Home > Bank of Sacramento > Securities
Bank of Sacramento, Securities
| 2014-12-31 | Rank | |
| Total securities | $158,741,000 | 948 |
| U.S. Government securities | $57,349,000 | 1,600 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $57,349,000 | 1,535 |
| Securities issued by states & political subdivisions | $57,826,000 | 624 |
| Other domestic debt securities | $43,566,000 | 232 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $18,260,000 | 99 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $25,306,000 | 217 |
| 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 | $44,036,000 | 1,276 |
| Mortgage-backed securities | $57,349,000 | 1,062 |
| Certificates of participation in pools of residential mortgages | $31,616,000 | 1,186 |
| Issued or guaranteed by U.S. | $31,616,000 | 1,184 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $25,733,000 | 747 |
| CMOs issued by government agencies or sponsored agencies | $25,733,000 | 713 |
| 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) | $47,672,000 | 450 |
| Available-for-sale securities (fair market value) | $111,069,000 | 1,138 |
| Total debt securities | $158,741,000 | 937 |
| Structured notes | ||
| Amortized cost | $5,429,000 | 604 |
| Fair value | $5,349,000 | 608 |
| 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 | $160,896,000 | 954 |
| U.S. Government securities | $59,005,000 | 1,604 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $59,005,000 | 1,539 |
| Securities issued by states & political subdivisions | $57,911,000 | 616 |
| Other domestic debt securities | $43,980,000 | 227 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $18,575,000 | 97 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $25,405,000 | 220 |
| 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 | $45,536,000 | 1,257 |
| Mortgage-backed securities | $59,005,000 | 1,078 |
| Certificates of participation in pools of residential mortgages | $32,533,000 | 1,197 |
| Issued or guaranteed by U.S. | $32,533,000 | 1,196 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $26,472,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $26,472,000 | 706 |
| 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) | $47,708,000 | 454 |
| Available-for-sale securities (fair market value) | $113,188,000 | 1,137 |
| Total debt securities | $160,896,000 | 940 |
| Structured notes | ||
| Amortized cost | $5,429,000 | 661 |
| Fair value | $5,368,000 | 657 |
| 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 | $163,391,000 | 948 |
| U.S. Government securities | $61,053,000 | 1,570 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $61,053,000 | 1,506 |
| Securities issued by states & political subdivisions | $57,925,000 | 623 |
| Other domestic debt securities | $44,413,000 | 237 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $18,968,000 | 104 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $25,445,000 | 230 |
| 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 | $47,233,000 | 1,227 |
| Mortgage-backed securities | $61,053,000 | 1,045 |
| Certificates of participation in pools of residential mortgages | $33,690,000 | 1,197 |
| Issued or guaranteed by U.S. | $33,690,000 | 1,197 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $27,363,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $27,363,000 | 699 |
| 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) | $47,744,000 | 448 |
| Available-for-sale securities (fair market value) | $115,647,000 | 1,123 |
| Total debt securities | $163,391,000 | 934 |
| Structured notes | ||
| Amortized cost | $5,430,000 | 694 |
| Fair value | $5,420,000 | 679 |
| 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 | $164,222,000 | 951 |
| U.S. Government securities | $61,870,000 | 1,571 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $61,870,000 | 1,511 |
| Securities issued by states & political subdivisions | $57,864,000 | 618 |
| Other domestic debt securities | $44,488,000 | 244 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $19,307,000 | 107 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $25,181,000 | 245 |
| 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 | $47,949,000 | 1,210 |
| Mortgage-backed securities | $61,870,000 | 1,042 |
| Certificates of participation in pools of residential mortgages | $33,863,000 | 1,198 |
| Issued or guaranteed by U.S. | $33,863,000 | 1,198 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $28,007,000 | 729 |
| CMOs issued by government agencies or sponsored agencies | $28,007,000 | 694 |
| 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) | $47,778,000 | 437 |
| Available-for-sale securities (fair market value) | $116,444,000 | 1,128 |
| Total debt securities | $164,223,000 | 939 |
| Structured notes | ||
| Amortized cost | $5,430,000 | 692 |
| Fair value | $5,359,000 | 680 |
| 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 | $157,884,000 | 976 |
| U.S. Government securities | $57,279,000 | 1,665 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $57,279,000 | 1,608 |
| Securities issued by states & political subdivisions | $58,044,000 | 616 |
| Other domestic debt securities | $42,561,000 | 260 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $17,463,000 | 112 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $25,098,000 | 246 |
| 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 | $48,944,000 | 1,187 |
| Mortgage-backed securities | $57,279,000 | 1,110 |
| Certificates of participation in pools of residential mortgages | $33,476,000 | 1,205 |
| Issued or guaranteed by U.S. | $33,476,000 | 1,205 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $23,803,000 | 811 |
| CMOs issued by government agencies or sponsored agencies | $23,803,000 | 762 |
| 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) | $48,058,000 | 427 |
| Available-for-sale securities (fair market value) | $109,826,000 | 1,181 |
| Total debt securities | $157,884,000 | 965 |
| Structured notes | ||
| Amortized cost | $5,430,000 | 690 |
| Fair value | $5,352,000 | 666 |
| 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 | $159,691,000 | 973 |
| U.S. Government securities | $59,102,000 | 1,628 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $59,102,000 | 1,575 |
| Securities issued by states & political subdivisions | $57,735,000 | 625 |
| Other domestic debt securities | $42,854,000 | 270 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $17,638,000 | 116 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $25,216,000 | 242 |
| 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 | $50,279,000 | 1,150 |
| Mortgage-backed securities | $59,102,000 | 1,093 |
| Certificates of participation in pools of residential mortgages | $34,693,000 | 1,162 |
| Issued or guaranteed by U.S. | $34,693,000 | 1,161 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $24,409,000 | 820 |
| CMOs issued by government agencies or sponsored agencies | $24,409,000 | 771 |
| 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) | $1,246,000 | 1,909 |
| Available-for-sale securities (fair market value) | $158,445,000 | 850 |
| Total debt securities | $159,693,000 | 963 |
| Structured notes | ||
| Amortized cost | $5,431,000 | 678 |
| Fair value | $5,362,000 | 660 |
| 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 | $167,910,000 | 924 |
| U.S. Government securities | $65,131,000 | 1,493 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $65,131,000 | 1,449 |
| Securities issued by states & political subdivisions | $59,528,000 | 589 |
| Other domestic debt securities | $43,251,000 | 271 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $18,035,000 | 110 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $25,216,000 | 249 |
| 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 | $54,228,000 | 1,052 |
| Mortgage-backed securities | $65,131,000 | 1,006 |
| Certificates of participation in pools of residential mortgages | $36,082,000 | 1,122 |
| Issued or guaranteed by U.S. | $36,082,000 | 1,122 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $29,049,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $29,049,000 | 694 |
| 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) | $1,246,000 | 1,849 |
| Available-for-sale securities (fair market value) | $166,664,000 | 822 |
| Total debt securities | $167,911,000 | 910 |
| Structured notes | ||
| Amortized cost | $1,931,000 | 1,297 |
| Fair value | $1,895,000 | 1,272 |
| 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 | $163,863,000 | 946 |
| U.S. Government securities | $69,480,000 | 1,443 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $69,480,000 | 1,399 |
| Securities issued by states & political subdivisions | $59,979,000 | 560 |
| Other domestic debt securities | $34,404,000 | 323 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $15,219,000 | 108 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $19,185,000 | 308 |
| 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 | $48,803,000 | 1,157 |
| Mortgage-backed securities | $69,480,000 | 972 |
| Certificates of participation in pools of residential mortgages | $37,218,000 | 1,105 |
| Issued or guaranteed by U.S. | $37,218,000 | 1,105 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $32,262,000 | 713 |
| CMOs issued by government agencies or sponsored agencies | $32,262,000 | 668 |
| 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) | $1,246,000 | 1,834 |
| Available-for-sale securities (fair market value) | $162,617,000 | 858 |
| Total debt securities | $163,862,000 | 934 |
| Structured notes | ||
| Amortized cost | $1,931,000 | 1,319 |
| Fair value | $1,919,000 | 1,317 |
| 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 | $157,631,000 | 966 |
| U.S. Government securities | $77,769,000 | 1,280 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $77,769,000 | 1,246 |
| Securities issued by states & political subdivisions | $59,410,000 | 553 |
| Other domestic debt securities | $20,452,000 | 438 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $7,123,000 | 146 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $13,329,000 | 376 |
| 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 | $40,317,000 | 1,358 |
| Mortgage-backed securities | $75,713,000 | 902 |
| Certificates of participation in pools of residential mortgages | $37,538,000 | 1,091 |
| Issued or guaranteed by U.S. | $37,538,000 | 1,088 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $38,175,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $38,175,000 | 577 |
| 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) | $1,491,000 | 1,766 |
| Available-for-sale securities (fair market value) | $156,140,000 | 874 |
| Total debt securities | $157,631,000 | 952 |
| 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 | $156,438,000 | 992 |
| U.S. Government securities | $85,701,000 | 1,193 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $85,701,000 | 1,161 |
| Securities issued by states & political subdivisions | $50,886,000 | 667 |
| Other domestic debt securities | $19,851,000 | 460 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $6,721,000 | 142 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $13,130,000 | 396 |
| 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 | $40,639,000 | 1,327 |
| Mortgage-backed securities | $83,650,000 | 862 |
| Certificates of participation in pools of residential mortgages | $38,751,000 | 1,126 |
| Issued or guaranteed by U.S. | $38,751,000 | 1,126 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $44,899,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $44,899,000 | 541 |
| 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) | $1,491,000 | 1,802 |
| Available-for-sale securities (fair market value) | $154,947,000 | 889 |
| Total debt securities | $156,439,000 | 982 |
| 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 | $154,225,000 | 1,003 |
| U.S. Government securities | $99,563,000 | 1,045 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $99,563,000 | 1,011 |
| Securities issued by states & political subdivisions | $38,756,000 | 881 |
| Other domestic debt securities | $15,906,000 | 546 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,050,000 | 184 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $12,856,000 | 390 |
| 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 | $43,652,000 | 1,271 |
| Mortgage-backed securities | $99,563,000 | 762 |
| Certificates of participation in pools of residential mortgages | $55,303,000 | 840 |
| Issued or guaranteed by U.S. | $55,303,000 | 839 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $44,260,000 | 602 |
| CMOs issued by government agencies or sponsored agencies | $44,260,000 | 553 |
| 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) | $1,491,000 | 1,811 |
| Available-for-sale securities (fair market value) | $152,734,000 | 904 |
| Total debt securities | $154,226,000 | 993 |
| 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 | $144,949,000 | 1,076 |
| U.S. Government securities | $101,011,000 | 1,059 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $101,011,000 | 1,027 |
| Securities issued by states & political subdivisions | $39,840,000 | 830 |
| Other domestic debt securities | $4,098,000 | 1,168 |
| 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 | $4,098,000 | 834 |
| 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 | $31,239,000 | 1,661 |
| Mortgage-backed securities | $101,011,000 | 776 |
| Certificates of participation in pools of residential mortgages | $49,252,000 | 928 |
| Issued or guaranteed by U.S. | $49,252,000 | 928 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $51,759,000 | 557 |
| CMOs issued by government agencies or sponsored agencies | $51,759,000 | 517 |
| 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) | $1,491,000 | 1,862 |
| Available-for-sale securities (fair market value) | $143,458,000 | 972 |
| Total debt securities | $144,949,000 | 1,062 |
| 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 | $148,491,000 | 1,008 |
| U.S. Government securities | $101,584,000 | 1,006 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $101,584,000 | 976 |
| Securities issued by states & political subdivisions | $46,907,000 | 656 |
| 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 | $26,818,000 | 1,748 |
| Mortgage-backed securities | $101,584,000 | 736 |
| Certificates of participation in pools of residential mortgages | $29,451,000 | 1,354 |
| Issued or guaranteed by U.S. | $29,451,000 | 1,352 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $72,133,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $72,133,000 | 395 |
| 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) | $1,733,000 | 1,862 |
| Available-for-sale securities (fair market value) | $146,758,000 | 906 |
| Total debt securities | $148,492,000 | 1,000 |
| 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 | $134,681,000 | 1,081 |
| U.S. Government securities | $95,919,000 | 1,030 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $95,919,000 | 999 |
| Securities issued by states & political subdivisions | $38,762,000 | 778 |
| 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 | $29,024,000 | 1,630 |
| Mortgage-backed securities | $95,919,000 | 765 |
| Certificates of participation in pools of residential mortgages | $31,067,000 | 1,251 |
| Issued or guaranteed by U.S. | $31,067,000 | 1,246 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $64,852,000 | 491 |
| CMOs issued by government agencies or sponsored agencies | $64,852,000 | 429 |
| 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) | $1,733,000 | 1,887 |
| Available-for-sale securities (fair market value) | $132,948,000 | 972 |
| Total debt securities | $134,680,000 | 1,065 |
| 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 | $103,210,000 | 1,385 |
| U.S. Government securities | $79,249,000 | 1,262 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $79,249,000 | 1,210 |
| Securities issued by states & political subdivisions | $23,961,000 | 1,242 |
| 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 | $27,182,000 | 1,731 |
| Mortgage-backed securities | $79,249,000 | 856 |
| Certificates of participation in pools of residential mortgages | $27,125,000 | 1,333 |
| Issued or guaranteed by U.S. | $27,125,000 | 1,327 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $52,124,000 | 563 |
| CMOs issued by government agencies or sponsored agencies | $52,124,000 | 487 |
| 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) | $1,733,000 | 1,910 |
| Available-for-sale securities (fair market value) | $101,477,000 | 1,268 |
| Total debt securities | $103,211,000 | 1,363 |
| 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 | $115,428,000 | 1,239 |
| U.S. Government securities | $84,329,000 | 1,175 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $84,329,000 | 1,130 |
| Securities issued by states & political subdivisions | $31,099,000 | 910 |
| 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 | $27,749,000 | 1,704 |
| Mortgage-backed securities | $84,329,000 | 799 |
| Certificates of participation in pools of residential mortgages | $14,121,000 | 2,071 |
| Issued or guaranteed by U.S. | $14,121,000 | 2,066 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $70,208,000 | 436 |
| CMOs issued by government agencies or sponsored agencies | $70,208,000 | 376 |
| 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) | $1,733,000 | 1,927 |
| Available-for-sale securities (fair market value) | $113,695,000 | 1,121 |
| Total debt securities | $115,428,000 | 1,228 |
| 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 | $102,507,000 | 1,315 |
| U.S. Government securities | $75,052,000 | 1,239 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $75,052,000 | 1,183 |
| Securities issued by states & political subdivisions | $27,455,000 | 1,020 |
| 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 | $27,907,000 | 1,676 |
| Mortgage-backed securities | $75,052,000 | 831 |
| Certificates of participation in pools of residential mortgages | $14,213,000 | 1,990 |
| Issued or guaranteed by U.S. | $14,213,000 | 1,984 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $60,839,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $60,839,000 | 401 |
| 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) | $1,973,000 | 1,902 |
| Available-for-sale securities (fair market value) | $100,534,000 | 1,191 |
| Total debt securities | $102,505,000 | 1,297 |
| 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 | $100,280,000 | 1,325 |
| U.S. Government securities | $71,026,000 | 1,280 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $71,026,000 | 1,227 |
| Securities issued by states & political subdivisions | $29,254,000 | 927 |
| 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 | $20,949,000 | 2,067 |
| Mortgage-backed securities | $71,026,000 | 856 |
| Certificates of participation in pools of residential mortgages | $15,544,000 | 1,834 |
| Issued or guaranteed by U.S. | $15,544,000 | 1,828 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $55,482,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $55,482,000 | 424 |
| 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) | $1,973,000 | 1,942 |
| Available-for-sale securities (fair market value) | $98,307,000 | 1,206 |
| Total debt securities | $100,281,000 | 1,304 |
| 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 | $84,794,000 | 1,528 |
| U.S. Government securities | $54,268,000 | 1,629 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $54,268,000 | 1,567 |
| Securities issued by states & political subdivisions | $29,931,000 | 838 |
| Other domestic debt securities | $595,000 | 2,447 |
| Privately issued residential mortgage-backed securities | $595,000 | 1,156 |
| 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 | $25,825,000 | 1,805 |
| Mortgage-backed securities | $54,863,000 | 1,059 |
| Certificates of participation in pools of residential mortgages | $15,701,000 | 1,844 |
| Issued or guaranteed by U.S. | $15,701,000 | 1,837 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $39,162,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $38,567,000 | 522 |
| Privately issued | $595,000 | 1,107 |
| 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) | $1,973,000 | 2,014 |
| Available-for-sale securities (fair market value) | $82,821,000 | 1,390 |
| Total debt securities | $84,793,000 | 1,511 |
| 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 | $81,873,000 | 1,584 |
| U.S. Government securities | $59,718,000 | 1,523 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $59,718,000 | 1,469 |
| Securities issued by states & political subdivisions | $21,496,000 | 1,165 |
| Other domestic debt securities | $659,000 | 2,463 |
| Privately issued residential mortgage-backed securities | $659,000 | 1,178 |
| 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 | $71,289,000 | 799 |
| Mortgage-backed securities | $60,377,000 | 990 |
| Certificates of participation in pools of residential mortgages | $22,437,000 | 1,486 |
| Issued or guaranteed by U.S. | $22,437,000 | 1,482 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $37,940,000 | 640 |
| CMOs issued by government agencies or sponsored agencies | $37,281,000 | 521 |
| Privately issued | $659,000 | 1,126 |
| 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) | $1,973,000 | 2,040 |
| Available-for-sale securities (fair market value) | $79,900,000 | 1,435 |
| Total debt securities | $81,872,000 | 1,563 |
| 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 | $68,922,000 | 1,816 |
| U.S. Government securities | $45,417,000 | 1,905 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $45,417,000 | 1,850 |
| Securities issued by states & political subdivisions | $22,761,000 | 1,089 |
| Other domestic debt securities | $744,000 | 2,474 |
| Privately issued residential mortgage-backed securities | $744,000 | 1,180 |
| 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 | $57,117,000 | 954 |
| Mortgage-backed securities | $46,161,000 | 1,277 |
| Certificates of participation in pools of residential mortgages | $5,739,000 | 3,341 |
| Issued or guaranteed by U.S. | $5,739,000 | 3,333 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $40,422,000 | 615 |
| CMOs issued by government agencies or sponsored agencies | $39,678,000 | 492 |
| Privately issued | $744,000 | 1,131 |
| 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) | $2,210,000 | 2,003 |
| Available-for-sale securities (fair market value) | $66,712,000 | 1,656 |
| Total debt securities | $68,921,000 | 1,796 |
| 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 | $61,745,000 | 2,012 |
| U.S. Government securities | $42,518,000 | 1,989 |
| U.S. Treasury securities | $101,000 | 1,015 |
| U.S. Government agency obligations | $42,417,000 | 1,938 |
| Securities issued by states & political subdivisions | $18,404,000 | 1,366 |
| Other domestic debt securities | $823,000 | 2,520 |
| Privately issued residential mortgage-backed securities | $823,000 | 1,219 |
| 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 | $49,064,000 | 1,086 |
| Mortgage-backed securities | $43,240,000 | 1,373 |
| Certificates of participation in pools of residential mortgages | $5,019,000 | 3,637 |
| Issued or guaranteed by U.S. | $5,019,000 | 3,627 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $38,221,000 | 614 |
| CMOs issued by government agencies or sponsored agencies | $37,398,000 | 484 |
| Privately issued | $823,000 | 1,168 |
| 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) | $2,210,000 | 2,076 |
| Available-for-sale securities (fair market value) | $59,535,000 | 1,830 |
| Total debt securities | $61,744,000 | 1,978 |
| 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 | $64,056,000 | 1,908 |
| U.S. Government securities | $46,446,000 | 1,779 |
| U.S. Treasury securities | $101,000 | 1,003 |
| U.S. Government agency obligations | $46,345,000 | 1,745 |
| Securities issued by states & political subdivisions | $16,709,000 | 1,437 |
| Other domestic debt securities | $901,000 | 2,522 |
| Privately issued residential mortgage-backed securities | $901,000 | 1,223 |
| 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 | $50,576,000 | 1,058 |
| Mortgage-backed securities | $47,246,000 | 1,281 |
| Certificates of participation in pools of residential mortgages | $2,639,000 | 4,426 |
| Issued or guaranteed by U.S. | $2,639,000 | 4,413 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $44,607,000 | 534 |
| CMOs issued by government agencies or sponsored agencies | $43,706,000 | 403 |
| Privately issued | $901,000 | 1,167 |
| 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) | $2,210,000 | 2,098 |
| Available-for-sale securities (fair market value) | $61,846,000 | 1,722 |
| Total debt securities | $64,056,000 | 1,885 |
| 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 | $67,389,000 | 1,798 |
| U.S. Government securities | $51,525,000 | 1,635 |
| U.S. Treasury securities | $102,000 | 941 |
| U.S. Government agency obligations | $51,423,000 | 1,604 |
| Securities issued by states & political subdivisions | $14,859,000 | 1,550 |
| Other domestic debt securities | $1,005,000 | 2,325 |
| Privately issued residential mortgage-backed securities | $1,005,000 | 1,228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,689,000 | 2,565 |
| Mortgage-backed securities | $52,428,000 | 1,179 |
| Certificates of participation in pools of residential mortgages | $7,213,000 | 3,243 |
| Issued or guaranteed by U.S. | $7,213,000 | 3,230 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $45,215,000 | 510 |
| CMOs issued by government agencies or sponsored agencies | $44,210,000 | 379 |
| Privately issued | $1,005,000 | 1,170 |
| 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) | $2,210,000 | 2,121 |
| Available-for-sale securities (fair market value) | $65,179,000 | 1,635 |
| Total debt securities | $67,388,000 | 1,777 |
| 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 | $74,279,000 | 1,640 |
| U.S. Government securities | $58,079,000 | 1,476 |
| U.S. Treasury securities | $103,000 | 923 |
| U.S. Government agency obligations | $57,976,000 | 1,454 |
| Securities issued by states & political subdivisions | $15,141,000 | 1,494 |
| Other domestic debt securities | $1,059,000 | 2,222 |
| Privately issued residential mortgage-backed securities | $1,059,000 | 1,151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,968,000 | 3,298 |
| Mortgage-backed securities | $59,035,000 | 1,026 |
| Certificates of participation in pools of residential mortgages | $7,920,000 | 3,064 |
| Issued or guaranteed by U.S. | $7,920,000 | 3,052 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $51,115,000 | 471 |
| CMOs issued by government agencies or sponsored agencies | $50,056,000 | 337 |
| Privately issued | $1,059,000 | 1,099 |
| 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) | $2,445,000 | 2,072 |
| Available-for-sale securities (fair market value) | $71,834,000 | 1,471 |
| Total debt securities | $74,279,000 | 1,617 |
| 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 | $70,214,000 | 1,685 |
| U.S. Government securities | $53,753,000 | 1,540 |
| U.S. Treasury securities | $102,000 | 970 |
| U.S. Government agency obligations | $53,651,000 | 1,515 |
| Securities issued by states & political subdivisions | $15,328,000 | 1,447 |
| Other domestic debt securities | $1,133,000 | 2,148 |
| Privately issued residential mortgage-backed securities | $1,133,000 | 1,114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,824,000 | 2,547 |
| Mortgage-backed securities | $54,784,000 | 1,060 |
| Certificates of participation in pools of residential mortgages | $6,657,000 | 3,246 |
| Issued or guaranteed by U.S. | $6,657,000 | 3,235 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $48,127,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $46,994,000 | 330 |
| Privately issued | $1,133,000 | 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) | $2,445,000 | 2,099 |
| Available-for-sale securities (fair market value) | $67,769,000 | 1,504 |
| Total debt securities | $70,214,000 | 1,664 |
| 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 | $68,258,000 | 1,749 |
| U.S. Government securities | $51,686,000 | 1,616 |
| U.S. Treasury securities | $101,000 | 974 |
| U.S. Government agency obligations | $51,585,000 | 1,594 |
| Securities issued by states & political subdivisions | $15,352,000 | 1,447 |
| Other domestic debt securities | $1,220,000 | 2,137 |
| Privately issued residential mortgage-backed securities | $1,220,000 | 1,083 |
| 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 | $23,812,000 | 1,971 |
| Mortgage-backed securities | $52,805,000 | 1,074 |
| Certificates of participation in pools of residential mortgages | $6,594,000 | 3,238 |
| Issued or guaranteed by U.S. | $6,594,000 | 3,222 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $46,211,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $44,991,000 | 331 |
| Privately issued | $1,220,000 | 1,028 |
| 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) | $2,445,000 | 2,099 |
| Available-for-sale securities (fair market value) | $65,813,000 | 1,581 |
| Total debt securities | $68,258,000 | 1,723 |
| 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 | $78,836,000 | 1,515 |
| U.S. Government securities | $54,276,000 | 1,523 |
| U.S. Treasury securities | $103,000 | 996 |
| U.S. Government agency obligations | $54,173,000 | 1,489 |
| Securities issued by states & political subdivisions | $23,257,000 | 928 |
| Other domestic debt securities | $1,303,000 | 2,021 |
| Privately issued residential mortgage-backed securities | $1,303,000 | 1,044 |
| 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 | $22,556,000 | 2,041 |
| Mortgage-backed securities | $53,471,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | $2,507,000 | 4,390 |
| Issued or guaranteed by U.S. | $2,507,000 | 4,373 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $50,964,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $49,661,000 | 302 |
| Privately issued | $1,303,000 | 992 |
| 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) | $2,445,000 | 2,133 |
| Available-for-sale securities (fair market value) | $76,391,000 | 1,348 |
| Total debt securities | $78,837,000 | 1,476 |
| 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 | $82,304,000 | 1,453 |
| U.S. Government securities | $59,111,000 | 1,419 |
| U.S. Treasury securities | $101,000 | 1,099 |
| U.S. Government agency obligations | $59,010,000 | 1,395 |
| Securities issued by states & political subdivisions | $18,976,000 | 1,139 |
| Other domestic debt securities | $4,217,000 | 1,228 |
| Privately issued residential mortgage-backed securities | $4,217,000 | 665 |
| 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 | $15,339,000 | 2,648 |
| Mortgage-backed securities | $60,228,000 | 845 |
| Certificates of participation in pools of residential mortgages | $2,507,000 | 4,115 |
| Issued or guaranteed by U.S. | $2,507,000 | 4,098 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $57,721,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $53,504,000 | 294 |
| Privately issued | $4,217,000 | 628 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $82,304,000 | 1,255 |
| Total debt securities | $82,305,000 | 1,416 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $75,646,000 | 1,578 |
| U.S. Government securities | $54,096,000 | 1,580 |
| U.S. Treasury securities | $99,000 | 1,210 |
| U.S. Government agency obligations | $53,997,000 | 1,550 |
| Securities issued by states & political subdivisions | $17,166,000 | 1,251 |
| Other domestic debt securities | $4,384,000 | 1,161 |
| Privately issued residential mortgage-backed securities | $4,384,000 | 627 |
| 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 | $15,643,000 | 2,605 |
| Mortgage-backed securities | $51,273,000 | 899 |
| Certificates of participation in pools of residential mortgages | $2,500,000 | 3,972 |
| Issued or guaranteed by U.S. | $2,500,000 | 3,955 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $48,773,000 | 417 |
| CMOs issued by government agencies or sponsored agencies | $44,389,000 | 326 |
| Privately issued | $4,384,000 | 593 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $75,646,000 | 1,362 |
| Total debt securities | $75,646,000 | 1,536 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $71,962,000 | 1,635 |
| U.S. Government securities | $52,754,000 | 1,616 |
| U.S. Treasury securities | $97,000 | 1,348 |
| U.S. Government agency obligations | $52,657,000 | 1,573 |
| Securities issued by states & political subdivisions | $15,716,000 | 1,335 |
| Other domestic debt securities | $3,492,000 | 1,207 |
| Privately issued residential mortgage-backed securities | $3,492,000 | 626 |
| 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 | $10,550,000 | 3,320 |
| Mortgage-backed securities | $49,110,000 | 928 |
| Certificates of participation in pools of residential mortgages | $2,497,000 | 3,933 |
| Issued or guaranteed by U.S. | $2,497,000 | 3,921 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $46,613,000 | 427 |
| CMOs issued by government agencies or sponsored agencies | $43,121,000 | 338 |
| Privately issued | $3,492,000 | 590 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $71,962,000 | 1,412 |
| Total debt securities | $71,962,000 | 1,603 |
| 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 | $75,128,000 | 1,577 |
| U.S. Government securities | $58,907,000 | 1,454 |
| U.S. Treasury securities | $98,000 | 1,430 |
| U.S. Government agency obligations | $58,809,000 | 1,429 |
| Securities issued by states & political subdivisions | $14,544,000 | 1,446 |
| Other domestic debt securities | $1,677,000 | 1,621 |
| Privately issued residential mortgage-backed securities | $1,677,000 | 775 |
| 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 | $16,609,000 | 2,492 |
| Mortgage-backed securities | $52,221,000 | 880 |
| Certificates of participation in pools of residential mortgages | $2,814,000 | 3,772 |
| Issued or guaranteed by U.S. | $2,814,000 | 3,757 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $49,407,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $47,730,000 | 306 |
| Privately issued | $1,677,000 | 729 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $75,128,000 | 1,365 |
| Total debt securities | $75,118,000 | 1,543 |
| 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 | $79,557,000 | 1,532 |
| U.S. Government securities | $63,196,000 | 1,393 |
| U.S. Treasury securities | $97,000 | 1,481 |
| U.S. Government agency obligations | $63,099,000 | 1,367 |
| Securities issued by states & political subdivisions | $14,545,000 | 1,441 |
| Other domestic debt securities | $1,816,000 | 1,588 |
| Privately issued residential mortgage-backed securities | $1,816,000 | 751 |
| 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 | $18,263,000 | 2,341 |
| Mortgage-backed securities | $56,666,000 | 840 |
| Certificates of participation in pools of residential mortgages | $2,847,000 | 3,776 |
| Issued or guaranteed by U.S. | $2,847,000 | 3,765 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $53,819,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $52,003,000 | 300 |
| Privately issued | $1,816,000 | 710 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $79,557,000 | 1,332 |
| Total debt securities | $79,556,000 | 1,497 |
| 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 | $84,298,000 | 1,444 |
| U.S. Government securities | $67,718,000 | 1,318 |
| U.S. Treasury securities | $97,000 | 1,559 |
| U.S. Government agency obligations | $67,621,000 | 1,285 |
| Securities issued by states & political subdivisions | $14,652,000 | 1,399 |
| Other domestic debt securities | $1,928,000 | 1,556 |
| Privately issued residential mortgage-backed securities | $1,928,000 | 726 |
| 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 | $15,700,000 | 2,596 |
| Mortgage-backed securities | $61,299,000 | 798 |
| Certificates of participation in pools of residential mortgages | $2,987,000 | 3,696 |
| Issued or guaranteed by U.S. | $2,987,000 | 3,674 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $58,312,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $56,384,000 | 284 |
| Privately issued | $1,928,000 | 679 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $84,298,000 | 1,248 |
| Total debt securities | $84,299,000 | 1,415 |
| 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 | $80,417,000 | 1,515 |
| U.S. Government securities | $68,364,000 | 1,313 |
| U.S. Treasury securities | $94,000 | 1,618 |
| U.S. Government agency obligations | $68,270,000 | 1,277 |
| Securities issued by states & political subdivisions | $12,053,000 | 1,659 |
| 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 | $20,944,000 | 2,083 |
| Mortgage-backed securities | $58,259,000 | 832 |
| Certificates of participation in pools of residential mortgages | $2,926,000 | 3,737 |
| Issued or guaranteed by U.S. | $2,926,000 | 3,722 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $55,333,000 | 374 |
| CMOs issued by government agencies or sponsored agencies | $55,333,000 | 279 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $80,417,000 | 1,296 |
| Total debt securities | $80,418,000 | 1,482 |
| 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 | $76,109,000 | 1,620 |
| U.S. Government securities | $63,824,000 | 1,436 |
| U.S. Treasury securities | $96,000 | 1,695 |
| U.S. Government agency obligations | $63,728,000 | 1,394 |
| Securities issued by states & political subdivisions | $12,285,000 | 1,615 |
| 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 | $6,486,000 | 4,172 |
| Mortgage-backed securities | $53,597,000 | 895 |
| Certificates of participation in pools of residential mortgages | $747,000 | 5,110 |
| Issued or guaranteed by U.S. | $747,000 | 5,090 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $52,850,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $52,850,000 | 292 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $76,109,000 | 1,394 |
| Total debt securities | $76,109,000 | 1,578 |
| 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 | $79,570,000 | 1,528 |
| U.S. Government securities | $67,292,000 | 1,346 |
| U.S. Treasury securities | $97,000 | 1,714 |
| U.S. Government agency obligations | $67,195,000 | 1,310 |
| Securities issued by states & political subdivisions | $12,278,000 | 1,618 |
| 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 | $19,681,000 | 2,149 |
| Mortgage-backed securities | $56,994,000 | 850 |
| Certificates of participation in pools of residential mortgages | $768,000 | 5,131 |
| Issued or guaranteed by U.S. | $768,000 | 5,111 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $56,226,000 | 372 |
| CMOs issued by government agencies or sponsored agencies | $56,226,000 | 283 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $79,570,000 | 1,309 |
| Total debt securities | $79,570,000 | 1,498 |
| 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 | $71,715,000 | 1,687 |
| U.S. Government securities | $59,291,000 | 1,526 |
| U.S. Treasury securities | $97,000 | 1,761 |
| U.S. Government agency obligations | $59,194,000 | 1,466 |
| Securities issued by states & political subdivisions | $12,424,000 | 1,592 |
| 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 | $10,574,000 | 3,267 |
| Mortgage-backed securities | $48,898,000 | 971 |
| Certificates of participation in pools of residential mortgages | $797,000 | 5,144 |
| Issued or guaranteed by U.S. | $797,000 | 5,127 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $48,101,000 | 403 |
| CMOs issued by government agencies or sponsored agencies | $48,101,000 | 317 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $71,715,000 | 1,425 |
| Total debt securities | $71,715,000 | 1,646 |
| 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 | $44,899,000 | 2,587 |
| U.S. Government securities | $37,652,000 | 2,319 |
| U.S. Treasury securities | $99,000 | 1,789 |
| U.S. Government agency obligations | $37,553,000 | 2,247 |
| Securities issued by states & political subdivisions | $7,247,000 | 2,437 |
| 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 | $12,729,000 | 2,913 |
| Mortgage-backed securities | $27,105,000 | 1,526 |
| Certificates of participation in pools of residential mortgages | $835,000 | 5,171 |
| Issued or guaranteed by U.S. | $835,000 | 5,150 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $26,270,000 | 600 |
| CMOs issued by government agencies or sponsored agencies | $26,270,000 | 480 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $44,899,000 | 2,187 |
| Total debt securities | $44,898,000 | 2,535 |
| 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 | $53,536,000 | 2,266 |
| U.S. Government securities | $44,607,000 | 2,036 |
| U.S. Treasury securities | $97,000 | 1,941 |
| U.S. Government agency obligations | $44,510,000 | 1,955 |
| Securities issued by states & political subdivisions | $8,929,000 | 2,096 |
| 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 | $15,777,000 | 2,512 |
| Mortgage-backed securities | $34,249,000 | 1,336 |
| Certificates of participation in pools of residential mortgages | $846,000 | 5,220 |
| Issued or guaranteed by U.S. | $846,000 | 5,205 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $33,403,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $33,403,000 | 424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $53,536,000 | 1,897 |
| Total debt securities | $53,535,000 | 2,214 |
| 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 | $54,216,000 | 2,261 |
| U.S. Government securities | $45,155,000 | 2,033 |
| U.S. Treasury securities | $100,000 | 1,895 |
| U.S. Government agency obligations | $45,055,000 | 1,952 |
| Securities issued by states & political subdivisions | $9,061,000 | 2,112 |
| 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 | $15,003,000 | 2,570 |
| Mortgage-backed securities | $34,548,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $873,000 | 5,231 |
| Issued or guaranteed by U.S. | $873,000 | 5,215 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $33,675,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $33,675,000 | 422 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $54,216,000 | 1,896 |
| Total debt securities | $54,215,000 | 2,215 |
| 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 | $47,102,000 | 2,530 |
| U.S. Government securities | $37,977,000 | 2,319 |
| U.S. Treasury securities | $100,000 | 1,917 |
| U.S. Government agency obligations | $37,877,000 | 2,244 |
| Securities issued by states & political subdivisions | $9,125,000 | 2,092 |
| 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 | $22,529,000 | 1,845 |
| Mortgage-backed securities | $32,501,000 | 1,414 |
| Certificates of participation in pools of residential mortgages | $896,000 | 5,229 |
| Issued or guaranteed by U.S. | $896,000 | 5,216 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $31,605,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $31,605,000 | 448 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $47,102,000 | 2,157 |
| Total debt securities | $47,102,000 | 2,477 |
| 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 | $43,105,000 | 2,763 |
| U.S. Government securities | $34,396,000 | 2,554 |
| U.S. Treasury securities | $100,000 | 2,032 |
| U.S. Government agency obligations | $34,296,000 | 2,463 |
| Securities issued by states & political subdivisions | $8,709,000 | 2,164 |
| 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 | $24,024,000 | 1,732 |
| Mortgage-backed securities | $33,039,000 | 1,399 |
| Certificates of participation in pools of residential mortgages | $929,000 | 5,281 |
| Issued or guaranteed by U.S. | $929,000 | 5,265 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $32,110,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $32,110,000 | 454 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $43,105,000 | 2,357 |
| Total debt securities | $43,105,000 | 2,706 |
| 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 | $43,822,000 | 2,738 |
| U.S. Government securities | $34,644,000 | 2,521 |
| U.S. Treasury securities | $101,000 | 2,013 |
| U.S. Government agency obligations | $34,543,000 | 2,446 |
| Securities issued by states & political subdivisions | $9,178,000 | 2,108 |
| 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 | $24,512,000 | 1,689 |
| Mortgage-backed securities | $28,543,000 | 1,573 |
| Certificates of participation in pools of residential mortgages | $1,036,000 | 5,224 |
| Issued or guaranteed by U.S. | $1,036,000 | 5,207 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $27,507,000 | 626 |
| CMOs issued by government agencies or sponsored agencies | $27,507,000 | 524 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $43,822,000 | 2,351 |
| Total debt securities | $43,822,000 | 2,677 |
| 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 | $43,030,000 | 2,820 |
| U.S. Government securities | $34,009,000 | 2,630 |
| U.S. Treasury securities | $100,000 | 2,163 |
| U.S. Government agency obligations | $33,909,000 | 2,551 |
| Securities issued by states & political subdivisions | $9,021,000 | 2,132 |
| 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 | $26,862,000 | 1,532 |
| Mortgage-backed securities | $28,008,000 | 1,612 |
| Certificates of participation in pools of residential mortgages | $2,807,000 | 4,184 |
| Issued or guaranteed by U.S. | $2,807,000 | 4,170 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $25,201,000 | 657 |
| CMOs issued by government agencies or sponsored agencies | $25,201,000 | 598 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $43,030,000 | 2,435 |
| Total debt securities | $43,029,000 | 2,755 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $40,338,000 | 2,913 |
| U.S. Government securities | $33,796,000 | 2,597 |
| U.S. Treasury securities | $100,000 | 2,226 |
| U.S. Government agency obligations | $33,696,000 | 2,513 |
| Securities issued by states & political subdivisions | $6,542,000 | 2,651 |
| 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 | $29,452,000 | 1,357 |
| Mortgage-backed securities | $33,696,000 | 1,410 |
| Certificates of participation in pools of residential mortgages | $11,028,000 | 2,265 |
| Issued or guaranteed by U.S. | $11,028,000 | 2,255 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $22,668,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $22,668,000 | 659 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $40,338,000 | 2,501 |
| Total debt securities | $40,338,000 | 2,845 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $40,093,000 | 2,874 |
| U.S. Government securities | $39,188,000 | 2,195 |
| U.S. Treasury securities | $101,000 | 2,248 |
| U.S. Government agency obligations | $39,087,000 | 2,124 |
| Securities issued by states & political subdivisions | $905,000 | 5,316 |
| 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 | $35,447,000 | 1,122 |
| Mortgage-backed securities | $39,087,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | $16,393,000 | 1,740 |
| Issued or guaranteed by U.S. | $16,393,000 | 1,730 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $22,694,000 | 758 |
| CMOs issued by government agencies or sponsored agencies | $22,694,000 | 692 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $40,093,000 | 2,468 |
| Total debt securities | $40,093,000 | 2,795 |
| 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 | $38,865,000 | 2,896 |
| U.S. Government securities | $38,865,000 | 2,216 |
| U.S. Treasury securities | $100,000 | 2,328 |
| U.S. Government agency obligations | $38,765,000 | 2,141 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $21,463,000 | 1,737 |
| Mortgage-backed securities | $38,765,000 | 1,258 |
| Certificates of participation in pools of residential mortgages | $25,126,000 | 1,278 |
| Issued or guaranteed by U.S. | $25,126,000 | 1,274 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $13,639,000 | 1,056 |
| CMOs issued by government agencies or sponsored agencies | $13,639,000 | 972 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $38,865,000 | 2,487 |
| Total debt securities | $38,865,000 | 2,814 |
| 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 | $30,526,000 | 3,490 |
| U.S. Government securities | $30,526,000 | 2,670 |
| U.S. Treasury securities | $101,000 | 2,469 |
| U.S. Government agency obligations | $30,425,000 | 2,557 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $7,326,000 | 3,656 |
| Mortgage-backed securities | $30,425,000 | 1,479 |
| Certificates of participation in pools of residential mortgages | $21,252,000 | 1,395 |
| Issued or guaranteed by U.S. | $21,252,000 | 1,390 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,173,000 | 1,336 |
| CMOs issued by government agencies or sponsored agencies | $9,173,000 | 1,233 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $30,526,000 | 2,988 |
| Total debt securities | $30,526,000 | 3,410 |
| 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 | $14,777,000 | 5,410 |
| U.S. Government securities | $14,777,000 | 4,421 |
| U.S. Treasury securities | $104,000 | 3,052 |
| U.S. Government agency obligations | $14,673,000 | 4,226 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $7,126,000 | 3,636 |
| Mortgage-backed securities | $7,698,000 | 3,285 |
| Certificates of participation in pools of residential mortgages | $7,698,000 | 2,483 |
| Issued or guaranteed by U.S. | $7,698,000 | 2,468 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $14,777,000 | 4,645 |
| Total debt securities | $14,777,000 | 5,317 |
| 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 | $14,606,000 | 5,647 |
| U.S. Government securities | $14,606,000 | 4,623 |
| U.S. Treasury securities | $511,000 | 3,218 |
| U.S. Government agency obligations | $14,095,000 | 4,429 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | NA | NA |
| 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 | $4,125,000 | 5,023 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $14,606,000 | 4,679 |
| Total debt securities | $14,606,000 | 5,514 |
| 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 | $13,789,000 | 6,084 |
| U.S. Government securities | $13,789,000 | 5,029 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $13,789,000 | 4,571 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | NA | NA |
| 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 | $815,000 | 7,382 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $13,789,000 | 4,988 |
| Total debt securities | $13,789,000 | 5,957 |
| 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 | $7,184,000 | 7,968 |
| U.S. Government securities | $7,184,000 | 7,081 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $7,184,000 | 6,211 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | NA | NA |
| 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 | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $7,184,000 | 6,616 |
| Total debt securities | $7,184,000 | 7,839 |
| 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 |