Home > California United Bank > Securities
California United Bank, Securities
| 2017-09-30 | Rank | |
| Total securities | $458,828,000 | 350 |
| U.S. Government securities | $412,979,000 | 287 |
| U.S. Treasury securities | $36,949,000 | 162 |
| U.S. Government agency obligations | $376,030,000 | 292 |
| Securities issued by states & political subdivisions | $39,432,000 | 1,026 |
| Other domestic debt securities | $6,417,000 | 735 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $6,417,000 | 145 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,325,000 | 361 |
| Mortgage-backed securities | $254,222,000 | 305 |
| Certificates of participation in pools of residential mortgages | $162,104,000 | 292 |
| Issued or guaranteed by U.S. | $162,104,000 | 291 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $72,504,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $72,504,000 | 302 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $19,614,000 | 352 |
| Commercial mortgage pass-through securities | $11,050,000 | 272 |
| Other commercial mortgage-backed securities | $8,564,000 | 344 |
| Held to maturity securities (book value) | $39,432,000 | 461 |
| Available-for-sale securities (fair market value) | $419,396,000 | 325 |
| Total debt securities | $458,828,000 | 343 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $493,944,000 | 330 |
| U.S. Government securities | $447,359,000 | 267 |
| U.S. Treasury securities | $51,925,000 | 136 |
| U.S. Government agency obligations | $395,434,000 | 281 |
| Securities issued by states & political subdivisions | $39,992,000 | 1,030 |
| Other domestic debt securities | $6,593,000 | 739 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $6,593,000 | 133 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,874,000 | 335 |
| Mortgage-backed securities | $268,095,000 | 295 |
| Certificates of participation in pools of residential mortgages | $171,849,000 | 278 |
| Issued or guaranteed by U.S. | $171,849,000 | 277 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $75,972,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $75,972,000 | 289 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $20,274,000 | 340 |
| Commercial mortgage pass-through securities | $11,262,000 | 267 |
| Other commercial mortgage-backed securities | $9,012,000 | 330 |
| Held to maturity securities (book value) | $39,992,000 | 462 |
| Available-for-sale securities (fair market value) | $453,952,000 | 303 |
| Total debt securities | $493,946,000 | 326 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $510,344,000 | 321 |
| U.S. Government securities | $462,625,000 | 260 |
| U.S. Treasury securities | $63,943,000 | 123 |
| U.S. Government agency obligations | $398,682,000 | 277 |
| Securities issued by states & political subdivisions | $40,945,000 | 1,016 |
| Other domestic debt securities | $6,774,000 | 738 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $6,774,000 | 142 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $219,210,000 | 325 |
| Mortgage-backed securities | $267,412,000 | 291 |
| Certificates of participation in pools of residential mortgages | $180,055,000 | 269 |
| Issued or guaranteed by U.S. | $180,055,000 | 268 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $64,543,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $64,543,000 | 327 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $22,814,000 | 310 |
| Commercial mortgage pass-through securities | $13,344,000 | 237 |
| Other commercial mortgage-backed securities | $9,470,000 | 307 |
| Held to maturity securities (book value) | $40,945,000 | 468 |
| Available-for-sale securities (fair market value) | $469,399,000 | 297 |
| Total debt securities | $510,345,000 | 316 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $511,977,000 | 314 |
| U.S. Government securities | $463,054,000 | 252 |
| U.S. Treasury securities | $68,965,000 | 124 |
| U.S. Government agency obligations | $394,089,000 | 276 |
| Securities issued by states & political subdivisions | $42,027,000 | 985 |
| Other domestic debt securities | $6,896,000 | 724 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $6,896,000 | 136 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,855,000 | 332 |
| Mortgage-backed securities | $261,270,000 | 296 |
| Certificates of participation in pools of residential mortgages | $189,869,000 | 253 |
| Issued or guaranteed by U.S. | $189,869,000 | 251 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $48,273,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $48,273,000 | 399 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $23,128,000 | 302 |
| Commercial mortgage pass-through securities | $13,278,000 | 233 |
| Other commercial mortgage-backed securities | $9,850,000 | 288 |
| Held to maturity securities (book value) | $42,027,000 | 457 |
| Available-for-sale securities (fair market value) | $469,950,000 | 290 |
| Total debt securities | $511,978,000 | 307 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $415,167,000 | 372 |
| U.S. Government securities | $367,571,000 | 299 |
| U.S. Treasury securities | $80,141,000 | 97 |
| U.S. Government agency obligations | $287,430,000 | 350 |
| Securities issued by states & political subdivisions | $40,073,000 | 1,016 |
| Other domestic debt securities | $7,523,000 | 707 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $7,022,000 | 135 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $501,000 | 1,509 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $194,485,000 | 351 |
| Mortgage-backed securities | $172,452,000 | 414 |
| Certificates of participation in pools of residential mortgages | $110,236,000 | 393 |
| Issued or guaranteed by U.S. | $110,236,000 | 392 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $38,306,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $38,306,000 | 475 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $23,910,000 | 288 |
| Commercial mortgage pass-through securities | $13,811,000 | 208 |
| Other commercial mortgage-backed securities | $10,099,000 | 282 |
| Held to maturity securities (book value) | $40,073,000 | 483 |
| Available-for-sale securities (fair market value) | $375,094,000 | 349 |
| Total debt securities | $415,167,000 | 366 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $374,708,000 | 422 |
| U.S. Government securities | $326,390,000 | 336 |
| U.S. Treasury securities | $71,107,000 | 102 |
| U.S. Government agency obligations | $255,283,000 | 387 |
| Securities issued by states & political subdivisions | $40,595,000 | 1,000 |
| Other domestic debt securities | $7,723,000 | 703 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $7,216,000 | 134 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $507,000 | 1,497 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,636,000 | 353 |
| Mortgage-backed securities | $159,311,000 | 451 |
| Certificates of participation in pools of residential mortgages | $106,565,000 | 403 |
| Issued or guaranteed by U.S. | $106,565,000 | 402 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $23,733,000 | 690 |
| CMOs issued by government agencies or sponsored agencies | $23,733,000 | 651 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $29,013,000 | 242 |
| Commercial mortgage pass-through securities | $18,432,000 | 164 |
| Other commercial mortgage-backed securities | $10,581,000 | 258 |
| Held to maturity securities (book value) | $40,595,000 | 490 |
| Available-for-sale securities (fair market value) | $334,113,000 | 394 |
| Total debt securities | $374,707,000 | 413 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $355,755,000 | 444 |
| U.S. Government securities | $306,597,000 | 355 |
| U.S. Treasury securities | $80,949,000 | 91 |
| U.S. Government agency obligations | $225,648,000 | 433 |
| Securities issued by states & political subdivisions | $41,260,000 | 969 |
| Other domestic debt securities | $7,898,000 | 687 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $7,385,000 | 135 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $513,000 | 1,497 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $191,223,000 | 363 |
| Mortgage-backed securities | $131,938,000 | 527 |
| Certificates of participation in pools of residential mortgages | $82,386,000 | 508 |
| Issued or guaranteed by U.S. | $82,386,000 | 508 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $25,000,000 | 671 |
| CMOs issued by government agencies or sponsored agencies | $25,000,000 | 634 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $24,552,000 | 254 |
| Commercial mortgage pass-through securities | $13,680,000 | 194 |
| Other commercial mortgage-backed securities | $10,872,000 | 248 |
| Held to maturity securities (book value) | $40,256,000 | 502 |
| Available-for-sale securities (fair market value) | $315,499,000 | 416 |
| Total debt securities | $355,756,000 | 435 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $357,821,000 | 443 |
| U.S. Government securities | $303,105,000 | 362 |
| U.S. Treasury securities | $80,746,000 | 95 |
| U.S. Government agency obligations | $222,359,000 | 437 |
| Securities issued by states & political subdivisions | $43,047,000 | 935 |
| Other domestic debt securities | $11,669,000 | 542 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $7,647,000 | 138 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,022,000 | 729 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,251,000 | 351 |
| Mortgage-backed securities | $127,854,000 | 529 |
| Certificates of participation in pools of residential mortgages | $77,062,000 | 539 |
| Issued or guaranteed by U.S. | $77,062,000 | 539 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $26,084,000 | 654 |
| CMOs issued by government agencies or sponsored agencies | $26,084,000 | 623 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $24,708,000 | 229 |
| Commercial mortgage pass-through securities | $13,655,000 | 181 |
| Other commercial mortgage-backed securities | $11,053,000 | 225 |
| Held to maturity securities (book value) | $42,036,000 | 497 |
| Available-for-sale securities (fair market value) | $315,785,000 | 417 |
| Total debt securities | $357,820,000 | 436 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $299,354,000 | 518 |
| U.S. Government securities | $243,154,000 | 435 |
| U.S. Treasury securities | $35,097,000 | 166 |
| U.S. Government agency obligations | $208,057,000 | 476 |
| Securities issued by states & political subdivisions | $44,289,000 | 901 |
| Other domestic debt securities | $11,911,000 | 548 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $7,859,000 | 141 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,052,000 | 734 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,948,000 | 351 |
| Mortgage-backed securities | $130,503,000 | 519 |
| Certificates of participation in pools of residential mortgages | $77,400,000 | 537 |
| Issued or guaranteed by U.S. | $77,400,000 | 536 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $27,602,000 | 642 |
| CMOs issued by government agencies or sponsored agencies | $27,602,000 | 609 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $25,501,000 | 212 |
| Commercial mortgage pass-through securities | $13,960,000 | 167 |
| Other commercial mortgage-backed securities | $11,541,000 | 201 |
| Held to maturity securities (book value) | $43,269,000 | 481 |
| Available-for-sale securities (fair market value) | $256,085,000 | 512 |
| Total debt securities | $299,354,000 | 511 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $261,495,000 | 597 |
| U.S. Government securities | $204,092,000 | 516 |
| U.S. Treasury securities | $25,058,000 | 209 |
| U.S. Government agency obligations | $179,034,000 | 557 |
| Securities issued by states & political subdivisions | $45,042,000 | 859 |
| Other domestic debt securities | $12,361,000 | 525 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $8,287,000 | 139 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $4,074,000 | 735 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $179,539,000 | 394 |
| Mortgage-backed securities | $127,881,000 | 538 |
| Certificates of participation in pools of residential mortgages | $73,023,000 | 582 |
| Issued or guaranteed by U.S. | $73,023,000 | 581 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $28,813,000 | 636 |
| CMOs issued by government agencies or sponsored agencies | $28,813,000 | 602 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $26,045,000 | 197 |
| Commercial mortgage pass-through securities | $13,848,000 | 154 |
| Other commercial mortgage-backed securities | $12,197,000 | 180 |
| Held to maturity securities (book value) | $44,014,000 | 479 |
| Available-for-sale securities (fair market value) | $217,481,000 | 600 |
| Total debt securities | $261,494,000 | 586 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $270,174,000 | 579 |
| U.S. Government securities | $210,443,000 | 505 |
| U.S. Treasury securities | $25,059,000 | 213 |
| U.S. Government agency obligations | $185,384,000 | 547 |
| Securities issued by states & political subdivisions | $47,166,000 | 819 |
| Other domestic debt securities | $12,565,000 | 524 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $8,465,000 | 146 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,100,000 | 722 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,859,000 | 461 |
| Mortgage-backed securities | $132,218,000 | 532 |
| Certificates of participation in pools of residential mortgages | $75,005,000 | 571 |
| Issued or guaranteed by U.S. | $75,005,000 | 571 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $30,668,000 | 633 |
| CMOs issued by government agencies or sponsored agencies | $30,668,000 | 597 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $26,545,000 | 187 |
| Commercial mortgage pass-through securities | $14,189,000 | 145 |
| Other commercial mortgage-backed securities | $12,356,000 | 169 |
| Held to maturity securities (book value) | $46,124,000 | 462 |
| Available-for-sale securities (fair market value) | $224,050,000 | 585 |
| Total debt securities | $270,174,000 | 567 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $274,109,000 | 564 |
| U.S. Government securities | $213,120,000 | 500 |
| U.S. Treasury securities | $20,025,000 | 245 |
| U.S. Government agency obligations | $193,095,000 | 526 |
| Securities issued by states & political subdivisions | $48,197,000 | 802 |
| Other domestic debt securities | $12,792,000 | 524 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $8,672,000 | 146 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,120,000 | 728 |
| 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 | $148,805,000 | 462 |
| Mortgage-backed securities | $136,570,000 | 521 |
| Certificates of participation in pools of residential mortgages | $78,203,000 | 563 |
| Issued or guaranteed by U.S. | $78,203,000 | 561 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $31,860,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $31,860,000 | 592 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $26,507,000 | 188 |
| Commercial mortgage pass-through securities | $14,066,000 | 148 |
| Other commercial mortgage-backed securities | $12,441,000 | 167 |
| Held to maturity securities (book value) | $47,147,000 | 455 |
| Available-for-sale securities (fair market value) | $226,962,000 | 560 |
| Total debt securities | $274,109,000 | 554 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $139,552,000 | 1,075 |
| U.S. Government securities | $133,341,000 | 788 |
| U.S. Treasury securities | $20,034,000 | 241 |
| U.S. Government agency obligations | $113,307,000 | 858 |
| Securities issued by states & political subdivisions | $2,066,000 | 4,439 |
| Other domestic debt securities | $4,145,000 | 995 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $4,145,000 | 728 |
| 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 | $104,027,000 | 611 |
| Mortgage-backed securities | $59,122,000 | 1,073 |
| Certificates of participation in pools of residential mortgages | $49,282,000 | 860 |
| Issued or guaranteed by U.S. | $49,282,000 | 859 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,905,000 | 1,587 |
| CMOs issued by government agencies or sponsored agencies | $6,905,000 | 1,513 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $2,935,000 | 561 |
| Commercial mortgage pass-through securities | $2,935,000 | 353 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $139,552,000 | 950 |
| Total debt securities | $139,552,000 | 1,060 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $102,143,000 | 1,455 |
| U.S. Government securities | $94,890,000 | 1,073 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $94,890,000 | 1,026 |
| Securities issued by states & political subdivisions | $3,089,000 | 4,169 |
| Other domestic debt securities | $4,164,000 | 1,019 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $4,164,000 | 750 |
| 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 | $89,319,000 | 699 |
| Mortgage-backed securities | $39,018,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | $36,015,000 | 1,133 |
| Issued or guaranteed by U.S. | $36,015,000 | 1,132 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,003,000 | 2,218 |
| CMOs issued by government agencies or sponsored agencies | $3,003,000 | 2,145 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $102,143,000 | 1,285 |
| Total debt securities | $102,143,000 | 1,431 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $102,155,000 | 1,457 |
| U.S. Government securities | $93,846,000 | 1,093 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $93,846,000 | 1,045 |
| Securities issued by states & political subdivisions | $3,117,000 | 4,195 |
| Other domestic debt securities | $5,192,000 | 916 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $5,192,000 | 666 |
| 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 | $89,122,000 | 705 |
| Mortgage-backed securities | $41,121,000 | 1,477 |
| Certificates of participation in pools of residential mortgages | $37,987,000 | 1,087 |
| Issued or guaranteed by U.S. | $37,987,000 | 1,086 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,134,000 | 2,171 |
| CMOs issued by government agencies or sponsored agencies | $3,134,000 | 2,104 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $102,155,000 | 1,291 |
| Total debt securities | $102,155,000 | 1,439 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $106,488,000 | 1,396 |
| U.S. Government securities | $97,649,000 | 1,038 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $97,649,000 | 997 |
| Securities issued by states & political subdivisions | $3,628,000 | 4,093 |
| Other domestic debt securities | $5,211,000 | 954 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $5,211,000 | 689 |
| 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 | $92,800,000 | 677 |
| Mortgage-backed securities | $42,592,000 | 1,434 |
| Certificates of participation in pools of residential mortgages | $39,326,000 | 1,052 |
| Issued or guaranteed by U.S. | $39,326,000 | 1,051 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,266,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $3,266,000 | 2,066 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $106,488,000 | 1,227 |
| Total debt securities | $106,488,000 | 1,375 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $102,779,000 | 1,455 |
| U.S. Government securities | $88,760,000 | 1,130 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $88,760,000 | 1,088 |
| Securities issued by states & political subdivisions | $4,634,000 | 3,860 |
| Other domestic debt securities | $9,385,000 | 725 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $9,385,000 | 484 |
| 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 | $83,740,000 | 723 |
| Mortgage-backed securities | $38,996,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $35,498,000 | 1,138 |
| Issued or guaranteed by U.S. | $35,498,000 | 1,137 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,498,000 | 2,126 |
| CMOs issued by government agencies or sponsored agencies | $3,498,000 | 2,045 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $102,779,000 | 1,299 |
| Total debt securities | $102,779,000 | 1,438 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $109,955,000 | 1,365 |
| U.S. Government securities | $95,866,000 | 1,061 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $95,866,000 | 1,018 |
| Securities issued by states & political subdivisions | $4,668,000 | 3,844 |
| Other domestic debt securities | $9,421,000 | 726 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $9,421,000 | 483 |
| 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 | $90,549,000 | 675 |
| Mortgage-backed securities | $43,311,000 | 1,417 |
| Certificates of participation in pools of residential mortgages | $39,360,000 | 1,055 |
| Issued or guaranteed by U.S. | $39,360,000 | 1,054 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,951,000 | 2,089 |
| CMOs issued by government agencies or sponsored agencies | $3,951,000 | 1,999 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $109,955,000 | 1,221 |
| Total debt securities | $109,954,000 | 1,348 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $109,787,000 | 1,386 |
| U.S. Government securities | $93,481,000 | 1,098 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $93,481,000 | 1,056 |
| Securities issued by states & political subdivisions | $6,790,000 | 3,408 |
| Other domestic debt securities | $9,516,000 | 727 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $9,516,000 | 484 |
| 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 | $85,302,000 | 721 |
| Mortgage-backed securities | $42,359,000 | 1,491 |
| Certificates of participation in pools of residential mortgages | $37,695,000 | 1,093 |
| Issued or guaranteed by U.S. | $37,695,000 | 1,093 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,664,000 | 2,033 |
| CMOs issued by government agencies or sponsored agencies | $4,664,000 | 1,950 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $109,787,000 | 1,256 |
| Total debt securities | $109,787,000 | 1,368 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $118,153,000 | 1,270 |
| U.S. Government securities | $97,880,000 | 1,026 |
| U.S. Treasury securities | $10,015,000 | 296 |
| U.S. Government agency obligations | $87,865,000 | 1,102 |
| Securities issued by states & political subdivisions | $6,816,000 | 3,376 |
| Other domestic debt securities | $13,457,000 | 583 |
| Privately issued residential mortgage-backed securities | $2,910,000 | 377 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $10,547,000 | 438 |
| 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 | $87,449,000 | 700 |
| Mortgage-backed securities | $38,901,000 | 1,565 |
| Certificates of participation in pools of residential mortgages | $30,582,000 | 1,313 |
| Issued or guaranteed by U.S. | $30,582,000 | 1,310 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $8,319,000 | 1,642 |
| CMOs issued by government agencies or sponsored agencies | $5,409,000 | 1,887 |
| Privately issued | $2,910,000 | 366 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $118,153,000 | 1,146 |
| Total debt securities | $118,153,000 | 1,251 |
| 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 | $120,628,000 | 1,261 |
| U.S. Government securities | $100,271,000 | 1,029 |
| U.S. Treasury securities | $10,031,000 | 260 |
| U.S. Government agency obligations | $90,240,000 | 1,099 |
| Securities issued by states & political subdivisions | $6,847,000 | 3,344 |
| Other domestic debt securities | $13,510,000 | 608 |
| Privately issued residential mortgage-backed securities | $2,893,000 | 413 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $10,617,000 | 455 |
| 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 | $90,722,000 | 662 |
| Mortgage-backed securities | $36,900,000 | 1,725 |
| Certificates of participation in pools of residential mortgages | $30,447,000 | 1,382 |
| Issued or guaranteed by U.S. | $30,447,000 | 1,381 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,453,000 | 1,901 |
| CMOs issued by government agencies or sponsored agencies | $3,560,000 | 2,264 |
| Privately issued | $2,893,000 | 395 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $120,628,000 | 1,132 |
| Total debt securities | $120,628,000 | 1,245 |
| 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 | $102,800,000 | 1,453 |
| U.S. Government securities | $92,107,000 | 1,124 |
| U.S. Treasury securities | $10,042,000 | 266 |
| U.S. Government agency obligations | $82,065,000 | 1,223 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $10,693,000 | 690 |
| Privately issued residential mortgage-backed securities | $2,760,000 | 455 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $7,933,000 | 560 |
| 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 | $87,059,000 | 705 |
| Mortgage-backed securities | $39,177,000 | 1,660 |
| Certificates of participation in pools of residential mortgages | $32,217,000 | 1,338 |
| Issued or guaranteed by U.S. | $32,217,000 | 1,337 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,960,000 | 1,859 |
| CMOs issued by government agencies or sponsored agencies | $4,200,000 | 2,158 |
| Privately issued | $2,760,000 | 437 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $102,800,000 | 1,318 |
| Total debt securities | $102,801,000 | 1,432 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,139 |
| Fair value | $3,503,000 | 1,151 |
| 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 | $107,199,000 | 1,411 |
| U.S. Government securities | $96,505,000 | 1,106 |
| U.S. Treasury securities | $10,051,000 | 276 |
| U.S. Government agency obligations | $86,454,000 | 1,191 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $10,694,000 | 697 |
| Privately issued residential mortgage-backed securities | $2,815,000 | 478 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $7,879,000 | 561 |
| 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 | $89,109,000 | 708 |
| Mortgage-backed securities | $41,969,000 | 1,588 |
| Certificates of participation in pools of residential mortgages | $34,129,000 | 1,252 |
| Issued or guaranteed by U.S. | $34,129,000 | 1,251 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,840,000 | 1,781 |
| CMOs issued by government agencies or sponsored agencies | $5,025,000 | 2,038 |
| Privately issued | $2,815,000 | 459 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $107,199,000 | 1,285 |
| Total debt securities | $107,199,000 | 1,396 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,291 |
| Fair value | $3,464,000 | 1,312 |
| 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 | $114,091,000 | 1,292 |
| U.S. Government securities | $103,419,000 | 985 |
| U.S. Treasury securities | $10,069,000 | 262 |
| U.S. Government agency obligations | $93,350,000 | 1,056 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $10,672,000 | 698 |
| Privately issued residential mortgage-backed securities | $2,775,000 | 537 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $7,897,000 | 519 |
| 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 | $81,313,000 | 692 |
| Mortgage-backed securities | $44,991,000 | 1,430 |
| Certificates of participation in pools of residential mortgages | $36,328,000 | 1,131 |
| Issued or guaranteed by U.S. | $36,328,000 | 1,129 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $8,663,000 | 1,694 |
| CMOs issued by government agencies or sponsored agencies | $5,888,000 | 1,813 |
| Privately issued | $2,775,000 | 509 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $114,091,000 | 1,170 |
| Total debt securities | $114,090,000 | 1,279 |
| Structured notes | ||
| Amortized cost | $5,499,000 | 937 |
| Fair value | $5,500,000 | 939 |
| 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 | $107,268,000 | 1,336 |
| U.S. Government securities | $100,449,000 | 985 |
| U.S. Treasury securities | $10,081,000 | 277 |
| U.S. Government agency obligations | $90,368,000 | 1,063 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $6,819,000 | 891 |
| Privately issued residential mortgage-backed securities | $3,106,000 | 542 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,713,000 | 801 |
| 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 | $88,762,000 | 630 |
| Mortgage-backed securities | $44,373,000 | 1,381 |
| Certificates of participation in pools of residential mortgages | $34,510,000 | 1,138 |
| Issued or guaranteed by U.S. | $34,510,000 | 1,136 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $9,863,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $6,757,000 | 1,699 |
| Privately issued | $3,106,000 | 511 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $107,268,000 | 1,197 |
| Total debt securities | $107,267,000 | 1,318 |
| Structured notes | ||
| Amortized cost | $5,499,000 | 959 |
| Fair value | $5,509,000 | 962 |
| 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 | $122,705,000 | 1,184 |
| U.S. Government securities | $115,637,000 | 886 |
| U.S. Treasury securities | $10,073,000 | 305 |
| U.S. Government agency obligations | $105,564,000 | 928 |
| Securities issued by states & political subdivisions | $103,000 | 5,648 |
| Other domestic debt securities | $6,965,000 | 846 |
| Privately issued residential mortgage-backed securities | $3,339,000 | 537 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $3,626,000 | 747 |
| 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 | $94,457,000 | 608 |
| Mortgage-backed securities | $37,751,000 | 1,540 |
| Certificates of participation in pools of residential mortgages | $26,944,000 | 1,343 |
| Issued or guaranteed by U.S. | $26,944,000 | 1,337 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $10,807,000 | 1,501 |
| CMOs issued by government agencies or sponsored agencies | $7,468,000 | 1,597 |
| Privately issued | $3,339,000 | 509 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $122,705,000 | 1,051 |
| Total debt securities | $122,706,000 | 1,171 |
| Structured notes | ||
| Amortized cost | $17,998,000 | 383 |
| Fair value | $18,025,000 | 382 |
| 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 | $112,509,000 | 1,268 |
| U.S. Government securities | $105,386,000 | 948 |
| U.S. Treasury securities | $10,006,000 | 330 |
| U.S. Government agency obligations | $95,380,000 | 1,006 |
| Securities issued by states & political subdivisions | $101,000 | 5,676 |
| Other domestic debt securities | $7,022,000 | 873 |
| Privately issued residential mortgage-backed securities | $3,516,000 | 559 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $3,506,000 | 772 |
| 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 | $90,017,000 | 636 |
| Mortgage-backed securities | $40,769,000 | 1,415 |
| Certificates of participation in pools of residential mortgages | $29,253,000 | 1,227 |
| Issued or guaranteed by U.S. | $29,253,000 | 1,221 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $11,516,000 | 1,415 |
| CMOs issued by government agencies or sponsored agencies | $8,000,000 | 1,502 |
| Privately issued | $3,516,000 | 534 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $112,509,000 | 1,136 |
| Total debt securities | $112,508,000 | 1,256 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 2,085 |
| Fair value | $1,949,000 | 2,100 |
| 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 | $96,174,000 | 1,397 |
| U.S. Government securities | $92,273,000 | 1,024 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $92,273,000 | 985 |
| Securities issued by states & political subdivisions | $100,000 | 5,705 |
| Other domestic debt securities | $3,801,000 | 1,267 |
| Privately issued residential mortgage-backed securities | $3,801,000 | 577 |
| 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 | $78,446,000 | 701 |
| Mortgage-backed securities | $47,797,000 | 1,231 |
| Certificates of participation in pools of residential mortgages | $33,106,000 | 1,075 |
| Issued or guaranteed by U.S. | $33,106,000 | 1,064 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $14,691,000 | 1,207 |
| CMOs issued by government agencies or sponsored agencies | $10,890,000 | 1,249 |
| Privately issued | $3,801,000 | 548 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $96,174,000 | 1,251 |
| Total debt securities | $96,174,000 | 1,376 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,969 |
| Fair value | $1,934,000 | 1,976 |
| 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 | $75,095,000 | 1,687 |
| U.S. Government securities | $69,326,000 | 1,305 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $69,326,000 | 1,254 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $5,769,000 | 1,064 |
| Privately issued residential mortgage-backed securities | $5,769,000 | 526 |
| 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 | $74,726,000 | 725 |
| Mortgage-backed securities | $43,192,000 | 1,280 |
| Certificates of participation in pools of residential mortgages | $29,346,000 | 1,155 |
| Issued or guaranteed by U.S. | $29,346,000 | 1,143 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,846,000 | 1,229 |
| CMOs issued by government agencies or sponsored agencies | $8,077,000 | 1,432 |
| Privately issued | $5,769,000 | 504 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $75,095,000 | 1,499 |
| Total debt securities | $75,095,000 | 1,668 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,995 |
| Fair value | $2,007,000 | 1,950 |
| 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 | $97,282,000 | 1,345 |
| U.S. Government securities | $91,473,000 | 1,033 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $91,473,000 | 993 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $5,809,000 | 1,053 |
| Privately issued residential mortgage-backed securities | $5,809,000 | 557 |
| 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 | $89,261,000 | 636 |
| Mortgage-backed securities | $43,033,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | $28,092,000 | 1,179 |
| Issued or guaranteed by U.S. | $28,092,000 | 1,173 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $14,941,000 | 1,148 |
| CMOs issued by government agencies or sponsored agencies | $9,132,000 | 1,277 |
| Privately issued | $5,809,000 | 537 |
| 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) | $3,000,000 | 1,788 |
| Available-for-sale securities (fair market value) | $94,282,000 | 1,239 |
| Total debt securities | $97,281,000 | 1,325 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,615 |
| Fair value | $3,007,000 | 1,667 |
| 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 | $105,687,000 | 1,252 |
| U.S. Government securities | $99,906,000 | 936 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $99,906,000 | 900 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $5,781,000 | 1,107 |
| Privately issued residential mortgage-backed securities | $5,781,000 | 591 |
| 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 | $105,020,000 | 570 |
| Mortgage-backed securities | $52,154,000 | 1,124 |
| Certificates of participation in pools of residential mortgages | $32,486,000 | 1,121 |
| Issued or guaranteed by U.S. | $32,486,000 | 1,113 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $19,668,000 | 949 |
| CMOs issued by government agencies or sponsored agencies | $13,887,000 | 976 |
| Privately issued | $5,781,000 | 570 |
| 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) | $3,000,000 | 1,804 |
| Available-for-sale securities (fair market value) | $102,687,000 | 1,135 |
| Total debt securities | $105,686,000 | 1,233 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,398 |
| Fair value | $2,920,000 | 1,500 |
| 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 | $113,238,000 | 1,141 |
| U.S. Government securities | $107,759,000 | 848 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $107,759,000 | 819 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $5,479,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $5,479,000 | 622 |
| 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 | $112,047,000 | 530 |
| Mortgage-backed securities | $55,639,000 | 1,087 |
| Certificates of participation in pools of residential mortgages | $33,074,000 | 1,129 |
| Issued or guaranteed by U.S. | $33,074,000 | 1,120 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $22,565,000 | 872 |
| CMOs issued by government agencies or sponsored agencies | $17,086,000 | 855 |
| Privately issued | $5,479,000 | 598 |
| 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) | $5,993,000 | 1,424 |
| Available-for-sale securities (fair market value) | $107,245,000 | 1,058 |
| Total debt securities | $113,238,000 | 1,126 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,166 |
| Fair value | $2,831,000 | 1,272 |
| 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 | $133,405,000 | 960 |
| U.S. Government securities | $127,260,000 | 703 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $127,260,000 | 678 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $6,145,000 | 1,163 |
| Privately issued residential mortgage-backed securities | $6,145,000 | 638 |
| 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 | $125,284,000 | 470 |
| Mortgage-backed securities | $64,542,000 | 965 |
| Certificates of participation in pools of residential mortgages | $40,557,000 | 990 |
| Issued or guaranteed by U.S. | $40,557,000 | 984 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $23,985,000 | 821 |
| CMOs issued by government agencies or sponsored agencies | $17,840,000 | 796 |
| Privately issued | $6,145,000 | 613 |
| 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) | $5,993,000 | 1,468 |
| Available-for-sale securities (fair market value) | $127,412,000 | 865 |
| Total debt securities | $133,405,000 | 943 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 822 |
| Fair value | $2,884,000 | 896 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $155,110,000 | 818 |
| U.S. Government securities | $137,690,000 | 648 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $137,690,000 | 615 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $5,905,000 | 1,217 |
| Privately issued residential mortgage-backed securities | $5,905,000 | 657 |
| 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 | $11,515,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,732,000 | 409 |
| Mortgage-backed securities | $75,933,000 | 841 |
| Certificates of participation in pools of residential mortgages | $51,292,000 | 808 |
| Issued or guaranteed by U.S. | $51,292,000 | 797 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $24,641,000 | 790 |
| CMOs issued by government agencies or sponsored agencies | $18,736,000 | 745 |
| Privately issued | $5,905,000 | 634 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $155,110,000 | 698 |
| Total debt securities | $143,594,000 | 859 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 542 |
| Fair value | $2,779,000 | 617 |
| 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 | $146,642,000 | 845 |
| U.S. Government securities | $129,087,000 | 695 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $129,087,000 | 670 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $6,046,000 | 1,132 |
| Privately issued residential mortgage-backed securities | $6,046,000 | 655 |
| 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 | $11,509,000 | 190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,372,000 | 700 |
| Mortgage-backed securities | $89,066,000 | 731 |
| Certificates of participation in pools of residential mortgages | $63,540,000 | 682 |
| Issued or guaranteed by U.S. | $63,540,000 | 669 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $25,526,000 | 779 |
| CMOs issued by government agencies or sponsored agencies | $19,480,000 | 704 |
| Privately issued | $6,046,000 | 627 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $146,642,000 | 721 |
| Total debt securities | $135,133,000 | 910 |
| 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 | $118,672,000 | 1,037 |
| U.S. Government securities | $99,276,000 | 851 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $99,276,000 | 829 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $8,093,000 | 949 |
| Privately issued residential mortgage-backed securities | $8,093,000 | 562 |
| 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 | $11,303,000 | 177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,814,000 | 799 |
| Mortgage-backed securities | $71,518,000 | 875 |
| Certificates of participation in pools of residential mortgages | $48,607,000 | 854 |
| Issued or guaranteed by U.S. | $48,607,000 | 846 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $22,911,000 | 811 |
| CMOs issued by government agencies or sponsored agencies | $14,818,000 | 827 |
| Privately issued | $8,093,000 | 535 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $118,672,000 | 891 |
| Total debt securities | $107,369,000 | 1,116 |
| 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 | $84,947,000 | 1,402 |
| U.S. Government securities | $76,978,000 | 1,075 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $76,978,000 | 1,053 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $7,969,000 | 932 |
| Privately issued residential mortgage-backed securities | $7,969,000 | 572 |
| 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 | $70,999,000 | 777 |
| Mortgage-backed securities | $52,806,000 | 1,092 |
| Certificates of participation in pools of residential mortgages | $27,932,000 | 1,292 |
| Issued or guaranteed by U.S. | $27,932,000 | 1,280 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $24,874,000 | 723 |
| CMOs issued by government agencies or sponsored agencies | $16,905,000 | 696 |
| Privately issued | $7,969,000 | 546 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $84,947,000 | 1,210 |
| Total debt securities | $84,947,000 | 1,375 |
| 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 | $102,736,000 | 1,181 |
| U.S. Government securities | $48,762,000 | 1,708 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $48,762,000 | 1,680 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $9,580,000 | 879 |
| Privately issued residential mortgage-backed securities | $9,580,000 | 522 |
| 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 | $44,394,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,403,000 | 924 |
| Mortgage-backed securities | $28,929,000 | 1,727 |
| Certificates of participation in pools of residential mortgages | $7,765,000 | 2,981 |
| Issued or guaranteed by U.S. | $7,765,000 | 2,967 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $21,164,000 | 785 |
| CMOs issued by government agencies or sponsored agencies | $11,584,000 | 897 |
| Privately issued | $9,580,000 | 493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $102,736,000 | 1,016 |
| Total debt securities | $58,341,000 | 1,994 |
| 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 | $99,209,000 | 1,236 |
| U.S. Government securities | $68,648,000 | 1,224 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $68,648,000 | 1,201 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $10,333,000 | 829 |
| Privately issued residential mortgage-backed securities | $10,333,000 | 483 |
| 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 | $20,228,000 | 185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,163,000 | 848 |
| Mortgage-backed securities | $25,320,000 | 1,812 |
| Certificates of participation in pools of residential mortgages | $8,066,000 | 2,839 |
| Issued or guaranteed by U.S. | $8,066,000 | 2,828 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $17,254,000 | 870 |
| CMOs issued by government agencies or sponsored agencies | $6,921,000 | 1,194 |
| Privately issued | $10,333,000 | 456 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $99,209,000 | 1,077 |
| Total debt securities | $78,981,000 | 1,470 |
| 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 | $89,572,000 | 1,339 |
| U.S. Government securities | $36,862,000 | 2,212 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $36,862,000 | 2,169 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $8,068,000 | 903 |
| Privately issued residential mortgage-backed securities | $8,068,000 | 505 |
| 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 | $44,642,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,228,000 | 1,589 |
| Mortgage-backed securities | $25,604,000 | 1,610 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $25,604,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $17,536,000 | 608 |
| Privately issued | $8,068,000 | 477 |
| 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) | $89,572,000 | 1,161 |
| Total debt securities | $44,930,000 | 2,477 |
| 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 | $44,337,000 | 2,553 |
| U.S. Government securities | $41,652,000 | 1,996 |
| U.S. Treasury securities | $1,498,000 | 667 |
| U.S. Government agency obligations | $40,154,000 | 2,009 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $2,685,000 | 1,416 |
| Privately issued residential mortgage-backed securities | $2,685,000 | 734 |
| 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 | $24,927,000 | 1,832 |
| Mortgage-backed securities | $20,629,000 | 1,757 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $20,629,000 | 699 |
| CMOs issued by government agencies or sponsored agencies | $17,944,000 | 577 |
| Privately issued | $2,685,000 | 695 |
| 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) | $44,337,000 | 2,228 |
| Total debt securities | $44,337,000 | 2,508 |
| 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 | $36,687,000 | 2,954 |
| U.S. Government securities | $33,922,000 | 2,413 |
| U.S. Treasury securities | $1,493,000 | 752 |
| U.S. Government agency obligations | $32,429,000 | 2,452 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $2,765,000 | 1,341 |
| Privately issued residential mortgage-backed securities | $2,765,000 | 685 |
| 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 | $26,663,000 | 1,720 |
| Mortgage-backed securities | $21,050,000 | 1,699 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $21,050,000 | 679 |
| CMOs issued by government agencies or sponsored agencies | $18,285,000 | 565 |
| Privately issued | $2,765,000 | 647 |
| 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) | $36,687,000 | 2,585 |
| Total debt securities | $36,687,000 | 2,911 |
| 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 | $38,130,000 | 2,893 |
| U.S. Government securities | $35,253,000 | 2,358 |
| U.S. Treasury securities | $1,491,000 | 812 |
| U.S. Government agency obligations | $33,762,000 | 2,374 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $2,877,000 | 1,326 |
| Privately issued residential mortgage-backed securities | $2,877,000 | 656 |
| 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 | $16,392,000 | 2,517 |
| Mortgage-backed securities | $22,055,000 | 1,633 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $22,055,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $19,178,000 | 550 |
| Privately issued | $2,877,000 | 614 |
| 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) | $38,130,000 | 2,521 |
| Total debt securities | $38,130,000 | 2,845 |
| 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 | $35,034,000 | 3,111 |
| U.S. Government securities | $32,117,000 | 2,593 |
| U.S. Treasury securities | $5,969,000 | 395 |
| U.S. Government agency obligations | $26,148,000 | 2,969 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $2,917,000 | 1,319 |
| Privately issued residential mortgage-backed securities | $2,917,000 | 636 |
| 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 | $8,631,000 | 3,661 |
| Mortgage-backed securities | $21,822,000 | 1,632 |
| Certificates of participation in pools of residential mortgages | $7,942,000 | 2,373 |
| Issued or guaranteed by U.S. | $7,942,000 | 2,360 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $13,880,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $10,963,000 | 818 |
| Privately issued | $2,917,000 | 602 |
| 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) | $35,034,000 | 2,702 |
| Total debt securities | $35,034,000 | 3,072 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,262 |
| Fair value | $2,500,000 | 1,260 |
| 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 | $35,796,000 | 3,095 |
| U.S. Government securities | $32,834,000 | 2,577 |
| U.S. Treasury securities | $5,985,000 | 408 |
| U.S. Government agency obligations | $26,849,000 | 2,933 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $2,962,000 | 1,303 |
| Privately issued residential mortgage-backed securities | $2,962,000 | 629 |
| 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 | $12,919,000 | 2,942 |
| Mortgage-backed securities | $22,430,000 | 1,613 |
| Certificates of participation in pools of residential mortgages | $8,222,000 | 2,342 |
| Issued or guaranteed by U.S. | $8,222,000 | 2,328 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $14,208,000 | 845 |
| CMOs issued by government agencies or sponsored agencies | $11,246,000 | 791 |
| Privately issued | $2,962,000 | 586 |
| 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) | $35,796,000 | 2,681 |
| Total debt securities | $35,796,000 | 3,054 |
| Structured notes | ||
| Amortized cost | $2,633,000 | 1,318 |
| Fair value | $2,555,000 | 1,330 |
| 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 | $24,900,000 | 3,968 |
| U.S. Government securities | $24,900,000 | 3,201 |
| U.S. Treasury securities | $5,985,000 | 434 |
| U.S. Government agency obligations | $18,915,000 | 3,815 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $14,054,000 | 2,805 |
| Mortgage-backed securities | $14,086,000 | 2,198 |
| Certificates of participation in pools of residential mortgages | $8,377,000 | 2,338 |
| Issued or guaranteed by U.S. | $8,377,000 | 2,327 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,709,000 | 1,380 |
| CMOs issued by government agencies or sponsored agencies | $5,709,000 | 1,173 |
| 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) | $24,900,000 | 3,465 |
| Total debt securities | $24,899,000 | 3,913 |
| Structured notes | ||
| Amortized cost | $2,883,000 | 1,320 |
| Fair value | $2,752,000 | 1,325 |
| 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 | $17,236,000 | 5,017 |
| U.S. Government securities | $17,236,000 | 4,192 |
| U.S. Treasury securities | $5,985,000 | 472 |
| U.S. Government agency obligations | $11,251,000 | 5,162 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $13,177,000 | 2,894 |
| Mortgage-backed securities | $5,773,000 | 3,460 |
| Certificates of participation in pools of residential mortgages | $5,773,000 | 2,877 |
| Issued or guaranteed by U.S. | $5,773,000 | 2,863 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $17,236,000 | 4,371 |
| Total debt securities | $17,236,000 | 4,959 |
| Structured notes | ||
| Amortized cost | $3,413,000 | 1,196 |
| Fair value | $3,304,000 | 1,203 |
| 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 | $11,953,000 | 5,922 |
| U.S. Government securities | $11,953,000 | 5,131 |
| U.S. Treasury securities | $1,999,000 | 877 |
| U.S. Government agency obligations | $9,954,000 | 5,444 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $10,205,000 | 3,347 |
| Mortgage-backed securities | $6,081,000 | 3,439 |
| Certificates of participation in pools of residential mortgages | $6,081,000 | 2,840 |
| Issued or guaranteed by U.S. | $6,081,000 | 2,830 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| 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) | $11,953,000 | 5,234 |
| Total debt securities | $11,953,000 | 5,861 |
| Structured notes | ||
| Amortized cost | $3,992,000 | 1,059 |
| Fair value | $3,873,000 | 1,078 |
| 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 | $10,929,000 | 6,150 |
| U.S. Government securities | $10,929,000 | 5,337 |
| U.S. Treasury securities | $496,000 | 1,442 |
| U.S. Government agency obligations | $10,433,000 | 5,336 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $7,082,000 | 3,998 |
| Mortgage-backed securities | $6,479,000 | 3,354 |
| Certificates of participation in pools of residential mortgages | $6,479,000 | 2,774 |
| Issued or guaranteed by U.S. | $6,479,000 | 2,763 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| 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) | $10,929,000 | 5,428 |
| Total debt securities | $10,929,000 | 6,084 |
| Structured notes | ||
| Amortized cost | $3,991,000 | 1,038 |
| Fair value | $3,954,000 | 1,020 |
| 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 | $10,762,000 | 6,218 |
| U.S. Government securities | $10,762,000 | 5,439 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,762,000 | 5,300 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $0 | 7,094 |
| Mortgage-backed securities | $6,787,000 | 3,374 |
| Certificates of participation in pools of residential mortgages | $6,787,000 | 2,773 |
| Issued or guaranteed by U.S. | $6,787,000 | 2,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| 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) | $10,762,000 | 5,486 |
| Total debt securities | $10,762,000 | 6,150 |
| Structured notes | ||
| Amortized cost | $3,990,000 | 1,042 |
| Fair value | $3,975,000 | 1,019 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |