Home > The First National Bank of Liberal > Securities
The First National Bank of Liberal, Securities
| 2018-03-31 | Rank | |
| Total securities | $116,336,000 | 1,165 |
| U.S. Government securities | $73,225,000 | 1,139 |
| U.S. Treasury securities | $1,480,000 | 1,024 |
| U.S. Government agency obligations | $71,745,000 | 1,100 |
| Securities issued by states & political subdivisions | $43,111,000 | 880 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,763,000 | 587 |
| Mortgage-backed securities | $60,657,000 | 920 |
| Certificates of participation in pools of residential mortgages | $11,524,000 | 1,965 |
| Issued or guaranteed by U.S. | $11,524,000 | 1,963 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $49,133,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $49,133,000 | 378 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $116,336,000 | 1,043 |
| Total debt securities | $116,336,000 | 1,148 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $121,825,000 | 1,124 |
| U.S. Government securities | $77,919,000 | 1,092 |
| U.S. Treasury securities | $1,492,000 | 960 |
| U.S. Government agency obligations | $76,427,000 | 1,054 |
| Securities issued by states & political subdivisions | $43,906,000 | 907 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,453,000 | 680 |
| Mortgage-backed securities | $63,060,000 | 902 |
| Certificates of participation in pools of residential mortgages | $12,391,000 | 1,916 |
| Issued or guaranteed by U.S. | $12,391,000 | 1,914 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $50,669,000 | 398 |
| CMOs issued by government agencies or sponsored agencies | $50,669,000 | 374 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $121,825,000 | 996 |
| Total debt securities | $121,825,000 | 1,107 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $126,855,000 | 1,077 |
| U.S. Government securities | $81,364,000 | 1,063 |
| U.S. Treasury securities | $1,510,000 | 920 |
| U.S. Government agency obligations | $79,854,000 | 1,034 |
| Securities issued by states & political subdivisions | $45,491,000 | 890 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,057,000 | 709 |
| Mortgage-backed securities | $65,923,000 | 877 |
| Certificates of participation in pools of residential mortgages | $13,248,000 | 1,879 |
| Issued or guaranteed by U.S. | $13,248,000 | 1,878 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $52,675,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $52,675,000 | 363 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $126,855,000 | 948 |
| Total debt securities | $126,856,000 | 1,065 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $129,204,000 | 1,090 |
| U.S. Government securities | $78,809,000 | 1,119 |
| U.S. Treasury securities | $1,511,000 | 940 |
| U.S. Government agency obligations | $77,298,000 | 1,081 |
| Securities issued by states & political subdivisions | $50,395,000 | 804 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,301,000 | 620 |
| Mortgage-backed securities | $60,108,000 | 970 |
| Certificates of participation in pools of residential mortgages | $11,318,000 | 2,075 |
| Issued or guaranteed by U.S. | $11,318,000 | 2,074 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $48,790,000 | 418 |
| CMOs issued by government agencies or sponsored agencies | $48,790,000 | 391 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $129,204,000 | 955 |
| Total debt securities | $129,205,000 | 1,079 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $123,844,000 | 1,132 |
| U.S. Government securities | $74,287,000 | 1,180 |
| U.S. Treasury securities | $1,505,000 | 981 |
| U.S. Government agency obligations | $72,782,000 | 1,142 |
| Securities issued by states & political subdivisions | $49,557,000 | 825 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,036,000 | 664 |
| Mortgage-backed securities | $54,746,000 | 1,064 |
| Certificates of participation in pools of residential mortgages | $11,968,000 | 2,063 |
| Issued or guaranteed by U.S. | $11,968,000 | 2,063 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $42,778,000 | 469 |
| CMOs issued by government agencies or sponsored agencies | $42,778,000 | 437 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $123,844,000 | 998 |
| Total debt securities | $123,844,000 | 1,116 |
| Structured notes | ||
| Amortized cost | $101,000 | 1,119 |
| Fair value | $101,000 | 1,120 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $125,013,000 | 1,113 |
| U.S. Government securities | $75,892,000 | 1,134 |
| U.S. Treasury securities | $1,499,000 | 962 |
| U.S. Government agency obligations | $74,393,000 | 1,111 |
| Securities issued by states & political subdivisions | $49,121,000 | 834 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,674,000 | 709 |
| Mortgage-backed securities | $54,656,000 | 1,055 |
| Certificates of participation in pools of residential mortgages | $12,557,000 | 2,013 |
| Issued or guaranteed by U.S. | $12,557,000 | 2,012 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $42,099,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $42,099,000 | 444 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $125,013,000 | 978 |
| Total debt securities | $125,013,000 | 1,097 |
| Structured notes | ||
| Amortized cost | $107,000 | 1,110 |
| Fair value | $107,000 | 1,113 |
| 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 | $113,981,000 | 1,197 |
| U.S. Government securities | $61,718,000 | 1,346 |
| U.S. Treasury securities | $1,544,000 | 833 |
| U.S. Government agency obligations | $60,174,000 | 1,315 |
| Securities issued by states & political subdivisions | $52,263,000 | 769 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,115,000 | 683 |
| Mortgage-backed securities | $35,149,000 | 1,416 |
| Certificates of participation in pools of residential mortgages | $20,664,000 | 1,525 |
| Issued or guaranteed by U.S. | $20,664,000 | 1,525 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,485,000 | 925 |
| CMOs issued by government agencies or sponsored agencies | $14,485,000 | 876 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $113,981,000 | 1,061 |
| Total debt securities | $113,981,000 | 1,180 |
| Structured notes | ||
| Amortized cost | $116,000 | 1,099 |
| Fair value | $117,000 | 1,102 |
| 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 | $115,158,000 | 1,204 |
| U.S. Government securities | $64,109,000 | 1,317 |
| U.S. Treasury securities | $1,556,000 | 852 |
| U.S. Government agency obligations | $62,553,000 | 1,294 |
| Securities issued by states & political subdivisions | $51,049,000 | 789 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,823,000 | 699 |
| Mortgage-backed securities | $37,041,000 | 1,384 |
| Certificates of participation in pools of residential mortgages | $24,639,000 | 1,347 |
| Issued or guaranteed by U.S. | $24,639,000 | 1,343 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $12,402,000 | 1,019 |
| CMOs issued by government agencies or sponsored agencies | $12,402,000 | 972 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $115,158,000 | 1,067 |
| Total debt securities | $115,159,000 | 1,185 |
| Structured notes | ||
| Amortized cost | $124,000 | 1,237 |
| Fair value | $125,000 | 1,239 |
| 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 | $128,893,000 | 1,104 |
| U.S. Government securities | $75,474,000 | 1,190 |
| U.S. Treasury securities | $1,531,000 | 873 |
| U.S. Government agency obligations | $73,943,000 | 1,147 |
| Securities issued by states & political subdivisions | $53,419,000 | 744 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,408,000 | 707 |
| Mortgage-backed securities | $40,970,000 | 1,297 |
| Certificates of participation in pools of residential mortgages | $28,329,000 | 1,200 |
| Issued or guaranteed by U.S. | $28,329,000 | 1,199 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,641,000 | 1,026 |
| CMOs issued by government agencies or sponsored agencies | $12,641,000 | 972 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $128,893,000 | 974 |
| Total debt securities | $128,892,000 | 1,090 |
| Structured notes | ||
| Amortized cost | $132,000 | 1,422 |
| Fair value | $133,000 | 1,423 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $122,131,000 | 1,172 |
| U.S. Government securities | $75,737,000 | 1,200 |
| U.S. Treasury securities | $1,504,000 | 933 |
| U.S. Government agency obligations | $74,233,000 | 1,159 |
| Securities issued by states & political subdivisions | $46,394,000 | 872 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,751,000 | 755 |
| Mortgage-backed securities | $38,299,000 | 1,374 |
| Certificates of participation in pools of residential mortgages | $26,207,000 | 1,292 |
| Issued or guaranteed by U.S. | $26,207,000 | 1,291 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,092,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $12,092,000 | 1,008 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $122,131,000 | 1,029 |
| Total debt securities | $122,131,000 | 1,154 |
| Structured notes | ||
| Amortized cost | $140,000 | 1,574 |
| Fair value | $142,000 | 1,575 |
| 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 | $113,658,000 | 1,253 |
| U.S. Government securities | $73,601,000 | 1,231 |
| U.S. Treasury securities | $1,520,000 | 870 |
| U.S. Government agency obligations | $72,081,000 | 1,189 |
| Securities issued by states & political subdivisions | $40,057,000 | 1,003 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $81,882,000 | 748 |
| Mortgage-backed securities | $34,854,000 | 1,469 |
| Certificates of participation in pools of residential mortgages | $25,119,000 | 1,343 |
| Issued or guaranteed by U.S. | $25,119,000 | 1,343 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,735,000 | 1,207 |
| CMOs issued by government agencies or sponsored agencies | $9,735,000 | 1,152 |
| Privately issued | $0 | 721 |
| 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) | $113,658,000 | 1,099 |
| Total debt securities | $113,658,000 | 1,236 |
| Structured notes | ||
| Amortized cost | $148,000 | 1,755 |
| Fair value | $151,000 | 1,750 |
| 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 | $118,925,000 | 1,228 |
| U.S. Government securities | $75,913,000 | 1,245 |
| U.S. Treasury securities | $1,500,000 | 909 |
| U.S. Government agency obligations | $74,413,000 | 1,205 |
| Securities issued by states & political subdivisions | $43,012,000 | 905 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,066,000 | 748 |
| Mortgage-backed securities | $36,891,000 | 1,461 |
| Certificates of participation in pools of residential mortgages | $26,846,000 | 1,306 |
| Issued or guaranteed by U.S. | $26,846,000 | 1,306 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,045,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $10,045,000 | 1,186 |
| Privately issued | $0 | 741 |
| 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) | $118,925,000 | 1,079 |
| Total debt securities | $118,926,000 | 1,211 |
| Structured notes | ||
| Amortized cost | $160,000 | 1,885 |
| Fair value | $163,000 | 1,884 |
| 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 | $140,111,000 | 1,057 |
| U.S. Government securities | $95,890,000 | 1,028 |
| U.S. Treasury securities | $1,517,000 | 890 |
| U.S. Government agency obligations | $94,373,000 | 991 |
| Securities issued by states & political subdivisions | $44,221,000 | 870 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,548,000 | 762 |
| Mortgage-backed securities | $39,380,000 | 1,420 |
| Certificates of participation in pools of residential mortgages | $28,824,000 | 1,235 |
| Issued or guaranteed by U.S. | $28,824,000 | 1,235 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $10,556,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $10,556,000 | 1,189 |
| Privately issued | $0 | 776 |
| 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) | $140,111,000 | 922 |
| Total debt securities | $140,109,000 | 1,046 |
| Structured notes | ||
| Amortized cost | $172,000 | 2,002 |
| Fair value | $175,000 | 2,004 |
| 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 | $125,461,000 | 1,181 |
| U.S. Government securities | $81,125,000 | 1,192 |
| U.S. Treasury securities | $1,491,000 | 919 |
| U.S. Government agency obligations | $79,634,000 | 1,144 |
| Securities issued by states & political subdivisions | $44,336,000 | 875 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,278,000 | 863 |
| Mortgage-backed securities | $22,066,000 | 2,124 |
| Certificates of participation in pools of residential mortgages | $22,066,000 | 1,570 |
| Issued or guaranteed by U.S. | $22,066,000 | 1,568 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| 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) | $125,461,000 | 1,039 |
| Total debt securities | $125,459,000 | 1,163 |
| Structured notes | ||
| Amortized cost | $182,000 | 2,097 |
| Fair value | $187,000 | 2,097 |
| 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 | $132,878,000 | 1,137 |
| U.S. Government securities | $86,030,000 | 1,159 |
| U.S. Treasury securities | $1,479,000 | 927 |
| U.S. Government agency obligations | $84,551,000 | 1,116 |
| Securities issued by states & political subdivisions | $46,848,000 | 817 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,397,000 | 864 |
| Mortgage-backed securities | $23,426,000 | 2,102 |
| Certificates of participation in pools of residential mortgages | $23,426,000 | 1,537 |
| Issued or guaranteed by U.S. | $23,426,000 | 1,537 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| 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) | $132,878,000 | 995 |
| Total debt securities | $132,879,000 | 1,124 |
| Structured notes | ||
| Amortized cost | $193,000 | 2,194 |
| Fair value | $199,000 | 2,188 |
| 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 | $138,805,000 | 1,092 |
| U.S. Government securities | $88,908,000 | 1,137 |
| U.S. Treasury securities | $1,480,000 | 880 |
| U.S. Government agency obligations | $87,428,000 | 1,104 |
| Securities issued by states & political subdivisions | $49,897,000 | 756 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,713,000 | 797 |
| Mortgage-backed securities | $25,112,000 | 2,052 |
| Certificates of participation in pools of residential mortgages | $25,112,000 | 1,497 |
| Issued or guaranteed by U.S. | $25,112,000 | 1,497 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| 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) | $138,805,000 | 956 |
| Total debt securities | $138,805,000 | 1,080 |
| Structured notes | ||
| Amortized cost | $206,000 | 2,240 |
| Fair value | $213,000 | 2,241 |
| 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 | $135,711,000 | 1,123 |
| U.S. Government securities | $90,835,000 | 1,127 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $90,835,000 | 1,075 |
| Securities issued by states & political subdivisions | $44,876,000 | 850 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,800,000 | 836 |
| Mortgage-backed securities | $26,508,000 | 2,005 |
| Certificates of participation in pools of residential mortgages | $26,508,000 | 1,447 |
| Issued or guaranteed by U.S. | $26,508,000 | 1,447 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| 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) | $135,711,000 | 989 |
| Total debt securities | $135,710,000 | 1,110 |
| Structured notes | ||
| Amortized cost | $219,000 | 2,289 |
| Fair value | $226,000 | 2,283 |
| 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 | $119,832,000 | 1,248 |
| U.S. Government securities | $76,343,000 | 1,280 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $76,343,000 | 1,239 |
| Securities issued by states & political subdivisions | $43,489,000 | 877 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,828,000 | 807 |
| Mortgage-backed securities | $20,848,000 | 2,278 |
| Certificates of participation in pools of residential mortgages | $20,848,000 | 1,710 |
| Issued or guaranteed by U.S. | $20,848,000 | 1,709 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| 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) | $119,832,000 | 1,101 |
| Total debt securities | $119,832,000 | 1,235 |
| Structured notes | ||
| Amortized cost | $233,000 | 2,274 |
| Fair value | $241,000 | 2,252 |
| 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 | $117,614,000 | 1,287 |
| U.S. Government securities | $73,536,000 | 1,345 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $73,536,000 | 1,303 |
| Securities issued by states & political subdivisions | $44,078,000 | 864 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,970,000 | 900 |
| Mortgage-backed securities | $20,931,000 | 2,298 |
| Certificates of participation in pools of residential mortgages | $20,931,000 | 1,722 |
| Issued or guaranteed by U.S. | $20,931,000 | 1,719 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| 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) | $117,614,000 | 1,134 |
| Total debt securities | $117,614,000 | 1,268 |
| Structured notes | ||
| Amortized cost | $253,000 | 2,214 |
| Fair value | $259,000 | 2,211 |
| 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 | $119,804,000 | 1,259 |
| U.S. Government securities | $74,549,000 | 1,331 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $74,549,000 | 1,291 |
| Securities issued by states & political subdivisions | $45,255,000 | 842 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,435,000 | 878 |
| Mortgage-backed securities | $20,627,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $20,627,000 | 1,755 |
| Issued or guaranteed by U.S. | $20,627,000 | 1,753 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| 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) | $119,804,000 | 1,121 |
| Total debt securities | $119,804,000 | 1,246 |
| Structured notes | ||
| Amortized cost | $288,000 | 2,189 |
| Fair value | $291,000 | 2,182 |
| 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 | $123,030,000 | 1,254 |
| U.S. Government securities | $77,188,000 | 1,305 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $77,188,000 | 1,265 |
| Securities issued by states & political subdivisions | $45,842,000 | 804 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,605,000 | 869 |
| Mortgage-backed securities | $18,384,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | $18,384,000 | 1,917 |
| Issued or guaranteed by U.S. | $18,384,000 | 1,916 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| 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) | $123,030,000 | 1,136 |
| Total debt securities | $123,030,000 | 1,236 |
| Structured notes | ||
| Amortized cost | $332,000 | 2,198 |
| Fair value | $335,000 | 2,198 |
| 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 | $101,722,000 | 1,457 |
| U.S. Government securities | $56,795,000 | 1,686 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $56,795,000 | 1,628 |
| Securities issued by states & political subdivisions | $44,927,000 | 803 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,129,000 | 842 |
| Mortgage-backed securities | $15,908,000 | 2,701 |
| Certificates of participation in pools of residential mortgages | $15,908,000 | 2,075 |
| Issued or guaranteed by U.S. | $15,908,000 | 2,073 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| 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) | $101,722,000 | 1,320 |
| Total debt securities | $101,723,000 | 1,440 |
| Structured notes | ||
| Amortized cost | $383,000 | 2,217 |
| Fair value | $388,000 | 2,214 |
| 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 | $108,503,000 | 1,389 |
| U.S. Government securities | $69,567,000 | 1,443 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $69,567,000 | 1,403 |
| Securities issued by states & political subdivisions | $38,936,000 | 906 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,919,000 | 809 |
| Mortgage-backed securities | $46,138,000 | 1,453 |
| Certificates of participation in pools of residential mortgages | $17,625,000 | 2,029 |
| Issued or guaranteed by U.S. | $17,625,000 | 2,028 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $28,513,000 | 842 |
| CMOs issued by government agencies or sponsored agencies | $28,513,000 | 778 |
| Privately issued | $0 | 1,068 |
| 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) | $108,503,000 | 1,253 |
| Total debt securities | $108,503,000 | 1,374 |
| Structured notes | ||
| Amortized cost | $435,000 | 2,379 |
| Fair value | $442,000 | 2,379 |
| 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 | $114,001,000 | 1,344 |
| U.S. Government securities | $71,690,000 | 1,432 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $71,690,000 | 1,391 |
| Securities issued by states & political subdivisions | $42,311,000 | 806 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,446,000 | 814 |
| Mortgage-backed securities | $48,225,000 | 1,421 |
| Certificates of participation in pools of residential mortgages | $18,794,000 | 1,983 |
| Issued or guaranteed by U.S. | $18,794,000 | 1,983 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $29,431,000 | 829 |
| CMOs issued by government agencies or sponsored agencies | $29,431,000 | 765 |
| Privately issued | $0 | 1,117 |
| 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) | $114,001,000 | 1,219 |
| Total debt securities | $114,000,000 | 1,324 |
| Structured notes | ||
| Amortized cost | $488,000 | 2,611 |
| Fair value | $495,000 | 2,592 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $118,961,000 | 1,290 |
| U.S. Government securities | $78,054,000 | 1,374 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $78,054,000 | 1,333 |
| Securities issued by states & political subdivisions | $40,907,000 | 802 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,372,000 | 874 |
| Mortgage-backed securities | $49,170,000 | 1,400 |
| Certificates of participation in pools of residential mortgages | $24,766,000 | 1,613 |
| Issued or guaranteed by U.S. | $24,766,000 | 1,610 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $24,404,000 | 961 |
| CMOs issued by government agencies or sponsored agencies | $24,404,000 | 893 |
| Privately issued | $0 | 1,155 |
| 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) | $118,961,000 | 1,169 |
| Total debt securities | $118,961,000 | 1,277 |
| Structured notes | ||
| Amortized cost | $541,000 | 2,654 |
| Fair value | $551,000 | 2,650 |
| 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 | $99,222,000 | 1,467 |
| U.S. Government securities | $62,344,000 | 1,578 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $62,344,000 | 1,532 |
| Securities issued by states & political subdivisions | $36,878,000 | 867 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,034,000 | 817 |
| Mortgage-backed securities | $36,082,000 | 1,698 |
| Certificates of participation in pools of residential mortgages | $22,066,000 | 1,655 |
| Issued or guaranteed by U.S. | $22,066,000 | 1,654 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $14,016,000 | 1,344 |
| CMOs issued by government agencies or sponsored agencies | $14,016,000 | 1,187 |
| Privately issued | $0 | 1,216 |
| 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) | $99,222,000 | 1,333 |
| Total debt securities | $99,221,000 | 1,450 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $104,911,000 | 1,371 |
| U.S. Government securities | $66,533,000 | 1,451 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $66,533,000 | 1,403 |
| Securities issued by states & political subdivisions | $38,378,000 | 791 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,302,000 | 687 |
| Mortgage-backed securities | $39,593,000 | 1,510 |
| Certificates of participation in pools of residential mortgages | $24,441,000 | 1,459 |
| Issued or guaranteed by U.S. | $24,441,000 | 1,454 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $15,152,000 | 1,262 |
| CMOs issued by government agencies or sponsored agencies | $15,152,000 | 1,115 |
| Privately issued | $0 | 1,235 |
| 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) | $104,911,000 | 1,230 |
| Total debt securities | $104,911,000 | 1,351 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $121,201,000 | 1,201 |
| U.S. Government securities | $82,770,000 | 1,211 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $82,770,000 | 1,161 |
| Securities issued by states & political subdivisions | $38,431,000 | 723 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,836,000 | 717 |
| Mortgage-backed securities | $41,731,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $25,810,000 | 1,382 |
| Issued or guaranteed by U.S. | $25,810,000 | 1,377 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $15,921,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $15,921,000 | 1,049 |
| Privately issued | $0 | 1,265 |
| 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) | $121,201,000 | 1,064 |
| Total debt securities | $121,199,000 | 1,187 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,731 |
| Fair value | $706,000 | 2,733 |
| 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 | $107,776,000 | 1,319 |
| U.S. Government securities | $71,477,000 | 1,373 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $71,477,000 | 1,319 |
| Securities issued by states & political subdivisions | $36,299,000 | 756 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,222,000 | 762 |
| Mortgage-backed securities | $38,366,000 | 1,489 |
| Certificates of participation in pools of residential mortgages | $22,261,000 | 1,499 |
| Issued or guaranteed by U.S. | $22,261,000 | 1,494 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $16,105,000 | 1,171 |
| CMOs issued by government agencies or sponsored agencies | $16,105,000 | 1,016 |
| Privately issued | $0 | 1,299 |
| 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) | $107,776,000 | 1,180 |
| Total debt securities | $107,778,000 | 1,301 |
| Structured notes | ||
| Amortized cost | $701,000 | 2,786 |
| Fair value | $705,000 | 2,783 |
| 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 | $93,790,000 | 1,431 |
| U.S. Government securities | $58,283,000 | 1,551 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $58,283,000 | 1,497 |
| Securities issued by states & political subdivisions | $35,507,000 | 747 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,416,000 | 924 |
| Mortgage-backed securities | $34,736,000 | 1,558 |
| Certificates of participation in pools of residential mortgages | $18,060,000 | 1,686 |
| Issued or guaranteed by U.S. | $18,060,000 | 1,680 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $16,676,000 | 1,135 |
| CMOs issued by government agencies or sponsored agencies | $16,676,000 | 966 |
| Privately issued | $0 | 1,350 |
| 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) | $93,790,000 | 1,278 |
| Total debt securities | $93,790,000 | 1,409 |
| Structured notes | ||
| Amortized cost | $702,000 | 2,654 |
| Fair value | $704,000 | 2,656 |
| 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 | $101,197,000 | 1,312 |
| U.S. Government securities | $63,920,000 | 1,400 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $63,920,000 | 1,345 |
| Securities issued by states & political subdivisions | $37,277,000 | 689 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,451,000 | 918 |
| Mortgage-backed securities | $37,739,000 | 1,439 |
| Certificates of participation in pools of residential mortgages | $19,903,000 | 1,546 |
| Issued or guaranteed by U.S. | $19,903,000 | 1,543 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $17,836,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $17,836,000 | 914 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $101,197,000 | 1,167 |
| Total debt securities | $101,198,000 | 1,291 |
| Structured notes | ||
| Amortized cost | $703,000 | 2,709 |
| Fair value | $710,000 | 2,706 |
| 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 | $101,244,000 | 1,292 |
| U.S. Government securities | $63,406,000 | 1,433 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $63,406,000 | 1,377 |
| Securities issued by states & political subdivisions | $36,262,000 | 660 |
| Other domestic debt securities | $1,576,000 | 1,861 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,576,000 | 1,101 |
| 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 | $65,750,000 | 820 |
| Mortgage-backed securities | $31,571,000 | 1,623 |
| Certificates of participation in pools of residential mortgages | $5,455,000 | 3,248 |
| Issued or guaranteed by U.S. | $5,455,000 | 3,241 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $26,116,000 | 825 |
| CMOs issued by government agencies or sponsored agencies | $26,116,000 | 688 |
| Privately issued | $0 | 1,445 |
| 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) | $101,244,000 | 1,147 |
| Total debt securities | $101,243,000 | 1,271 |
| Structured notes | ||
| Amortized cost | $704,000 | 2,788 |
| Fair value | $705,000 | 2,790 |
| 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 | $97,541,000 | 1,340 |
| U.S. Government securities | $63,412,000 | 1,449 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $63,412,000 | 1,396 |
| Securities issued by states & political subdivisions | $32,285,000 | 746 |
| Other domestic debt securities | $1,844,000 | 1,829 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,844,000 | 1,070 |
| 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 | $64,078,000 | 869 |
| Mortgage-backed securities | $42,232,000 | 1,331 |
| Certificates of participation in pools of residential mortgages | $10,104,000 | 2,518 |
| Issued or guaranteed by U.S. | $10,104,000 | 2,512 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $32,128,000 | 721 |
| CMOs issued by government agencies or sponsored agencies | $32,128,000 | 587 |
| Privately issued | $0 | 1,481 |
| 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) | $97,541,000 | 1,183 |
| Total debt securities | $97,543,000 | 1,321 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,540 |
| Fair value | $747,000 | 2,547 |
| 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 | $87,128,000 | 1,479 |
| U.S. Government securities | $53,288,000 | 1,654 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $53,288,000 | 1,608 |
| Securities issued by states & political subdivisions | $31,978,000 | 749 |
| Other domestic debt securities | $1,862,000 | 1,878 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,862,000 | 1,100 |
| 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 | $49,235,000 | 1,117 |
| Mortgage-backed securities | $40,421,000 | 1,416 |
| Certificates of participation in pools of residential mortgages | $6,911,000 | 3,100 |
| Issued or guaranteed by U.S. | $6,911,000 | 3,092 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $33,510,000 | 679 |
| CMOs issued by government agencies or sponsored agencies | $33,510,000 | 535 |
| Privately issued | $0 | 1,512 |
| 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) | $87,128,000 | 1,304 |
| Total debt securities | $87,128,000 | 1,455 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,295 |
| Fair value | $750,000 | 2,298 |
| 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 | $87,089,000 | 1,466 |
| U.S. Government securities | $55,789,000 | 1,563 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $55,789,000 | 1,520 |
| Securities issued by states & political subdivisions | $29,448,000 | 818 |
| Other domestic debt securities | $1,852,000 | 1,982 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,852,000 | 1,169 |
| 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 | $51,017,000 | 1,056 |
| Mortgage-backed securities | $39,439,000 | 1,469 |
| Certificates of participation in pools of residential mortgages | $10,444,000 | 2,609 |
| Issued or guaranteed by U.S. | $10,444,000 | 2,601 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $28,995,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $28,995,000 | 576 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $87,089,000 | 1,278 |
| Total debt securities | $87,089,000 | 1,440 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $89,037,000 | 1,427 |
| U.S. Government securities | $57,728,000 | 1,482 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $57,728,000 | 1,443 |
| Securities issued by states & political subdivisions | $28,986,000 | 792 |
| Other domestic debt securities | $2,323,000 | 1,847 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,323,000 | 1,055 |
| 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 | $58,531,000 | 932 |
| Mortgage-backed securities | $38,762,000 | 1,494 |
| Certificates of participation in pools of residential mortgages | $12,322,000 | 2,416 |
| Issued or guaranteed by U.S. | $12,322,000 | 2,406 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $26,440,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $26,440,000 | 568 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $89,037,000 | 1,241 |
| Total debt securities | $89,036,000 | 1,403 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $90,615,000 | 1,367 |
| U.S. Government securities | $59,406,000 | 1,446 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $59,406,000 | 1,410 |
| Securities issued by states & political subdivisions | $28,453,000 | 760 |
| Other domestic debt securities | $2,756,000 | 1,642 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,756,000 | 961 |
| 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 | $67,638,000 | 841 |
| Mortgage-backed securities | $36,146,000 | 1,593 |
| Certificates of participation in pools of residential mortgages | $16,572,000 | 2,071 |
| Issued or guaranteed by U.S. | $16,572,000 | 2,057 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $19,574,000 | 915 |
| CMOs issued by government agencies or sponsored agencies | $19,574,000 | 699 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $90,615,000 | 1,195 |
| Total debt securities | $90,613,000 | 1,342 |
| 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 | $75,724,000 | 1,612 |
| U.S. Government securities | $46,062,000 | 1,831 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $46,062,000 | 1,803 |
| Securities issued by states & political subdivisions | $28,936,000 | 726 |
| Other domestic debt securities | $726,000 | 2,506 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $726,000 | 1,723 |
| 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 | $61,228,000 | 930 |
| Mortgage-backed securities | $26,251,000 | 1,954 |
| Certificates of participation in pools of residential mortgages | $11,255,000 | 2,575 |
| Issued or guaranteed by U.S. | $11,255,000 | 2,560 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $14,996,000 | 1,040 |
| CMOs issued by government agencies or sponsored agencies | $14,996,000 | 818 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $75,724,000 | 1,412 |
| Total debt securities | $75,724,000 | 1,581 |
| 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 | $74,888,000 | 1,577 |
| U.S. Government securities | $46,003,000 | 1,786 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $46,003,000 | 1,753 |
| Securities issued by states & political subdivisions | $27,742,000 | 748 |
| Other domestic debt securities | $1,143,000 | 2,143 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,143,000 | 1,399 |
| 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 | $62,358,000 | 887 |
| Mortgage-backed securities | $27,263,000 | 1,813 |
| Certificates of participation in pools of residential mortgages | $11,811,000 | 2,412 |
| Issued or guaranteed by U.S. | $11,811,000 | 2,396 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $15,452,000 | 982 |
| CMOs issued by government agencies or sponsored agencies | $15,452,000 | 755 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $74,888,000 | 1,362 |
| Total debt securities | $74,889,000 | 1,555 |
| 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 | $76,995,000 | 1,565 |
| U.S. Government securities | $47,326,000 | 1,753 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $47,326,000 | 1,725 |
| Securities issued by states & political subdivisions | $28,516,000 | 733 |
| Other domestic debt securities | $1,153,000 | 2,157 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,153,000 | 1,465 |
| 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 | $63,913,000 | 844 |
| Mortgage-backed securities | $28,052,000 | 1,757 |
| Certificates of participation in pools of residential mortgages | $11,335,000 | 2,467 |
| Issued or guaranteed by U.S. | $11,335,000 | 2,452 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $16,717,000 | 913 |
| CMOs issued by government agencies or sponsored agencies | $16,717,000 | 698 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $76,995,000 | 1,353 |
| Total debt securities | $76,997,000 | 1,529 |
| 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 | $81,693,000 | 1,465 |
| U.S. Government securities | $51,567,000 | 1,614 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $51,567,000 | 1,580 |
| Securities issued by states & political subdivisions | $29,467,000 | 701 |
| Other domestic debt securities | $659,000 | 2,435 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $659,000 | 1,732 |
| 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 | $63,709,000 | 844 |
| Mortgage-backed securities | $30,220,000 | 1,591 |
| Certificates of participation in pools of residential mortgages | $12,956,000 | 2,179 |
| Issued or guaranteed by U.S. | $12,956,000 | 2,168 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $17,264,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $17,264,000 | 656 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $81,693,000 | 1,277 |
| Total debt securities | $81,692,000 | 1,432 |
| 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 | $74,565,000 | 1,587 |
| U.S. Government securities | $44,354,000 | 1,855 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $44,354,000 | 1,813 |
| Securities issued by states & political subdivisions | $29,563,000 | 672 |
| Other domestic debt securities | $648,000 | 2,277 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $648,000 | 1,618 |
| 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 | $58,091,000 | 891 |
| Mortgage-backed securities | $29,217,000 | 1,478 |
| Certificates of participation in pools of residential mortgages | $12,948,000 | 1,964 |
| Issued or guaranteed by U.S. | $12,948,000 | 1,954 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $16,269,000 | 841 |
| CMOs issued by government agencies or sponsored agencies | $16,269,000 | 649 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $74,565,000 | 1,383 |
| Total debt securities | $74,565,000 | 1,547 |
| 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 | $75,711,000 | 1,574 |
| U.S. Government securities | $45,488,000 | 1,838 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $45,488,000 | 1,798 |
| Securities issued by states & political subdivisions | $29,575,000 | 663 |
| Other domestic debt securities | $648,000 | 2,215 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $648,000 | 1,581 |
| 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 | $58,909,000 | 854 |
| Mortgage-backed securities | $30,283,000 | 1,345 |
| Certificates of participation in pools of residential mortgages | $13,764,000 | 1,749 |
| Issued or guaranteed by U.S. | $13,764,000 | 1,739 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $16,519,000 | 800 |
| CMOs issued by government agencies or sponsored agencies | $16,519,000 | 617 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $75,711,000 | 1,359 |
| Total debt securities | $75,711,000 | 1,534 |
| 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 | $77,614,000 | 1,519 |
| U.S. Government securities | $47,274,000 | 1,797 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $47,274,000 | 1,748 |
| Securities issued by states & political subdivisions | $29,688,000 | 655 |
| Other domestic debt securities | $652,000 | 2,151 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $652,000 | 1,540 |
| 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 | $63,014,000 | 815 |
| Mortgage-backed securities | $30,574,000 | 1,310 |
| Certificates of participation in pools of residential mortgages | $14,576,000 | 1,621 |
| Issued or guaranteed by U.S. | $14,576,000 | 1,615 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $15,998,000 | 793 |
| CMOs issued by government agencies or sponsored agencies | $15,998,000 | 614 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $77,614,000 | 1,321 |
| Total debt securities | $77,613,000 | 1,489 |
| 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 | $81,983,000 | 1,450 |
| U.S. Government securities | $51,112,000 | 1,676 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $51,112,000 | 1,631 |
| Securities issued by states & political subdivisions | $30,218,000 | 636 |
| Other domestic debt securities | $653,000 | 2,161 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $653,000 | 1,571 |
| 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 | $65,307,000 | 789 |
| Mortgage-backed securities | $32,448,000 | 1,246 |
| Certificates of participation in pools of residential mortgages | $15,782,000 | 1,529 |
| Issued or guaranteed by U.S. | $15,782,000 | 1,523 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $16,666,000 | 765 |
| CMOs issued by government agencies or sponsored agencies | $16,666,000 | 602 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $81,983,000 | 1,256 |
| Total debt securities | $81,983,000 | 1,419 |
| 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 | $81,031,000 | 1,500 |
| U.S. Government securities | $49,578,000 | 1,756 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $49,578,000 | 1,709 |
| Securities issued by states & political subdivisions | $30,800,000 | 614 |
| Other domestic debt securities | $653,000 | 2,178 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $653,000 | 1,608 |
| 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 | $58,282,000 | 868 |
| Mortgage-backed securities | $32,470,000 | 1,257 |
| Certificates of participation in pools of residential mortgages | $17,997,000 | 1,417 |
| Issued or guaranteed by U.S. | $17,997,000 | 1,410 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $14,473,000 | 849 |
| CMOs issued by government agencies or sponsored agencies | $14,473,000 | 682 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $81,031,000 | 1,306 |
| Total debt securities | $81,031,000 | 1,469 |
| 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 | $83,273,000 | 1,463 |
| U.S. Government securities | $50,815,000 | 1,745 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $50,815,000 | 1,705 |
| Securities issued by states & political subdivisions | $31,813,000 | 591 |
| Other domestic debt securities | $645,000 | 2,208 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $645,000 | 1,639 |
| 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 | $58,999,000 | 870 |
| Mortgage-backed securities | $33,256,000 | 1,254 |
| Certificates of participation in pools of residential mortgages | $19,032,000 | 1,375 |
| Issued or guaranteed by U.S. | $19,032,000 | 1,365 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $14,224,000 | 844 |
| CMOs issued by government agencies or sponsored agencies | $14,224,000 | 673 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $83,273,000 | 1,261 |
| Total debt securities | $83,273,000 | 1,436 |
| 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 | $85,463,000 | 1,419 |
| U.S. Government securities | $53,157,000 | 1,685 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $53,157,000 | 1,637 |
| Securities issued by states & political subdivisions | $31,682,000 | 575 |
| Other domestic debt securities | $624,000 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $624,000 | 1,695 |
| 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 | $52,704,000 | 955 |
| Mortgage-backed securities | $35,506,000 | 1,215 |
| Certificates of participation in pools of residential mortgages | $19,948,000 | 1,335 |
| Issued or guaranteed by U.S. | $19,948,000 | 1,328 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $15,558,000 | 802 |
| CMOs issued by government agencies or sponsored agencies | $15,558,000 | 644 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $85,463,000 | 1,221 |
| Total debt securities | $85,463,000 | 1,386 |
| Structured notes | ||
| Amortized cost | $483,000 | 2,823 |
| Fair value | $480,000 | 2,803 |
| 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 | $86,415,000 | 1,428 |
| U.S. Government securities | $53,426,000 | 1,708 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $53,426,000 | 1,653 |
| Securities issued by states & political subdivisions | $32,270,000 | 561 |
| Other domestic debt securities | $719,000 | 2,237 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $719,000 | 1,713 |
| 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 | $53,608,000 | 927 |
| Mortgage-backed securities | $38,434,000 | 1,157 |
| Certificates of participation in pools of residential mortgages | $21,808,000 | 1,262 |
| Issued or guaranteed by U.S. | $21,808,000 | 1,254 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $16,626,000 | 776 |
| CMOs issued by government agencies or sponsored agencies | $16,626,000 | 624 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $86,415,000 | 1,226 |
| Total debt securities | $86,415,000 | 1,395 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $485,000 | 2,785 |
| 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 | $84,206,000 | 1,457 |
| U.S. Government securities | $51,567,000 | 1,765 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $51,567,000 | 1,701 |
| Securities issued by states & political subdivisions | $31,383,000 | 573 |
| Other domestic debt securities | $1,256,000 | 1,934 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,256,000 | 1,454 |
| 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 | $44,956,000 | 1,058 |
| Mortgage-backed securities | $39,241,000 | 1,154 |
| Certificates of participation in pools of residential mortgages | $22,093,000 | 1,277 |
| Issued or guaranteed by U.S. | $22,093,000 | 1,267 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $17,148,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $17,148,000 | 602 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $84,206,000 | 1,242 |
| Total debt securities | $84,206,000 | 1,418 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $487,000 | 2,785 |
| 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 | $86,868,000 | 1,414 |
| U.S. Government securities | $54,328,000 | 1,650 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $54,328,000 | 1,588 |
| Securities issued by states & political subdivisions | $30,762,000 | 585 |
| Other domestic debt securities | $1,778,000 | 1,746 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,778,000 | 1,317 |
| 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 | $48,006,000 | 989 |
| Mortgage-backed securities | $41,746,000 | 1,109 |
| Certificates of participation in pools of residential mortgages | $23,353,000 | 1,259 |
| Issued or guaranteed by U.S. | $23,353,000 | 1,249 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $18,393,000 | 717 |
| CMOs issued by government agencies or sponsored agencies | $18,393,000 | 581 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $86,868,000 | 1,209 |
| Total debt securities | $86,868,000 | 1,386 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $489,000 | 2,753 |
| 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 | $93,091,000 | 1,324 |
| U.S. Government securities | $61,226,000 | 1,490 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $61,226,000 | 1,432 |
| Securities issued by states & political subdivisions | $30,088,000 | 594 |
| Other domestic debt securities | $1,777,000 | 1,779 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,777,000 | 1,370 |
| 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 | $51,716,000 | 933 |
| Mortgage-backed securities | $45,709,000 | 1,054 |
| Certificates of participation in pools of residential mortgages | $25,808,000 | 1,188 |
| Issued or guaranteed by U.S. | $25,808,000 | 1,179 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $19,901,000 | 702 |
| CMOs issued by government agencies or sponsored agencies | $19,901,000 | 577 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $93,091,000 | 1,133 |
| Total debt securities | $93,091,000 | 1,298 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $494,000 | 2,700 |
| 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 | $92,740,000 | 1,355 |
| U.S. Government securities | $63,803,000 | 1,458 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $63,803,000 | 1,398 |
| Securities issued by states & political subdivisions | $26,889,000 | 675 |
| Other domestic debt securities | $2,048,000 | 1,699 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,048,000 | 1,311 |
| 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 | $56,614,000 | 853 |
| Mortgage-backed securities | $48,280,000 | 1,037 |
| Certificates of participation in pools of residential mortgages | $26,360,000 | 1,219 |
| Issued or guaranteed by U.S. | $26,360,000 | 1,210 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $21,920,000 | 678 |
| CMOs issued by government agencies or sponsored agencies | $21,920,000 | 559 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $92,740,000 | 1,163 |
| Total debt securities | $92,740,000 | 1,326 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $491,000 | 2,623 |
| 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 | $85,271,000 | 1,493 |
| U.S. Government securities | $57,005,000 | 1,623 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $57,005,000 | 1,562 |
| Securities issued by states & political subdivisions | $26,735,000 | 692 |
| Other domestic debt securities | $1,531,000 | 1,986 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,531,000 | 1,609 |
| 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 | $57,430,000 | 836 |
| Mortgage-backed securities | $45,837,000 | 1,101 |
| Certificates of participation in pools of residential mortgages | $19,785,000 | 1,502 |
| Issued or guaranteed by U.S. | $19,785,000 | 1,489 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $26,052,000 | 622 |
| CMOs issued by government agencies or sponsored agencies | $26,052,000 | 513 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $85,271,000 | 1,274 |
| Total debt securities | $85,271,000 | 1,449 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $499,000 | 2,503 |
| 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 | $88,921,000 | 1,441 |
| U.S. Government securities | $65,077,000 | 1,412 |
| U.S. Treasury securities | $986,000 | 1,417 |
| U.S. Government agency obligations | $64,091,000 | 1,375 |
| Securities issued by states & political subdivisions | $22,292,000 | 855 |
| Other domestic debt securities | $1,552,000 | 1,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,552,000 | 1,632 |
| 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 | $64,483,000 | 765 |
| Mortgage-backed securities | $51,661,000 | 1,002 |
| Certificates of participation in pools of residential mortgages | $19,506,000 | 1,515 |
| Issued or guaranteed by U.S. | $19,506,000 | 1,506 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $32,155,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $32,155,000 | 440 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $88,921,000 | 1,225 |
| Total debt securities | $88,921,000 | 1,404 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,966 |
| Fair value | $1,000,000 | 2,082 |
| 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 | $95,067,000 | 1,378 |
| U.S. Government securities | $70,990,000 | 1,336 |
| U.S. Treasury securities | $982,000 | 1,484 |
| U.S. Government agency obligations | $70,008,000 | 1,304 |
| Securities issued by states & political subdivisions | $21,741,000 | 853 |
| Other domestic debt securities | $2,336,000 | 1,753 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,336,000 | 1,409 |
| 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 | $66,197,000 | 710 |
| Mortgage-backed securities | $54,659,000 | 964 |
| Certificates of participation in pools of residential mortgages | $19,968,000 | 1,511 |
| Issued or guaranteed by U.S. | $19,968,000 | 1,498 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $34,691,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $34,691,000 | 433 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $95,067,000 | 1,165 |
| Total debt securities | $95,067,000 | 1,341 |
| Structured notes | ||
| Amortized cost | $1,005,000 | 1,946 |
| Fair value | $996,000 | 2,002 |
| 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 | $95,007,000 | 1,385 |
| U.S. Government securities | $72,803,000 | 1,296 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $72,803,000 | 1,245 |
| Securities issued by states & political subdivisions | $19,822,000 | 984 |
| Other domestic debt securities | $2,382,000 | 1,833 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,382,000 | 1,488 |
| 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 | $67,877,000 | 683 |
| Mortgage-backed securities | $59,475,000 | 927 |
| Certificates of participation in pools of residential mortgages | $22,820,000 | 1,388 |
| Issued or guaranteed by U.S. | $22,820,000 | 1,377 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $36,655,000 | 531 |
| CMOs issued by government agencies or sponsored agencies | $36,655,000 | 439 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $95,007,000 | 1,187 |
| Total debt securities | $95,007,000 | 1,333 |
| Structured notes | ||
| Amortized cost | $1,009,000 | 1,728 |
| Fair value | $1,009,000 | 1,800 |
| 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 | $93,904,000 | 1,432 |
| U.S. Government securities | $72,804,000 | 1,349 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $72,804,000 | 1,298 |
| Securities issued by states & political subdivisions | $18,708,000 | 1,038 |
| Other domestic debt securities | $2,392,000 | 1,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,392,000 | 1,590 |
| 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 | $67,805,000 | 679 |
| Mortgage-backed securities | $59,504,000 | 947 |
| Certificates of participation in pools of residential mortgages | $24,430,000 | 1,336 |
| Issued or guaranteed by U.S. | $24,430,000 | 1,326 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $35,074,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $35,074,000 | 488 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $93,904,000 | 1,236 |
| Total debt securities | $93,904,000 | 1,390 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $96,062,000 | 1,392 |
| U.S. Government securities | $74,616,000 | 1,303 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $74,616,000 | 1,255 |
| Securities issued by states & political subdivisions | $19,038,000 | 1,035 |
| Other domestic debt securities | $2,408,000 | 1,949 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,408,000 | 1,671 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,677,000 | 784 |
| Mortgage-backed securities | $64,207,000 | 876 |
| Certificates of participation in pools of residential mortgages | $27,116,000 | 1,225 |
| Issued or guaranteed by U.S. | $27,116,000 | 1,222 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $37,091,000 | 525 |
| CMOs issued by government agencies or sponsored agencies | $37,091,000 | 480 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $96,062,000 | 1,184 |
| Total debt securities | $96,062,000 | 1,341 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $86,300,000 | 1,476 |
| U.S. Government securities | $66,426,000 | 1,379 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $66,426,000 | 1,325 |
| Securities issued by states & political subdivisions | $18,582,000 | 1,033 |
| Other domestic debt securities | $1,292,000 | 2,538 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,292,000 | 2,223 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,660,000 | 991 |
| Mortgage-backed securities | $61,565,000 | 910 |
| Certificates of participation in pools of residential mortgages | $20,019,000 | 1,532 |
| Issued or guaranteed by U.S. | $20,019,000 | 1,526 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $41,546,000 | 519 |
| CMOs issued by government agencies or sponsored agencies | $41,546,000 | 477 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $86,300,000 | 1,268 |
| Total debt securities | $86,300,000 | 1,430 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $85,207,000 | 1,470 |
| U.S. Government securities | $64,924,000 | 1,401 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $64,924,000 | 1,346 |
| Securities issued by states & political subdivisions | $18,997,000 | 959 |
| Other domestic debt securities | $1,286,000 | 2,579 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,286,000 | 2,246 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,454,000 | 1,035 |
| Mortgage-backed securities | $60,035,000 | 921 |
| Certificates of participation in pools of residential mortgages | $7,677,000 | 2,733 |
| Issued or guaranteed by U.S. | $7,677,000 | 2,719 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $52,358,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $52,358,000 | 411 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $85,207,000 | 1,252 |
| Total debt securities | $85,207,000 | 1,431 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $73,378,000 | 1,677 |
| U.S. Government securities | $52,929,000 | 1,637 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $52,929,000 | 1,569 |
| Securities issued by states & political subdivisions | $20,192,000 | 868 |
| Other domestic debt securities | $257,000 | 3,631 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $257,000 | 3,206 |
| 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 | $40,935,000 | 986 |
| Mortgage-backed securities | $44,386,000 | 1,127 |
| Certificates of participation in pools of residential mortgages | $1,585,000 | 4,914 |
| Issued or guaranteed by U.S. | $1,585,000 | 4,898 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $42,801,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $42,801,000 | 474 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $73,378,000 | 1,416 |
| Total debt securities | $73,378,000 | 1,623 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $70,270,000 | 1,592 |
| U.S. Government securities | $51,490,000 | 1,575 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $51,490,000 | 1,487 |
| Securities issued by states & political subdivisions | $17,603,000 | 959 |
| Other domestic debt securities | $1,177,000 | 2,749 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,177,000 | 2,354 |
| 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 | $46,823,000 | 828 |
| Mortgage-backed securities | $39,585,000 | 1,136 |
| Certificates of participation in pools of residential mortgages | $11,294,000 | 1,944 |
| Issued or guaranteed by U.S. | $11,294,000 | 1,932 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $28,291,000 | 662 |
| CMOs issued by government agencies or sponsored agencies | $28,291,000 | 599 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $70,270,000 | 1,323 |
| Total debt securities | $70,270,000 | 1,546 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $62,371,000 | 1,761 |
| U.S. Government securities | $45,375,000 | 1,766 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $45,375,000 | 1,633 |
| Securities issued by states & political subdivisions | $15,598,000 | 1,046 |
| Other domestic debt securities | $1,008,000 | 2,442 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,008,000 | 2,121 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $390,000 | 4,376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,374,000 | 765 |
| Mortgage-backed securities | $23,079,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $15,847,000 | 1,254 |
| Issued or guaranteed by U.S. | $15,847,000 | 1,246 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $7,232,000 | 1,234 |
| CMOs issued by government agencies or sponsored agencies | $7,232,000 | 1,119 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $62,371,000 | 1,375 |
| Total debt securities | $61,981,000 | 1,691 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $63,186,000 | 1,810 |
| U.S. Government securities | $51,463,000 | 1,642 |
| U.S. Treasury securities | $20,000 | 5,407 |
| U.S. Government agency obligations | $51,443,000 | 1,462 |
| Securities issued by states & political subdivisions | $11,542,000 | 1,468 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $181,000 | 5,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,526,000 | 774 |
| Mortgage-backed securities | $26,525,000 | 1,329 |
| Certificates of participation in pools of residential mortgages | $17,699,000 | 1,261 |
| Issued or guaranteed by U.S. | $17,699,000 | 1,251 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,826,000 | 1,186 |
| CMOs issued by government agencies or sponsored agencies | $8,826,000 | 1,068 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $63,186,000 | 1,369 |
| Total debt securities | $63,005,000 | 1,744 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $62,862,000 | 1,853 |
| U.S. Government securities | $54,552,000 | 1,605 |
| U.S. Treasury securities | $20,000 | 6,818 |
| U.S. Government agency obligations | $54,532,000 | 1,361 |
| Securities issued by states & political subdivisions | $8,089,000 | 2,065 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $221,000 | 5,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,558,000 | 737 |
| Mortgage-backed securities | $31,510,000 | 1,256 |
| Certificates of participation in pools of residential mortgages | $19,703,000 | 1,245 |
| Issued or guaranteed by U.S. | $19,703,000 | 1,236 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $11,807,000 | 1,060 |
| CMOs issued by government agencies or sponsored agencies | $11,807,000 | 973 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $62,862,000 | 1,390 |
| Total debt securities | $62,641,000 | 1,797 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $64,455,000 | 1,781 |
| U.S. Government securities | $56,460,000 | 1,613 |
| U.S. Treasury securities | $2,534,000 | 4,610 |
| U.S. Government agency obligations | $53,926,000 | 1,347 |
| Securities issued by states & political subdivisions | $7,543,000 | 1,962 |
| Other domestic debt securities | $259,000 | 2,755 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $259,000 | 2,193 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $193,000 | 5,460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,344,000 | 669 |
| Mortgage-backed securities | $23,007,000 | 1,533 |
| Certificates of participation in pools of residential mortgages | $13,945,000 | 1,564 |
| Issued or guaranteed by U.S. | $13,945,000 | 1,551 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $9,062,000 | 1,191 |
| CMOs issued by government agencies or sponsored agencies | $9,062,000 | 1,135 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $64,455,000 | 1,232 |
| Total debt securities | $64,262,000 | 1,724 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $59,875,000 | 2,023 |
| U.S. Government securities | $51,579,000 | 1,895 |
| U.S. Treasury securities | $1,638,000 | 6,388 |
| U.S. Government agency obligations | $49,941,000 | 1,475 |
| Securities issued by states & political subdivisions | $7,793,000 | 1,905 |
| Other domestic debt securities | $259,000 | 3,179 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $259,000 | 2,446 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $244,000 | 4,936 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,879,000 | 722 |
| Mortgage-backed securities | $26,625,000 | 1,479 |
| Certificates of participation in pools of residential mortgages | $15,307,000 | 1,624 |
| Issued or guaranteed by U.S. | $15,307,000 | 1,612 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $11,318,000 | 1,154 |
| CMOs issued by government agencies or sponsored agencies | $11,318,000 | 1,088 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $59,875,000 | 1,355 |
| Total debt securities | $59,631,000 | 1,969 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $47,808,000 | 2,646 |
| U.S. Government securities | $39,526,000 | 2,563 |
| U.S. Treasury securities | $2,675,000 | 6,341 |
| U.S. Government agency obligations | $36,851,000 | 1,903 |
| Securities issued by states & political subdivisions | $7,842,000 | 1,877 |
| Other domestic debt securities | $259,000 | 3,775 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $259,000 | 2,956 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $181,000 | 5,230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,128,000 | 819 |
| Mortgage-backed securities | $16,886,000 | 2,184 |
| Certificates of participation in pools of residential mortgages | $284,000 | 7,578 |
| Issued or guaranteed by U.S. | $284,000 | 7,546 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $16,602,000 | 954 |
| CMOs issued by government agencies or sponsored agencies | $16,602,000 | 895 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $47,808,000 | 1,776 |
| Total debt securities | $47,627,000 | 2,571 |
| Structured notes | ||
| Amortized cost | $4,252,000 | 844 |
| Fair value | $4,197,000 | 838 |
| 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 | $39,166,000 | 3,345 |
| U.S. Government securities | $32,189,000 | 3,241 |
| U.S. Treasury securities | $2,565,000 | 7,564 |
| U.S. Government agency obligations | $29,624,000 | 2,284 |
| Securities issued by states & political subdivisions | $6,533,000 | 2,338 |
| Other domestic debt securities | $261,000 | 4,282 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $261,000 | 3,411 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $183,000 | 4,940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,726,000 | 962 |
| Mortgage-backed securities | $9,469,000 | 3,339 |
| Certificates of participation in pools of residential mortgages | $394,000 | 7,694 |
| Issued or guaranteed by U.S. | $394,000 | 7,665 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $9,075,000 | 1,567 |
| CMOs issued by government agencies or sponsored agencies | $9,075,000 | 1,475 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,181,000 | 3,717 |
| Available-for-sale securities (fair market value) | $20,985,000 | 2,692 |
| Total debt securities | $38,983,000 | 3,298 |
| 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 | $41,169,000 | 3,382 |
| U.S. Government securities | $34,040,000 | 3,200 |
| U.S. Treasury securities | $3,669,000 | 6,739 |
| U.S. Government agency obligations | $30,371,000 | 2,268 |
| Securities issued by states & political subdivisions | $5,681,000 | 2,692 |
| Other domestic debt securities | $1,264,000 | 2,984 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,264,000 | 2,286 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $184,000 | 4,674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,195,000 | 884 |
| Mortgage-backed securities | $9,611,000 | 3,722 |
| Certificates of participation in pools of residential mortgages | $748,000 | 7,527 |
| Issued or guaranteed by U.S. | $748,000 | 7,478 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $8,863,000 | 1,834 |
| CMOs issued by government agencies or sponsored agencies | $8,863,000 | 1,745 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $40,985,000 | 3,310 |
| 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 | $39,103,000 | 3,524 |
| U.S. Government securities | $31,934,000 | 3,370 |
| U.S. Treasury securities | $4,008,000 | 6,596 |
| U.S. Government agency obligations | $27,926,000 | 2,438 |
| Securities issued by states & political subdivisions | $5,054,000 | 2,735 |
| Other domestic debt securities | $1,934,000 | 3,000 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,934,000 | 2,125 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $181,000 | 4,101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,430,000 | 1,075 |
| Mortgage-backed securities | $8,329,000 | 4,165 |
| Certificates of participation in pools of residential mortgages | $1,510,000 | 6,759 |
| Issued or guaranteed by U.S. | $1,510,000 | 6,696 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $6,819,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $6,819,000 | 1,966 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $38,922,000 | 3,461 |
| 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 |