Home > The Heritage Bank > Securities
The Heritage Bank, Securities
| 2019-06-30 | Rank | |
| Total securities | $107,113,000 | 1,198 |
| U.S. Government securities | $101,874,000 | 853 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $101,874,000 | 804 |
| Securities issued by states & political subdivisions | $5,239,000 | 3,040 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,895,000 | 922 |
| Mortgage-backed securities | $95,403,000 | 658 |
| Certificates of participation in pools of residential mortgages | $1,396,000 | 3,409 |
| Issued or guaranteed by U.S. | $1,396,000 | 3,332 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $60,709,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $60,709,000 | 351 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $33,298,000 | 349 |
| Commercial mortgage pass-through securities | $17,548,000 | 275 |
| Other commercial mortgage-backed securities | $15,750,000 | 335 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $107,113,000 | 1,083 |
| Total debt securities | $107,113,000 | 1,178 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $109,781,000 | 1,179 |
| U.S. Government securities | $104,665,000 | 829 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $104,665,000 | 771 |
| Securities issued by states & political subdivisions | $5,116,000 | 3,115 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,405,000 | 598 |
| Mortgage-backed securities | $98,173,000 | 635 |
| Certificates of participation in pools of residential mortgages | $1,394,000 | 3,439 |
| Issued or guaranteed by U.S. | $1,394,000 | 3,354 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $62,826,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $62,826,000 | 335 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $33,953,000 | 318 |
| Commercial mortgage pass-through securities | $17,703,000 | 282 |
| Other commercial mortgage-backed securities | $16,250,000 | 309 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $109,781,000 | 1,057 |
| Total debt securities | $109,780,000 | 1,158 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $112,626,000 | 1,166 |
| U.S. Government securities | $107,254,000 | 809 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $107,254,000 | 758 |
| Securities issued by states & political subdivisions | $5,372,000 | 3,128 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,738,000 | 556 |
| Mortgage-backed securities | $99,774,000 | 633 |
| Certificates of participation in pools of residential mortgages | $1,385,000 | 3,463 |
| Issued or guaranteed by U.S. | $1,385,000 | 3,393 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $64,456,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $64,456,000 | 327 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $33,933,000 | 310 |
| Commercial mortgage pass-through securities | $17,581,000 | 274 |
| Other commercial mortgage-backed securities | $16,352,000 | 301 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $112,626,000 | 1,048 |
| Total debt securities | $112,626,000 | 1,149 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $114,205,000 | 1,140 |
| U.S. Government securities | $108,947,000 | 793 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $108,947,000 | 748 |
| Securities issued by states & political subdivisions | $5,258,000 | 3,178 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,697,000 | 935 |
| Mortgage-backed securities | $101,533,000 | 624 |
| Certificates of participation in pools of residential mortgages | $1,378,000 | 3,507 |
| Issued or guaranteed by U.S. | $1,378,000 | 3,477 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $65,622,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $65,622,000 | 314 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $34,533,000 | 307 |
| Commercial mortgage pass-through securities | $18,056,000 | 265 |
| Other commercial mortgage-backed securities | $16,477,000 | 291 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $114,205,000 | 1,027 |
| Total debt securities | $114,205,000 | 1,119 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $120,170,000 | 1,110 |
| U.S. Government securities | $114,870,000 | 761 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $114,870,000 | 722 |
| Securities issued by states & political subdivisions | $5,300,000 | 3,224 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,695,000 | 705 |
| Mortgage-backed securities | $106,664,000 | 604 |
| Certificates of participation in pools of residential mortgages | $1,516,000 | 3,519 |
| Issued or guaranteed by U.S. | $1,516,000 | 3,356 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $69,144,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $69,144,000 | 307 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $36,004,000 | 287 |
| Commercial mortgage pass-through securities | $18,473,000 | 247 |
| Other commercial mortgage-backed securities | $17,531,000 | 270 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $120,170,000 | 996 |
| Total debt securities | $120,171,000 | 1,094 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $124,680,000 | 1,087 |
| U.S. Government securities | $119,345,000 | 745 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $119,345,000 | 709 |
| Securities issued by states & political subdivisions | $5,335,000 | 3,266 |
| 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 | $93,251,000 | 625 |
| Mortgage-backed securities | $102,808,000 | 624 |
| Certificates of participation in pools of residential mortgages | $1,537,000 | 3,552 |
| Issued or guaranteed by U.S. | $1,537,000 | 3,545 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $72,536,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $72,536,000 | 295 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $28,735,000 | 301 |
| Commercial mortgage pass-through securities | $10,800,000 | 281 |
| Other commercial mortgage-backed securities | $17,935,000 | 263 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $124,680,000 | 963 |
| Total debt securities | $124,680,000 | 1,070 |
| 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 | $131,479,000 | 1,056 |
| U.S. Government securities | $125,717,000 | 726 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $125,717,000 | 688 |
| Securities issued by states & political subdivisions | $5,762,000 | 3,265 |
| 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 | $77,935,000 | 736 |
| Mortgage-backed securities | $108,210,000 | 610 |
| Certificates of participation in pools of residential mortgages | $1,590,000 | 3,585 |
| Issued or guaranteed by U.S. | $1,590,000 | 3,578 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $76,684,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $76,684,000 | 284 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $29,936,000 | 291 |
| Commercial mortgage pass-through securities | $11,111,000 | 277 |
| Other commercial mortgage-backed securities | $18,825,000 | 250 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $131,479,000 | 937 |
| Total debt securities | $131,479,000 | 1,040 |
| 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 | $137,601,000 | 1,027 |
| U.S. Government securities | $131,581,000 | 708 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $131,581,000 | 665 |
| Securities issued by states & political subdivisions | $6,020,000 | 3,253 |
| 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 | $76,982,000 | 754 |
| Mortgage-backed securities | $112,904,000 | 588 |
| Certificates of participation in pools of residential mortgages | $1,621,000 | 3,641 |
| Issued or guaranteed by U.S. | $1,621,000 | 3,635 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $82,577,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $82,577,000 | 276 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $28,706,000 | 286 |
| Commercial mortgage pass-through securities | $19,220,000 | 194 |
| Other commercial mortgage-backed securities | $9,486,000 | 327 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $137,601,000 | 902 |
| Total debt securities | $137,601,000 | 1,013 |
| 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 | $174,344,000 | 833 |
| U.S. Government securities | $159,825,000 | 588 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $159,825,000 | 558 |
| Securities issued by states & political subdivisions | $14,519,000 | 2,286 |
| 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 | $70,906,000 | 808 |
| Mortgage-backed securities | $137,628,000 | 491 |
| Certificates of participation in pools of residential mortgages | $1,624,000 | 3,677 |
| Issued or guaranteed by U.S. | $1,624,000 | 3,671 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $90,543,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $90,543,000 | 263 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $45,461,000 | 223 |
| Commercial mortgage pass-through securities | $35,775,000 | 126 |
| Other commercial mortgage-backed securities | $9,686,000 | 315 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $174,344,000 | 725 |
| Total debt securities | $174,344,000 | 824 |
| 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 | $171,093,000 | 862 |
| U.S. Government securities | $156,167,000 | 614 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $156,167,000 | 579 |
| Securities issued by states & political subdivisions | $14,926,000 | 2,252 |
| 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 | $91,878,000 | 667 |
| Mortgage-backed securities | $136,270,000 | 503 |
| Certificates of participation in pools of residential mortgages | $1,635,000 | 3,738 |
| Issued or guaranteed by U.S. | $1,635,000 | 3,733 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $89,239,000 | 286 |
| CMOs issued by government agencies or sponsored agencies | $89,239,000 | 266 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $45,396,000 | 220 |
| Commercial mortgage pass-through securities | $35,543,000 | 126 |
| Other commercial mortgage-backed securities | $9,853,000 | 295 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $171,093,000 | 755 |
| Total debt securities | $171,093,000 | 852 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $158,562,000 | 900 |
| U.S. Government securities | $147,460,000 | 637 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $147,460,000 | 599 |
| Securities issued by states & political subdivisions | $11,102,000 | 2,647 |
| 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 | $61,161,000 | 915 |
| Mortgage-backed securities | $126,619,000 | 526 |
| Certificates of participation in pools of residential mortgages | $1,887,000 | 3,680 |
| Issued or guaranteed by U.S. | $1,887,000 | 3,675 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $89,898,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $89,898,000 | 263 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $34,834,000 | 243 |
| Commercial mortgage pass-through securities | $24,773,000 | 153 |
| Other commercial mortgage-backed securities | $10,061,000 | 283 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $158,562,000 | 790 |
| Total debt securities | $158,562,000 | 889 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $140,521,000 | 1,003 |
| U.S. Government securities | $132,392,000 | 700 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $132,392,000 | 669 |
| Securities issued by states & political subdivisions | $8,129,000 | 3,046 |
| 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 | $48,619,000 | 1,116 |
| Mortgage-backed securities | $110,725,000 | 605 |
| Certificates of participation in pools of residential mortgages | $1,939,000 | 3,698 |
| Issued or guaranteed by U.S. | $1,939,000 | 3,694 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $88,733,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $88,733,000 | 272 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $20,053,000 | 316 |
| Commercial mortgage pass-through securities | $9,585,000 | 252 |
| Other commercial mortgage-backed securities | $10,468,000 | 275 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $140,521,000 | 871 |
| Total debt securities | $140,521,000 | 993 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $90,942,000 | 1,505 |
| U.S. Government securities | $84,017,000 | 1,059 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $84,017,000 | 1,009 |
| Securities issued by states & political subdivisions | $6,925,000 | 3,225 |
| 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 | $49,246,000 | 1,125 |
| Mortgage-backed securities | $64,515,000 | 932 |
| Certificates of participation in pools of residential mortgages | $2,159,000 | 3,666 |
| Issued or guaranteed by U.S. | $2,159,000 | 3,661 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $59,323,000 | 385 |
| CMOs issued by government agencies or sponsored agencies | $59,323,000 | 356 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $3,033,000 | 709 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $3,033,000 | 482 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $90,942,000 | 1,342 |
| Total debt securities | $90,942,000 | 1,482 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $92,180,000 | 1,505 |
| U.S. Government securities | $68,506,000 | 1,291 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $68,506,000 | 1,230 |
| Securities issued by states & political subdivisions | $23,674,000 | 1,642 |
| 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 | $64,738,000 | 907 |
| Mortgage-backed securities | $56,580,000 | 1,035 |
| Certificates of participation in pools of residential mortgages | $2,260,000 | 3,675 |
| Issued or guaranteed by U.S. | $2,260,000 | 3,672 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $54,320,000 | 417 |
| CMOs issued by government agencies or sponsored agencies | $54,320,000 | 389 |
| 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) | $92,180,000 | 1,336 |
| Total debt securities | $92,180,000 | 1,484 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $95,563,000 | 1,465 |
| U.S. Government securities | $67,286,000 | 1,320 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $67,286,000 | 1,262 |
| Securities issued by states & political subdivisions | $25,504,000 | 1,543 |
| Other domestic debt securities | $2,773,000 | 1,132 |
| Privately issued residential mortgage-backed securities | $2,773,000 | 230 |
| 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 | $52,333,000 | 1,095 |
| Mortgage-backed securities | $58,533,000 | 999 |
| Certificates of participation in pools of residential mortgages | $2,254,000 | 3,704 |
| Issued or guaranteed by U.S. | $2,254,000 | 3,701 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $56,279,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $53,506,000 | 394 |
| Privately issued | $2,773,000 | 220 |
| 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) | $95,563,000 | 1,297 |
| Total debt securities | $95,563,000 | 1,444 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $100,563,000 | 1,400 |
| U.S. Government securities | $69,246,000 | 1,288 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $69,246,000 | 1,231 |
| Securities issued by states & political subdivisions | $28,370,000 | 1,390 |
| Other domestic debt securities | $2,947,000 | 1,123 |
| Privately issued residential mortgage-backed securities | $2,947,000 | 223 |
| 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 | $61,467,000 | 962 |
| Mortgage-backed securities | $60,356,000 | 966 |
| Certificates of participation in pools of residential mortgages | $2,368,000 | 3,722 |
| Issued or guaranteed by U.S. | $2,368,000 | 3,719 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $50,060,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $47,113,000 | 441 |
| Privately issued | $2,947,000 | 213 |
| Commercial mortgage-backed securities | $7,928,000 | 424 |
| Commercial mortgage pass-through securities | $7,928,000 | 239 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $100,563,000 | 1,233 |
| Total debt securities | $100,563,000 | 1,381 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $103,587,000 | 1,391 |
| U.S. Government securities | $73,780,000 | 1,274 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $73,780,000 | 1,213 |
| Securities issued by states & political subdivisions | $29,807,000 | 1,310 |
| 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 | $62,780,000 | 951 |
| Mortgage-backed securities | $61,101,000 | 982 |
| Certificates of participation in pools of residential mortgages | $2,494,000 | 3,775 |
| Issued or guaranteed by U.S. | $2,494,000 | 3,771 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $50,879,000 | 452 |
| CMOs issued by government agencies or sponsored agencies | $50,879,000 | 429 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $7,728,000 | 401 |
| Commercial mortgage pass-through securities | $7,728,000 | 219 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $103,587,000 | 1,226 |
| Total debt securities | $103,587,000 | 1,370 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $118,090,000 | 1,239 |
| U.S. Government securities | $79,874,000 | 1,213 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $79,874,000 | 1,148 |
| Securities issued by states & political subdivisions | $34,108,000 | 1,120 |
| Other domestic debt securities | $4,108,000 | 971 |
| Privately issued residential mortgage-backed securities | $4,108,000 | 208 |
| 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 | $70,898,000 | 856 |
| Mortgage-backed securities | $65,890,000 | 930 |
| Certificates of participation in pools of residential mortgages | $2,556,000 | 3,818 |
| Issued or guaranteed by U.S. | $2,556,000 | 3,813 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $55,449,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $51,341,000 | 430 |
| Privately issued | $4,108,000 | 197 |
| Commercial mortgage-backed securities | $7,885,000 | 379 |
| Commercial mortgage pass-through securities | $7,885,000 | 202 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $118,090,000 | 1,089 |
| Total debt securities | $118,090,000 | 1,222 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $108,703,000 | 1,324 |
| U.S. Government securities | $71,908,000 | 1,313 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $71,908,000 | 1,255 |
| Securities issued by states & political subdivisions | $36,795,000 | 1,036 |
| 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 | $53,362,000 | 1,104 |
| Mortgage-backed securities | $53,259,000 | 1,140 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $53,259,000 | 448 |
| CMOs issued by government agencies or sponsored agencies | $53,259,000 | 421 |
| 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) | $108,703,000 | 1,166 |
| Total debt securities | $108,703,000 | 1,304 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $108,791,000 | 1,335 |
| U.S. Government securities | $72,981,000 | 1,330 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $72,981,000 | 1,267 |
| Securities issued by states & political subdivisions | $35,810,000 | 1,076 |
| 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 | $50,727,000 | 1,160 |
| Mortgage-backed securities | $54,235,000 | 1,152 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $54,235,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $54,235,000 | 425 |
| 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) | $108,791,000 | 1,175 |
| Total debt securities | $108,791,000 | 1,317 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $101,847,000 | 1,461 |
| U.S. Government securities | $66,473,000 | 1,470 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $66,473,000 | 1,408 |
| Securities issued by states & political subdivisions | $35,374,000 | 1,097 |
| 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 | $54,599,000 | 1,101 |
| Mortgage-backed securities | $57,112,000 | 1,110 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $57,112,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $57,112,000 | 409 |
| 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) | $101,847,000 | 1,289 |
| Total debt securities | $101,847,000 | 1,438 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $92,191,000 | 1,615 |
| U.S. Government securities | $57,206,000 | 1,670 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $57,206,000 | 1,610 |
| Securities issued by states & political subdivisions | $34,985,000 | 1,111 |
| 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 | $75,335,000 | 813 |
| Mortgage-backed securities | $47,960,000 | 1,294 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $47,960,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $47,960,000 | 468 |
| 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) | $92,191,000 | 1,431 |
| Total debt securities | $92,191,000 | 1,598 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $91,953,000 | 1,608 |
| U.S. Government securities | $56,775,000 | 1,674 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $56,775,000 | 1,616 |
| Securities issued by states & political subdivisions | $35,178,000 | 1,098 |
| 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 | $58,781,000 | 1,013 |
| Mortgage-backed securities | $47,464,000 | 1,303 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $47,464,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $47,464,000 | 472 |
| 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) | $91,953,000 | 1,437 |
| Total debt securities | $91,953,000 | 1,586 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $93,368,000 | 1,605 |
| U.S. Government securities | $57,494,000 | 1,667 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $57,494,000 | 1,615 |
| Securities issued by states & political subdivisions | $35,874,000 | 1,059 |
| 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 | $56,179,000 | 1,037 |
| Mortgage-backed securities | $47,964,000 | 1,323 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $47,964,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $47,964,000 | 468 |
| 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) | $93,368,000 | 1,429 |
| Total debt securities | $93,368,000 | 1,585 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $97,206,000 | 1,533 |
| U.S. Government securities | $60,392,000 | 1,600 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $60,392,000 | 1,548 |
| Securities issued by states & political subdivisions | $36,814,000 | 1,033 |
| 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 | $57,500,000 | 992 |
| Mortgage-backed securities | $50,469,000 | 1,262 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $50,469,000 | 489 |
| CMOs issued by government agencies or sponsored agencies | $50,469,000 | 459 |
| 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) | $230,000 | 2,272 |
| Available-for-sale securities (fair market value) | $96,976,000 | 1,377 |
| Total debt securities | $97,206,000 | 1,518 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $95,839,000 | 1,585 |
| U.S. Government securities | $80,403,000 | 1,258 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $80,403,000 | 1,218 |
| Securities issued by states & political subdivisions | $15,436,000 | 2,220 |
| 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 | $80,535,000 | 766 |
| Mortgage-backed securities | $80,403,000 | 866 |
| Certificates of participation in pools of residential mortgages | $7,558,000 | 3,031 |
| Issued or guaranteed by U.S. | $7,558,000 | 3,030 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $72,845,000 | 386 |
| CMOs issued by government agencies or sponsored agencies | $72,845,000 | 353 |
| 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) | $230,000 | 2,268 |
| Available-for-sale securities (fair market value) | $95,609,000 | 1,435 |
| Total debt securities | $95,839,000 | 1,563 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $98,072,000 | 1,509 |
| U.S. Government securities | $82,321,000 | 1,219 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $82,321,000 | 1,176 |
| Securities issued by states & political subdivisions | $15,751,000 | 2,159 |
| 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 | $71,169,000 | 831 |
| Mortgage-backed securities | $82,321,000 | 831 |
| Certificates of participation in pools of residential mortgages | $8,270,000 | 2,909 |
| Issued or guaranteed by U.S. | $8,270,000 | 2,907 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $74,051,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $74,051,000 | 360 |
| 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) | $230,000 | 2,295 |
| Available-for-sale securities (fair market value) | $97,842,000 | 1,372 |
| Total debt securities | $98,072,000 | 1,488 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $101,787,000 | 1,462 |
| U.S. Government securities | $86,098,000 | 1,188 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $86,098,000 | 1,156 |
| Securities issued by states & political subdivisions | $15,689,000 | 2,136 |
| 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 | $70,665,000 | 839 |
| Mortgage-backed securities | $86,056,000 | 842 |
| Certificates of participation in pools of residential mortgages | $8,813,000 | 2,960 |
| Issued or guaranteed by U.S. | $8,813,000 | 2,959 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $77,243,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $77,243,000 | 369 |
| 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) | $230,000 | 2,343 |
| Available-for-sale securities (fair market value) | $101,557,000 | 1,329 |
| Total debt securities | $101,787,000 | 1,444 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $82,085,000 | 1,782 |
| U.S. Government securities | $75,970,000 | 1,353 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $75,970,000 | 1,317 |
| Securities issued by states & political subdivisions | $6,115,000 | 3,439 |
| 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 | $81,926,000 | 746 |
| Mortgage-backed securities | $73,351,000 | 993 |
| Certificates of participation in pools of residential mortgages | $22,138,000 | 1,754 |
| Issued or guaranteed by U.S. | $22,138,000 | 1,753 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $51,213,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $51,213,000 | 507 |
| 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) | $450,000 | 2,225 |
| Available-for-sale securities (fair market value) | $81,635,000 | 1,633 |
| Total debt securities | $82,085,000 | 1,758 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $84,040,000 | 1,752 |
| U.S. Government securities | $78,050,000 | 1,375 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $78,050,000 | 1,334 |
| Securities issued by states & political subdivisions | $5,990,000 | 3,389 |
| 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 | $76,040,000 | 800 |
| Mortgage-backed securities | $75,441,000 | 986 |
| Certificates of participation in pools of residential mortgages | $23,342,000 | 1,679 |
| Issued or guaranteed by U.S. | $23,342,000 | 1,677 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $52,099,000 | 555 |
| CMOs issued by government agencies or sponsored agencies | $52,099,000 | 515 |
| 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) | $450,000 | 2,264 |
| Available-for-sale securities (fair market value) | $83,590,000 | 1,602 |
| Total debt securities | $84,040,000 | 1,733 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $77,512,000 | 1,816 |
| U.S. Government securities | $73,821,000 | 1,365 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $73,821,000 | 1,322 |
| Securities issued by states & political subdivisions | $3,691,000 | 3,924 |
| 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 | $70,424,000 | 791 |
| Mortgage-backed securities | $71,188,000 | 986 |
| Certificates of participation in pools of residential mortgages | $24,183,000 | 1,531 |
| Issued or guaranteed by U.S. | $24,183,000 | 1,529 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $47,005,000 | 599 |
| CMOs issued by government agencies or sponsored agencies | $47,005,000 | 525 |
| 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) | $450,000 | 2,365 |
| Available-for-sale securities (fair market value) | $77,062,000 | 1,663 |
| Total debt securities | $77,512,000 | 1,797 |
| 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 | $127,587,000 | 1,145 |
| U.S. Government securities | $121,511,000 | 835 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $121,511,000 | 811 |
| Securities issued by states & political subdivisions | $6,076,000 | 3,279 |
| 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 | $118,828,000 | 511 |
| Mortgage-backed securities | $104,372,000 | 701 |
| Certificates of participation in pools of residential mortgages | $26,700,000 | 1,387 |
| Issued or guaranteed by U.S. | $26,700,000 | 1,382 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $77,672,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $77,672,000 | 369 |
| 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) | $450,000 | 2,392 |
| Available-for-sale securities (fair market value) | $127,137,000 | 1,020 |
| Total debt securities | $127,587,000 | 1,133 |
| 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 | $129,862,000 | 1,115 |
| U.S. Government securities | $120,051,000 | 856 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $120,051,000 | 825 |
| Securities issued by states & political subdivisions | $9,811,000 | 2,540 |
| 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 | $128,215,000 | 483 |
| Mortgage-backed securities | $99,315,000 | 719 |
| Certificates of participation in pools of residential mortgages | $27,253,000 | 1,327 |
| Issued or guaranteed by U.S. | $27,253,000 | 1,320 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $72,062,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $72,062,000 | 376 |
| 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) | $665,000 | 2,277 |
| Available-for-sale securities (fair market value) | $129,197,000 | 992 |
| Total debt securities | $129,862,000 | 1,100 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $108,576,000 | 1,308 |
| U.S. Government securities | $98,738,000 | 1,015 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $98,738,000 | 971 |
| Securities issued by states & political subdivisions | $9,838,000 | 2,506 |
| 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 | $104,089,000 | 563 |
| Mortgage-backed securities | $84,219,000 | 801 |
| Certificates of participation in pools of residential mortgages | $25,001,000 | 1,366 |
| Issued or guaranteed by U.S. | $25,001,000 | 1,360 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $59,218,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $59,218,000 | 430 |
| 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) | $665,000 | 2,289 |
| Available-for-sale securities (fair market value) | $107,911,000 | 1,176 |
| Total debt securities | $108,576,000 | 1,290 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $115,560,000 | 1,185 |
| U.S. Government securities | $102,093,000 | 936 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $102,093,000 | 902 |
| Securities issued by states & political subdivisions | $13,467,000 | 2,008 |
| 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 | $105,886,000 | 543 |
| Mortgage-backed securities | $97,187,000 | 679 |
| Certificates of participation in pools of residential mortgages | $18,407,000 | 1,656 |
| Issued or guaranteed by U.S. | $18,407,000 | 1,649 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $78,780,000 | 383 |
| CMOs issued by government agencies or sponsored agencies | $78,780,000 | 324 |
| 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) | $665,000 | 2,308 |
| Available-for-sale securities (fair market value) | $114,895,000 | 1,066 |
| Total debt securities | $115,560,000 | 1,170 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $122,631,000 | 1,099 |
| U.S. Government securities | $108,552,000 | 871 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $108,552,000 | 832 |
| Securities issued by states & political subdivisions | $14,079,000 | 1,857 |
| 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 | $109,719,000 | 521 |
| Mortgage-backed securities | $103,503,000 | 638 |
| Certificates of participation in pools of residential mortgages | $19,157,000 | 1,583 |
| Issued or guaranteed by U.S. | $19,157,000 | 1,580 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $84,346,000 | 369 |
| CMOs issued by government agencies or sponsored agencies | $84,346,000 | 309 |
| 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) | $665,000 | 2,367 |
| Available-for-sale securities (fair market value) | $121,966,000 | 965 |
| Total debt securities | $122,631,000 | 1,082 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $132,705,000 | 997 |
| U.S. Government securities | $117,756,000 | 819 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $117,756,000 | 787 |
| Securities issued by states & political subdivisions | $14,949,000 | 1,698 |
| Other domestic debt securities | $0 | 3,148 |
| 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 | $0 | 2,114 |
| 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 | $122,956,000 | 480 |
| Mortgage-backed securities | $88,997,000 | 711 |
| Certificates of participation in pools of residential mortgages | $44,442,000 | 804 |
| Issued or guaranteed by U.S. | $44,442,000 | 797 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $44,555,000 | 575 |
| CMOs issued by government agencies or sponsored agencies | $44,555,000 | 475 |
| 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) | $1,220,000 | 2,195 |
| Available-for-sale securities (fair market value) | $131,485,000 | 884 |
| Total debt securities | $132,703,000 | 987 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $172,527,000 | 777 |
| U.S. Government securities | $144,294,000 | 670 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $144,294,000 | 641 |
| Securities issued by states & political subdivisions | $28,233,000 | 873 |
| Other domestic debt securities | $0 | 3,203 |
| 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 | $0 | 2,133 |
| 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 | $166,252,000 | 372 |
| Mortgage-backed securities | $124,036,000 | 554 |
| Certificates of participation in pools of residential mortgages | $54,293,000 | 706 |
| Issued or guaranteed by U.S. | $54,293,000 | 699 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $69,743,000 | 420 |
| CMOs issued by government agencies or sponsored agencies | $69,743,000 | 335 |
| 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) | $14,220,000 | 889 |
| Available-for-sale securities (fair market value) | $158,307,000 | 736 |
| Total debt securities | $172,527,000 | 764 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $149,983,000 | 859 |
| U.S. Government securities | $124,505,000 | 743 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $124,505,000 | 717 |
| Securities issued by states & political subdivisions | $25,478,000 | 969 |
| Other domestic debt securities | $0 | 3,260 |
| 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 | $0 | 2,182 |
| 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 | $143,540,000 | 430 |
| Mortgage-backed securities | $108,157,000 | 623 |
| Certificates of participation in pools of residential mortgages | $43,870,000 | 894 |
| Issued or guaranteed by U.S. | $43,870,000 | 887 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $64,287,000 | 426 |
| CMOs issued by government agencies or sponsored agencies | $64,287,000 | 333 |
| 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) | $10,714,000 | 1,059 |
| Available-for-sale securities (fair market value) | $139,269,000 | 790 |
| Total debt securities | $149,983,000 | 844 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $152,466,000 | 851 |
| U.S. Government securities | $126,027,000 | 715 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $126,027,000 | 690 |
| Securities issued by states & political subdivisions | $21,257,000 | 1,178 |
| Other domestic debt securities | $5,182,000 | 1,270 |
| Privately issued residential mortgage-backed securities | $5,182,000 | 682 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,226,000 | 420 |
| Mortgage-backed securities | $114,643,000 | 588 |
| Certificates of participation in pools of residential mortgages | $46,275,000 | 874 |
| Issued or guaranteed by U.S. | $46,275,000 | 865 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $68,368,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $63,186,000 | 326 |
| Privately issued | $5,182,000 | 655 |
| 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) | $4,101,000 | 1,705 |
| Available-for-sale securities (fair market value) | $148,365,000 | 756 |
| Total debt securities | $152,466,000 | 835 |
| 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 | $155,556,000 | 815 |
| U.S. Government securities | $137,195,000 | 651 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $137,195,000 | 618 |
| Securities issued by states & political subdivisions | $18,361,000 | 1,308 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,846,000 | 432 |
| Mortgage-backed securities | $125,396,000 | 556 |
| Certificates of participation in pools of residential mortgages | $77,568,000 | 546 |
| Issued or guaranteed by U.S. | $77,568,000 | 540 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $47,828,000 | 515 |
| CMOs issued by government agencies or sponsored agencies | $47,828,000 | 376 |
| 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) | $1,420,000 | 2,317 |
| Available-for-sale securities (fair market value) | $154,136,000 | 705 |
| Total debt securities | $155,556,000 | 794 |
| 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 | $161,510,000 | 774 |
| U.S. Government securities | $136,231,000 | 669 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $136,231,000 | 650 |
| Securities issued by states & political subdivisions | $15,141,000 | 1,524 |
| Other domestic debt securities | $10,138,000 | 863 |
| Privately issued residential mortgage-backed securities | $2,979,000 | 879 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,159,000 | 514 |
| 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 | $130,289,000 | 451 |
| Mortgage-backed securities | $137,169,000 | 518 |
| Certificates of participation in pools of residential mortgages | $82,974,000 | 537 |
| Issued or guaranteed by U.S. | $82,974,000 | 530 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $54,195,000 | 464 |
| CMOs issued by government agencies or sponsored agencies | $51,216,000 | 344 |
| Privately issued | $2,979,000 | 844 |
| 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) | $1,420,000 | 2,354 |
| Available-for-sale securities (fair market value) | $160,090,000 | 663 |
| Total debt securities | $161,510,000 | 756 |
| 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 | $126,858,000 | 968 |
| U.S. Government securities | $112,436,000 | 754 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $112,436,000 | 739 |
| Securities issued by states & political subdivisions | $9,145,000 | 2,221 |
| Other domestic debt securities | $5,277,000 | 1,183 |
| Privately issued residential mortgage-backed securities | $2,897,000 | 859 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,380,000 | 1,020 |
| 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 | $119,162,000 | 490 |
| Mortgage-backed securities | $110,673,000 | 599 |
| Certificates of participation in pools of residential mortgages | $70,152,000 | 603 |
| Issued or guaranteed by U.S. | $70,152,000 | 595 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $40,521,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $37,624,000 | 428 |
| Privately issued | $2,897,000 | 821 |
| 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) | $1,420,000 | 2,376 |
| Available-for-sale securities (fair market value) | $125,438,000 | 837 |
| Total debt securities | $126,858,000 | 952 |
| 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 | $129,360,000 | 924 |
| U.S. Government securities | $119,431,000 | 703 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $119,431,000 | 686 |
| Securities issued by states & political subdivisions | $7,602,000 | 2,481 |
| Other domestic debt securities | $2,327,000 | 1,691 |
| 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 | $2,327,000 | 1,011 |
| 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 | $123,156,000 | 468 |
| Mortgage-backed securities | $112,321,000 | 563 |
| Certificates of participation in pools of residential mortgages | $70,705,000 | 564 |
| Issued or guaranteed by U.S. | $70,705,000 | 556 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $41,616,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $41,616,000 | 361 |
| 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) | $1,420,000 | 2,386 |
| Available-for-sale securities (fair market value) | $127,940,000 | 795 |
| Total debt securities | $129,360,000 | 911 |
| 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 | $120,333,000 | 1,017 |
| U.S. Government securities | $112,526,000 | 735 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $112,526,000 | 718 |
| Securities issued by states & political subdivisions | $7,807,000 | 2,454 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,136,000 | 506 |
| Mortgage-backed securities | $100,373,000 | 613 |
| Certificates of participation in pools of residential mortgages | $63,889,000 | 629 |
| Issued or guaranteed by U.S. | $63,889,000 | 621 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $36,484,000 | 547 |
| CMOs issued by government agencies or sponsored agencies | $36,484,000 | 394 |
| 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) | $1,615,000 | 2,324 |
| Available-for-sale securities (fair market value) | $118,718,000 | 897 |
| Total debt securities | $120,333,000 | 996 |
| 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 | $135,324,000 | 889 |
| U.S. Government securities | $127,944,000 | 647 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $127,944,000 | 632 |
| Securities issued by states & political subdivisions | $7,380,000 | 2,560 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,462,000 | 501 |
| Mortgage-backed securities | $102,209,000 | 588 |
| Certificates of participation in pools of residential mortgages | $63,643,000 | 603 |
| Issued or guaranteed by U.S. | $63,643,000 | 596 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $38,566,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $38,566,000 | 368 |
| 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) | $2,783,000 | 2,052 |
| Available-for-sale securities (fair market value) | $132,541,000 | 800 |
| Total debt securities | $135,324,000 | 862 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $101,959,000 | 1,184 |
| U.S. Government securities | $96,604,000 | 866 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $96,604,000 | 842 |
| Securities issued by states & political subdivisions | $5,355,000 | 3,015 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,508,000 | 563 |
| Mortgage-backed securities | $66,393,000 | 769 |
| Certificates of participation in pools of residential mortgages | $46,169,000 | 735 |
| Issued or guaranteed by U.S. | $46,169,000 | 726 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $20,224,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $20,224,000 | 554 |
| 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) | $3,028,000 | 2,050 |
| Available-for-sale securities (fair market value) | $98,931,000 | 1,063 |
| Total debt securities | $101,959,000 | 1,156 |
| 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 | $114,881,000 | 1,043 |
| U.S. Government securities | $108,645,000 | 778 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $108,645,000 | 756 |
| Securities issued by states & political subdivisions | $6,236,000 | 2,759 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,321,000 | 599 |
| Mortgage-backed securities | $68,183,000 | 723 |
| Certificates of participation in pools of residential mortgages | $46,889,000 | 685 |
| Issued or guaranteed by U.S. | $46,889,000 | 676 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $21,294,000 | 682 |
| CMOs issued by government agencies or sponsored agencies | $21,294,000 | 518 |
| 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) | $3,052,000 | 2,079 |
| Available-for-sale securities (fair market value) | $111,829,000 | 931 |
| Total debt securities | $114,881,000 | 1,018 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,309 |
| Fair value | $500,000 | 2,183 |
| 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 | $88,276,000 | 1,350 |
| U.S. Government securities | $82,604,000 | 1,058 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $82,604,000 | 1,024 |
| Securities issued by states & political subdivisions | $5,672,000 | 2,896 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,524,000 | 624 |
| Mortgage-backed securities | $34,829,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $12,937,000 | 1,760 |
| Issued or guaranteed by U.S. | $12,937,000 | 1,754 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $21,892,000 | 665 |
| CMOs issued by government agencies or sponsored agencies | $21,892,000 | 510 |
| 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) | $3,266,000 | 2,065 |
| Available-for-sale securities (fair market value) | $85,010,000 | 1,209 |
| Total debt securities | $88,276,000 | 1,325 |
| 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 | $82,624,000 | 1,439 |
| U.S. Government securities | $75,418,000 | 1,156 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $75,418,000 | 1,124 |
| Securities issued by states & political subdivisions | $7,206,000 | 2,530 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,794,000 | 670 |
| Mortgage-backed securities | $32,531,000 | 1,244 |
| Certificates of participation in pools of residential mortgages | $9,469,000 | 2,137 |
| Issued or guaranteed by U.S. | $9,469,000 | 2,129 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $23,062,000 | 635 |
| CMOs issued by government agencies or sponsored agencies | $23,062,000 | 492 |
| 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) | $4,175,000 | 1,939 |
| Available-for-sale securities (fair market value) | $78,449,000 | 1,315 |
| Total debt securities | $82,623,000 | 1,410 |
| 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 | $64,815,000 | 1,828 |
| U.S. Government securities | $57,349,000 | 1,529 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $57,349,000 | 1,495 |
| Securities issued by states & political subdivisions | $7,466,000 | 2,477 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,323,000 | 825 |
| Mortgage-backed securities | $27,945,000 | 1,395 |
| Certificates of participation in pools of residential mortgages | $7,321,000 | 2,487 |
| Issued or guaranteed by U.S. | $7,321,000 | 2,474 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $20,624,000 | 684 |
| CMOs issued by government agencies or sponsored agencies | $20,624,000 | 545 |
| 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) | $4,432,000 | 1,916 |
| Available-for-sale securities (fair market value) | $60,383,000 | 1,680 |
| Total debt securities | $64,815,000 | 1,795 |
| 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 | $63,686,000 | 1,869 |
| U.S. Government securities | $55,319,000 | 1,618 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $55,319,000 | 1,576 |
| Securities issued by states & political subdivisions | $8,367,000 | 2,293 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,016,000 | 843 |
| Mortgage-backed securities | $27,942,000 | 1,404 |
| Certificates of participation in pools of residential mortgages | $7,677,000 | 2,442 |
| Issued or guaranteed by U.S. | $7,677,000 | 2,429 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $20,265,000 | 681 |
| CMOs issued by government agencies or sponsored agencies | $20,265,000 | 543 |
| 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) | $4,455,000 | 1,964 |
| Available-for-sale securities (fair market value) | $59,231,000 | 1,721 |
| Total debt securities | $63,686,000 | 1,825 |
| 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 | $65,784,000 | 1,819 |
| U.S. Government securities | $56,613,000 | 1,585 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $56,613,000 | 1,539 |
| Securities issued by states & political subdivisions | $9,171,000 | 2,111 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,810,000 | 815 |
| Mortgage-backed securities | $29,642,000 | 1,359 |
| Certificates of participation in pools of residential mortgages | $8,091,000 | 2,389 |
| Issued or guaranteed by U.S. | $8,091,000 | 2,378 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $21,551,000 | 654 |
| CMOs issued by government agencies or sponsored agencies | $21,551,000 | 509 |
| 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) | $4,662,000 | 1,956 |
| Available-for-sale securities (fair market value) | $61,122,000 | 1,676 |
| Total debt securities | $65,784,000 | 1,785 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $71,034,000 | 1,710 |
| U.S. Government securities | $61,549,000 | 1,497 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $61,549,000 | 1,439 |
| Securities issued by states & political subdivisions | $9,485,000 | 2,036 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,674,000 | 808 |
| Mortgage-backed securities | $32,336,000 | 1,291 |
| Certificates of participation in pools of residential mortgages | $8,916,000 | 2,307 |
| Issued or guaranteed by U.S. | $8,916,000 | 2,296 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $23,420,000 | 614 |
| CMOs issued by government agencies or sponsored agencies | $23,420,000 | 485 |
| 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) | $4,993,000 | 1,933 |
| Available-for-sale securities (fair market value) | $66,041,000 | 1,565 |
| Total debt securities | $71,034,000 | 1,674 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $65,713,000 | 1,842 |
| U.S. Government securities | $55,878,000 | 1,631 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $55,878,000 | 1,573 |
| Securities issued by states & political subdivisions | $9,835,000 | 1,972 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,068,000 | 882 |
| Mortgage-backed securities | $30,519,000 | 1,352 |
| Certificates of participation in pools of residential mortgages | $9,884,000 | 2,176 |
| Issued or guaranteed by U.S. | $9,884,000 | 2,163 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $20,635,000 | 675 |
| CMOs issued by government agencies or sponsored agencies | $20,635,000 | 531 |
| 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) | $5,291,000 | 1,924 |
| Available-for-sale securities (fair market value) | $60,422,000 | 1,708 |
| Total debt securities | $65,713,000 | 1,803 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $80,094,000 | 1,527 |
| U.S. Government securities | $63,603,000 | 1,424 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $63,603,000 | 1,369 |
| Securities issued by states & political subdivisions | $16,491,000 | 1,207 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,826,000 | 820 |
| Mortgage-backed securities | $38,039,000 | 1,180 |
| Certificates of participation in pools of residential mortgages | $14,924,000 | 1,689 |
| Issued or guaranteed by U.S. | $14,924,000 | 1,676 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $23,115,000 | 628 |
| CMOs issued by government agencies or sponsored agencies | $23,115,000 | 503 |
| 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) | $5,318,000 | 1,918 |
| Available-for-sale securities (fair market value) | $74,776,000 | 1,379 |
| Total debt securities | $80,094,000 | 1,489 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $83,177,000 | 1,481 |
| U.S. Government securities | $66,353,000 | 1,383 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $66,353,000 | 1,333 |
| Securities issued by states & political subdivisions | $16,824,000 | 1,171 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,692,000 | 786 |
| Mortgage-backed securities | $40,595,000 | 1,154 |
| Certificates of participation in pools of residential mortgages | $16,325,000 | 1,642 |
| Issued or guaranteed by U.S. | $16,325,000 | 1,628 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $24,270,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $24,270,000 | 506 |
| 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) | $5,466,000 | 1,913 |
| Available-for-sale securities (fair market value) | $77,711,000 | 1,339 |
| Total debt securities | $83,177,000 | 1,441 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $73,391,000 | 1,681 |
| U.S. Government securities | $56,218,000 | 1,651 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $56,218,000 | 1,581 |
| Securities issued by states & political subdivisions | $17,173,000 | 1,128 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,331,000 | 825 |
| Mortgage-backed securities | $40,598,000 | 1,190 |
| Certificates of participation in pools of residential mortgages | $14,585,000 | 1,839 |
| Issued or guaranteed by U.S. | $14,585,000 | 1,827 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $26,013,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $26,013,000 | 499 |
| 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) | $5,795,000 | 1,899 |
| Available-for-sale securities (fair market value) | $67,596,000 | 1,548 |
| Total debt securities | $73,391,000 | 1,640 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $66,619,000 | 1,875 |
| U.S. Government securities | $49,000,000 | 1,876 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $49,000,000 | 1,805 |
| Securities issued by states & political subdivisions | $17,619,000 | 1,077 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,472,000 | 863 |
| Mortgage-backed securities | $38,130,000 | 1,261 |
| Certificates of participation in pools of residential mortgages | $12,303,000 | 2,086 |
| Issued or guaranteed by U.S. | $12,303,000 | 2,077 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $25,827,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $25,827,000 | 515 |
| 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) | $5,820,000 | 1,916 |
| Available-for-sale securities (fair market value) | $60,799,000 | 1,715 |
| Total debt securities | $66,620,000 | 1,823 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $70,340,000 | 1,761 |
| U.S. Government securities | $52,675,000 | 1,742 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $52,675,000 | 1,685 |
| Securities issued by states & political subdivisions | $17,665,000 | 1,097 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,738,000 | 965 |
| Mortgage-backed securities | $42,798,000 | 1,161 |
| Certificates of participation in pools of residential mortgages | $13,795,000 | 1,936 |
| Issued or guaranteed by U.S. | $13,795,000 | 1,929 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $29,003,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $29,003,000 | 476 |
| 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) | $5,237,000 | 2,012 |
| Available-for-sale securities (fair market value) | $65,103,000 | 1,592 |
| Total debt securities | $70,342,000 | 1,715 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $74,563,000 | 1,707 |
| U.S. Government securities | $56,845,000 | 1,664 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $56,845,000 | 1,600 |
| Securities issued by states & political subdivisions | $17,718,000 | 1,066 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,603,000 | 804 |
| Mortgage-backed securities | $47,136,000 | 1,099 |
| Certificates of participation in pools of residential mortgages | $15,204,000 | 1,841 |
| Issued or guaranteed by U.S. | $15,204,000 | 1,832 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $31,932,000 | 562 |
| CMOs issued by government agencies or sponsored agencies | $31,932,000 | 456 |
| 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) | $5,362,000 | 2,015 |
| Available-for-sale securities (fair market value) | $69,201,000 | 1,533 |
| Total debt securities | $74,564,000 | 1,661 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $68,932,000 | 1,835 |
| U.S. Government securities | $50,501,000 | 1,818 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $50,501,000 | 1,758 |
| Securities issued by states & political subdivisions | $18,431,000 | 1,041 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,831,000 | 772 |
| Mortgage-backed securities | $37,473,000 | 1,315 |
| Certificates of participation in pools of residential mortgages | $10,270,000 | 2,368 |
| Issued or guaranteed by U.S. | $10,270,000 | 2,357 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $27,203,000 | 629 |
| CMOs issued by government agencies or sponsored agencies | $27,203,000 | 528 |
| 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) | $5,540,000 | 1,962 |
| Available-for-sale securities (fair market value) | $63,392,000 | 1,681 |
| Total debt securities | $68,933,000 | 1,776 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $61,064,000 | 2,098 |
| U.S. Government securities | $42,755,000 | 2,182 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $42,755,000 | 2,105 |
| Securities issued by states & political subdivisions | $18,309,000 | 1,060 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,321,000 | 961 |
| Mortgage-backed securities | $38,344,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $11,713,000 | 2,220 |
| Issued or guaranteed by U.S. | $11,713,000 | 2,205 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $26,631,000 | 637 |
| CMOs issued by government agencies or sponsored agencies | $26,631,000 | 581 |
| 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) | $5,575,000 | 1,990 |
| Available-for-sale securities (fair market value) | $55,489,000 | 1,930 |
| Total debt securities | $61,064,000 | 2,039 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,221 |
| Fair value | $502,000 | 2,080 |
| 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 | $65,572,000 | 1,928 |
| U.S. Government securities | $46,474,000 | 1,989 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $46,474,000 | 1,914 |
| Securities issued by states & political subdivisions | $19,098,000 | 1,030 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,532,000 | 968 |
| Mortgage-backed securities | $41,027,000 | 1,242 |
| Certificates of participation in pools of residential mortgages | $13,365,000 | 2,018 |
| Issued or guaranteed by U.S. | $13,365,000 | 2,008 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $27,662,000 | 622 |
| CMOs issued by government agencies or sponsored agencies | $27,662,000 | 572 |
| 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) | $6,319,000 | 1,877 |
| Available-for-sale securities (fair market value) | $59,253,000 | 1,795 |
| Total debt securities | $65,572,000 | 1,875 |
| Structured notes | ||
| Amortized cost | $497,000 | 1,964 |
| Fair value | $500,000 | 1,866 |
| 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 | $59,740,000 | 2,056 |
| U.S. Government securities | $37,779,000 | 2,270 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $37,779,000 | 2,190 |
| Securities issued by states & political subdivisions | $21,961,000 | 854 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,813,000 | 938 |
| Mortgage-backed securities | $24,654,000 | 1,786 |
| Certificates of participation in pools of residential mortgages | $11,588,000 | 2,200 |
| Issued or guaranteed by U.S. | $11,588,000 | 2,190 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $13,066,000 | 1,044 |
| CMOs issued by government agencies or sponsored agencies | $13,066,000 | 973 |
| 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) | $8,435,000 | 1,585 |
| Available-for-sale securities (fair market value) | $51,305,000 | 1,987 |
| Total debt securities | $59,740,000 | 1,987 |
| 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 | $65,188,000 | 1,876 |
| U.S. Government securities | $42,296,000 | 2,036 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $42,296,000 | 1,967 |
| Securities issued by states & political subdivisions | $22,892,000 | 766 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,174,000 | 932 |
| Mortgage-backed securities | $23,102,000 | 1,851 |
| Certificates of participation in pools of residential mortgages | $9,825,000 | 2,397 |
| Issued or guaranteed by U.S. | $9,825,000 | 2,384 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $13,277,000 | 1,071 |
| CMOs issued by government agencies or sponsored agencies | $13,277,000 | 988 |
| 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) | $9,473,000 | 1,509 |
| Available-for-sale securities (fair market value) | $55,715,000 | 1,818 |
| Total debt securities | $65,188,000 | 1,809 |
| 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 | $57,674,000 | 2,069 |
| U.S. Government securities | $34,162,000 | 2,441 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $34,162,000 | 2,346 |
| Securities issued by states & political subdivisions | $23,512,000 | 725 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,477,000 | 1,213 |
| Mortgage-backed securities | $21,978,000 | 1,866 |
| Certificates of participation in pools of residential mortgages | $11,791,000 | 2,115 |
| Issued or guaranteed by U.S. | $11,791,000 | 2,105 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $10,187,000 | 1,255 |
| CMOs issued by government agencies or sponsored agencies | $10,187,000 | 1,161 |
| 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) | $10,081,000 | 1,493 |
| Available-for-sale securities (fair market value) | $47,593,000 | 2,059 |
| Total debt securities | $57,675,000 | 1,990 |
| 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 | $51,119,000 | 2,157 |
| U.S. Government securities | $27,518,000 | 2,736 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $27,518,000 | 2,592 |
| Securities issued by states & political subdivisions | $23,601,000 | 678 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,807,000 | 953 |
| Mortgage-backed securities | $16,476,000 | 2,120 |
| Certificates of participation in pools of residential mortgages | $7,682,000 | 2,489 |
| Issued or guaranteed by U.S. | $7,682,000 | 2,473 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $8,794,000 | 1,383 |
| CMOs issued by government agencies or sponsored agencies | $8,794,000 | 1,291 |
| 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) | $10,276,000 | 1,517 |
| Available-for-sale securities (fair market value) | $40,843,000 | 2,173 |
| Total debt securities | $51,119,000 | 2,095 |
| 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 | $52,060,000 | 2,103 |
| U.S. Government securities | $29,350,000 | 2,682 |
| U.S. Treasury securities | $1,000,000 | 2,770 |
| U.S. Government agency obligations | $28,350,000 | 2,561 |
| Securities issued by states & political subdivisions | $22,710,000 | 660 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,090,000 | 1,089 |
| Mortgage-backed securities | $16,958,000 | 1,669 |
| Certificates of participation in pools of residential mortgages | $9,566,000 | 1,787 |
| Issued or guaranteed by U.S. | $9,566,000 | 1,776 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $7,392,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $7,392,000 | 1,102 |
| 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) | $12,558,000 | 1,638 |
| Available-for-sale securities (fair market value) | $39,502,000 | 2,161 |
| Total debt securities | $52,060,000 | 2,029 |
| 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 | $65,848,000 | 1,735 |
| U.S. Government securities | $40,885,000 | 2,045 |
| U.S. Treasury securities | $2,004,000 | 2,666 |
| U.S. Government agency obligations | $38,881,000 | 1,925 |
| Securities issued by states & political subdivisions | $24,963,000 | 605 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,875,000 | 839 |
| Mortgage-backed securities | $19,563,000 | 1,637 |
| Certificates of participation in pools of residential mortgages | $13,868,000 | 1,495 |
| Issued or guaranteed by U.S. | $13,868,000 | 1,482 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,695,000 | 1,503 |
| CMOs issued by government agencies or sponsored agencies | $5,695,000 | 1,378 |
| 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) | $13,167,000 | 1,764 |
| Available-for-sale securities (fair market value) | $52,681,000 | 1,641 |
| Total debt securities | $65,848,000 | 1,669 |
| 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 | $65,390,000 | 1,804 |
| U.S. Government securities | $45,607,000 | 1,925 |
| U.S. Treasury securities | $7,097,000 | 1,732 |
| U.S. Government agency obligations | $38,510,000 | 1,904 |
| Securities issued by states & political subdivisions | $19,783,000 | 795 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,208,000 | 867 |
| Mortgage-backed securities | $10,217,000 | 2,666 |
| Certificates of participation in pools of residential mortgages | $7,143,000 | 2,434 |
| Issued or guaranteed by U.S. | $7,143,000 | 2,419 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,074,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $3,074,000 | 2,068 |
| 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) | $12,442,000 | 2,010 |
| Available-for-sale securities (fair market value) | $52,948,000 | 1,649 |
| Total debt securities | $65,390,000 | 1,732 |
| 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 | $62,453,000 | 1,850 |
| U.S. Government securities | $53,053,000 | 1,735 |
| U.S. Treasury securities | $13,118,000 | 1,407 |
| U.S. Government agency obligations | $39,935,000 | 1,762 |
| Securities issued by states & political subdivisions | $9,400,000 | 1,565 |
| Other domestic debt securities | $0 | 3,912 |
| 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 | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,804,000 | 1,093 |
| Mortgage-backed securities | $7,266,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $6,187,000 | 2,593 |
| Issued or guaranteed by U.S. | $6,187,000 | 2,583 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,079,000 | 3,314 |
| CMOs issued by government agencies or sponsored agencies | $1,079,000 | 3,191 |
| 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) | $23,425,000 | 1,473 |
| Available-for-sale securities (fair market value) | $39,028,000 | 2,034 |
| Total debt securities | $62,453,000 | 1,788 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 916 |
| Fair value | $1,499,000 | 917 |
| 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 | $37,684,000 | 3,214 |
| U.S. Government securities | $34,568,000 | 2,795 |
| U.S. Treasury securities | $17,097,000 | 1,339 |
| U.S. Government agency obligations | $17,471,000 | 3,715 |
| Securities issued by states & political subdivisions | $3,116,000 | 3,849 |
| Other domestic debt securities | $0 | 4,468 |
| 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 | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,035,000 | 1,298 |
| Mortgage-backed securities | $1,942,000 | 5,926 |
| Certificates of participation in pools of residential mortgages | $1,587,000 | 5,108 |
| Issued or guaranteed by U.S. | $1,587,000 | 5,091 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $355,000 | 4,718 |
| CMOs issued by government agencies or sponsored agencies | $355,000 | 4,545 |
| 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) | $19,526,000 | 1,937 |
| Available-for-sale securities (fair market value) | $18,158,000 | 4,125 |
| Total debt securities | $37,684,000 | 3,111 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,319 |
| Fair value | $1,502,000 | 1,307 |
| 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 | $33,602,000 | 3,733 |
| U.S. Government securities | $30,212,000 | 3,309 |
| U.S. Treasury securities | $20,276,000 | 1,405 |
| U.S. Government agency obligations | $9,936,000 | 5,501 |
| Securities issued by states & political subdivisions | $3,390,000 | 3,698 |
| Other domestic debt securities | $0 | 5,176 |
| 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 | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,223,000 | 1,943 |
| Mortgage-backed securities | $2,901,000 | 5,607 |
| Certificates of participation in pools of residential mortgages | $2,513,000 | 4,497 |
| Issued or guaranteed by U.S. | $2,513,000 | 4,472 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $388,000 | 5,109 |
| CMOs issued by government agencies or sponsored agencies | $388,000 | 4,909 |
| 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) | $23,274,000 | 1,755 |
| Available-for-sale securities (fair market value) | $10,328,000 | 6,052 |
| Total debt securities | $33,602,000 | 3,645 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,027 |
| Fair value | $1,471,000 | 2,112 |
| 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 | $30,761,000 | 4,183 |
| U.S. Government securities | $27,019,000 | 3,817 |
| U.S. Treasury securities | $20,915,000 | 1,680 |
| U.S. Government agency obligations | $6,104,000 | 7,088 |
| Securities issued by states & political subdivisions | $3,742,000 | 3,636 |
| Other domestic debt securities | $0 | 5,820 |
| 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 | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,522,000 | 1,176 |
| Mortgage-backed securities | $3,607,000 | 5,454 |
| Certificates of participation in pools of residential mortgages | $3,225,000 | 4,215 |
| Issued or guaranteed by U.S. | $3,225,000 | 4,189 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $382,000 | 5,517 |
| CMOs issued by government agencies or sponsored agencies | $382,000 | 5,287 |
| 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) | $19,677,000 | 3,496 |
| Available-for-sale securities (fair market value) | $11,084,000 | 4,457 |
| Total debt securities | $30,761,000 | 4,086 |
| 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 | $45,522,000 | 3,055 |
| U.S. Government securities | $41,284,000 | 2,654 |
| U.S. Treasury securities | $23,591,000 | 1,584 |
| U.S. Government agency obligations | $17,693,000 | 3,663 |
| Securities issued by states & political subdivisions | $4,238,000 | 3,413 |
| Other domestic debt securities | $0 | 6,562 |
| 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 | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,127,000 | 776 |
| Mortgage-backed securities | $11,703,000 | 3,302 |
| Certificates of participation in pools of residential mortgages | $11,319,000 | 2,285 |
| Issued or guaranteed by U.S. | $11,319,000 | 2,257 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $384,000 | 5,959 |
| CMOs issued by government agencies or sponsored agencies | $384,000 | 5,713 |
| 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 | $45,522,000 | 2,969 |
| 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 | $32,351,000 | 4,174 |
| U.S. Government securities | $27,009,000 | 3,947 |
| U.S. Treasury securities | $15,803,000 | 2,354 |
| U.S. Government agency obligations | $11,206,000 | 5,124 |
| Securities issued by states & political subdivisions | $5,340,000 | 2,607 |
| Other domestic debt securities | $0 | 7,520 |
| 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 | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,601,000 | 1,071 |
| Mortgage-backed securities | $8,010,000 | 4,266 |
| Certificates of participation in pools of residential mortgages | $7,584,000 | 3,064 |
| Issued or guaranteed by U.S. | $7,584,000 | 3,018 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $426,000 | 6,062 |
| CMOs issued by government agencies or sponsored agencies | $426,000 | 5,655 |
| 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 | $32,349,000 | 4,095 |
| 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 |