Home > The First National Bank of Durango > Securities
The First National Bank of Durango, Securities
| 2018-06-30 | Rank | |
| Total securities | $200,248,000 | 685 |
| U.S. Government securities | $5,649,000 | 4,197 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,649,000 | 4,049 |
| Securities issued by states & political subdivisions | $125,817,000 | 260 |
| Other domestic debt securities | $60,288,000 | 196 |
| Privately issued residential mortgage-backed securities | $140,000 | 736 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $1,224,000 | 287 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $58,924,000 | 103 |
| Foreign debt securities | $8,494,000 | 67 |
| 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 | $38,549,000 | 1,247 |
| Mortgage-backed securities | $805,000 | 4,067 |
| Certificates of participation in pools of residential mortgages | $135,000 | 4,148 |
| Issued or guaranteed by U.S. | $89,000 | 4,066 |
| Privately issued | $46,000 | 407 |
| Collaterized mortgage obligations | $172,000 | 2,831 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 2,826 |
| Privately issued | $94,000 | 406 |
| Commercial mortgage-backed securities | $498,000 | 1,537 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $498,000 | 942 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $200,248,000 | 596 |
| Total debt securities | $200,248,000 | 679 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 277 |
| Fair value | $3,934,000 | 280 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $218,078,000 | 648 |
| U.S. Government securities | $6,639,000 | 4,119 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,639,000 | 3,980 |
| Securities issued by states & political subdivisions | $136,116,000 | 236 |
| Other domestic debt securities | $68,832,000 | 171 |
| Privately issued residential mortgage-backed securities | $115,000 | 448 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $1,322,000 | 264 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $67,395,000 | 92 |
| Foreign debt securities | $6,491,000 | 76 |
| 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 | $43,571,000 | 1,154 |
| Mortgage-backed securities | $859,000 | 4,090 |
| Certificates of participation in pools of residential mortgages | $156,000 | 4,169 |
| Issued or guaranteed by U.S. | $156,000 | 4,161 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $202,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $87,000 | 2,819 |
| Privately issued | $115,000 | 414 |
| Commercial mortgage-backed securities | $501,000 | 1,359 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $501,000 | 924 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $218,078,000 | 566 |
| Total debt securities | $218,079,000 | 638 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 266 |
| Fair value | $3,935,000 | 271 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $238,268,000 | 603 |
| U.S. Government securities | $6,739,000 | 4,145 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,739,000 | 4,004 |
| Securities issued by states & political subdivisions | $150,954,000 | 213 |
| Other domestic debt securities | $74,058,000 | 165 |
| Privately issued residential mortgage-backed securities | $137,000 | 439 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $1,382,000 | 241 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $72,539,000 | 83 |
| Foreign debt securities | $6,517,000 | 78 |
| 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 | $46,092,000 | 1,133 |
| Mortgage-backed securities | $922,000 | 4,097 |
| Certificates of participation in pools of residential mortgages | $175,000 | 4,207 |
| Issued or guaranteed by U.S. | $175,000 | 4,201 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $234,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 2,811 |
| Privately issued | $137,000 | 412 |
| Commercial mortgage-backed securities | $513,000 | 1,348 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $513,000 | 886 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $238,268,000 | 532 |
| Total debt securities | $238,269,000 | 592 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 262 |
| Fair value | $3,947,000 | 267 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $256,492,000 | 574 |
| U.S. Government securities | $6,915,000 | 4,166 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,915,000 | 4,025 |
| Securities issued by states & political subdivisions | $161,684,000 | 198 |
| Other domestic debt securities | $80,342,000 | 151 |
| Privately issued residential mortgage-backed securities | $156,000 | 438 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $1,432,000 | 235 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $78,754,000 | 86 |
| Foreign debt securities | $7,551,000 | 77 |
| 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 | $49,213,000 | 1,091 |
| Mortgage-backed securities | $974,000 | 4,115 |
| Certificates of participation in pools of residential mortgages | $194,000 | 4,251 |
| Issued or guaranteed by U.S. | $194,000 | 4,246 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $262,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 2,831 |
| Privately issued | $156,000 | 408 |
| Commercial mortgage-backed securities | $518,000 | 1,331 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $518,000 | 873 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $256,492,000 | 501 |
| Total debt securities | $256,492,000 | 565 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 271 |
| Fair value | $3,973,000 | 278 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $261,765,000 | 562 |
| U.S. Government securities | $6,575,000 | 4,284 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,575,000 | 4,157 |
| Securities issued by states & political subdivisions | $164,236,000 | 192 |
| Other domestic debt securities | $81,903,000 | 145 |
| Privately issued residential mortgage-backed securities | $183,000 | 443 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $1,489,000 | 220 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $80,231,000 | 85 |
| Foreign debt securities | $7,803,000 | 82 |
| Equity securities | $1,248,000 | 469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,846,000 | 1,072 |
| Mortgage-backed securities | $541,000 | 4,315 |
| Certificates of participation in pools of residential mortgages | $243,000 | 4,251 |
| Issued or guaranteed by U.S. | $243,000 | 4,246 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $298,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 2,850 |
| Privately issued | $183,000 | 412 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $261,765,000 | 488 |
| Total debt securities | $260,237,000 | 556 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 308 |
| Fair value | $3,957,000 | 304 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $259,860,000 | 585 |
| U.S. Government securities | $6,780,000 | 4,309 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,780,000 | 4,166 |
| Securities issued by states & political subdivisions | $167,747,000 | 186 |
| Other domestic debt securities | $75,329,000 | 159 |
| Privately issued residential mortgage-backed securities | $240,000 | 457 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $1,532,000 | 225 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $73,557,000 | 92 |
| Foreign debt securities | $8,765,000 | 77 |
| Equity securities | $1,239,000 | 457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,800,000 | 1,071 |
| Mortgage-backed securities | $590,000 | 4,368 |
| Certificates of participation in pools of residential mortgages | $224,000 | 4,331 |
| Issued or guaranteed by U.S. | $224,000 | 4,327 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $366,000 | 2,788 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 2,885 |
| Privately issued | $240,000 | 433 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $259,860,000 | 506 |
| Total debt securities | $258,620,000 | 578 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 328 |
| Fair value | $3,953,000 | 322 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $252,131,000 | 598 |
| U.S. Government securities | $7,065,000 | 4,253 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,065,000 | 4,116 |
| Securities issued by states & political subdivisions | $172,076,000 | 174 |
| Other domestic debt securities | $62,862,000 | 180 |
| Privately issued residential mortgage-backed securities | $285,000 | 461 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $1,577,000 | 224 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $61,000,000 | 113 |
| Foreign debt securities | $9,001,000 | 77 |
| Equity securities | $1,127,000 | 480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,199,000 | 1,011 |
| Mortgage-backed securities | $668,000 | 4,360 |
| Certificates of participation in pools of residential mortgages | $244,000 | 4,351 |
| Issued or guaranteed by U.S. | $244,000 | 4,346 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $424,000 | 2,765 |
| CMOs issued by government agencies or sponsored agencies | $139,000 | 2,873 |
| Privately issued | $285,000 | 434 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $252,131,000 | 523 |
| Total debt securities | $250,659,000 | 588 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 379 |
| Fair value | $2,956,000 | 374 |
| 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 | $263,537,000 | 567 |
| U.S. Government securities | $7,776,000 | 4,162 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,776,000 | 4,040 |
| Securities issued by states & political subdivisions | $178,030,000 | 173 |
| Other domestic debt securities | $66,854,000 | 173 |
| Privately issued residential mortgage-backed securities | $328,000 | 453 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $1,624,000 | 219 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $64,902,000 | 106 |
| Foreign debt securities | $9,545,000 | 75 |
| Equity securities | $1,332,000 | 468 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,783,000 | 1,076 |
| Mortgage-backed securities | $748,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $269,000 | 4,370 |
| Issued or guaranteed by U.S. | $269,000 | 4,367 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $479,000 | 2,762 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 2,897 |
| Privately issued | $328,000 | 432 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $263,537,000 | 496 |
| Total debt securities | $261,806,000 | 560 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 370 |
| Fair value | $2,998,000 | 371 |
| 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 | $268,384,000 | 563 |
| U.S. Government securities | $7,321,000 | 4,337 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,321,000 | 4,214 |
| Securities issued by states & political subdivisions | $181,161,000 | 169 |
| Other domestic debt securities | $68,118,000 | 172 |
| Privately issued residential mortgage-backed securities | $369,000 | 462 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $1,676,000 | 221 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $66,073,000 | 106 |
| Foreign debt securities | $10,475,000 | 65 |
| Equity securities | $1,309,000 | 474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,250,000 | 1,105 |
| Mortgage-backed securities | $815,000 | 4,424 |
| Certificates of participation in pools of residential mortgages | $283,000 | 4,421 |
| Issued or guaranteed by U.S. | $283,000 | 4,416 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $532,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $163,000 | 2,917 |
| Privately issued | $369,000 | 438 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $268,384,000 | 486 |
| Total debt securities | $266,677,000 | 553 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 423 |
| Fair value | $2,993,000 | 425 |
| 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 | $277,828,000 | 563 |
| U.S. Government securities | $8,559,000 | 4,247 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,559,000 | 4,134 |
| Securities issued by states & political subdivisions | $184,889,000 | 155 |
| Other domestic debt securities | $72,361,000 | 165 |
| Privately issued residential mortgage-backed securities | $421,000 | 445 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $1,725,000 | 217 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $70,215,000 | 100 |
| Foreign debt securities | $10,805,000 | 62 |
| Equity securities | $1,214,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,563,000 | 1,079 |
| Mortgage-backed securities | $900,000 | 4,426 |
| Certificates of participation in pools of residential mortgages | $301,000 | 4,451 |
| Issued or guaranteed by U.S. | $301,000 | 4,447 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $599,000 | 2,758 |
| CMOs issued by government agencies or sponsored agencies | $178,000 | 2,929 |
| Privately issued | $421,000 | 425 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $277,828,000 | 477 |
| Total debt securities | $276,160,000 | 554 |
| Structured notes | ||
| Amortized cost | $3,498,000 | 460 |
| Fair value | $3,490,000 | 462 |
| 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 | $276,772,000 | 559 |
| U.S. Government securities | $8,139,000 | 4,363 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,139,000 | 4,236 |
| Securities issued by states & political subdivisions | $181,119,000 | 157 |
| Other domestic debt securities | $70,849,000 | 168 |
| Privately issued residential mortgage-backed securities | $476,000 | 434 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $1,765,000 | 232 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $68,608,000 | 100 |
| Foreign debt securities | $9,753,000 | 63 |
| Equity securities | $6,912,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,412,000 | 1,065 |
| Mortgage-backed securities | $1,001,000 | 4,410 |
| Certificates of participation in pools of residential mortgages | $334,000 | 4,468 |
| Issued or guaranteed by U.S. | $334,000 | 4,465 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $667,000 | 2,753 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 2,955 |
| Privately issued | $476,000 | 416 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $276,772,000 | 478 |
| Total debt securities | $269,403,000 | 563 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 559 |
| Fair value | $2,994,000 | 570 |
| 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 | $270,515,000 | 570 |
| U.S. Government securities | $8,890,000 | 4,339 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,890,000 | 4,226 |
| Securities issued by states & political subdivisions | $181,758,000 | 154 |
| Other domestic debt securities | $63,416,000 | 181 |
| Privately issued residential mortgage-backed securities | $530,000 | 425 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $1,794,000 | 237 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $61,092,000 | 115 |
| Foreign debt securities | $9,409,000 | 71 |
| Equity securities | $7,042,000 | 189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,548,000 | 1,002 |
| Mortgage-backed securities | $1,101,000 | 4,438 |
| Certificates of participation in pools of residential mortgages | $365,000 | 4,508 |
| Issued or guaranteed by U.S. | $365,000 | 4,504 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $736,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $206,000 | 2,991 |
| Privately issued | $530,000 | 405 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $270,515,000 | 484 |
| Total debt securities | $262,978,000 | 578 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 759 |
| Fair value | $2,499,000 | 770 |
| 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 | $276,284,000 | 567 |
| U.S. Government securities | $9,533,000 | 4,377 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,533,000 | 4,266 |
| Securities issued by states & political subdivisions | $181,045,000 | 147 |
| Other domestic debt securities | $69,079,000 | 172 |
| Privately issued residential mortgage-backed securities | $602,000 | 429 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $1,858,000 | 238 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $66,619,000 | 102 |
| Foreign debt securities | $9,574,000 | 74 |
| Equity securities | $7,053,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,581,000 | 994 |
| Mortgage-backed securities | $1,225,000 | 4,479 |
| Certificates of participation in pools of residential mortgages | $396,000 | 4,565 |
| Issued or guaranteed by U.S. | $396,000 | 4,562 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $829,000 | 2,767 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 3,014 |
| Privately issued | $602,000 | 408 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $276,284,000 | 475 |
| Total debt securities | $268,710,000 | 571 |
| Structured notes | ||
| Amortized cost | $3,491,000 | 723 |
| Fair value | $3,492,000 | 708 |
| 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 | $277,378,000 | 563 |
| U.S. Government securities | $9,928,000 | 4,409 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $9,928,000 | 4,280 |
| Securities issued by states & political subdivisions | $181,761,000 | 138 |
| Other domestic debt securities | $68,749,000 | 174 |
| Privately issued residential mortgage-backed securities | $677,000 | 444 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $1,883,000 | 249 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $66,189,000 | 105 |
| Foreign debt securities | $9,831,000 | 72 |
| Equity securities | $7,109,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,765,000 | 1,183 |
| Mortgage-backed securities | $1,332,000 | 4,518 |
| Certificates of participation in pools of residential mortgages | $409,000 | 4,606 |
| Issued or guaranteed by U.S. | $409,000 | 4,601 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $923,000 | 2,753 |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 3,032 |
| Privately issued | $677,000 | 422 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $277,378,000 | 479 |
| Total debt securities | $269,729,000 | 569 |
| Structured notes | ||
| Amortized cost | $3,490,000 | 772 |
| Fair value | $3,491,000 | 763 |
| 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 | $262,997,000 | 585 |
| U.S. Government securities | $11,391,000 | 4,254 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,391,000 | 4,144 |
| Securities issued by states & political subdivisions | $174,021,000 | 150 |
| Other domestic debt securities | $60,679,000 | 187 |
| Privately issued residential mortgage-backed securities | $738,000 | 432 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $59,941,000 | 113 |
| Foreign debt securities | $9,852,000 | 68 |
| Equity securities | $7,054,000 | 187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,281,000 | 1,296 |
| Mortgage-backed securities | $1,446,000 | 4,571 |
| Certificates of participation in pools of residential mortgages | $445,000 | 4,667 |
| Issued or guaranteed by U.S. | $445,000 | 4,662 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,001,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 3,069 |
| Privately issued | $738,000 | 408 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $262,997,000 | 500 |
| Total debt securities | $255,406,000 | 589 |
| Structured notes | ||
| Amortized cost | $2,990,000 | 910 |
| Fair value | $2,985,000 | 888 |
| 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 | $273,032,000 | 559 |
| U.S. Government securities | $11,605,000 | 4,337 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $11,605,000 | 4,228 |
| Securities issued by states & political subdivisions | $179,765,000 | 134 |
| Other domestic debt securities | $62,817,000 | 180 |
| Privately issued residential mortgage-backed securities | $803,000 | 448 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $62,014,000 | 111 |
| Foreign debt securities | $9,010,000 | 65 |
| Equity securities | $9,835,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,594,000 | 1,164 |
| Mortgage-backed securities | $1,560,000 | 4,612 |
| Certificates of participation in pools of residential mortgages | $473,000 | 4,746 |
| Issued or guaranteed by U.S. | $473,000 | 4,742 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,087,000 | 2,772 |
| CMOs issued by government agencies or sponsored agencies | $284,000 | 3,104 |
| Privately issued | $803,000 | 428 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $273,032,000 | 479 |
| Total debt securities | $262,646,000 | 572 |
| Structured notes | ||
| Amortized cost | $2,989,000 | 998 |
| Fair value | $2,965,000 | 967 |
| 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 | $267,778,000 | 573 |
| U.S. Government securities | $11,751,000 | 4,390 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $11,751,000 | 4,286 |
| Securities issued by states & political subdivisions | $173,619,000 | 144 |
| Other domestic debt securities | $63,196,000 | 188 |
| Privately issued residential mortgage-backed securities | $875,000 | 448 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $62,321,000 | 114 |
| Foreign debt securities | $9,041,000 | 65 |
| Equity securities | $10,171,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,875,000 | 1,146 |
| Mortgage-backed securities | $1,728,000 | 4,633 |
| Certificates of participation in pools of residential mortgages | $548,000 | 4,747 |
| Issued or guaranteed by U.S. | $548,000 | 4,745 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,180,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $305,000 | 3,128 |
| Privately issued | $875,000 | 430 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $267,778,000 | 486 |
| Total debt securities | $257,058,000 | 581 |
| Structured notes | ||
| Amortized cost | $2,989,000 | 1,042 |
| Fair value | $2,983,000 | 999 |
| 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 | $251,616,000 | 610 |
| U.S. Government securities | $11,902,000 | 4,407 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,902,000 | 4,307 |
| Securities issued by states & political subdivisions | $159,372,000 | 161 |
| Other domestic debt securities | $55,003,000 | 210 |
| Privately issued residential mortgage-backed securities | $960,000 | 461 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $54,043,000 | 135 |
| Foreign debt securities | $9,045,000 | 68 |
| Equity securities | $16,294,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,773,000 | 1,321 |
| Mortgage-backed securities | $1,867,000 | 4,629 |
| Certificates of participation in pools of residential mortgages | $575,000 | 4,779 |
| Issued or guaranteed by U.S. | $575,000 | 4,775 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,292,000 | 2,746 |
| CMOs issued by government agencies or sponsored agencies | $332,000 | 3,133 |
| Privately issued | $960,000 | 442 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $251,616,000 | 523 |
| Total debt securities | $234,750,000 | 642 |
| Structured notes | ||
| Amortized cost | $2,988,000 | 1,056 |
| Fair value | $2,974,000 | 1,007 |
| 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 | $239,684,000 | 643 |
| U.S. Government securities | $11,093,000 | 4,501 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,093,000 | 4,404 |
| Securities issued by states & political subdivisions | $152,335,000 | 172 |
| Other domestic debt securities | $52,560,000 | 229 |
| Privately issued residential mortgage-backed securities | $1,049,000 | 477 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $51,511,000 | 142 |
| Foreign debt securities | $7,736,000 | 73 |
| Equity securities | $15,960,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,123,000 | 1,319 |
| Mortgage-backed securities | $2,026,000 | 4,619 |
| Certificates of participation in pools of residential mortgages | $616,000 | 4,789 |
| Issued or guaranteed by U.S. | $616,000 | 4,785 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,410,000 | 2,694 |
| CMOs issued by government agencies or sponsored agencies | $361,000 | 3,112 |
| Privately issued | $1,049,000 | 455 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $239,684,000 | 562 |
| Total debt securities | $223,135,000 | 674 |
| Structured notes | ||
| Amortized cost | $3,488,000 | 925 |
| Fair value | $3,475,000 | 901 |
| 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 | $228,355,000 | 672 |
| U.S. Government securities | $11,664,000 | 4,471 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,664,000 | 4,364 |
| Securities issued by states & political subdivisions | $139,149,000 | 185 |
| Other domestic debt securities | $47,945,000 | 253 |
| Privately issued residential mortgage-backed securities | $1,152,000 | 490 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $46,793,000 | 158 |
| Foreign debt securities | $5,226,000 | 87 |
| Equity securities | $24,371,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,176,000 | 1,131 |
| Mortgage-backed securities | $2,242,000 | 4,604 |
| Certificates of participation in pools of residential mortgages | $696,000 | 4,794 |
| Issued or guaranteed by U.S. | $696,000 | 4,790 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,546,000 | 2,657 |
| CMOs issued by government agencies or sponsored agencies | $394,000 | 3,126 |
| Privately issued | $1,152,000 | 468 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $228,355,000 | 589 |
| Total debt securities | $203,389,000 | 744 |
| Structured notes | ||
| Amortized cost | $3,987,000 | 862 |
| Fair value | $3,943,000 | 827 |
| 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 | $230,317,000 | 676 |
| U.S. Government securities | $9,849,000 | 4,689 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,849,000 | 4,591 |
| Securities issued by states & political subdivisions | $140,823,000 | 185 |
| Other domestic debt securities | $51,014,000 | 239 |
| Privately issued residential mortgage-backed securities | $1,237,000 | 489 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $49,777,000 | 154 |
| Foreign debt securities | $4,784,000 | 98 |
| Equity securities | $23,847,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,275,000 | 1,107 |
| Mortgage-backed securities | $2,452,000 | 4,562 |
| Certificates of participation in pools of residential mortgages | $772,000 | 4,742 |
| Issued or guaranteed by U.S. | $772,000 | 4,738 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,680,000 | 2,664 |
| CMOs issued by government agencies or sponsored agencies | $443,000 | 3,113 |
| Privately issued | $1,237,000 | 469 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $230,317,000 | 597 |
| Total debt securities | $205,842,000 | 742 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 889 |
| Fair value | $3,486,000 | 885 |
| 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 | $222,272,000 | 701 |
| U.S. Government securities | $9,551,000 | 4,793 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,551,000 | 4,691 |
| Securities issued by states & political subdivisions | $134,976,000 | 192 |
| Other domestic debt securities | $51,940,000 | 233 |
| Privately issued residential mortgage-backed securities | $1,401,000 | 494 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $50,539,000 | 151 |
| Foreign debt securities | $5,606,000 | 90 |
| Equity securities | $20,199,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,692,000 | 1,085 |
| Mortgage-backed securities | $2,757,000 | 4,546 |
| Certificates of participation in pools of residential mortgages | $859,000 | 4,752 |
| Issued or guaranteed by U.S. | $859,000 | 4,750 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,898,000 | 2,656 |
| CMOs issued by government agencies or sponsored agencies | $497,000 | 3,104 |
| Privately issued | $1,401,000 | 476 |
| 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) | $222,272,000 | 633 |
| Total debt securities | $201,444,000 | 769 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 805 |
| Fair value | $4,000,000 | 819 |
| 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 | $208,552,000 | 725 |
| U.S. Government securities | $8,560,000 | 4,916 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,560,000 | 4,816 |
| Securities issued by states & political subdivisions | $131,600,000 | 186 |
| Other domestic debt securities | $43,681,000 | 265 |
| Privately issued residential mortgage-backed securities | $1,508,000 | 500 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $42,173,000 | 154 |
| Foreign debt securities | $4,542,000 | 99 |
| Equity securities | $20,169,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,246,000 | 1,069 |
| Mortgage-backed securities | $3,044,000 | 4,504 |
| Certificates of participation in pools of residential mortgages | $981,000 | 4,725 |
| Issued or guaranteed by U.S. | $981,000 | 4,724 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,063,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $555,000 | 3,110 |
| Privately issued | $1,508,000 | 484 |
| 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) | $208,552,000 | 652 |
| Total debt securities | $187,754,000 | 796 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 848 |
| Fair value | $4,007,000 | 860 |
| 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 | $213,246,000 | 728 |
| U.S. Government securities | $8,426,000 | 5,032 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,426,000 | 4,939 |
| Securities issued by states & political subdivisions | $133,806,000 | 170 |
| Other domestic debt securities | $45,946,000 | 260 |
| Privately issued residential mortgage-backed securities | $1,639,000 | 521 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $44,307,000 | 159 |
| Foreign debt securities | $4,814,000 | 94 |
| Equity securities | $20,254,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,316,000 | 1,036 |
| Mortgage-backed securities | $3,388,000 | 4,543 |
| Certificates of participation in pools of residential mortgages | $1,133,000 | 4,764 |
| Issued or guaranteed by U.S. | $1,133,000 | 4,761 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,255,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $616,000 | 3,156 |
| Privately issued | $1,639,000 | 501 |
| 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) | $213,246,000 | 654 |
| Total debt securities | $192,267,000 | 785 |
| Structured notes | ||
| Amortized cost | $4,750,000 | 815 |
| Fair value | $4,757,000 | 816 |
| 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 | $203,348,000 | 745 |
| U.S. Government securities | $5,919,000 | 5,591 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,919,000 | 5,479 |
| Securities issued by states & political subdivisions | $132,084,000 | 165 |
| Other domestic debt securities | $41,568,000 | 281 |
| Privately issued residential mortgage-backed securities | $1,724,000 | 544 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $39,844,000 | 172 |
| Foreign debt securities | $3,676,000 | 93 |
| Equity securities | $20,101,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,662,000 | 895 |
| Mortgage-backed securities | $3,639,000 | 4,535 |
| Certificates of participation in pools of residential mortgages | $1,230,000 | 4,752 |
| Issued or guaranteed by U.S. | $1,230,000 | 4,750 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,409,000 | 2,661 |
| CMOs issued by government agencies or sponsored agencies | $685,000 | 3,141 |
| Privately issued | $1,724,000 | 522 |
| 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) | $203,348,000 | 667 |
| Total debt securities | $182,510,000 | 840 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,030 |
| Fair value | $4,004,000 | 1,061 |
| 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 | $198,922,000 | 784 |
| U.S. Government securities | $8,113,000 | 5,296 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,113,000 | 5,196 |
| Securities issued by states & political subdivisions | $132,429,000 | 164 |
| Other domestic debt securities | $39,243,000 | 285 |
| Privately issued residential mortgage-backed securities | $1,853,000 | 559 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $37,390,000 | 177 |
| Foreign debt securities | $4,208,000 | 76 |
| Equity securities | $14,929,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,366,000 | 1,105 |
| Mortgage-backed securities | $3,975,000 | 4,482 |
| Certificates of participation in pools of residential mortgages | $1,373,000 | 4,719 |
| Issued or guaranteed by U.S. | $1,373,000 | 4,716 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,602,000 | 2,628 |
| CMOs issued by government agencies or sponsored agencies | $749,000 | 3,139 |
| Privately issued | $1,853,000 | 539 |
| 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) | $198,922,000 | 700 |
| Total debt securities | $183,257,000 | 838 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 898 |
| Fair value | $5,991,000 | 910 |
| 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 | $186,036,000 | 815 |
| U.S. Government securities | $8,709,000 | 5,154 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,709,000 | 5,064 |
| Securities issued by states & political subdivisions | $135,018,000 | 156 |
| Other domestic debt securities | $38,141,000 | 301 |
| Privately issued residential mortgage-backed securities | $2,019,000 | 602 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $36,122,000 | 167 |
| Foreign debt securities | $4,168,000 | 66 |
| 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 | $42,263,000 | 1,220 |
| Mortgage-backed securities | $4,478,000 | 4,319 |
| Certificates of participation in pools of residential mortgages | $1,631,000 | 4,569 |
| Issued or guaranteed by U.S. | $1,631,000 | 4,563 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,847,000 | 2,538 |
| CMOs issued by government agencies or sponsored agencies | $828,000 | 2,953 |
| Privately issued | $2,019,000 | 575 |
| 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) | $186,036,000 | 719 |
| Total debt securities | $185,260,000 | 805 |
| Structured notes | ||
| Amortized cost | $6,250,000 | 837 |
| Fair value | $6,250,000 | 835 |
| 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 | $188,078,000 | 780 |
| U.S. Government securities | $6,229,000 | 5,626 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,229,000 | 5,515 |
| Securities issued by states & political subdivisions | $137,796,000 | 139 |
| Other domestic debt securities | $39,844,000 | 292 |
| Privately issued residential mortgage-backed securities | $2,104,000 | 631 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $37,740,000 | 157 |
| Foreign debt securities | $4,209,000 | 66 |
| 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 | $40,373,000 | 1,243 |
| Mortgage-backed securities | $4,830,000 | 4,230 |
| Certificates of participation in pools of residential mortgages | $1,821,000 | 4,480 |
| Issued or guaranteed by U.S. | $1,821,000 | 4,467 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,009,000 | 2,480 |
| CMOs issued by government agencies or sponsored agencies | $905,000 | 2,925 |
| Privately issued | $2,104,000 | 595 |
| 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) | $188,078,000 | 693 |
| Total debt securities | $186,513,000 | 781 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,239 |
| Fair value | $1,003,000 | 2,303 |
| 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 | $169,478,000 | 855 |
| U.S. Government securities | $6,163,000 | 5,784 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,163,000 | 5,660 |
| Securities issued by states & political subdivisions | $125,775,000 | 151 |
| Other domestic debt securities | $33,276,000 | 319 |
| Privately issued residential mortgage-backed securities | $2,260,000 | 630 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $31,016,000 | 168 |
| Foreign debt securities | $4,264,000 | 64 |
| 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 | $39,587,000 | 1,293 |
| Mortgage-backed securities | $3,189,000 | 4,552 |
| Certificates of participation in pools of residential mortgages | $929,000 | 4,859 |
| Issued or guaranteed by U.S. | $929,000 | 4,851 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,260,000 | 2,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $2,260,000 | 597 |
| 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) | $169,478,000 | 756 |
| Total debt securities | $167,914,000 | 854 |
| Structured notes | ||
| Amortized cost | $5,248,000 | 1,134 |
| Fair value | $5,234,000 | 1,137 |
| 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 | $158,826,000 | 900 |
| U.S. Government securities | $8,168,000 | 5,367 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,168,000 | 5,250 |
| Securities issued by states & political subdivisions | $125,432,000 | 147 |
| Other domestic debt securities | $22,327,000 | 436 |
| Privately issued residential mortgage-backed securities | $2,412,000 | 639 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $19,915,000 | 245 |
| Foreign debt securities | $2,899,000 | 67 |
| 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 | $37,768,000 | 1,337 |
| Mortgage-backed securities | $3,380,000 | 4,447 |
| Certificates of participation in pools of residential mortgages | $968,000 | 4,801 |
| Issued or guaranteed by U.S. | $968,000 | 4,795 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,412,000 | 2,537 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $2,412,000 | 610 |
| 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) | $158,826,000 | 801 |
| Total debt securities | $157,261,000 | 900 |
| Structured notes | ||
| Amortized cost | $7,247,000 | 942 |
| Fair value | $7,200,000 | 948 |
| 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 | $158,647,000 | 872 |
| U.S. Government securities | $9,089,000 | 5,024 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,089,000 | 4,907 |
| Securities issued by states & political subdivisions | $123,367,000 | 145 |
| Other domestic debt securities | $23,316,000 | 456 |
| Privately issued residential mortgage-backed securities | $2,550,000 | 662 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $20,766,000 | 229 |
| Foreign debt securities | $2,875,000 | 61 |
| 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 | $33,575,000 | 1,457 |
| Mortgage-backed securities | $3,614,000 | 4,327 |
| Certificates of participation in pools of residential mortgages | $1,064,000 | 4,660 |
| Issued or guaranteed by U.S. | $1,064,000 | 4,653 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,550,000 | 2,464 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $2,550,000 | 632 |
| 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) | $158,647,000 | 774 |
| Total debt securities | $157,083,000 | 867 |
| Structured notes | ||
| Amortized cost | $8,045,000 | 774 |
| Fair value | $8,025,000 | 775 |
| 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 | $140,350,000 | 953 |
| U.S. Government securities | $5,307,000 | 5,839 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,307,000 | 5,712 |
| Securities issued by states & political subdivisions | $111,134,000 | 160 |
| Other domestic debt securities | $21,005,000 | 483 |
| Privately issued residential mortgage-backed securities | $2,746,000 | 712 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $18,259,000 | 242 |
| Foreign debt securities | $2,904,000 | 60 |
| 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 | $32,070,000 | 1,508 |
| Mortgage-backed securities | $3,980,000 | 4,265 |
| Certificates of participation in pools of residential mortgages | $1,234,000 | 4,578 |
| Issued or guaranteed by U.S. | $1,234,000 | 4,571 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,746,000 | 2,379 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $2,746,000 | 680 |
| 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) | $140,350,000 | 845 |
| Total debt securities | $138,785,000 | 953 |
| Structured notes | ||
| Amortized cost | $4,048,000 | 1,286 |
| Fair value | $4,073,000 | 1,296 |
| 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 | $130,791,000 | 1,018 |
| U.S. Government securities | $7,336,000 | 5,498 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,336,000 | 5,379 |
| Securities issued by states & political subdivisions | $103,155,000 | 163 |
| Other domestic debt securities | $20,300,000 | 486 |
| Privately issued residential mortgage-backed securities | $2,887,000 | 727 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $17,413,000 | 237 |
| 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 | $33,810,000 | 1,474 |
| Mortgage-backed securities | $4,218,000 | 4,201 |
| Certificates of participation in pools of residential mortgages | $1,331,000 | 4,585 |
| Issued or guaranteed by U.S. | $1,331,000 | 4,577 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,887,000 | 2,283 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $2,887,000 | 698 |
| 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) | $130,791,000 | 892 |
| Total debt securities | $129,226,000 | 1,022 |
| Structured notes | ||
| Amortized cost | $4,996,000 | 1,198 |
| Fair value | $5,003,000 | 1,201 |
| 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 | $118,551,000 | 1,119 |
| U.S. Government securities | $8,913,000 | 5,233 |
| U.S. Treasury securities | $500,000 | 962 |
| U.S. Government agency obligations | $8,413,000 | 5,219 |
| Securities issued by states & political subdivisions | $90,120,000 | 188 |
| Other domestic debt securities | $19,518,000 | 513 |
| Privately issued residential mortgage-backed securities | $2,900,000 | 761 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $16,618,000 | 238 |
| 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 | $27,231,000 | 1,784 |
| Mortgage-backed securities | $4,321,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $1,421,000 | 4,675 |
| Issued or guaranteed by U.S. | $1,421,000 | 4,665 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,900,000 | 2,246 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $2,900,000 | 730 |
| 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) | $118,551,000 | 980 |
| Total debt securities | $116,985,000 | 1,117 |
| Structured notes | ||
| Amortized cost | $5,495,000 | 905 |
| Fair value | $5,480,000 | 904 |
| 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 | $96,600,000 | 1,344 |
| U.S. Government securities | $11,606,000 | 4,671 |
| U.S. Treasury securities | $1,500,000 | 673 |
| U.S. Government agency obligations | $10,106,000 | 4,866 |
| Securities issued by states & political subdivisions | $65,538,000 | 290 |
| Other domestic debt securities | $19,456,000 | 541 |
| Privately issued residential mortgage-backed securities | $2,991,000 | 777 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $16,465,000 | 240 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,463,000 | 2,201 |
| Mortgage-backed securities | $4,583,000 | 4,260 |
| Certificates of participation in pools of residential mortgages | $1,592,000 | 4,677 |
| Issued or guaranteed by U.S. | $1,592,000 | 4,668 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,991,000 | 2,210 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $2,991,000 | 743 |
| 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) | $96,600,000 | 1,177 |
| Total debt securities | $95,036,000 | 1,339 |
| Structured notes | ||
| Amortized cost | $7,496,000 | 566 |
| Fair value | $7,494,000 | 561 |
| 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 | $108,693,000 | 1,182 |
| U.S. Government securities | $30,278,000 | 2,663 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $30,278,000 | 2,595 |
| Securities issued by states & political subdivisions | $62,039,000 | 314 |
| Other domestic debt securities | $16,376,000 | 655 |
| Privately issued residential mortgage-backed securities | $1,979,000 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $14,397,000 | 284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,922,000 | 1,518 |
| Mortgage-backed securities | $3,955,000 | 4,504 |
| Certificates of participation in pools of residential mortgages | $1,976,000 | 4,610 |
| Issued or guaranteed by U.S. | $1,976,000 | 4,601 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,979,000 | 2,497 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $1,979,000 | 914 |
| 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) | $108,693,000 | 1,029 |
| Total debt securities | $107,128,000 | 1,179 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 578 |
| Fair value | $5,004,000 | 566 |
| 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 | $83,272,000 | 1,506 |
| U.S. Government securities | $29,189,000 | 2,681 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $29,189,000 | 2,616 |
| Securities issued by states & political subdivisions | $45,504,000 | 454 |
| Other domestic debt securities | $8,579,000 | 1,008 |
| Privately issued residential mortgage-backed securities | $1,025,000 | 1,189 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $7,554,000 | 489 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,625,000 | 1,354 |
| Mortgage-backed securities | $3,235,000 | 4,739 |
| Certificates of participation in pools of residential mortgages | $2,210,000 | 4,566 |
| Issued or guaranteed by U.S. | $2,210,000 | 4,554 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,025,000 | 2,862 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $1,025,000 | 1,135 |
| 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) | $83,272,000 | 1,318 |
| Total debt securities | $82,205,000 | 1,494 |
| 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 | $83,767,000 | 1,475 |
| U.S. Government securities | $31,398,000 | 2,575 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $31,398,000 | 2,515 |
| Securities issued by states & political subdivisions | $45,254,000 | 431 |
| Other domestic debt securities | $7,115,000 | 1,063 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,625 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,107,000 | 518 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,504,000 | 1,206 |
| Mortgage-backed securities | $2,380,000 | 5,079 |
| Certificates of participation in pools of residential mortgages | $2,372,000 | 4,603 |
| Issued or guaranteed by U.S. | $2,372,000 | 4,592 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,000 | 3,738 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $8,000 | 1,541 |
| 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) | $83,767,000 | 1,287 |
| Total debt securities | $82,701,000 | 1,465 |
| 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 | $73,197,000 | 1,660 |
| U.S. Government securities | $34,148,000 | 2,383 |
| U.S. Treasury securities | $3,650,000 | 344 |
| U.S. Government agency obligations | $30,498,000 | 2,580 |
| Securities issued by states & political subdivisions | $34,776,000 | 568 |
| Other domestic debt securities | $4,273,000 | 1,309 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,578 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,264,000 | 724 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,487,000 | 1,404 |
| Mortgage-backed securities | $1,441,000 | 5,408 |
| Certificates of participation in pools of residential mortgages | $1,432,000 | 4,964 |
| Issued or guaranteed by U.S. | $1,432,000 | 4,949 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $9,000 | 3,708 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $9,000 | 1,495 |
| 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) | $73,197,000 | 1,449 |
| Total debt securities | $72,134,000 | 1,657 |
| 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 | $92,964,000 | 1,283 |
| U.S. Government securities | $41,480,000 | 1,961 |
| U.S. Treasury securities | $3,633,000 | 352 |
| U.S. Government agency obligations | $37,847,000 | 2,083 |
| Securities issued by states & political subdivisions | $49,477,000 | 349 |
| Other domestic debt securities | $2,007,000 | 1,777 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,551 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,998,000 | 1,109 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,731,000 | 1,465 |
| Mortgage-backed securities | $465,000 | 5,877 |
| Certificates of participation in pools of residential mortgages | $456,000 | 5,532 |
| Issued or guaranteed by U.S. | $456,000 | 5,516 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $9,000 | 3,641 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $9,000 | 1,466 |
| 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) | $92,964,000 | 1,104 |
| Total debt securities | $92,956,000 | 1,259 |
| 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 | $98,582,000 | 1,227 |
| U.S. Government securities | $38,686,000 | 2,128 |
| U.S. Treasury securities | $152,000 | 952 |
| U.S. Government agency obligations | $38,534,000 | 2,092 |
| Securities issued by states & political subdivisions | $57,788,000 | 294 |
| Other domestic debt securities | $2,108,000 | 1,800 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,524 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,098,000 | 1,154 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,008,000 | 997 |
| Mortgage-backed securities | $496,000 | 5,884 |
| Certificates of participation in pools of residential mortgages | $486,000 | 5,528 |
| Issued or guaranteed by U.S. | $486,000 | 5,506 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $10,000 | 3,658 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $10,000 | 1,434 |
| 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) | $98,582,000 | 1,056 |
| Total debt securities | $98,582,000 | 1,195 |
| 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 | $81,023,000 | 1,479 |
| U.S. Government securities | $58,032,000 | 1,437 |
| U.S. Treasury securities | $9,992,000 | 185 |
| U.S. Government agency obligations | $48,040,000 | 1,692 |
| Securities issued by states & political subdivisions | $20,883,000 | 1,043 |
| Other domestic debt securities | $2,108,000 | 1,710 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,512 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,098,000 | 1,103 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,581,000 | 880 |
| Mortgage-backed securities | $536,000 | 5,825 |
| Certificates of participation in pools of residential mortgages | $526,000 | 5,457 |
| Issued or guaranteed by U.S. | $526,000 | 5,430 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,000 | 3,658 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $10,000 | 1,422 |
| 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) | $81,023,000 | 1,287 |
| Total debt securities | $81,032,000 | 1,444 |
| 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 | $101,897,000 | 1,185 |
| U.S. Government securities | $79,105,000 | 1,049 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $79,105,000 | 1,021 |
| Securities issued by states & political subdivisions | $20,683,000 | 1,039 |
| Other domestic debt securities | $2,109,000 | 1,573 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,415 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,098,000 | 1,028 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,578,000 | 1,093 |
| Mortgage-backed securities | $580,000 | 5,653 |
| Certificates of participation in pools of residential mortgages | $569,000 | 5,263 |
| Issued or guaranteed by U.S. | $569,000 | 5,243 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,000 | 3,589 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $11,000 | 1,333 |
| 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) | $101,897,000 | 1,035 |
| Total debt securities | $101,896,000 | 1,157 |
| 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 | $89,009,000 | 1,337 |
| U.S. Government securities | $64,806,000 | 1,316 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $64,806,000 | 1,288 |
| Securities issued by states & political subdivisions | $22,094,000 | 931 |
| Other domestic debt securities | $2,109,000 | 1,540 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,385 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,098,000 | 1,010 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,053,000 | 1,083 |
| Mortgage-backed securities | $618,000 | 5,565 |
| Certificates of participation in pools of residential mortgages | $607,000 | 5,131 |
| Issued or guaranteed by U.S. | $607,000 | 5,114 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $11,000 | 3,562 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $11,000 | 1,300 |
| 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) | $89,009,000 | 1,158 |
| Total debt securities | $89,008,000 | 1,313 |
| 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 | $77,688,000 | 1,518 |
| U.S. Government securities | $55,033,000 | 1,549 |
| U.S. Treasury securities | $51,381,000 | 65 |
| U.S. Government agency obligations | $3,652,000 | 6,995 |
| Securities issued by states & political subdivisions | $20,445,000 | 1,011 |
| Other domestic debt securities | $2,210,000 | 1,459 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,342 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,198,000 | 953 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,832,000 | 1,114 |
| Mortgage-backed securities | $668,000 | 5,519 |
| Certificates of participation in pools of residential mortgages | $656,000 | 5,096 |
| Issued or guaranteed by U.S. | $656,000 | 5,079 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,000 | 3,548 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $12,000 | 1,252 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 3,720 |
| Available-for-sale securities (fair market value) | $77,682,000 | 1,319 |
| Total debt securities | $77,680,000 | 1,487 |
| 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 | $94,185,000 | 1,287 |
| U.S. Government securities | $73,427,000 | 1,187 |
| U.S. Treasury securities | $67,237,000 | 55 |
| U.S. Government agency obligations | $6,190,000 | 6,287 |
| Securities issued by states & political subdivisions | $18,547,000 | 1,119 |
| Other domestic debt securities | $2,211,000 | 1,464 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,312 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,198,000 | 968 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,492,000 | 1,135 |
| Mortgage-backed securities | $718,000 | 5,494 |
| Certificates of participation in pools of residential mortgages | $705,000 | 5,069 |
| Issued or guaranteed by U.S. | $705,000 | 5,050 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $13,000 | 3,540 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $13,000 | 1,211 |
| 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) | $94,185,000 | 1,112 |
| Total debt securities | $94,186,000 | 1,250 |
| 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 | $85,862,000 | 1,421 |
| U.S. Government securities | $67,779,000 | 1,315 |
| U.S. Treasury securities | $62,062,000 | 64 |
| U.S. Government agency obligations | $5,717,000 | 6,464 |
| Securities issued by states & political subdivisions | $15,871,000 | 1,311 |
| Other domestic debt securities | $2,212,000 | 1,453 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,301 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,198,000 | 996 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,811,000 | 1,238 |
| Mortgage-backed securities | $770,000 | 5,464 |
| Certificates of participation in pools of residential mortgages | $756,000 | 5,023 |
| Issued or guaranteed by U.S. | $756,000 | 5,005 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $14,000 | 3,550 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $14,000 | 1,209 |
| 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) | $85,862,000 | 1,234 |
| Total debt securities | $85,861,000 | 1,390 |
| 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 | $75,754,000 | 1,600 |
| U.S. Government securities | $55,556,000 | 1,613 |
| U.S. Treasury securities | $46,320,000 | 91 |
| U.S. Government agency obligations | $9,236,000 | 5,572 |
| Securities issued by states & political subdivisions | $17,473,000 | 1,151 |
| Other domestic debt securities | $2,725,000 | 1,342 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,288 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,710,000 | 905 |
| 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 | $34,456,000 | 1,364 |
| Mortgage-backed securities | $836,000 | 5,410 |
| Certificates of participation in pools of residential mortgages | $821,000 | 4,965 |
| Issued or guaranteed by U.S. | $821,000 | 4,942 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $15,000 | 3,541 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $15,000 | 1,184 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,000 | 3,945 |
| Available-for-sale securities (fair market value) | $75,744,000 | 1,377 |
| Total debt securities | $75,753,000 | 1,572 |
| 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 | $70,202,000 | 1,708 |
| U.S. Government securities | $50,045,000 | 1,778 |
| U.S. Treasury securities | $40,802,000 | 100 |
| U.S. Government agency obligations | $9,243,000 | 5,576 |
| Securities issued by states & political subdivisions | $17,364,000 | 1,148 |
| Other domestic debt securities | $2,793,000 | 1,341 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,273 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,777,000 | 908 |
| 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 | $34,984,000 | 1,335 |
| Mortgage-backed securities | $897,000 | 5,401 |
| Certificates of participation in pools of residential mortgages | $881,000 | 4,959 |
| Issued or guaranteed by U.S. | $881,000 | 4,938 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $16,000 | 3,554 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $16,000 | 1,176 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,000 | 3,999 |
| Available-for-sale securities (fair market value) | $70,192,000 | 1,454 |
| Total debt securities | $70,202,000 | 1,676 |
| 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 | $78,766,000 | 1,556 |
| U.S. Government securities | $58,294,000 | 1,569 |
| U.S. Treasury securities | $47,486,000 | 103 |
| U.S. Government agency obligations | $10,808,000 | 5,277 |
| Securities issued by states & political subdivisions | $17,674,000 | 1,126 |
| Other domestic debt securities | $2,798,000 | 1,370 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,258 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,781,000 | 934 |
| 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 | $36,386,000 | 1,282 |
| Mortgage-backed securities | $979,000 | 5,381 |
| Certificates of participation in pools of residential mortgages | $962,000 | 4,923 |
| Issued or guaranteed by U.S. | $962,000 | 4,904 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $17,000 | 3,557 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $17,000 | 1,166 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,000 | 4,065 |
| Available-for-sale securities (fair market value) | $78,756,000 | 1,346 |
| Total debt securities | $78,765,000 | 1,514 |
| 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 | $72,544,000 | 1,678 |
| U.S. Government securities | $54,625,000 | 1,673 |
| U.S. Treasury securities | $43,249,000 | 114 |
| U.S. Government agency obligations | $11,376,000 | 5,129 |
| Securities issued by states & political subdivisions | $15,116,000 | 1,337 |
| Other domestic debt securities | $2,803,000 | 1,407 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,785,000 | 989 |
| 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 | $27,109,000 | 1,661 |
| Mortgage-backed securities | $1,067,000 | 5,369 |
| Certificates of participation in pools of residential mortgages | $1,049,000 | 4,888 |
| Issued or guaranteed by U.S. | $1,049,000 | 4,870 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $18,000 | 3,578 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $18,000 | 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) | $10,000 | 4,147 |
| Available-for-sale securities (fair market value) | $72,534,000 | 1,437 |
| Total debt securities | $72,544,000 | 1,640 |
| 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 | $87,134,000 | 1,412 |
| U.S. Government securities | $67,819,000 | 1,315 |
| U.S. Treasury securities | $53,807,000 | 94 |
| U.S. Government agency obligations | $14,012,000 | 4,556 |
| Securities issued by states & political subdivisions | $16,504,000 | 1,205 |
| Other domestic debt securities | $2,811,000 | 1,419 |
| Privately issued residential mortgage-backed securities | $20,000 | 1,225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,791,000 | 1,028 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,919,000 | 1,225 |
| Mortgage-backed securities | $1,184,000 | 5,328 |
| Certificates of participation in pools of residential mortgages | $1,164,000 | 4,833 |
| Issued or guaranteed by U.S. | $1,164,000 | 4,815 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $20,000 | 3,578 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $20,000 | 1,121 |
| 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) | $20,000 | 4,170 |
| Available-for-sale securities (fair market value) | $87,114,000 | 1,205 |
| Total debt securities | $87,135,000 | 1,383 |
| 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 | $47,999,000 | 2,446 |
| U.S. Government securities | $29,013,000 | 2,880 |
| U.S. Treasury securities | $11,897,000 | 300 |
| U.S. Government agency obligations | $17,116,000 | 4,086 |
| Securities issued by states & political subdivisions | $16,102,000 | 1,219 |
| Other domestic debt securities | $2,884,000 | 1,433 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,863,000 | 1,062 |
| 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 | $34,096,000 | 1,313 |
| Mortgage-backed securities | $1,302,000 | 5,318 |
| Certificates of participation in pools of residential mortgages | $1,281,000 | 4,817 |
| Issued or guaranteed by U.S. | $1,281,000 | 4,797 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $21,000 | 3,598 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $21,000 | 1,082 |
| 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) | $20,000 | 4,225 |
| Available-for-sale securities (fair market value) | $47,979,000 | 2,072 |
| Total debt securities | $47,999,000 | 2,401 |
| 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 | $42,973,000 | 2,717 |
| U.S. Government securities | $25,648,000 | 3,214 |
| U.S. Treasury securities | $10,907,000 | 343 |
| U.S. Government agency obligations | $14,741,000 | 4,527 |
| Securities issued by states & political subdivisions | $14,436,000 | 1,370 |
| Other domestic debt securities | $2,889,000 | 1,483 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,182 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,867,000 | 1,118 |
| 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 | $30,056,000 | 1,487 |
| Mortgage-backed securities | $1,436,000 | 5,317 |
| Certificates of participation in pools of residential mortgages | $1,414,000 | 4,801 |
| Issued or guaranteed by U.S. | $1,414,000 | 4,788 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $22,000 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $22,000 | 1,081 |
| 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) | $20,000 | 4,291 |
| Available-for-sale securities (fair market value) | $42,953,000 | 2,308 |
| Total debt securities | $42,972,000 | 2,671 |
| 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 | $34,502,000 | 3,272 |
| U.S. Government securities | $17,960,000 | 4,160 |
| U.S. Treasury securities | $2,970,000 | 891 |
| U.S. Government agency obligations | $14,990,000 | 4,494 |
| Securities issued by states & political subdivisions | $13,640,000 | 1,455 |
| Other domestic debt securities | $2,902,000 | 1,521 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,877,000 | 1,164 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,507,000 | 1,751 |
| Mortgage-backed securities | $1,574,000 | 5,296 |
| Certificates of participation in pools of residential mortgages | $1,549,000 | 4,741 |
| Issued or guaranteed by U.S. | $1,549,000 | 4,725 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $25,000 | 3,666 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $25,000 | 1,068 |
| 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) | $20,000 | 4,359 |
| Available-for-sale securities (fair market value) | $34,482,000 | 2,804 |
| Total debt securities | $34,500,000 | 3,219 |
| Structured notes | ||
| Amortized cost | $2,475,000 | 1,378 |
| Fair value | $2,540,000 | 1,323 |
| 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 | $37,412,000 | 3,060 |
| U.S. Government securities | $20,557,000 | 3,780 |
| U.S. Treasury securities | $3,995,000 | 716 |
| U.S. Government agency obligations | $16,562,000 | 4,188 |
| Securities issued by states & political subdivisions | $13,942,000 | 1,419 |
| Other domestic debt securities | $2,913,000 | 1,540 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,886,000 | 1,221 |
| 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 | $26,165,000 | 1,612 |
| Mortgage-backed securities | $1,724,000 | 5,226 |
| Certificates of participation in pools of residential mortgages | $1,697,000 | 4,686 |
| Issued or guaranteed by U.S. | $1,697,000 | 4,673 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $27,000 | 3,683 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $27,000 | 1,025 |
| 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) | $30,000 | 4,377 |
| Available-for-sale securities (fair market value) | $37,382,000 | 2,614 |
| Total debt securities | $37,414,000 | 2,996 |
| Structured notes | ||
| Amortized cost | $2,475,000 | 1,395 |
| Fair value | $2,557,000 | 1,348 |
| 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 | $44,854,000 | 2,670 |
| U.S. Government securities | $31,003,000 | 2,792 |
| U.S. Treasury securities | $11,967,000 | 348 |
| U.S. Government agency obligations | $19,036,000 | 3,884 |
| Securities issued by states & political subdivisions | $13,262,000 | 1,464 |
| Other domestic debt securities | $589,000 | 2,769 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $559,000 | 2,388 |
| 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 | $27,069,000 | 1,556 |
| Mortgage-backed securities | $1,886,000 | 5,203 |
| Certificates of participation in pools of residential mortgages | $1,856,000 | 4,656 |
| Issued or guaranteed by U.S. | $1,856,000 | 4,640 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $30,000 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $30,000 | 1,016 |
| 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) | $30,000 | 4,432 |
| Available-for-sale securities (fair market value) | $44,824,000 | 2,282 |
| Total debt securities | $44,853,000 | 2,615 |
| Structured notes | ||
| Amortized cost | $2,975,000 | 1,264 |
| Fair value | $3,057,000 | 1,161 |
| 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 | $44,825,000 | 2,683 |
| U.S. Government securities | $30,700,000 | 2,760 |
| U.S. Treasury securities | $11,964,000 | 341 |
| U.S. Government agency obligations | $18,736,000 | 3,873 |
| Securities issued by states & political subdivisions | $13,513,000 | 1,467 |
| Other domestic debt securities | $612,000 | 2,839 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $577,000 | 2,454 |
| 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 | $27,580,000 | 1,521 |
| Mortgage-backed securities | $2,118,000 | 5,121 |
| Certificates of participation in pools of residential mortgages | $2,083,000 | 4,555 |
| Issued or guaranteed by U.S. | $2,083,000 | 4,536 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $35,000 | 3,800 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $35,000 | 1,063 |
| 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) | $30,000 | 4,472 |
| Available-for-sale securities (fair market value) | $44,795,000 | 2,306 |
| Total debt securities | $44,825,000 | 2,624 |
| Structured notes | ||
| Amortized cost | $3,975,000 | 885 |
| Fair value | $4,110,000 | 818 |
| 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 | $36,798,000 | 3,186 |
| U.S. Government securities | $23,396,000 | 3,512 |
| U.S. Treasury securities | $10,972,000 | 381 |
| U.S. Government agency obligations | $12,424,000 | 5,057 |
| Securities issued by states & political subdivisions | $12,789,000 | 1,542 |
| Other domestic debt securities | $613,000 | 2,890 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,020 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $575,000 | 2,591 |
| 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 | $25,746,000 | 1,595 |
| Mortgage-backed securities | $2,318,000 | 5,011 |
| Certificates of participation in pools of residential mortgages | $2,280,000 | 4,447 |
| Issued or guaranteed by U.S. | $2,280,000 | 4,426 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $38,000 | 3,848 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $38,000 | 886 |
| 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) | $30,000 | 4,541 |
| Available-for-sale securities (fair market value) | $36,768,000 | 2,749 |
| Total debt securities | $36,797,000 | 3,127 |
| Structured notes | ||
| Amortized cost | $2,975,000 | 1,004 |
| Fair value | $3,122,000 | 898 |
| 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 | $42,663,000 | 2,780 |
| U.S. Government securities | $18,804,000 | 3,960 |
| U.S. Treasury securities | $7,979,000 | 479 |
| U.S. Government agency obligations | $10,825,000 | 5,257 |
| Securities issued by states & political subdivisions | $13,285,000 | 1,491 |
| Other domestic debt securities | $624,000 | 3,019 |
| Privately issued residential mortgage-backed securities | $42,000 | 1,100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $582,000 | 2,708 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $9,950,000 | 423 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,883,000 | 1,376 |
| Mortgage-backed securities | $2,682,000 | 4,868 |
| Certificates of participation in pools of residential mortgages | $2,640,000 | 4,263 |
| Issued or guaranteed by U.S. | $2,640,000 | 4,246 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $42,000 | 3,936 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $42,000 | 958 |
| 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) | $40,000 | 4,544 |
| Available-for-sale securities (fair market value) | $42,623,000 | 2,385 |
| Total debt securities | $32,713,000 | 3,344 |
| Structured notes | ||
| Amortized cost | $2,975,000 | 851 |
| Fair value | $3,166,000 | 758 |
| 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 | $38,592,000 | 2,960 |
| U.S. Government securities | $19,432,000 | 3,765 |
| U.S. Treasury securities | $7,984,000 | 484 |
| U.S. Government agency obligations | $11,448,000 | 5,038 |
| Securities issued by states & political subdivisions | $13,516,000 | 1,443 |
| Other domestic debt securities | $644,000 | 3,078 |
| Privately issued residential mortgage-backed securities | $45,000 | 1,148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $599,000 | 2,758 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,000,000 | 692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,743,000 | 1,420 |
| Mortgage-backed securities | $3,282,000 | 4,702 |
| Certificates of participation in pools of residential mortgages | $3,237,000 | 4,047 |
| Issued or guaranteed by U.S. | $3,237,000 | 4,035 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $45,000 | 4,105 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $45,000 | 1,008 |
| 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) | $40,000 | 4,578 |
| Available-for-sale securities (fair market value) | $38,552,000 | 2,549 |
| Total debt securities | $33,594,000 | 3,198 |
| Structured notes | ||
| Amortized cost | $2,975,000 | 672 |
| Fair value | $3,176,000 | 592 |
| 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 | $40,936,000 | 2,780 |
| U.S. Government securities | $24,716,000 | 3,155 |
| U.S. Treasury securities | $14,944,000 | 329 |
| U.S. Government agency obligations | $9,772,000 | 5,445 |
| Securities issued by states & political subdivisions | $10,573,000 | 1,731 |
| Other domestic debt securities | $647,000 | 3,109 |
| Privately issued residential mortgage-backed securities | $48,000 | 1,167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $599,000 | 2,777 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,000,000 | 697 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,878,000 | 1,208 |
| Mortgage-backed securities | $4,046,000 | 4,486 |
| Certificates of participation in pools of residential mortgages | $3,998,000 | 3,765 |
| Issued or guaranteed by U.S. | $3,998,000 | 3,755 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $48,000 | 4,180 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $48,000 | 1,030 |
| 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) | $40,000 | 4,631 |
| Available-for-sale securities (fair market value) | $40,896,000 | 2,390 |
| Total debt securities | $35,937,000 | 2,992 |
| Structured notes | ||
| Amortized cost | $1,975,000 | 705 |
| Fair value | $2,171,000 | 577 |
| 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 | $31,568,000 | 3,387 |
| U.S. Government securities | $20,384,000 | 3,643 |
| U.S. Treasury securities | $12,957,000 | 358 |
| U.S. Government agency obligations | $7,427,000 | 6,149 |
| Securities issued by states & political subdivisions | $10,546,000 | 1,713 |
| Other domestic debt securities | $638,000 | 3,123 |
| Privately issued residential mortgage-backed securities | $52,000 | 1,194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $586,000 | 2,797 |
| 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 | $28,434,000 | 1,362 |
| Mortgage-backed securities | $4,768,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $4,716,000 | 3,492 |
| Issued or guaranteed by U.S. | $4,716,000 | 3,477 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $52,000 | 4,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $52,000 | 1,058 |
| 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) | $40,000 | 4,720 |
| Available-for-sale securities (fair market value) | $31,528,000 | 2,896 |
| Total debt securities | $31,562,000 | 3,313 |
| Structured notes | ||
| Amortized cost | $1,975,000 | 561 |
| Fair value | $2,152,000 | 458 |
| 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 | $29,048,000 | 3,426 |
| U.S. Government securities | $18,405,000 | 3,765 |
| U.S. Treasury securities | $5,992,000 | 686 |
| U.S. Government agency obligations | $12,413,000 | 4,703 |
| Securities issued by states & political subdivisions | $10,019,000 | 1,720 |
| Other domestic debt securities | $624,000 | 3,221 |
| Privately issued residential mortgage-backed securities | $71,000 | 1,259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $553,000 | 2,816 |
| 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 | $28,518,000 | 1,284 |
| Mortgage-backed securities | $7,924,000 | 3,233 |
| Certificates of participation in pools of residential mortgages | $7,853,000 | 2,453 |
| Issued or guaranteed by U.S. | $7,853,000 | 2,437 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $71,000 | 4,309 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $71,000 | 1,125 |
| 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) | $40,000 | 4,967 |
| Available-for-sale securities (fair market value) | $29,008,000 | 2,884 |
| Total debt securities | $29,049,000 | 3,359 |
| Structured notes | ||
| Amortized cost | $2,525,000 | 158 |
| Fair value | $2,541,000 | 157 |
| 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 | $36,712,000 | 2,896 |
| U.S. Government securities | $24,499,000 | 3,124 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $24,499,000 | 2,894 |
| Securities issued by states & political subdivisions | $10,932,000 | 1,530 |
| Other domestic debt securities | $625,000 | 2,784 |
| Privately issued residential mortgage-backed securities | $86,000 | 1,196 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $539,000 | 2,515 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $656,000 | 3,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,719,000 | 1,565 |
| Mortgage-backed securities | $11,338,000 | 2,171 |
| Certificates of participation in pools of residential mortgages | $11,252,000 | 1,620 |
| Issued or guaranteed by U.S. | $11,252,000 | 1,607 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $86,000 | 3,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $86,000 | 1,034 |
| 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) | $55,000 | 5,550 |
| Available-for-sale securities (fair market value) | $36,657,000 | 2,302 |
| Total debt securities | $36,056,000 | 2,850 |
| Structured notes | ||
| Amortized cost | $2,525,000 | 156 |
| Fair value | $2,192,000 | 164 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $36,960,000 | 3,004 |
| U.S. Government securities | $25,624,000 | 3,177 |
| U.S. Treasury securities | $2,490,000 | 2,455 |
| U.S. Government agency obligations | $23,134,000 | 3,086 |
| Securities issued by states & political subdivisions | $10,608,000 | 1,587 |
| Other domestic debt securities | $107,000 | 3,488 |
| Privately issued residential mortgage-backed securities | $107,000 | 1,210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $621,000 | 3,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,056,000 | 1,584 |
| Mortgage-backed securities | $12,172,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $12,065,000 | 1,648 |
| Issued or guaranteed by U.S. | $12,065,000 | 1,637 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $107,000 | 4,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $107,000 | 1,051 |
| 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) | $77,000 | 5,946 |
| Available-for-sale securities (fair market value) | $36,883,000 | 2,341 |
| Total debt securities | $36,339,000 | 2,956 |
| Structured notes | ||
| Amortized cost | $2,525,000 | 223 |
| Fair value | $2,105,000 | 247 |
| 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 | $39,879,000 | 2,842 |
| U.S. Government securities | $27,984,000 | 2,999 |
| U.S. Treasury securities | $3,536,000 | 2,836 |
| U.S. Government agency obligations | $24,448,000 | 2,836 |
| Securities issued by states & political subdivisions | $11,160,000 | 1,512 |
| Other domestic debt securities | $152,000 | 3,309 |
| Privately issued residential mortgage-backed securities | $152,000 | 1,146 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $583,000 | 3,267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,391,000 | 1,565 |
| Mortgage-backed securities | $17,874,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | $17,722,000 | 1,332 |
| Issued or guaranteed by U.S. | $17,722,000 | 1,324 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $152,000 | 4,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $152,000 | 982 |
| 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) | $107,000 | 6,386 |
| Available-for-sale securities (fair market value) | $39,772,000 | 2,137 |
| Total debt securities | $39,296,000 | 2,789 |
| Structured notes | ||
| Amortized cost | $2,525,000 | 279 |
| Fair value | $2,113,000 | 315 |
| 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 | $41,079,000 | 2,763 |
| U.S. Government securities | $33,446,000 | 2,664 |
| U.S. Treasury securities | $6,046,000 | 2,727 |
| U.S. Government agency obligations | $27,400,000 | 2,479 |
| Securities issued by states & political subdivisions | $6,649,000 | 2,185 |
| Other domestic debt securities | $436,000 | 2,475 |
| Privately issued residential mortgage-backed securities | $216,000 | 1,023 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $220,000 | 2,285 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $548,000 | 3,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,182,000 | 967 |
| Mortgage-backed securities | $19,387,000 | 1,714 |
| Certificates of participation in pools of residential mortgages | $19,171,000 | 1,273 |
| Issued or guaranteed by U.S. | $19,171,000 | 1,260 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $216,000 | 4,501 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $216,000 | 826 |
| 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) | $170,000 | 7,119 |
| Available-for-sale securities (fair market value) | $40,909,000 | 1,956 |
| Total debt securities | $40,531,000 | 2,707 |
| Structured notes | ||
| Amortized cost | $2,525,000 | 584 |
| Fair value | $2,061,000 | 666 |
| 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 | $43,232,000 | 2,787 |
| U.S. Government securities | $36,131,000 | 2,665 |
| U.S. Treasury securities | $6,512,000 | 3,138 |
| U.S. Government agency obligations | $29,619,000 | 2,417 |
| Securities issued by states & political subdivisions | $6,323,000 | 2,313 |
| Other domestic debt securities | $283,000 | 3,140 |
| Privately issued residential mortgage-backed securities | $283,000 | 1,182 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $495,000 | 3,552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,352,000 | 1,242 |
| Mortgage-backed securities | $21,289,000 | 1,783 |
| Certificates of participation in pools of residential mortgages | $21,006,000 | 1,282 |
| Issued or guaranteed by U.S. | $21,006,000 | 1,265 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $283,000 | 4,832 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $283,000 | 944 |
| 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) | $379,000 | 7,541 |
| Available-for-sale securities (fair market value) | $42,853,000 | 1,919 |
| Total debt securities | $42,737,000 | 2,734 |
| Structured notes | ||
| Amortized cost | $2,525,000 | 831 |
| Fair value | $2,073,000 | 970 |
| 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 | $28,305,000 | 4,264 |
| U.S. Government securities | $23,212,000 | 4,128 |
| U.S. Treasury securities | $5,696,000 | 4,186 |
| U.S. Government agency obligations | $17,516,000 | 3,696 |
| Securities issued by states & political subdivisions | $4,257,000 | 3,193 |
| Other domestic debt securities | $379,000 | 3,492 |
| Privately issued residential mortgage-backed securities | $379,000 | 1,305 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $457,000 | 3,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,819,000 | 1,890 |
| Mortgage-backed securities | $13,327,000 | 2,582 |
| Certificates of participation in pools of residential mortgages | $12,948,000 | 1,820 |
| Issued or guaranteed by U.S. | $12,948,000 | 1,804 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $379,000 | 5,119 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $379,000 | 1,041 |
| 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) | $858,000 | 7,501 |
| Available-for-sale securities (fair market value) | $27,447,000 | 3,038 |
| Total debt securities | $27,848,000 | 4,224 |
| Structured notes | ||
| Amortized cost | $4,525,000 | 792 |
| Fair value | $3,917,000 | 926 |
| 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 | $41,323,000 | 3,178 |
| U.S. Government securities | $34,973,000 | 2,995 |
| U.S. Treasury securities | $9,400,000 | 3,598 |
| U.S. Government agency obligations | $25,573,000 | 2,598 |
| Securities issued by states & political subdivisions | $5,855,000 | 2,580 |
| Other domestic debt securities | $443,000 | 3,794 |
| Privately issued residential mortgage-backed securities | $443,000 | 1,371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $52,000 | 6,864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,315,000 | 2,295 |
| Mortgage-backed securities | $19,395,000 | 2,077 |
| Certificates of participation in pools of residential mortgages | $18,146,000 | 1,475 |
| Issued or guaranteed by U.S. | $18,146,000 | 1,457 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,249,000 | 4,257 |
| CMOs issued by government agencies or sponsored agencies | $806,000 | 4,617 |
| Privately issued | $443,000 | 1,119 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,728,000 | 5,140 |
| Available-for-sale securities (fair market value) | $29,595,000 | 1,952 |
| Total debt securities | $41,271,000 | 3,112 |
| 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 | $50,422,000 | 2,742 |
| U.S. Government securities | $40,758,000 | 2,696 |
| U.S. Treasury securities | $5,751,000 | 5,220 |
| U.S. Government agency obligations | $35,007,000 | 1,993 |
| Securities issued by states & political subdivisions | $7,049,000 | 2,229 |
| Other domestic debt securities | $1,062,000 | 3,219 |
| Privately issued residential mortgage-backed securities | $1,062,000 | 1,166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,553,000 | 1,661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,409,000 | 2,283 |
| Mortgage-backed securities | $28,627,000 | 1,722 |
| Certificates of participation in pools of residential mortgages | $19,664,000 | 1,514 |
| Issued or guaranteed by U.S. | $19,664,000 | 1,490 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $8,963,000 | 1,824 |
| CMOs issued by government agencies or sponsored agencies | $7,901,000 | 1,862 |
| Privately issued | $1,062,000 | 888 |
| 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 | $48,869,000 | 2,751 |
| 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 | $48,259,000 | 2,832 |
| U.S. Government securities | $38,974,000 | 2,757 |
| U.S. Treasury securities | $6,428,000 | 4,909 |
| U.S. Government agency obligations | $32,546,000 | 2,088 |
| Securities issued by states & political subdivisions | $8,034,000 | 1,714 |
| Other domestic debt securities | $1,198,000 | 3,772 |
| Privately issued residential mortgage-backed securities | $1,198,000 | 1,605 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $53,000 | 6,266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,710,000 | 2,536 |
| Mortgage-backed securities | $27,198,000 | 1,845 |
| Certificates of participation in pools of residential mortgages | $18,455,000 | 1,624 |
| Issued or guaranteed by U.S. | $17,387,000 | 1,655 |
| Privately issued | $1,068,000 | 407 |
| Collaterized mortgage obligations | $8,743,000 | 1,860 |
| CMOs issued by government agencies or sponsored agencies | $8,613,000 | 1,686 |
| Privately issued | $130,000 | 2,882 |
| 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 | $48,206,000 | 2,758 |
| 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 |