000 | 983 |
| Total debt securities | $147,491,000 | 1,034 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 723 |
| Fair value | $4,939,000 | 727 |
| 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 | $149,801,000 | 1,022 |
| U.S. Government securities | $136,589,000 | 757 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $136,589,000 | 729 |
| Securities issued by states & political subdivisions | $6,309,000 | 3,508 |
| Other domestic debt securities | $6,903,000 | 826 |
| Privately issued residential mortgage-backed securities | $579,000 | 556 |
| Commercial mortgage-backed securities - Total | $5,292,000 | 77 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,032,000 | 1,433 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,895,000 | 556 |
| Mortgage-backed securities | $127,706,000 | 550 |
| Certificates of participation in pools of residential mortgages | $67,039,000 | 664 |
| Issued or guaranteed by U.S. | $67,039,000 | 662 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $53,524,000 | 455 |
| CMOs issued by government agencies or sponsored agencies | $52,945,000 | 429 |
| Privately issued | $579,000 | 529 |
| Commercial mortgage-backed securities | $7,143,000 | 336 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $7,143,000 | 193 |
| Held to maturity securities (book value) | $10,692,000 | 1,060 |
| Available-for-sale securities (fair market value) | $139,109,000 | 967 |
| Total debt securities | $149,802,000 | 1,013 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,396 |
| Fair value | $1,441,000 | 1,423 |
| 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 | $156,983,000 | 985 |
| U.S. Government securities | $142,899,000 | 721 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $142,899,000 | 696 |
| Securities issued by states & political subdivisions | $7,141,000 | 3,360 |
| Other domestic debt securities | $6,943,000 | 849 |
| Privately issued residential mortgage-backed securities | $601,000 | 579 |
| Commercial mortgage-backed securities - Total | $5,327,000 | 77 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,015,000 | 1,482 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $121,092,000 | 534 |
| Mortgage-backed securities | $133,912,000 | 534 |
| Certificates of participation in pools of residential mortgages | $67,795,000 | 665 |
| Issued or guaranteed by U.S. | $67,795,000 | 664 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $58,929,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $58,328,000 | 406 |
| Privately issued | $601,000 | 554 |
| Commercial mortgage-backed securities | $7,188,000 | 331 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $7,188,000 | 192 |
| Held to maturity securities (book value) | $10,900,000 | 1,016 |
| Available-for-sale securities (fair market value) | $146,083,000 | 918 |
| Total debt securities | $156,984,000 | 975 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,385 |
| Fair value | $1,448,000 | 1,414 |
| 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 | $152,955,000 | 1,002 |
| U.S. Government securities | $144,478,000 | 715 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $144,478,000 | 693 |
| Securities issued by states & political subdivisions | $6,836,000 | 3,417 |
| Other domestic debt securities | $1,641,000 | 1,709 |
| Privately issued residential mortgage-backed securities | $643,000 | 589 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $998,000 | 1,555 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,147,000 | 521 |
| Mortgage-backed securities | $129,727,000 | 548 |
| Certificates of participation in pools of residential mortgages | $58,978,000 | 745 |
| Issued or guaranteed by U.S. | $58,978,000 | 744 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $65,830,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $65,187,000 | 365 |
| Privately issued | $643,000 | 564 |
| Commercial mortgage-backed securities | $4,919,000 | 381 |
| Commercial mortgage pass-through securities | $1,938,000 | 354 |
| Other commercial mortgage-backed securities | $2,981,000 | 263 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $152,955,000 | 887 |
| Total debt securities | $152,955,000 | 993 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,355 |
| Fair value | $1,445,000 | 1,404 |
| 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 | $150,638,000 | 1,027 |
| U.S. Government securities | $141,832,000 | 738 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $141,832,000 | 710 |
| Securities issued by states & political subdivisions | $7,129,000 | 3,352 |
| Other domestic debt securities | $1,677,000 | 1,701 |
| Privately issued residential mortgage-backed securities | $677,000 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,000,000 | 1,530 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $121,092,000 | 545 |
| Mortgage-backed securities | $130,036,000 | 561 |
| Certificates of participation in pools of residential mortgages | $61,008,000 | 728 |
| Issued or guaranteed by U.S. | $61,008,000 | 727 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $69,028,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $68,351,000 | 370 |
| Privately issued | $677,000 | 588 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $150,638,000 | 918 |
| Total debt securities | $150,638,000 | 1,019 |
| 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 | $145,994,000 | 1,036 |
| U.S. Government securities | $138,835,000 | 740 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $138,835,000 | 709 |
| Securities issued by states & political subdivisions | $5,512,000 | 3,646 |
| Other domestic debt securities | $1,647,000 | 1,691 |
| Privately issued residential mortgage-backed securities | $662,000 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $985,000 | 1,550 |
| 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 | $121,568,000 | 530 |
| Mortgage-backed securities | $126,717,000 | 576 |
| Certificates of participation in pools of residential mortgages | $52,781,000 | 816 |
| Issued or guaranteed by U.S. | $52,781,000 | 815 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $73,936,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $73,274,000 | 365 |
| Privately issued | $662,000 | 625 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $145,994,000 | 926 |
| Total debt securities | $145,994,000 | 1,025 |
| 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 | $154,719,000 | 1,002 |
| U.S. Government securities | $146,928,000 | 716 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $146,928,000 | 695 |
| Securities issued by states & political subdivisions | $6,167,000 | 3,485 |
| Other domestic debt securities | $1,624,000 | 1,747 |
| Privately issued residential mortgage-backed securities | $657,000 | 685 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $967,000 | 1,612 |
| 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 | $122,252,000 | 526 |
| Mortgage-backed securities | $136,830,000 | 566 |
| Certificates of participation in pools of residential mortgages | $57,398,000 | 792 |
| Issued or guaranteed by U.S. | $57,398,000 | 792 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $79,432,000 | 393 |
| CMOs issued by government agencies or sponsored agencies | $78,775,000 | 366 |
| Privately issued | $657,000 | 660 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $154,719,000 | 892 |
| Total debt securities | $154,719,000 | 990 |
| 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 | $169,652,000 | 916 |
| U.S. Government securities | $155,230,000 | 693 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $155,230,000 | 672 |
| Securities issued by states & political subdivisions | $6,925,000 | 3,284 |
| Other domestic debt securities | $7,497,000 | 858 |
| Privately issued residential mortgage-backed securities | $677,000 | 741 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $6,820,000 | 614 |
| 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 | $140,343,000 | 469 |
| Mortgage-backed securities | $142,999,000 | 557 |
| Certificates of participation in pools of residential mortgages | $59,231,000 | 784 |
| Issued or guaranteed by U.S. | $59,231,000 | 783 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $83,768,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $83,091,000 | 357 |
| Privately issued | $677,000 | 718 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $169,652,000 | 811 |
| Total debt securities | $169,652,000 | 908 |
| Structured notes | ||
| Amortized cost | $2,009,000 | 1,474 |
| Fair value | $2,012,000 | 1,498 |
| 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 | $180,257,000 | 866 |
| U.S. Government securities | $170,509,000 | 655 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $170,509,000 | 638 |
| Securities issued by states & political subdivisions | $7,137,000 | 3,153 |
| Other domestic debt securities | $2,611,000 | 1,428 |
| Privately issued residential mortgage-backed securities | $693,000 | 777 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,918,000 | 1,224 |
| 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 | $149,143,000 | 446 |
| Mortgage-backed securities | $158,109,000 | 527 |
| Certificates of participation in pools of residential mortgages | $68,449,000 | 698 |
| Issued or guaranteed by U.S. | $68,449,000 | 696 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $89,660,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $88,967,000 | 361 |
| Privately issued | $693,000 | 753 |
| 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) | $180,257,000 | 769 |
| Total debt securities | $180,257,000 | 854 |
| Structured notes | ||
| Amortized cost | $2,019,000 | 1,655 |
| Fair value | $2,024,000 | 1,664 |
| 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 | $211,161,000 | 722 |
| U.S. Government securities | $194,746,000 | 562 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $194,746,000 | 541 |
| Securities issued by states & political subdivisions | $7,737,000 | 2,995 |
| Other domestic debt securities | $8,678,000 | 792 |
| Privately issued residential mortgage-backed securities | $565,000 | 891 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $8,113,000 | 508 |
| 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 | $133,680,000 | 455 |
| Mortgage-backed securities | $169,629,000 | 477 |
| Certificates of participation in pools of residential mortgages | $74,462,000 | 607 |
| Issued or guaranteed by U.S. | $74,462,000 | 607 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $95,167,000 | 373 |
| CMOs issued by government agencies or sponsored agencies | $94,602,000 | 323 |
| Privately issued | $565,000 | 846 |
| 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) | $211,161,000 | 637 |
| Total debt securities | $211,160,000 | 712 |
| Structured notes | ||
| Amortized cost | $2,029,000 | 1,652 |
| Fair value | $2,037,000 | 1,658 |
| 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 | $219,893,000 | 665 |
| U.S. Government securities | $207,188,000 | 519 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $207,188,000 | 499 |
| Securities issued by states & political subdivisions | $10,051,000 | 2,562 |
| Other domestic debt securities | $2,654,000 | 1,421 |
| Privately issued residential mortgage-backed securities | $803,000 | 849 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,851,000 | 1,156 |
| 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 | $132,233,000 | 457 |
| Mortgage-backed securities | $181,219,000 | 436 |
| Certificates of participation in pools of residential mortgages | $80,497,000 | 538 |
| Issued or guaranteed by U.S. | $80,497,000 | 536 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $100,722,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $99,919,000 | 310 |
| Privately issued | $803,000 | 804 |
| 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) | $219,893,000 | 590 |
| Total debt securities | $219,893,000 | 656 |
| Structured notes | ||
| Amortized cost | $2,039,000 | 1,714 |
| Fair value | $2,051,000 | 1,715 |
| 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 | $229,477,000 | 643 |
| U.S. Government securities | $214,895,000 | 503 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $214,895,000 | 483 |
| Securities issued by states & political subdivisions | $11,710,000 | 2,288 |
| Other domestic debt securities | $2,872,000 | 1,318 |
| Privately issued residential mortgage-backed securities | $964,000 | 834 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,908,000 | 1,066 |
| 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 | $132,100,000 | 465 |
| Mortgage-backed securities | $188,774,000 | 406 |
| Certificates of participation in pools of residential mortgages | $81,852,000 | 524 |
| Issued or guaranteed by U.S. | $81,852,000 | 522 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $106,922,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $105,958,000 | 286 |
| Privately issued | $964,000 | 792 |
| 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) | $229,477,000 | 570 |
| Total debt securities | $229,468,000 | 633 |
| Structured notes | ||
| Amortized cost | $2,049,000 | 1,927 |
| Fair value | $2,050,000 | 1,936 |
| 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 | $185,963,000 | 787 |
| U.S. Government securities | $170,823,000 | 623 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $170,823,000 | 594 |
| Securities issued by states & political subdivisions | $12,205,000 | 2,189 |
| Other domestic debt securities | $2,935,000 | 1,334 |
| Privately issued residential mortgage-backed securities | $1,004,000 | 856 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,931,000 | 1,073 |
| 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 | $115,008,000 | 524 |
| Mortgage-backed securities | $138,966,000 | 518 |
| Certificates of participation in pools of residential mortgages | $28,817,000 | 1,242 |
| Issued or guaranteed by U.S. | $28,817,000 | 1,235 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $110,149,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $109,145,000 | 263 |
| Privately issued | $1,004,000 | 817 |
| 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) | $185,963,000 | 689 |
| Total debt securities | $185,964,000 | 777 |
| Structured notes | ||
| Amortized cost | $2,059,000 | 1,963 |
| Fair value | $2,025,000 | 1,981 |
| 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 | $180,422,000 | 780 |
| U.S. Government securities | $162,754,000 | 627 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $162,754,000 | 600 |
| Securities issued by states & political subdivisions | $14,586,000 | 1,881 |
| Other domestic debt securities | $3,082,000 | 1,394 |
| Privately issued residential mortgage-backed securities | $1,259,000 | 838 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,823,000 | 1,096 |
| 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 | $68,720,000 | 777 |
| Mortgage-backed securities | $124,682,000 | 557 |
| Certificates of participation in pools of residential mortgages | $21,150,000 | 1,494 |
| Issued or guaranteed by U.S. | $21,150,000 | 1,488 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $103,532,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $102,273,000 | 273 |
| Privately issued | $1,259,000 | 799 |
| 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) | $180,422,000 | 692 |
| Total debt securities | $180,422,000 | 769 |
| Structured notes | ||
| Amortized cost | $5,068,000 | 1,099 |
| Fair value | $5,038,000 | 1,102 |
| 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 | $180,912,000 | 750 |
| U.S. Government securities | $161,119,000 | 607 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $161,119,000 | 575 |
| Securities issued by states & political subdivisions | $16,560,000 | 1,643 |
| Other domestic debt securities | $3,233,000 | 1,408 |
| Privately issued residential mortgage-backed securities | $1,442,000 | 877 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,791,000 | 1,110 |
| 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 | $79,886,000 | 685 |
| Mortgage-backed securities | $122,485,000 | 555 |
| Certificates of participation in pools of residential mortgages | $15,704,000 | 1,820 |
| Issued or guaranteed by U.S. | $15,704,000 | 1,814 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $106,781,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $105,339,000 | 264 |
| Privately issued | $1,442,000 | 836 |
| 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) | $180,912,000 | 656 |
| Total debt securities | $180,913,000 | 739 |
| Structured notes | ||
| Amortized cost | $5,078,000 | 1,085 |
| Fair value | $5,080,000 | 1,094 |
| 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 | $195,628,000 | 691 |
| U.S. Government securities | $173,031,000 | 564 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $173,031,000 | 536 |
| Securities issued by states & political subdivisions | $17,230,000 | 1,501 |
| Other domestic debt securities | $5,367,000 | 1,092 |
| Privately issued residential mortgage-backed securities | $1,655,000 | 874 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $3,712,000 | 712 |
| 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 | $77,676,000 | 704 |
| Mortgage-backed securities | $134,481,000 | 502 |
| Certificates of participation in pools of residential mortgages | $24,143,000 | 1,319 |
| Issued or guaranteed by U.S. | $24,143,000 | 1,314 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $110,338,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $108,683,000 | 246 |
| Privately issued | $1,655,000 | 840 |
| 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) | $195,628,000 | 597 |
| Total debt securities | $195,629,000 | 676 |
| Structured notes | ||
| Amortized cost | $6,400,000 | 982 |
| Fair value | $6,417,000 | 983 |
| 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 | $173,434,000 | 771 |
| U.S. Government securities | $147,787,000 | 654 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $147,787,000 | 622 |
| Securities issued by states & political subdivisions | $18,238,000 | 1,391 |
| Other domestic debt securities | $7,409,000 | 959 |
| Privately issued residential mortgage-backed securities | $1,806,000 | 896 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $5,603,000 | 548 |
| 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 | $67,243,000 | 836 |
| Mortgage-backed securities | $123,244,000 | 556 |
| Certificates of participation in pools of residential mortgages | $24,830,000 | 1,382 |
| Issued or guaranteed by U.S. | $24,830,000 | 1,378 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $98,414,000 | 328 |
| CMOs issued by government agencies or sponsored agencies | $96,608,000 | 266 |
| Privately issued | $1,806,000 | 859 |
| 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) | $173,434,000 | 675 |
| Total debt securities | $173,434,000 | 759 |
| Structured notes | ||
| Amortized cost | $6,400,000 | 788 |
| Fair value | $6,400,000 | 790 |
| 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 | $146,971,000 | 878 |
| U.S. Government securities | $117,918,000 | 777 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $117,918,000 | 750 |
| Securities issued by states & political subdivisions | $18,351,000 | 1,374 |
| Other domestic debt securities | $10,402,000 | 813 |
| Privately issued residential mortgage-backed securities | $2,028,000 | 887 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $8,374,000 | 406 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $300,000 | 988 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,886,000 | 814 |
| Mortgage-backed securities | $112,477,000 | 605 |
| Certificates of participation in pools of residential mortgages | $25,334,000 | 1,400 |
| Issued or guaranteed by U.S. | $25,334,000 | 1,393 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $87,143,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $85,115,000 | 276 |
| Privately issued | $2,028,000 | 849 |
| 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) | $146,971,000 | 758 |
| Total debt securities | $146,670,000 | 863 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $149,215,000 | 868 |
| U.S. Government securities | $115,405,000 | 774 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $115,405,000 | 751 |
| Securities issued by states & political subdivisions | $22,136,000 | 1,115 |
| Other domestic debt securities | $11,374,000 | 819 |
| Privately issued residential mortgage-backed securities | $2,220,000 | 924 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $9,154,000 | 407 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $300,000 | 1,041 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,528,000 | 1,182 |
| Mortgage-backed securities | $112,601,000 | 596 |
| Certificates of participation in pools of residential mortgages | $28,923,000 | 1,305 |
| Issued or guaranteed by U.S. | $28,923,000 | 1,296 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $83,678,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $81,458,000 | 274 |
| Privately issued | $2,220,000 | 885 |
| 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) | $149,215,000 | 751 |
| Total debt securities | $148,915,000 | 853 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $146,062,000 | 868 |
| U.S. Government securities | $94,236,000 | 906 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $94,236,000 | 874 |
| Securities issued by states & political subdivisions | $29,745,000 | 766 |
| Other domestic debt securities | $21,781,000 | 560 |
| Privately issued residential mortgage-backed securities | $2,473,000 | 914 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $19,308,000 | 246 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $300,000 | 1,074 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,021,000 | 897 |
| Mortgage-backed securities | $91,473,000 | 701 |
| Certificates of participation in pools of residential mortgages | $32,180,000 | 1,215 |
| Issued or guaranteed by U.S. | $32,180,000 | 1,205 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $59,293,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $56,820,000 | 328 |
| Privately issued | $2,473,000 | 877 |
| 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) | $146,062,000 | 743 |
| Total debt securities | $145,763,000 | 847 |
| 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 | $138,367,000 | 906 |
| U.S. Government securities | $83,466,000 | 1,041 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $83,466,000 | 1,006 |
| Securities issued by states & political subdivisions | $33,101,000 | 646 |
| Other domestic debt securities | $21,500,000 | 536 |
| Privately issued residential mortgage-backed securities | $2,711,000 | 911 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,789,000 | 239 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $300,000 | 1,077 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,151,000 | 947 |
| Mortgage-backed securities | $82,062,000 | 798 |
| Certificates of participation in pools of residential mortgages | $37,637,000 | 1,111 |
| Issued or guaranteed by U.S. | $37,637,000 | 1,098 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $44,425,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $41,714,000 | 397 |
| Privately issued | $2,711,000 | 872 |
| 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) | $138,367,000 | 774 |
| Total debt securities | $138,067,000 | 882 |
| 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 | $148,068,000 | 819 |
| U.S. Government securities | $91,594,000 | 929 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $91,594,000 | 907 |
| Securities issued by states & political subdivisions | $33,011,000 | 625 |
| Other domestic debt securities | $23,163,000 | 479 |
| Privately issued residential mortgage-backed securities | $2,951,000 | 849 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,212,000 | 218 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $300,000 | 1,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,282,000 | 974 |
| Mortgage-backed securities | $94,545,000 | 680 |
| Certificates of participation in pools of residential mortgages | $56,044,000 | 747 |
| Issued or guaranteed by U.S. | $56,044,000 | 739 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $38,501,000 | 575 |
| CMOs issued by government agencies or sponsored agencies | $35,550,000 | 439 |
| Privately issued | $2,951,000 | 811 |
| 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) | $148,068,000 | 704 |
| Total debt securities | $147,768,000 | 808 |
| 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 | $135,243,000 | 886 |
| U.S. Government securities | $74,269,000 | 1,120 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $74,269,000 | 1,094 |
| Securities issued by states & political subdivisions | $39,112,000 | 478 |
| Other domestic debt securities | $21,562,000 | 495 |
| Privately issued residential mortgage-backed securities | $3,096,000 | 832 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,466,000 | 232 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $300,000 | 1,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,464,000 | 786 |
| Mortgage-backed securities | $73,368,000 | 812 |
| Certificates of participation in pools of residential mortgages | $37,082,000 | 1,035 |
| Issued or guaranteed by U.S. | $37,082,000 | 1,023 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $36,286,000 | 561 |
| CMOs issued by government agencies or sponsored agencies | $33,190,000 | 420 |
| Privately issued | $3,096,000 | 795 |
| 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) | $135,243,000 | 748 |
| Total debt securities | $134,944,000 | 874 |
| 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 | $132,989,000 | 913 |
| U.S. Government securities | $57,570,000 | 1,465 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $57,570,000 | 1,438 |
| Securities issued by states & political subdivisions | $46,533,000 | 386 |
| Other domestic debt securities | $28,586,000 | 438 |
| Privately issued residential mortgage-backed securities | $3,798,000 | 780 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,788,000 | 211 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $300,000 | 1,428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,096,000 | 575 |
| Mortgage-backed securities | $61,368,000 | 963 |
| Certificates of participation in pools of residential mortgages | $34,315,000 | 1,090 |
| Issued or guaranteed by U.S. | $34,315,000 | 1,078 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $27,053,000 | 668 |
| CMOs issued by government agencies or sponsored agencies | $23,255,000 | 539 |
| Privately issued | $3,798,000 | 744 |
| 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) | $132,989,000 | 779 |
| Total debt securities | $132,687,000 | 892 |
| 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 | $144,347,000 | 829 |
| U.S. Government securities | $58,737,000 | 1,421 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $58,737,000 | 1,385 |
| Securities issued by states & political subdivisions | $49,725,000 | 353 |
| Other domestic debt securities | $35,585,000 | 381 |
| Privately issued residential mortgage-backed securities | $4,107,000 | 722 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,478,000 | 178 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $300,000 | 1,446 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,325,000 | 665 |
| Mortgage-backed securities | $62,844,000 | 904 |
| Certificates of participation in pools of residential mortgages | $33,621,000 | 1,050 |
| Issued or guaranteed by U.S. | $33,621,000 | 1,038 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $29,223,000 | 627 |
| CMOs issued by government agencies or sponsored agencies | $25,116,000 | 500 |
| Privately issued | $4,107,000 | 687 |
| 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) | $144,347,000 | 713 |
| Total debt securities | $144,047,000 | 805 |
| 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 | $151,300,000 | 790 |
| U.S. Government securities | $66,323,000 | 1,272 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $66,323,000 | 1,249 |
| Securities issued by states & political subdivisions | $50,322,000 | 344 |
| Other domestic debt securities | $34,355,000 | 385 |
| Privately issued residential mortgage-backed securities | $4,394,000 | 653 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,961,000 | 188 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $300,000 | 1,414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,596,000 | 663 |
| Mortgage-backed securities | $48,188,000 | 1,016 |
| Certificates of participation in pools of residential mortgages | $20,190,000 | 1,389 |
| Issued or guaranteed by U.S. | $20,190,000 | 1,381 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $27,998,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $23,604,000 | 499 |
| Privately issued | $4,394,000 | 616 |
| 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) | $151,300,000 | 668 |
| Total debt securities | $150,998,000 | 775 |
| 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 | $147,940,000 | 801 |
| U.S. Government securities | $65,427,000 | 1,307 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $65,427,000 | 1,278 |
| Securities issued by states & political subdivisions | $53,380,000 | 318 |
| Other domestic debt securities | $28,833,000 | 399 |
| Privately issued residential mortgage-backed securities | $4,567,000 | 615 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,266,000 | 205 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $300,000 | 1,375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,487,000 | 589 |
| Mortgage-backed securities | $35,490,000 | 1,192 |
| Certificates of participation in pools of residential mortgages | $15,544,000 | 1,588 |
| Issued or guaranteed by U.S. | $15,544,000 | 1,579 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $19,946,000 | 710 |
| CMOs issued by government agencies or sponsored agencies | $15,379,000 | 649 |
| Privately issued | $4,567,000 | 580 |
| 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) | $147,940,000 | 676 |
| Total debt securities | $147,639,000 | 778 |
| 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 | $150,422,000 | 786 |
| U.S. Government securities | $64,490,000 | 1,331 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $64,490,000 | 1,301 |
| Securities issued by states & political subdivisions | $60,979,000 | 265 |
| Other domestic debt securities | $24,790,000 | 419 |
| Privately issued residential mortgage-backed securities | $2,692,000 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,098,000 | 212 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $163,000 | 1,504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,889,000 | 579 |
| Mortgage-backed securities | $33,208,000 | 1,228 |
| Certificates of participation in pools of residential mortgages | $14,955,000 | 1,585 |
| Issued or guaranteed by U.S. | $14,955,000 | 1,579 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $18,253,000 | 731 |
| CMOs issued by government agencies or sponsored agencies | $15,561,000 | 623 |
| Privately issued | $2,692,000 | 656 |
| 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) | $150,422,000 | 659 |
| Total debt securities | $150,259,000 | 771 |
| 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 | $130,791,000 | 910 |
| U.S. Government securities | $56,424,000 | 1,510 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $56,424,000 | 1,478 |
| Securities issued by states & political subdivisions | $62,427,000 | 254 |
| Other domestic debt securities | $11,777,000 | 662 |
| Privately issued residential mortgage-backed securities | $2,874,000 | 657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,903,000 | 441 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $163,000 | 1,530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,270,000 | 574 |
| Mortgage-backed securities | $33,871,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $16,004,000 | 1,514 |
| Issued or guaranteed by U.S. | $16,004,000 | 1,508 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $17,867,000 | 736 |
| CMOs issued by government agencies or sponsored agencies | $14,993,000 | 646 |
| Privately issued | $2,874,000 | 615 |
| 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) | $130,791,000 | 768 |
| Total debt securities | $130,627,000 | 891 |
| 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 | $138,741,000 | 882 |
| U.S. Government securities | $57,609,000 | 1,522 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $57,609,000 | 1,488 |
| Securities issued by states & political subdivisions | $64,917,000 | 231 |
| Other domestic debt securities | $16,215,000 | 535 |
| Privately issued residential mortgage-backed securities | $2,944,000 | 633 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,271,000 | 331 |
| 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 | $97,886,000 | 568 |
| Mortgage-backed securities | $35,205,000 | 1,191 |
| Certificates of participation in pools of residential mortgages | $16,509,000 | 1,503 |
| Issued or guaranteed by U.S. | $16,509,000 | 1,496 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $18,696,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $15,752,000 | 642 |
| Privately issued | $2,944,000 | 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 | 3,949 |
| Available-for-sale securities (fair market value) | $138,741,000 | 744 |
| Total debt securities | $138,741,000 | 867 |
| 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 | $150,493,000 | 832 |
| U.S. Government securities | $61,702,000 | 1,450 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $61,702,000 | 1,416 |
| Securities issued by states & political subdivisions | $74,003,000 | 202 |
| Other domestic debt securities | $14,788,000 | 571 |
| Privately issued residential mortgage-backed securities | $3,040,000 | 623 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,748,000 | 362 |
| 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 | $106,568,000 | 510 |
| Mortgage-backed securities | $36,792,000 | 1,177 |
| Certificates of participation in pools of residential mortgages | $17,118,000 | 1,480 |
| Issued or guaranteed by U.S. | $17,118,000 | 1,470 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $19,674,000 | 691 |
| CMOs issued by government agencies or sponsored agencies | $16,634,000 | 622 |
| Privately issued | $3,040,000 | 580 |
| 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) | $150,493,000 | 695 |
| Total debt securities | $150,492,000 | 811 |
| 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 | $153,088,000 | 812 |
| U.S. Government securities | $59,371,000 | 1,515 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $59,371,000 | 1,473 |
| Securities issued by states & political subdivisions | $82,740,000 | 178 |
| Other domestic debt securities | $10,977,000 | 666 |
| Privately issued residential mortgage-backed securities | $3,145,000 | 597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,832,000 | 503 |
| 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 | $101,284,000 | 527 |
| Mortgage-backed securities | $34,931,000 | 1,230 |
| Certificates of participation in pools of residential mortgages | $15,576,000 | 1,599 |
| Issued or guaranteed by U.S. | $15,576,000 | 1,591 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $19,355,000 | 698 |
| CMOs issued by government agencies or sponsored agencies | $16,210,000 | 622 |
| Privately issued | $3,145,000 | 559 |
| 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) | $153,088,000 | 685 |
| Total debt securities | $153,085,000 | 797 |
| 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 | $142,089,000 | 877 |
| U.S. Government securities | $51,744,000 | 1,752 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $51,744,000 | 1,699 |
| Securities issued by states & political subdivisions | $86,010,000 | 170 |
| Other domestic debt securities | $4,335,000 | 1,140 |
| Privately issued residential mortgage-backed securities | $3,330,000 | 594 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,005,000 | 1,465 |
| 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 | $87,901,000 | 609 |
| Mortgage-backed securities | $32,249,000 | 1,294 |
| Certificates of participation in pools of residential mortgages | $14,663,000 | 1,676 |
| Issued or guaranteed by U.S. | $14,663,000 | 1,665 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $17,586,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $14,256,000 | 686 |
| Privately issued | $3,330,000 | 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 | 4,162 |
| Available-for-sale securities (fair market value) | $142,089,000 | 735 |
| Total debt securities | $142,087,000 | 861 |
| 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 | $140,014,000 | 901 |
| U.S. Government securities | $53,302,000 | 1,715 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $53,302,000 | 1,654 |
| Securities issued by states & political subdivisions | $83,205,000 | 175 |
| Other domestic debt securities | $3,507,000 | 1,257 |
| Privately issued residential mortgage-backed securities | $2,502,000 | 631 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,005,000 | 1,585 |
| 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 | $85,908,000 | 620 |
| Mortgage-backed securities | $32,901,000 | 1,289 |
| Certificates of participation in pools of residential mortgages | $15,436,000 | 1,640 |
| Issued or guaranteed by U.S. | $15,436,000 | 1,627 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $17,465,000 | 744 |
| CMOs issued by government agencies or sponsored agencies | $14,963,000 | 662 |
| Privately issued | $2,502,000 | 590 |
| 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) | $140,014,000 | 759 |
| Total debt securities | $140,014,000 | 889 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $120,910,000 | 1,024 |
| U.S. Government securities | $28,633,000 | 2,864 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $28,633,000 | 2,771 |
| Securities issued by states & political subdivisions | $88,536,000 | 157 |
| Other domestic debt securities | $3,741,000 | 1,249 |
| Privately issued residential mortgage-backed securities | $2,735,000 | 605 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,006,000 | 1,641 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,269,000 | 646 |
| Mortgage-backed securities | $27,372,000 | 1,479 |
| Certificates of participation in pools of residential mortgages | $14,570,000 | 1,711 |
| Issued or guaranteed by U.S. | $14,570,000 | 1,699 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $12,802,000 | 905 |
| CMOs issued by government agencies or sponsored agencies | $10,067,000 | 858 |
| Privately issued | $2,735,000 | 567 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $120,910,000 | 854 |
| Total debt securities | $120,909,000 | 1,002 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $112,595,000 | 1,102 |
| U.S. Government securities | $24,254,000 | 3,311 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $24,254,000 | 3,192 |
| Securities issued by states & political subdivisions | $86,489,000 | 152 |
| Other domestic debt securities | $1,852,000 | 1,751 |
| Privately issued residential mortgage-backed securities | $846,000 | 815 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,006,000 | 1,725 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,204,000 | 721 |
| Mortgage-backed securities | $21,076,000 | 1,812 |
| Certificates of participation in pools of residential mortgages | $13,141,000 | 1,916 |
| Issued or guaranteed by U.S. | $13,141,000 | 1,903 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $7,935,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $7,089,000 | 1,092 |
| Privately issued | $846,000 | 760 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $112,595,000 | 928 |
| Total debt securities | $112,597,000 | 1,069 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $108,370,000 | 1,175 |
| U.S. Government securities | $22,039,000 | 3,618 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $22,039,000 | 3,491 |
| Securities issued by states & political subdivisions | $84,349,000 | 159 |
| Other domestic debt securities | $1,982,000 | 1,758 |
| Privately issued residential mortgage-backed securities | $975,000 | 769 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,007,000 | 1,808 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,166,000 | 785 |
| Mortgage-backed securities | $19,010,000 | 1,979 |
| Certificates of participation in pools of residential mortgages | $10,828,000 | 2,221 |
| Issued or guaranteed by U.S. | $10,828,000 | 2,211 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,182,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $7,207,000 | 1,108 |
| Privately issued | $975,000 | 719 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $108,370,000 | 999 |
| Total debt securities | $108,370,000 | 1,132 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $109,432,000 | 1,174 |
| U.S. Government securities | $13,747,000 | 4,869 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,747,000 | 4,720 |
| Securities issued by states & political subdivisions | $94,678,000 | 139 |
| Other domestic debt securities | $1,007,000 | 2,305 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,007,000 | 1,904 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,357,000 | 813 |
| Mortgage-backed securities | $13,747,000 | 2,454 |
| Certificates of participation in pools of residential mortgages | $8,772,000 | 2,541 |
| Issued or guaranteed by U.S. | $8,772,000 | 2,534 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,975,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $4,975,000 | 1,378 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $109,432,000 | 1,003 |
| Total debt securities | $109,431,000 | 1,137 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $116,286,000 | 1,105 |
| U.S. Government securities | $7,999,000 | 6,197 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,999,000 | 6,052 |
| Securities issued by states & political subdivisions | $107,280,000 | 117 |
| Other domestic debt securities | $1,007,000 | 2,330 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,007,000 | 1,964 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,819,000 | 836 |
| Mortgage-backed securities | $7,999,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | $6,436,000 | 2,997 |
| Issued or guaranteed by U.S. | $6,436,000 | 2,992 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,563,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $1,563,000 | 2,139 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $116,286,000 | 930 |
| Total debt securities | $116,287,000 | 1,066 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $119,630,000 | 1,088 |
| U.S. Government securities | $6,205,000 | 6,821 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,205,000 | 6,657 |
| Securities issued by states & political subdivisions | $112,417,000 | 110 |
| Other domestic debt securities | $1,008,000 | 2,421 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,008,000 | 2,054 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,685,000 | 818 |
| Mortgage-backed securities | $6,205,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | $6,205,000 | 3,084 |
| Issued or guaranteed by U.S. | $6,205,000 | 3,076 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $119,630,000 | 924 |
| Total debt securities | $119,630,000 | 1,045 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $122,681,000 | 1,061 |
| U.S. Government securities | $4,475,000 | 7,341 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,475,000 | 7,186 |
| Securities issued by states & political subdivisions | $117,198,000 | 111 |
| Other domestic debt securities | $1,008,000 | 2,522 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,008,000 | 2,147 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,057,000 | 797 |
| Mortgage-backed securities | $4,475,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $4,475,000 | 3,596 |
| Issued or guaranteed by U.S. | $4,475,000 | 3,586 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $122,681,000 | 901 |
| Total debt securities | $122,682,000 | 1,018 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $131,904,000 | 1,024 |
| U.S. Government securities | $7,849,000 | 6,349 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,849,000 | 6,173 |
| Securities issued by states & political subdivisions | $123,055,000 | 105 |
| Other domestic debt securities | $1,000,000 | 2,594 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,295 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,744,000 | 792 |
| Mortgage-backed securities | $7,849,000 | 3,377 |
| Certificates of participation in pools of residential mortgages | $4,976,000 | 3,423 |
| Issued or guaranteed by U.S. | $4,976,000 | 3,412 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,873,000 | 2,027 |
| CMOs issued by government agencies or sponsored agencies | $2,873,000 | 1,902 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $131,904,000 | 870 |
| Total debt securities | $131,904,000 | 987 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $137,835,000 | 973 |
| U.S. Government securities | $8,917,000 | 5,906 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,917,000 | 5,730 |
| Securities issued by states & political subdivisions | $127,918,000 | 105 |
| Other domestic debt securities | $1,000,000 | 2,711 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,415 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,244,000 | 788 |
| Mortgage-backed securities | $8,917,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $5,821,000 | 3,199 |
| Issued or guaranteed by U.S. | $5,821,000 | 3,183 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,096,000 | 2,002 |
| CMOs issued by government agencies or sponsored agencies | $3,096,000 | 1,870 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $137,835,000 | 836 |
| Total debt securities | $137,835,000 | 935 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $141,244,000 | 931 |
| U.S. Government securities | $16,244,000 | 4,244 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $16,244,000 | 4,088 |
| Securities issued by states & political subdivisions | $123,990,000 | 107 |
| Other domestic debt securities | $1,010,000 | 2,768 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,010,000 | 2,446 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,145,000 | 772 |
| Mortgage-backed securities | $16,244,000 | 2,311 |
| Certificates of participation in pools of residential mortgages | $7,912,000 | 2,722 |
| Issued or guaranteed by U.S. | $7,912,000 | 2,710 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $8,332,000 | 1,340 |
| CMOs issued by government agencies or sponsored agencies | $8,332,000 | 1,250 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $141,244,000 | 799 |
| Total debt securities | $141,245,000 | 896 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $129,063,000 | 1,011 |
| U.S. Government securities | $21,413,000 | 3,526 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $21,413,000 | 3,365 |
| Securities issued by states & political subdivisions | $89,703,000 | 134 |
| Other domestic debt securities | $17,947,000 | 642 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,947,000 | 467 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,345,000 | 625 |
| Mortgage-backed securities | $18,757,000 | 2,106 |
| Certificates of participation in pools of residential mortgages | $9,914,000 | 2,388 |
| Issued or guaranteed by U.S. | $9,914,000 | 2,375 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $8,843,000 | 1,354 |
| CMOs issued by government agencies or sponsored agencies | $8,843,000 | 1,260 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $129,063,000 | 867 |
| Total debt securities | $129,063,000 | 971 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $128,676,000 | 972 |
| U.S. Government securities | $16,517,000 | 4,211 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $16,517,000 | 4,033 |
| Securities issued by states & political subdivisions | $90,670,000 | 135 |
| Other domestic debt securities | $21,489,000 | 570 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,489,000 | 408 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $16,517,000 | 2,249 |
| Certificates of participation in pools of residential mortgages | $11,474,000 | 2,157 |
| Issued or guaranteed by U.S. | $11,474,000 | 2,145 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,043,000 | 1,816 |
| CMOs issued by government agencies or sponsored agencies | $5,043,000 | 1,716 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $128,676,000 | 822 |
| Total debt securities | $128,676,000 | 930 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $141,053,000 | 819 |
| U.S. Government securities | $73,584,000 | 1,100 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $73,584,000 | 1,038 |
| Securities issued by states & political subdivisions | $26,666,000 | 560 |
| Other domestic debt securities | $40,803,000 | 371 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,803,000 | 240 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,845,000 | 660 |
| Mortgage-backed securities | $30,438,000 | 1,363 |
| Certificates of participation in pools of residential mortgages | $27,997,000 | 1,006 |
| Issued or guaranteed by U.S. | $27,997,000 | 1,000 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,441,000 | 2,550 |
| CMOs issued by government agencies or sponsored agencies | $2,441,000 | 2,390 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $141,053,000 | 678 |
| Total debt securities | $141,053,000 | 796 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $127,542,000 | 891 |
| U.S. Government securities | $37,836,000 | 2,116 |
| U.S. Treasury securities | $8,022,000 | 760 |
| U.S. Government agency obligations | $29,814,000 | 2,451 |
| Securities issued by states & political subdivisions | $54,570,000 | 219 |
| Other domestic debt securities | $35,112,000 | 361 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $35,112,000 | 268 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $24,000 | 7,698 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,254,000 | 931 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $127,542,000 | 673 |
| Total debt securities | $127,518,000 | 855 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $122,509,000 | 943 |
| U.S. Government securities | $40,359,000 | 2,079 |
| U.S. Treasury securities | $10,005,000 | 871 |
| U.S. Government agency obligations | $30,354,000 | 2,431 |
| Securities issued by states & political subdivisions | $52,568,000 | 243 |
| Other domestic debt securities | $29,558,000 | 428 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,558,000 | 316 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $24,000 | 7,696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,040,000 | 987 |
| Mortgage-backed securities | $1,000 | 7,913 |
| Certificates of participation in pools of residential mortgages | $1,000 | 7,503 |
| Issued or guaranteed by U.S. | $1,000 | 7,479 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $122,509,000 | 730 |
| Total debt securities | $122,485,000 | 912 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $98,083,000 | 1,179 |
| U.S. Government securities | $28,169,000 | 2,983 |
| U.S. Treasury securities | $2,031,000 | 3,825 |
| U.S. Government agency obligations | $26,138,000 | 2,682 |
| Securities issued by states & political subdivisions | $37,558,000 | 349 |
| Other domestic debt securities | $32,332,000 | 353 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,332,000 | 240 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $24,000 | 7,557 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,203,000 | 1,115 |
| Mortgage-backed securities | $3,000 | 8,098 |
| Certificates of participation in pools of residential mortgages | $3,000 | 7,674 |
| Issued or guaranteed by U.S. | $3,000 | 7,652 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $69,893,000 | 410 |
| Available-for-sale securities (fair market value) | $28,190,000 | 2,937 |
| Total debt securities | $98,059,000 | 1,136 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $76,364,000 | 1,511 |
| U.S. Government securities | $26,455,000 | 3,271 |
| U.S. Treasury securities | $11,996,000 | 1,575 |
| U.S. Government agency obligations | $14,459,000 | 4,149 |
| Securities issued by states & political subdivisions | $36,559,000 | 309 |
| Other domestic debt securities | $13,326,000 | 479 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,326,000 | 340 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $24,000 | 7,560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,065,000 | 1,126 |
| Mortgage-backed securities | $7,000 | 8,432 |
| Certificates of participation in pools of residential mortgages | $7,000 | 7,935 |
| Issued or guaranteed by U.S. | $7,000 | 7,911 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $49,892,000 | 708 |
| Available-for-sale securities (fair market value) | $26,472,000 | 2,909 |
| Total debt securities | $76,340,000 | 1,458 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $73,496,000 | 1,645 |
| U.S. Government securities | $34,408,000 | 2,806 |
| U.S. Treasury securities | $19,983,000 | 1,161 |
| U.S. Government agency obligations | $14,425,000 | 4,317 |
| Securities issued by states & political subdivisions | $30,735,000 | 368 |
| Other domestic debt securities | $8,329,000 | 648 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,329,000 | 440 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $24,000 | 7,643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,871,000 | 1,620 |
| Mortgage-backed securities | $145,000 | 8,325 |
| Certificates of participation in pools of residential mortgages | $145,000 | 7,667 |
| Issued or guaranteed by U.S. | $145,000 | 7,648 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,209,000 | 1,035 |
| Available-for-sale securities (fair market value) | $34,287,000 | 2,418 |
| Total debt securities | $73,472,000 | 1,591 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $78,152,000 | 1,610 |
| U.S. Government securities | $55,996,000 | 1,803 |
| U.S. Treasury securities | $46,220,000 | 610 |
| U.S. Government agency obligations | $9,776,000 | 5,564 |
| Securities issued by states & political subdivisions | $15,520,000 | 868 |
| Other domestic debt securities | $6,612,000 | 901 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,612,000 | 661 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $24,000 | 7,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,878,000 | 6,076 |
| Mortgage-backed securities | $222,000 | 8,611 |
| Certificates of participation in pools of residential mortgages | $222,000 | 7,774 |
| Issued or guaranteed by U.S. | $222,000 | 7,744 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,354,000 | 1,827 |
| Available-for-sale securities (fair market value) | $55,798,000 | 1,515 |
| Total debt securities | $78,128,000 | 1,567 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $85,514,000 | 1,506 |
| U.S. Government securities | $64,616,000 | 1,642 |
| U.S. Treasury securities | $62,210,000 | 548 |
| U.S. Government agency obligations | $2,406,000 | 9,584 |
| Securities issued by states & political subdivisions | $14,581,000 | 934 |
| Other domestic debt securities | $6,293,000 | 1,006 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,293,000 | 743 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $24,000 | 7,745 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,898,000 | 1,853 |
| Mortgage-backed securities | $413,000 | 8,703 |
| Certificates of participation in pools of residential mortgages | $413,000 | 7,633 |
| Issued or guaranteed by U.S. | $413,000 | 7,602 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $77,637,000 | 987 |
| Available-for-sale securities (fair market value) | $7,877,000 | 5,490 |
| Total debt securities | $85,490,000 | 1,468 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $73,724,000 | 1,885 |
| U.S. Government securities | $53,027,000 | 2,061 |
| U.S. Treasury securities | $52,425,000 | 720 |
| U.S. Government agency obligations | $602,000 | 11,570 |
| Securities issued by states & political subdivisions | $14,629,000 | 947 |
| Other domestic debt securities | $6,044,000 | 1,232 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,044,000 | 913 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $24,000 | 7,628 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,841,000 | 1,131 |
| Mortgage-backed securities | $602,000 | 9,044 |
| Certificates of participation in pools of residential mortgages | $602,000 | 7,832 |
| Issued or guaranteed by U.S. | $602,000 | 7,781 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $73,700,000 | 1,823 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $82,223,000 | 1,635 |
| U.S. Government securities | $62,164,000 | 1,738 |
| U.S. Treasury securities | $62,088,000 | 603 |
| U.S. Government agency obligations | $76,000 | 12,592 |
| Securities issued by states & political subdivisions | $14,704,000 | 837 |
| Other domestic debt securities | $5,331,000 | 1,619 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,331,000 | 1,140 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $24,000 | 7,441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,548,000 | 808 |
| Mortgage-backed securities | $76,000 | 10,851 |
| Certificates of participation in pools of residential mortgages | $76,000 | 9,896 |
| Issued or guaranteed by U.S. | $76,000 | 9,821 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $82,199,000 | 1,592 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |