Home > Liberty Bank of Arkansas > Securities
Liberty Bank of Arkansas, Securities
| 2013-09-30 | Rank | |
| Total securities | $706,869,000 | 220 |
| U.S. Government securities | $597,995,000 | 186 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $597,995,000 | 182 |
| Securities issued by states & political subdivisions | $108,874,000 | 262 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $523,002,000 | 140 |
| Mortgage-backed securities | $34,389,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | $4,199,000 | 3,661 |
| Issued or guaranteed by U.S. | $4,199,000 | 3,657 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $20,257,000 | 930 |
| CMOs issued by government agencies or sponsored agencies | $20,257,000 | 879 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $9,933,000 | 278 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $9,933,000 | 155 |
| Held to maturity securities (book value) | $294,113,000 | 104 |
| Available-for-sale securities (fair market value) | $412,756,000 | 324 |
| Total debt securities | $706,868,000 | 212 |
| Structured notes | ||
| Amortized cost | $6,720,000 | 579 |
| Fair value | $6,913,000 | 551 |
| 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 | $685,733,000 | 227 |
| U.S. Government securities | $580,642,000 | 195 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $580,642,000 | 189 |
| Securities issued by states & political subdivisions | $105,091,000 | 266 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $572,601,000 | 131 |
| Mortgage-backed securities | $15,808,000 | 2,662 |
| Certificates of participation in pools of residential mortgages | $85,000 | 5,205 |
| Issued or guaranteed by U.S. | $85,000 | 5,197 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,723,000 | 1,097 |
| CMOs issued by government agencies or sponsored agencies | $15,723,000 | 1,035 |
| 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) | $290,988,000 | 88 |
| Available-for-sale securities (fair market value) | $394,745,000 | 334 |
| Total debt securities | $685,733,000 | 222 |
| Structured notes | ||
| Amortized cost | $7,573,000 | 515 |
| Fair value | $7,808,000 | 486 |
| 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 | $707,165,000 | 224 |
| U.S. Government securities | $610,559,000 | 186 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $610,559,000 | 183 |
| Securities issued by states & political subdivisions | $96,606,000 | 293 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $578,200,000 | 129 |
| Mortgage-backed securities | $369,000 | 5,275 |
| Certificates of participation in pools of residential mortgages | $127,000 | 5,208 |
| Issued or guaranteed by U.S. | $127,000 | 5,204 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $242,000 | 3,418 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 3,268 |
| 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) | $288,435,000 | 85 |
| Available-for-sale securities (fair market value) | $418,730,000 | 321 |
| Total debt securities | $707,164,000 | 216 |
| Structured notes | ||
| Amortized cost | $8,714,000 | 454 |
| Fair value | $9,049,000 | 435 |
| 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 | $701,255,000 | 219 |
| U.S. Government securities | $605,701,000 | 184 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $605,701,000 | 181 |
| Securities issued by states & political subdivisions | $95,554,000 | 290 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $612,162,000 | 127 |
| Mortgage-backed securities | $450,000 | 5,280 |
| Certificates of participation in pools of residential mortgages | $176,000 | 5,189 |
| Issued or guaranteed by U.S. | $176,000 | 5,185 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $274,000 | 3,435 |
| CMOs issued by government agencies or sponsored agencies | $274,000 | 3,290 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $297,696,000 | 81 |
| Available-for-sale securities (fair market value) | $403,559,000 | 326 |
| Total debt securities | $701,254,000 | 213 |
| Structured notes | ||
| Amortized cost | $9,843,000 | 429 |
| Fair value | $10,243,000 | 405 |
| 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 | $690,703,000 | 225 |
| U.S. Government securities | $597,686,000 | 189 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $597,686,000 | 185 |
| Securities issued by states & political subdivisions | $93,017,000 | 283 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $581,532,000 | 130 |
| Mortgage-backed securities | $537,000 | 5,332 |
| Certificates of participation in pools of residential mortgages | $232,000 | 5,233 |
| Issued or guaranteed by U.S. | $232,000 | 5,225 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $305,000 | 3,497 |
| CMOs issued by government agencies or sponsored agencies | $305,000 | 3,344 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $348,475,000 | 77 |
| Available-for-sale securities (fair market value) | $342,228,000 | 398 |
| Total debt securities | $690,702,000 | 218 |
| Structured notes | ||
| Amortized cost | $11,248,000 | 392 |
| Fair value | $11,766,000 | 382 |
| 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 | $682,081,000 | 225 |
| U.S. Government securities | $591,253,000 | 194 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $591,253,000 | 190 |
| Securities issued by states & political subdivisions | $90,828,000 | 280 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $571,623,000 | 136 |
| Mortgage-backed securities | $628,000 | 5,336 |
| Certificates of participation in pools of residential mortgages | $291,000 | 5,221 |
| Issued or guaranteed by U.S. | $291,000 | 5,213 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $337,000 | 3,483 |
| CMOs issued by government agencies or sponsored agencies | $337,000 | 3,325 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $284,353,000 | 88 |
| Available-for-sale securities (fair market value) | $397,728,000 | 344 |
| Total debt securities | $682,082,000 | 222 |
| Structured notes | ||
| Amortized cost | $12,949,000 | 392 |
| Fair value | $13,540,000 | 370 |
| 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 | $708,688,000 | 224 |
| U.S. Government securities | $623,131,000 | 191 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $623,131,000 | 190 |
| Securities issued by states & political subdivisions | $85,557,000 | 291 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $608,239,000 | 132 |
| Mortgage-backed securities | $741,000 | 5,311 |
| Certificates of participation in pools of residential mortgages | $357,000 | 5,202 |
| Issued or guaranteed by U.S. | $357,000 | 5,196 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $384,000 | 3,487 |
| CMOs issued by government agencies or sponsored agencies | $384,000 | 3,323 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $252,012,000 | 94 |
| Available-for-sale securities (fair market value) | $456,676,000 | 311 |
| Total debt securities | $708,687,000 | 222 |
| Structured notes | ||
| Amortized cost | $17,837,000 | 337 |
| Fair value | $18,422,000 | 321 |
| 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 | $674,208,000 | 231 |
| U.S. Government securities | $590,358,000 | 196 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $590,358,000 | 193 |
| Securities issued by states & political subdivisions | $83,850,000 | 297 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $622,817,000 | 123 |
| Mortgage-backed securities | $924,000 | 5,235 |
| Certificates of participation in pools of residential mortgages | $437,000 | 5,125 |
| Issued or guaranteed by U.S. | $437,000 | 5,111 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $487,000 | 3,369 |
| CMOs issued by government agencies or sponsored agencies | $487,000 | 3,122 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $174,775,000 | 129 |
| Available-for-sale securities (fair market value) | $499,433,000 | 276 |
| Total debt securities | $674,207,000 | 226 |
| Structured notes | ||
| Amortized cost | $21,419,000 | 251 |
| Fair value | $22,072,000 | 244 |
| 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 | $677,677,000 | 227 |
| U.S. Government securities | $598,583,000 | 189 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $598,583,000 | 185 |
| Securities issued by states & political subdivisions | $79,094,000 | 303 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $555,141,000 | 126 |
| Mortgage-backed securities | $1,128,000 | 5,157 |
| Certificates of participation in pools of residential mortgages | $529,000 | 5,057 |
| Issued or guaranteed by U.S. | $529,000 | 5,044 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $599,000 | 3,298 |
| CMOs issued by government agencies or sponsored agencies | $599,000 | 3,041 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $106,450,000 | 189 |
| Available-for-sale securities (fair market value) | $571,227,000 | 232 |
| Total debt securities | $677,675,000 | 222 |
| Structured notes | ||
| Amortized cost | $23,040,000 | 220 |
| Fair value | $23,960,000 | 214 |
| 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 | $632,424,000 | 243 |
| U.S. Government securities | $555,420,000 | 209 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $555,420,000 | 202 |
| Securities issued by states & political subdivisions | $77,004,000 | 301 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $551,890,000 | 128 |
| Mortgage-backed securities | $1,454,000 | 5,056 |
| Certificates of participation in pools of residential mortgages | $693,000 | 4,979 |
| Issued or guaranteed by U.S. | $693,000 | 4,969 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $761,000 | 3,185 |
| CMOs issued by government agencies or sponsored agencies | $761,000 | 2,933 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $279,492,000 | 89 |
| Available-for-sale securities (fair market value) | $352,932,000 | 360 |
| Total debt securities | $632,424,000 | 239 |
| Structured notes | ||
| Amortized cost | $29,650,000 | 204 |
| Fair value | $30,434,000 | 190 |
| 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 | $641,142,000 | 235 |
| U.S. Government securities | $567,598,000 | 205 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $567,598,000 | 198 |
| Securities issued by states & political subdivisions | $73,544,000 | 311 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $558,750,000 | 132 |
| Mortgage-backed securities | $1,837,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $894,000 | 4,844 |
| Issued or guaranteed by U.S. | $894,000 | 4,838 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $943,000 | 3,046 |
| CMOs issued by government agencies or sponsored agencies | $943,000 | 2,786 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $361,179,000 | 70 |
| Available-for-sale securities (fair market value) | $279,963,000 | 467 |
| Total debt securities | $641,143,000 | 230 |
| Structured notes | ||
| Amortized cost | $41,152,000 | 144 |
| Fair value | $41,585,000 | 142 |
| 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 | $630,437,000 | 236 |
| U.S. Government securities | $555,627,000 | 202 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $555,627,000 | 195 |
| Securities issued by states & political subdivisions | $74,810,000 | 295 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $528,089,000 | 135 |
| Mortgage-backed securities | $2,191,000 | 4,713 |
| Certificates of participation in pools of residential mortgages | $1,020,000 | 4,687 |
| Issued or guaranteed by U.S. | $1,020,000 | 4,680 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,171,000 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $1,171,000 | 2,639 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $379,445,000 | 65 |
| Available-for-sale securities (fair market value) | $250,992,000 | 506 |
| Total debt securities | $630,437,000 | 233 |
| Structured notes | ||
| Amortized cost | $40,600,000 | 132 |
| Fair value | $40,974,000 | 130 |
| 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 | $600,424,000 | 227 |
| U.S. Government securities | $526,111,000 | 198 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $526,111,000 | 193 |
| Securities issued by states & political subdivisions | $74,313,000 | 274 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,599,000 | 129 |
| Mortgage-backed securities | $2,706,000 | 4,580 |
| Certificates of participation in pools of residential mortgages | $1,201,000 | 4,599 |
| Issued or guaranteed by U.S. | $1,201,000 | 4,591 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,505,000 | 2,770 |
| CMOs issued by government agencies or sponsored agencies | $1,505,000 | 2,499 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $352,652,000 | 62 |
| Available-for-sale securities (fair market value) | $247,772,000 | 477 |
| Total debt securities | $600,424,000 | 226 |
| Structured notes | ||
| Amortized cost | $49,887,000 | 85 |
| Fair value | $51,354,000 | 81 |
| 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 | $613,702,000 | 222 |
| U.S. Government securities | $543,625,000 | 193 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $543,625,000 | 187 |
| Securities issued by states & political subdivisions | $70,077,000 | 272 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,885,000 | 133 |
| Mortgage-backed securities | $3,832,000 | 4,303 |
| Certificates of participation in pools of residential mortgages | $1,393,000 | 4,559 |
| Issued or guaranteed by U.S. | $1,393,000 | 4,552 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,439,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $2,439,000 | 2,139 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $261,077,000 | 86 |
| Available-for-sale securities (fair market value) | $352,625,000 | 321 |
| Total debt securities | $613,703,000 | 220 |
| Structured notes | ||
| Amortized cost | $53,782,000 | 80 |
| Fair value | $54,901,000 | 77 |
| 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 | $598,538,000 | 221 |
| U.S. Government securities | $528,091,000 | 195 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $528,091,000 | 184 |
| Securities issued by states & political subdivisions | $70,447,000 | 263 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $498,061,000 | 133 |
| Mortgage-backed securities | $4,774,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $1,593,000 | 4,597 |
| Issued or guaranteed by U.S. | $1,593,000 | 4,585 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,181,000 | 2,175 |
| CMOs issued by government agencies or sponsored agencies | $3,181,000 | 1,900 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $66,090,000 | 278 |
| Available-for-sale securities (fair market value) | $532,448,000 | 213 |
| Total debt securities | $598,538,000 | 217 |
| Structured notes | ||
| Amortized cost | $82,409,000 | 33 |
| Fair value | $82,937,000 | 33 |
| 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 | $559,065,000 | 238 |
| U.S. Government securities | $490,168,000 | 202 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $490,168,000 | 194 |
| Securities issued by states & political subdivisions | $68,897,000 | 271 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $466,932,000 | 146 |
| Mortgage-backed securities | $5,667,000 | 4,001 |
| Certificates of participation in pools of residential mortgages | $1,859,000 | 4,561 |
| Issued or guaranteed by U.S. | $1,859,000 | 4,553 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,808,000 | 2,043 |
| CMOs issued by government agencies or sponsored agencies | $3,808,000 | 1,760 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $179,895,000 | 108 |
| Available-for-sale securities (fair market value) | $379,170,000 | 306 |
| Total debt securities | $559,065,000 | 232 |
| Structured notes | ||
| Amortized cost | $117,112,000 | 16 |
| Fair value | $116,662,000 | 17 |
| 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 | $550,179,000 | 247 |
| U.S. Government securities | $485,493,000 | 202 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $485,493,000 | 197 |
| Securities issued by states & political subdivisions | $59,686,000 | 331 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $5,000,000 | 319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $427,642,000 | 157 |
| Mortgage-backed securities | $19,100,000 | 2,406 |
| Certificates of participation in pools of residential mortgages | $12,297,000 | 2,374 |
| Issued or guaranteed by U.S. | $12,297,000 | 2,364 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,803,000 | 1,634 |
| CMOs issued by government agencies or sponsored agencies | $6,803,000 | 1,347 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $209,806,000 | 104 |
| Available-for-sale securities (fair market value) | $340,373,000 | 339 |
| Total debt securities | $545,178,000 | 239 |
| Structured notes | ||
| Amortized cost | $177,289,000 | 6 |
| Fair value | $179,511,000 | 5 |
| 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 | $539,575,000 | 249 |
| U.S. Government securities | $483,590,000 | 197 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $483,590,000 | 193 |
| Securities issued by states & political subdivisions | $55,985,000 | 344 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $425,342,000 | 165 |
| Mortgage-backed securities | $21,519,000 | 2,262 |
| Certificates of participation in pools of residential mortgages | $13,112,000 | 2,332 |
| Issued or guaranteed by U.S. | $13,112,000 | 2,323 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $8,407,000 | 1,488 |
| CMOs issued by government agencies or sponsored agencies | $8,407,000 | 1,196 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $136,854,000 | 153 |
| Available-for-sale securities (fair market value) | $402,721,000 | 287 |
| Total debt securities | $539,574,000 | 240 |
| Structured notes | ||
| Amortized cost | $248,588,000 | 4 |
| Fair value | $246,835,000 | 4 |
| 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 | $576,302,000 | 244 |
| U.S. Government securities | $525,562,000 | 203 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $525,562,000 | 200 |
| Securities issued by states & political subdivisions | $50,740,000 | 365 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $438,199,000 | 168 |
| Mortgage-backed securities | $24,167,000 | 2,120 |
| Certificates of participation in pools of residential mortgages | $14,238,000 | 2,262 |
| Issued or guaranteed by U.S. | $14,238,000 | 2,247 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,929,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $9,929,000 | 1,072 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $156,006,000 | 134 |
| Available-for-sale securities (fair market value) | $420,296,000 | 274 |
| Total debt securities | $576,300,000 | 238 |
| Structured notes | ||
| Amortized cost | $283,737,000 | 4 |
| Fair value | $284,487,000 | 4 |
| 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 | $485,722,000 | 271 |
| U.S. Government securities | $432,704,000 | 219 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $432,704,000 | 215 |
| Securities issued by states & political subdivisions | $48,545,000 | 372 |
| Other domestic debt securities | $4,473,000 | 1,281 |
| Privately issued residential mortgage-backed securities | $4,473,000 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $426,364,000 | 164 |
| Mortgage-backed securities | $31,186,000 | 1,725 |
| Certificates of participation in pools of residential mortgages | $15,388,000 | 2,118 |
| Issued or guaranteed by U.S. | $15,388,000 | 2,104 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $15,798,000 | 1,003 |
| CMOs issued by government agencies or sponsored agencies | $11,325,000 | 969 |
| Privately issued | $4,473,000 | 687 |
| 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) | $49,600,000 | 363 |
| Available-for-sale securities (fair market value) | $436,122,000 | 254 |
| Total debt securities | $485,721,000 | 264 |
| Structured notes | ||
| Amortized cost | $230,358,000 | 4 |
| Fair value | $231,538,000 | 4 |
| 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 | $453,225,000 | 282 |
| U.S. Government securities | $404,598,000 | 221 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $404,598,000 | 217 |
| Securities issued by states & political subdivisions | $48,627,000 | 353 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $406,743,000 | 165 |
| Mortgage-backed securities | $28,142,000 | 1,772 |
| Certificates of participation in pools of residential mortgages | $15,552,000 | 2,035 |
| Issued or guaranteed by U.S. | $15,552,000 | 2,022 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $12,590,000 | 1,119 |
| CMOs issued by government agencies or sponsored agencies | $12,590,000 | 871 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $58,964,000 | 308 |
| Available-for-sale securities (fair market value) | $394,261,000 | 271 |
| Total debt securities | $453,222,000 | 274 |
| Structured notes | ||
| Amortized cost | $187,694,000 | 5 |
| Fair value | $186,920,000 | 5 |
| 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 | $448,075,000 | 287 |
| U.S. Government securities | $399,903,000 | 220 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $399,903,000 | 216 |
| Securities issued by states & political subdivisions | $48,172,000 | 368 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $393,684,000 | 164 |
| Mortgage-backed securities | $30,978,000 | 1,627 |
| Certificates of participation in pools of residential mortgages | $17,004,000 | 1,890 |
| Issued or guaranteed by U.S. | $17,004,000 | 1,880 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $13,974,000 | 1,032 |
| CMOs issued by government agencies or sponsored agencies | $13,974,000 | 803 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $61,355,000 | 298 |
| Available-for-sale securities (fair market value) | $386,720,000 | 281 |
| Total debt securities | $448,075,000 | 282 |
| Structured notes | ||
| Amortized cost | $175,620,000 | 6 |
| Fair value | $174,053,000 | 5 |
| 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 | $448,705,000 | 298 |
| U.S. Government securities | $392,006,000 | 232 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $392,006,000 | 228 |
| Securities issued by states & political subdivisions | $44,372,000 | 422 |
| Other domestic debt securities | $12,327,000 | 751 |
| Privately issued residential mortgage-backed securities | $12,327,000 | 445 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,041,000 | 191 |
| Mortgage-backed securities | $46,495,000 | 1,146 |
| Certificates of participation in pools of residential mortgages | $18,574,000 | 1,712 |
| Issued or guaranteed by U.S. | $18,574,000 | 1,703 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $27,921,000 | 641 |
| CMOs issued by government agencies or sponsored agencies | $15,594,000 | 718 |
| Privately issued | $12,327,000 | 420 |
| 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) | $80,200,000 | 221 |
| Available-for-sale securities (fair market value) | $368,505,000 | 311 |
| Total debt securities | $448,705,000 | 286 |
| Structured notes | ||
| Amortized cost | $148,212,000 | 8 |
| Fair value | $148,632,000 | 7 |
| 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 | $443,911,000 | 288 |
| U.S. Government securities | $393,908,000 | 233 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $393,908,000 | 226 |
| Securities issued by states & political subdivisions | $47,522,000 | 374 |
| Other domestic debt securities | $981,000 | 2,043 |
| Privately issued residential mortgage-backed securities | $981,000 | 1,018 |
| 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 | $1,500,000 | 869 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,693,000 | 184 |
| Mortgage-backed securities | $23,989,000 | 1,692 |
| Certificates of participation in pools of residential mortgages | $9,952,000 | 2,287 |
| Issued or guaranteed by U.S. | $9,952,000 | 2,273 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $14,037,000 | 933 |
| CMOs issued by government agencies or sponsored agencies | $13,056,000 | 766 |
| Privately issued | $981,000 | 967 |
| 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) | $190,311,000 | 105 |
| Available-for-sale securities (fair market value) | $253,600,000 | 423 |
| Total debt securities | $442,410,000 | 282 |
| Structured notes | ||
| Amortized cost | $108,601,000 | 13 |
| Fair value | $108,632,000 | 13 |
| 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 | $447,332,000 | 295 |
| U.S. Government securities | $399,268,000 | 235 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $399,268,000 | 228 |
| Securities issued by states & political subdivisions | $46,564,000 | 384 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,500,000 | 849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $356,116,000 | 186 |
| Mortgage-backed securities | $18,254,000 | 1,923 |
| Certificates of participation in pools of residential mortgages | $6,232,000 | 2,786 |
| Issued or guaranteed by U.S. | $6,232,000 | 2,771 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $12,022,000 | 979 |
| CMOs issued by government agencies or sponsored agencies | $12,022,000 | 771 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $204,229,000 | 101 |
| Available-for-sale securities (fair market value) | $243,103,000 | 435 |
| Total debt securities | $445,833,000 | 284 |
| Structured notes | ||
| Amortized cost | $100,620,000 | 17 |
| Fair value | $99,470,000 | 17 |
| 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 | $455,730,000 | 295 |
| U.S. Government securities | $407,477,000 | 235 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $407,477,000 | 227 |
| Securities issued by states & political subdivisions | $46,753,000 | 378 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,500,000 | 846 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $345,963,000 | 198 |
| Mortgage-backed securities | $19,563,000 | 1,784 |
| Certificates of participation in pools of residential mortgages | $6,441,000 | 2,663 |
| Issued or guaranteed by U.S. | $6,441,000 | 2,650 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,122,000 | 902 |
| CMOs issued by government agencies or sponsored agencies | $13,122,000 | 697 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $208,136,000 | 102 |
| Available-for-sale securities (fair market value) | $247,594,000 | 426 |
| Total debt securities | $454,231,000 | 285 |
| Structured notes | ||
| Amortized cost | $102,539,000 | 18 |
| Fair value | $100,777,000 | 18 |
| 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 | $457,336,000 | 300 |
| U.S. Government securities | $408,667,000 | 239 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $408,667,000 | 231 |
| Securities issued by states & political subdivisions | $47,190,000 | 372 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,479,000 | 873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $336,327,000 | 212 |
| Mortgage-backed securities | $21,068,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | $6,983,000 | 2,551 |
| Issued or guaranteed by U.S. | $6,983,000 | 2,541 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $14,085,000 | 861 |
| CMOs issued by government agencies or sponsored agencies | $14,085,000 | 678 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $212,469,000 | 107 |
| Available-for-sale securities (fair market value) | $244,867,000 | 433 |
| Total debt securities | $455,858,000 | 291 |
| Structured notes | ||
| Amortized cost | $97,682,000 | 20 |
| Fair value | $96,648,000 | 20 |
| 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 | $448,352,000 | 302 |
| U.S. Government securities | $388,871,000 | 250 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $388,871,000 | 242 |
| Securities issued by states & political subdivisions | $58,012,000 | 284 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,469,000 | 897 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $323,806,000 | 219 |
| Mortgage-backed securities | $21,046,000 | 1,689 |
| Certificates of participation in pools of residential mortgages | $7,384,000 | 2,480 |
| Issued or guaranteed by U.S. | $7,384,000 | 2,467 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $13,662,000 | 879 |
| CMOs issued by government agencies or sponsored agencies | $13,662,000 | 704 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $212,986,000 | 104 |
| Available-for-sale securities (fair market value) | $235,366,000 | 450 |
| Total debt securities | $446,883,000 | 291 |
| Structured notes | ||
| Amortized cost | $85,761,000 | 22 |
| Fair value | $84,420,000 | 22 |
| 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 | $263,183,000 | 492 |
| U.S. Government securities | $241,209,000 | 395 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $241,209,000 | 384 |
| Securities issued by states & political subdivisions | $20,554,000 | 976 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,420,000 | 921 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,177,000 | 342 |
| Mortgage-backed securities | $14,511,000 | 2,158 |
| Certificates of participation in pools of residential mortgages | $7,623,000 | 2,448 |
| Issued or guaranteed by U.S. | $7,623,000 | 2,435 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $6,888,000 | 1,255 |
| CMOs issued by government agencies or sponsored agencies | $6,888,000 | 1,052 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $74,118,000 | 290 |
| Available-for-sale securities (fair market value) | $189,065,000 | 554 |
| Total debt securities | $261,763,000 | 481 |
| Structured notes | ||
| Amortized cost | $58,243,000 | 41 |
| Fair value | $56,470,000 | 42 |
| 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 | $257,257,000 | 509 |
| U.S. Government securities | $236,475,000 | 414 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $236,475,000 | 402 |
| Securities issued by states & political subdivisions | $19,362,000 | 1,022 |
| 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 | $1,420,000 | 923 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,572,000 | 332 |
| Mortgage-backed securities | $15,512,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $7,823,000 | 2,423 |
| Issued or guaranteed by U.S. | $7,823,000 | 2,412 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,689,000 | 1,176 |
| CMOs issued by government agencies or sponsored agencies | $7,689,000 | 977 |
| 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) | $74,147,000 | 299 |
| Available-for-sale securities (fair market value) | $183,110,000 | 583 |
| Total debt securities | $255,837,000 | 497 |
| Structured notes | ||
| Amortized cost | $56,760,000 | 48 |
| Fair value | $54,151,000 | 48 |
| 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 | $253,349,000 | 523 |
| U.S. Government securities | $234,257,000 | 434 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $234,257,000 | 416 |
| Securities issued by states & political subdivisions | $17,643,000 | 1,130 |
| 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 | $1,449,000 | 936 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,916,000 | 324 |
| Mortgage-backed securities | $13,966,000 | 2,224 |
| Certificates of participation in pools of residential mortgages | $8,456,000 | 2,372 |
| Issued or guaranteed by U.S. | $8,456,000 | 2,361 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,510,000 | 1,417 |
| CMOs issued by government agencies or sponsored agencies | $5,510,000 | 1,203 |
| 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) | $74,182,000 | 307 |
| Available-for-sale securities (fair market value) | $179,167,000 | 606 |
| Total debt securities | $251,901,000 | 513 |
| Structured notes | ||
| Amortized cost | $57,470,000 | 47 |
| Fair value | $55,734,000 | 48 |
| 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 | $245,404,000 | 549 |
| U.S. Government securities | $221,441,000 | 464 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $221,441,000 | 445 |
| Securities issued by states & political subdivisions | $19,987,000 | 982 |
| Other domestic debt securities | $2,476,000 | 1,485 |
| Privately issued residential mortgage-backed securities | $2,476,000 | 632 |
| 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 | $1,500,000 | 948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,440,000 | 331 |
| Mortgage-backed securities | $28,626,000 | 1,409 |
| Certificates of participation in pools of residential mortgages | $8,363,000 | 2,398 |
| Issued or guaranteed by U.S. | $8,363,000 | 2,389 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $20,263,000 | 691 |
| CMOs issued by government agencies or sponsored agencies | $17,787,000 | 589 |
| Privately issued | $2,476,000 | 592 |
| 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) | $74,218,000 | 316 |
| Available-for-sale securities (fair market value) | $171,186,000 | 627 |
| Total debt securities | $243,904,000 | 533 |
| Structured notes | ||
| Amortized cost | $35,877,000 | 83 |
| Fair value | $34,597,000 | 87 |
| 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 | $243,146,000 | 550 |
| U.S. Government securities | $222,761,000 | 461 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $222,761,000 | 439 |
| Securities issued by states & political subdivisions | $16,410,000 | 1,215 |
| Other domestic debt securities | $2,475,000 | 1,509 |
| Privately issued residential mortgage-backed securities | $2,475,000 | 628 |
| 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 | $1,500,000 | 949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,006,000 | 318 |
| Mortgage-backed securities | $27,114,000 | 1,488 |
| Certificates of participation in pools of residential mortgages | $8,846,000 | 2,367 |
| Issued or guaranteed by U.S. | $8,846,000 | 2,357 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $18,268,000 | 722 |
| CMOs issued by government agencies or sponsored agencies | $15,793,000 | 651 |
| Privately issued | $2,475,000 | 587 |
| 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) | $74,280,000 | 315 |
| Available-for-sale securities (fair market value) | $168,866,000 | 626 |
| Total debt securities | $241,645,000 | 536 |
| Structured notes | ||
| Amortized cost | $33,023,000 | 91 |
| Fair value | $32,077,000 | 95 |
| 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 | $206,747,000 | 627 |
| U.S. Government securities | $191,489,000 | 536 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $191,489,000 | 509 |
| Securities issued by states & political subdivisions | $10,777,000 | 1,802 |
| Other domestic debt securities | $2,481,000 | 1,541 |
| Privately issued residential mortgage-backed securities | $2,481,000 | 614 |
| 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 | $2,000,000 | 859 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,888,000 | 411 |
| Mortgage-backed securities | $19,083,000 | 1,906 |
| Certificates of participation in pools of residential mortgages | $6,422,000 | 2,856 |
| Issued or guaranteed by U.S. | $6,422,000 | 2,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $12,661,000 | 941 |
| CMOs issued by government agencies or sponsored agencies | $10,180,000 | 897 |
| Privately issued | $2,481,000 | 577 |
| 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) | $74,365,000 | 322 |
| Available-for-sale securities (fair market value) | $132,382,000 | 779 |
| Total debt securities | $204,747,000 | 610 |
| Structured notes | ||
| Amortized cost | $22,827,000 | 149 |
| Fair value | $22,238,000 | 151 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $180,152,000 | 711 |
| U.S. Government securities | $169,975,000 | 594 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $169,975,000 | 566 |
| Securities issued by states & political subdivisions | $8,177,000 | 2,241 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,000,000 | 881 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,476,000 | 457 |
| Mortgage-backed securities | $13,405,000 | 2,469 |
| Certificates of participation in pools of residential mortgages | $5,190,000 | 3,220 |
| Issued or guaranteed by U.S. | $5,190,000 | 3,213 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,215,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $8,215,000 | 1,044 |
| 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) | $54,644,000 | 438 |
| Available-for-sale securities (fair market value) | $125,508,000 | 846 |
| Total debt securities | $178,152,000 | 705 |
| Structured notes | ||
| Amortized cost | $19,482,000 | 189 |
| Fair value | $18,498,000 | 202 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $183,102,000 | 725 |
| U.S. Government securities | $172,388,000 | 599 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $172,388,000 | 576 |
| Securities issued by states & political subdivisions | $8,714,000 | 2,162 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,000,000 | 917 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,145,000 | 544 |
| Mortgage-backed securities | $9,256,000 | 3,056 |
| Certificates of participation in pools of residential mortgages | $5,554,000 | 3,141 |
| Issued or guaranteed by U.S. | $5,554,000 | 3,132 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,702,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $3,702,000 | 1,569 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,643,000 | 429 |
| Available-for-sale securities (fair market value) | $128,459,000 | 851 |
| Total debt securities | $181,102,000 | 713 |
| Structured notes | ||
| Amortized cost | $19,481,000 | 186 |
| Fair value | $18,852,000 | 199 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $181,513,000 | 726 |
| U.S. Government securities | $174,505,000 | 591 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $174,505,000 | 567 |
| Securities issued by states & political subdivisions | $7,008,000 | 2,519 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,403,000 | 440 |
| Mortgage-backed securities | $9,995,000 | 2,958 |
| Certificates of participation in pools of residential mortgages | $5,753,000 | 3,132 |
| Issued or guaranteed by U.S. | $5,753,000 | 3,126 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,242,000 | 1,641 |
| CMOs issued by government agencies or sponsored agencies | $4,242,000 | 1,453 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,641,000 | 420 |
| Available-for-sale securities (fair market value) | $126,872,000 | 862 |
| Total debt securities | $181,514,000 | 710 |
| Structured notes | ||
| Amortized cost | $19,481,000 | 201 |
| Fair value | $18,935,000 | 209 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $175,700,000 | 751 |
| U.S. Government securities | $169,625,000 | 610 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $169,625,000 | 589 |
| Securities issued by states & political subdivisions | $6,075,000 | 2,734 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,722,000 | 465 |
| Mortgage-backed securities | $8,003,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $3,792,000 | 3,810 |
| Issued or guaranteed by U.S. | $3,792,000 | 3,800 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,211,000 | 1,683 |
| CMOs issued by government agencies or sponsored agencies | $4,211,000 | 1,489 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,640,000 | 423 |
| Available-for-sale securities (fair market value) | $121,060,000 | 912 |
| Total debt securities | $175,699,000 | 733 |
| Structured notes | ||
| Amortized cost | $19,481,000 | 192 |
| Fair value | $18,170,000 | 208 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $171,644,000 | 770 |
| U.S. Government securities | $165,227,000 | 641 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $165,227,000 | 617 |
| Securities issued by states & political subdivisions | $6,417,000 | 2,665 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,070,000 | 472 |
| Mortgage-backed securities | $5,932,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $1,131,000 | 5,147 |
| Issued or guaranteed by U.S. | $1,131,000 | 5,131 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,801,000 | 1,624 |
| CMOs issued by government agencies or sponsored agencies | $4,801,000 | 1,434 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,639,000 | 405 |
| Available-for-sale securities (fair market value) | $117,005,000 | 958 |
| Total debt securities | $171,645,000 | 754 |
| Structured notes | ||
| Amortized cost | $19,480,000 | 165 |
| Fair value | $18,952,000 | 172 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $151,555,000 | 892 |
| U.S. Government securities | $144,710,000 | 729 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $144,710,000 | 704 |
| Securities issued by states & political subdivisions | $6,845,000 | 2,585 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,328,000 | 535 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,638,000 | 409 |
| Available-for-sale securities (fair market value) | $96,917,000 | 1,201 |
| Total debt securities | $151,556,000 | 870 |
| Structured notes | ||
| Amortized cost | $19,480,000 | 138 |
| Fair value | $18,922,000 | 138 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $151,565,000 | 893 |
| U.S. Government securities | $144,776,000 | 712 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $144,776,000 | 683 |
| Securities issued by states & political subdivisions | $6,789,000 | 2,592 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,213,000 | 548 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,637,000 | 403 |
| Available-for-sale securities (fair market value) | $96,928,000 | 1,172 |
| Total debt securities | $151,566,000 | 858 |
| Structured notes | ||
| Amortized cost | $19,479,000 | 113 |
| Fair value | $18,790,000 | 116 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $59,199,000 | 2,068 |
| U.S. Government securities | $58,356,000 | 1,547 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $58,356,000 | 1,491 |
| Securities issued by states & political subdivisions | $843,000 | 5,406 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,899,000 | 883 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $59,199,000 | 1,757 |
| Total debt securities | $59,198,000 | 1,998 |
| Structured notes | ||
| Amortized cost | $7,986,000 | 240 |
| Fair value | $7,990,000 | 243 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $52,425,000 | 2,285 |
| U.S. Government securities | $51,600,000 | 1,718 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $51,600,000 | 1,645 |
| Securities issued by states & political subdivisions | $825,000 | 5,376 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,829,000 | 1,071 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $52,425,000 | 1,929 |
| Total debt securities | $52,426,000 | 2,209 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $36,387,000 | 3,028 |
| U.S. Government securities | $35,587,000 | 2,355 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $35,587,000 | 2,261 |
| Securities issued by states & political subdivisions | $800,000 | 5,411 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,715,000 | 1,538 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $36,387,000 | 2,586 |
| Total debt securities | $36,388,000 | 2,946 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $15,240,000 | 5,322 |
| U.S. Government securities | $15,240,000 | 4,324 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $15,240,000 | 4,116 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,198,000 | 3,612 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $15,240,000 | 4,566 |
| Total debt securities | $15,240,000 | 5,230 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $6,095,000 | 7,980 |
| U.S. Government securities | $5,736,000 | 7,425 |
| U.S. Treasury securities | $500,000 | 3,417 |
| U.S. Government agency obligations | $5,236,000 | 7,299 |
| Securities issued by states & political subdivisions | $341,000 | 6,373 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,784 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,625,000 | 4,800 |
| Mortgage-backed securities | $4,000 | 7,487 |
| Certificates of participation in pools of residential mortgages | $4,000 | 7,100 |
| Issued or guaranteed by U.S. | $4,000 | 7,076 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,077,000 | 2,507 |
| Available-for-sale securities (fair market value) | $18,000 | 9,272 |
| Total debt securities | $6,077,000 | 7,865 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $7,916,000 | 7,674 |
| U.S. Government securities | $7,736,000 | 6,891 |
| U.S. Treasury securities | $749,000 | 4,080 |
| U.S. Government agency obligations | $6,987,000 | 6,649 |
| Securities issued by states & political subdivisions | $162,000 | 7,130 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,794 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,896,000 | 4,674 |
| Mortgage-backed securities | $4,000 | 7,862 |
| Certificates of participation in pools of residential mortgages | $4,000 | 7,446 |
| Issued or guaranteed by U.S. | $4,000 | 7,423 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,898,000 | 2,431 |
| Available-for-sale securities (fair market value) | $18,000 | 9,538 |
| Total debt securities | $7,898,000 | 7,554 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $4,871,000 | 8,810 |
| U.S. Government securities | $4,841,000 | 8,118 |
| U.S. Treasury securities | $1,378,000 | 4,563 |
| U.S. Government agency obligations | $3,463,000 | 7,968 |
| Securities issued by states & political subdivisions | $12,000 | 7,808 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,685 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,529,000 | 4,532 |
| Mortgage-backed securities | $8,000 | 8,036 |
| Certificates of participation in pools of residential mortgages | $8,000 | 7,603 |
| Issued or guaranteed by U.S. | $8,000 | 7,580 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,853,000 | 3,459 |
| Available-for-sale securities (fair market value) | $18,000 | 9,704 |
| Total debt securities | $4,853,000 | 8,698 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $5,678,000 | 8,935 |
| U.S. Government securities | $5,638,000 | 8,245 |
| U.S. Treasury securities | $2,224,000 | 4,900 |
| U.S. Government agency obligations | $3,414,000 | 8,158 |
| Securities issued by states & political subdivisions | $22,000 | 8,111 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,708 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,824,000 | 5,130 |
| Mortgage-backed securities | $11,000 | 8,391 |
| Certificates of participation in pools of residential mortgages | $11,000 | 7,892 |
| Issued or guaranteed by U.S. | $11,000 | 7,866 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,660,000 | 3,898 |
| Available-for-sale securities (fair market value) | $18,000 | 10,075 |
| Total debt securities | $5,660,000 | 8,819 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $498,000 | 1,976 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $5,344,000 | 9,634 |
| U.S. Government securities | $5,268,000 | 9,007 |
| U.S. Treasury securities | $2,975,000 | 5,166 |
| U.S. Government agency obligations | $2,293,000 | 9,277 |
| Securities issued by states & political subdivisions | $40,000 | 8,485 |
| Other domestic debt securities | $18,000 | 4,286 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,956 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,812 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,687,000 | 4,791 |
| Mortgage-backed securities | $18,000 | 8,916 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $18,000 | 5,531 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $18,000 | 1,659 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,326,000 | 4,543 |
| Available-for-sale securities (fair market value) | $18,000 | 10,447 |
| Total debt securities | $5,326,000 | 9,520 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $495,000 | 2,663 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $5,994,000 | 9,773 |
| U.S. Government securities | $5,900,000 | 9,117 |
| U.S. Treasury securities | $2,996,000 | 6,103 |
| U.S. Government agency obligations | $2,904,000 | 9,067 |
| Securities issued by states & political subdivisions | $51,000 | 8,800 |
| Other domestic debt securities | $25,000 | 4,935 |
| Privately issued residential mortgage-backed securities | $25,000 | 2,325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,885 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,642,000 | 5,488 |
| Mortgage-backed securities | $25,000 | 9,373 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $25,000 | 6,000 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $25,000 | 1,999 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,976,000 | 4,611 |
| Available-for-sale securities (fair market value) | $18,000 | 10,943 |
| Total debt securities | $5,976,000 | 9,677 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $8,143,000 | 9,472 |
| U.S. Government securities | $8,044,000 | 8,634 |
| U.S. Treasury securities | $3,744,000 | 6,495 |
| U.S. Government agency obligations | $4,300,000 | 8,162 |
| Securities issued by states & political subdivisions | $58,000 | 9,281 |
| Other domestic debt securities | $23,000 | 5,595 |
| Privately issued residential mortgage-backed securities | $23,000 | 2,658 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,229,000 | 5,196 |
| Mortgage-backed securities | $53,000 | 9,800 |
| Certificates of participation in pools of residential mortgages | $30,000 | 9,184 |
| Issued or guaranteed by U.S. | $30,000 | 9,155 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $23,000 | 6,499 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $23,000 | 2,319 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,125,000 | 6,424 |
| Available-for-sale securities (fair market value) | $18,000 | 11,092 |
| Total debt securities | $8,125,000 | 9,379 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $6,973,000 | 10,333 |
| U.S. Government securities | $6,822,000 | 9,502 |
| U.S. Treasury securities | $2,910,000 | 7,483 |
| U.S. Government agency obligations | $3,912,000 | 8,683 |
| Securities issued by states & political subdivisions | $133,000 | 9,139 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,869 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,488,000 | 4,924 |
| Mortgage-backed securities | $46,000 | 10,458 |
| Certificates of participation in pools of residential mortgages | $46,000 | 9,652 |
| Issued or guaranteed by U.S. | $46,000 | 9,601 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,955,000 | 10,201 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,641,000 | 10,735 |
| U.S. Government securities | $6,431,000 | 9,904 |
| U.S. Treasury securities | $3,667,000 | 6,872 |
| U.S. Government agency obligations | $2,764,000 | 9,760 |
| Securities issued by states & political subdivisions | $192,000 | 8,817 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,243,000 | 4,974 |
| Mortgage-backed securities | $63,000 | 10,891 |
| Certificates of participation in pools of residential mortgages | $61,000 | 9,961 |
| Issued or guaranteed by U.S. | $61,000 | 9,886 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,000 | 7,352 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 6,641 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,623,000 | 10,600 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |