Home > Metro Bank > Securities
Metro Bank, Securities
| 2015-12-31 | Rank | |
| Total securities | $724,662,000 | 234 |
| U.S. Government securities | $277,086,000 | 384 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $277,086,000 | 364 |
| Securities issued by states & political subdivisions | $39,928,000 | 1,004 |
| Other domestic debt securities | $407,648,000 | 53 |
| Privately issued residential mortgage-backed securities | $407,648,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $648,039,000 | 129 |
| Mortgage-backed securities | $512,340,000 | 195 |
| Certificates of participation in pools of residential mortgages | $64,138,000 | 645 |
| Issued or guaranteed by U.S. | $64,138,000 | 645 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $448,202,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $40,554,000 | 481 |
| Privately issued | $407,648,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $342,248,000 | 117 |
| Available-for-sale securities (fair market value) | $382,414,000 | 343 |
| Total debt securities | $724,662,000 | 228 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $726,988,000 | 232 |
| U.S. Government securities | $282,627,000 | 378 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $282,627,000 | 362 |
| Securities issued by states & political subdivisions | $39,832,000 | 1,009 |
| Other domestic debt securities | $404,529,000 | 57 |
| Privately issued residential mortgage-backed securities | $404,529,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $649,474,000 | 125 |
| Mortgage-backed securities | $514,323,000 | 195 |
| Certificates of participation in pools of residential mortgages | $66,797,000 | 619 |
| Issued or guaranteed by U.S. | $66,797,000 | 618 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $447,526,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $42,997,000 | 466 |
| Privately issued | $404,529,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $325,378,000 | 120 |
| Available-for-sale securities (fair market value) | $401,610,000 | 326 |
| Total debt securities | $726,988,000 | 228 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $765,232,000 | 221 |
| U.S. Government securities | $297,125,000 | 367 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $297,125,000 | 350 |
| Securities issued by states & political subdivisions | $39,580,000 | 992 |
| Other domestic debt securities | $428,527,000 | 52 |
| Privately issued residential mortgage-backed securities | $423,527,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $5,000,000 | 659 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $576,665,000 | 135 |
| Mortgage-backed securities | $538,584,000 | 184 |
| Certificates of participation in pools of residential mortgages | $67,560,000 | 624 |
| Issued or guaranteed by U.S. | $67,560,000 | 624 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $471,024,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $47,497,000 | 445 |
| Privately issued | $423,527,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $350,486,000 | 112 |
| Available-for-sale securities (fair market value) | $414,746,000 | 320 |
| Total debt securities | $765,232,000 | 218 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 522 |
| Fair value | $5,017,000 | 519 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $809,107,000 | 209 |
| U.S. Government securities | $305,199,000 | 358 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $305,199,000 | 343 |
| Securities issued by states & political subdivisions | $39,939,000 | 965 |
| Other domestic debt securities | $463,969,000 | 50 |
| Privately issued residential mortgage-backed securities | $458,969,000 | 20 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $5,000,000 | 646 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $646,308,000 | 127 |
| Mortgage-backed securities | $581,510,000 | 171 |
| Certificates of participation in pools of residential mortgages | $71,010,000 | 601 |
| Issued or guaranteed by U.S. | $71,010,000 | 599 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $510,500,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $51,531,000 | 428 |
| Privately issued | $458,969,000 | 17 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $323,082,000 | 114 |
| Available-for-sale securities (fair market value) | $486,025,000 | 270 |
| Total debt securities | $809,107,000 | 205 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 578 |
| Fair value | $5,041,000 | 579 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $853,032,000 | 197 |
| U.S. Government securities | $328,544,000 | 339 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $328,544,000 | 324 |
| Securities issued by states & political subdivisions | $39,796,000 | 976 |
| Other domestic debt securities | $484,692,000 | 49 |
| Privately issued residential mortgage-backed securities | $479,692,000 | 20 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $5,000,000 | 652 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $698,783,000 | 119 |
| Mortgage-backed securities | $626,336,000 | 165 |
| Certificates of participation in pools of residential mortgages | $74,375,000 | 590 |
| Issued or guaranteed by U.S. | $74,375,000 | 588 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $551,961,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $72,269,000 | 340 |
| Privately issued | $479,692,000 | 17 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $324,994,000 | 111 |
| Available-for-sale securities (fair market value) | $528,038,000 | 249 |
| Total debt securities | $853,032,000 | 195 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 626 |
| Fair value | $5,063,000 | 623 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $887,515,000 | 186 |
| U.S. Government securities | $339,833,000 | 326 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $339,833,000 | 316 |
| Securities issued by states & political subdivisions | $39,546,000 | 981 |
| Other domestic debt securities | $508,136,000 | 48 |
| Privately issued residential mortgage-backed securities | $503,136,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $5,000,000 | 659 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $666,061,000 | 122 |
| Mortgage-backed securities | $662,033,000 | 152 |
| Certificates of participation in pools of residential mortgages | $74,889,000 | 602 |
| Issued or guaranteed by U.S. | $74,889,000 | 602 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $587,144,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $84,008,000 | 306 |
| Privately issued | $503,136,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $330,417,000 | 107 |
| Available-for-sale securities (fair market value) | $557,098,000 | 239 |
| Total debt securities | $887,515,000 | 183 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 686 |
| Fair value | $5,089,000 | 678 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $844,856,000 | 194 |
| U.S. Government securities | $339,367,000 | 334 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $339,367,000 | 324 |
| Securities issued by states & political subdivisions | $31,540,000 | 1,225 |
| Other domestic debt securities | $473,949,000 | 52 |
| Privately issued residential mortgage-backed securities | $468,949,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $5,000,000 | 676 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $667,258,000 | 128 |
| Mortgage-backed securities | $627,569,000 | 160 |
| Certificates of participation in pools of residential mortgages | $70,252,000 | 639 |
| Issued or guaranteed by U.S. | $70,252,000 | 637 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $557,317,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $88,368,000 | 302 |
| Privately issued | $468,949,000 | 19 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $278,019,000 | 119 |
| Available-for-sale securities (fair market value) | $566,837,000 | 231 |
| Total debt securities | $844,856,000 | 192 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 716 |
| Fair value | $5,116,000 | 703 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $859,887,000 | 190 |
| U.S. Government securities | $341,522,000 | 333 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $341,522,000 | 317 |
| Securities issued by states & political subdivisions | $29,995,000 | 1,284 |
| Other domestic debt securities | $488,370,000 | 52 |
| Privately issued residential mortgage-backed securities | $483,370,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $5,000,000 | 681 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $681,688,000 | 126 |
| Mortgage-backed securities | $644,904,000 | 155 |
| Certificates of participation in pools of residential mortgages | $70,019,000 | 652 |
| Issued or guaranteed by U.S. | $70,019,000 | 651 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $574,885,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $91,515,000 | 293 |
| Privately issued | $483,370,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $280,096,000 | 118 |
| Available-for-sale securities (fair market value) | $579,791,000 | 226 |
| Total debt securities | $859,887,000 | 188 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 723 |
| Fair value | $5,130,000 | 698 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $869,737,000 | 190 |
| U.S. Government securities | $343,140,000 | 316 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $343,140,000 | 306 |
| Securities issued by states & political subdivisions | $29,409,000 | 1,322 |
| Other domestic debt securities | $497,188,000 | 50 |
| Privately issued residential mortgage-backed securities | $492,188,000 | 23 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $5,000,000 | 706 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $691,282,000 | 122 |
| Mortgage-backed securities | $656,306,000 | 156 |
| Certificates of participation in pools of residential mortgages | $70,349,000 | 638 |
| Issued or guaranteed by U.S. | $70,349,000 | 636 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $585,957,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $93,769,000 | 286 |
| Privately issued | $492,188,000 | 20 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $283,814,000 | 115 |
| Available-for-sale securities (fair market value) | $585,923,000 | 225 |
| Total debt securities | $869,737,000 | 188 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 715 |
| Fair value | $5,149,000 | 686 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $889,375,000 | 180 |
| U.S. Government securities | $358,506,000 | 305 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $358,506,000 | 296 |
| Securities issued by states & political subdivisions | $28,663,000 | 1,341 |
| Other domestic debt securities | $502,206,000 | 54 |
| Privately issued residential mortgage-backed securities | $497,206,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,000,000 | 731 |
| 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 | $709,323,000 | 115 |
| Mortgage-backed securities | $676,247,000 | 144 |
| Certificates of participation in pools of residential mortgages | $81,854,000 | 556 |
| Issued or guaranteed by U.S. | $81,854,000 | 555 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $594,393,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $97,187,000 | 274 |
| Privately issued | $497,206,000 | 19 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $277,224,000 | 112 |
| Available-for-sale securities (fair market value) | $612,151,000 | 216 |
| Total debt securities | $889,375,000 | 177 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 705 |
| Fair value | $5,095,000 | 681 |
| 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 | $863,462,000 | 181 |
| U.S. Government securities | $317,733,000 | 334 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $317,733,000 | 324 |
| Securities issued by states & political subdivisions | $28,709,000 | 1,325 |
| Other domestic debt securities | $517,020,000 | 51 |
| Privately issued residential mortgage-backed securities | $512,020,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,000,000 | 737 |
| 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 | $692,324,000 | 117 |
| Mortgage-backed securities | $649,661,000 | 152 |
| Certificates of participation in pools of residential mortgages | $85,129,000 | 539 |
| Issued or guaranteed by U.S. | $85,129,000 | 537 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $564,532,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $52,512,000 | 451 |
| Privately issued | $512,020,000 | 20 |
| 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) | $218,794,000 | 122 |
| Available-for-sale securities (fair market value) | $644,668,000 | 214 |
| Total debt securities | $863,462,000 | 180 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 707 |
| Fair value | $5,055,000 | 689 |
| 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 | $895,333,000 | 181 |
| U.S. Government securities | $305,125,000 | 357 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $305,125,000 | 345 |
| Securities issued by states & political subdivisions | $30,060,000 | 1,247 |
| Other domestic debt securities | $560,148,000 | 48 |
| Privately issued residential mortgage-backed securities | $555,148,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,000,000 | 734 |
| 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 | $720,005,000 | 114 |
| Mortgage-backed securities | $677,559,000 | 149 |
| Certificates of participation in pools of residential mortgages | $63,629,000 | 702 |
| Issued or guaranteed by U.S. | $63,629,000 | 701 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $613,930,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $58,782,000 | 424 |
| Privately issued | $555,148,000 | 20 |
| 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) | $222,489,000 | 110 |
| Available-for-sale securities (fair market value) | $672,844,000 | 208 |
| Total debt securities | $895,333,000 | 180 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 702 |
| Fair value | $5,084,000 | 689 |
| 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 | $944,892,000 | 172 |
| U.S. Government securities | $362,967,000 | 304 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $362,967,000 | 294 |
| Securities issued by states & political subdivisions | $30,250,000 | 1,226 |
| Other domestic debt securities | $551,675,000 | 46 |
| Privately issued residential mortgage-backed securities | $536,675,000 | 23 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $15,000,000 | 349 |
| 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 | $713,608,000 | 114 |
| Mortgage-backed securities | $686,955,000 | 149 |
| Certificates of participation in pools of residential mortgages | $81,037,000 | 557 |
| Issued or guaranteed by U.S. | $81,037,000 | 555 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $605,918,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $69,243,000 | 374 |
| Privately issued | $536,675,000 | 21 |
| 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) | $269,783,000 | 92 |
| Available-for-sale securities (fair market value) | $675,109,000 | 200 |
| Total debt securities | $944,892,000 | 171 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 298 |
| Fair value | $15,013,000 | 300 |
| 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 | $792,909,000 | 192 |
| U.S. Government securities | $266,595,000 | 427 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $266,595,000 | 410 |
| Securities issued by states & political subdivisions | $27,257,000 | 1,309 |
| Other domestic debt securities | $499,057,000 | 52 |
| Privately issued residential mortgage-backed securities | $469,499,000 | 26 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $29,558,000 | 220 |
| 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 | $690,493,000 | 116 |
| Mortgage-backed securities | $640,107,000 | 158 |
| Certificates of participation in pools of residential mortgages | $96,038,000 | 492 |
| Issued or guaranteed by U.S. | $96,038,000 | 491 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $544,069,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $74,570,000 | 379 |
| Privately issued | $469,499,000 | 23 |
| 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) | $173,499,000 | 137 |
| Available-for-sale securities (fair market value) | $619,410,000 | 219 |
| Total debt securities | $792,909,000 | 190 |
| Structured notes | ||
| Amortized cost | $29,958,000 | 150 |
| Fair value | $29,498,000 | 152 |
| 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 | $796,268,000 | 195 |
| U.S. Government securities | $270,248,000 | 414 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $270,248,000 | 398 |
| Securities issued by states & political subdivisions | $21,678,000 | 1,587 |
| Other domestic debt securities | $504,342,000 | 52 |
| Privately issued residential mortgage-backed securities | $470,076,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $34,266,000 | 203 |
| 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 | $620,095,000 | 125 |
| Mortgage-backed securities | $619,341,000 | 162 |
| Certificates of participation in pools of residential mortgages | $100,951,000 | 487 |
| Issued or guaranteed by U.S. | $100,951,000 | 485 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $518,390,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $48,314,000 | 524 |
| Privately issued | $470,076,000 | 26 |
| 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) | $191,328,000 | 120 |
| Available-for-sale securities (fair market value) | $604,940,000 | 231 |
| Total debt securities | $796,268,000 | 193 |
| Structured notes | ||
| Amortized cost | $34,956,000 | 126 |
| Fair value | $34,188,000 | 128 |
| 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 | $832,739,000 | 194 |
| U.S. Government securities | $250,316,000 | 461 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $250,316,000 | 442 |
| Securities issued by states & political subdivisions | $11,406,000 | 2,473 |
| Other domestic debt securities | $571,017,000 | 51 |
| Privately issued residential mortgage-backed securities | $536,638,000 | 25 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $34,379,000 | 192 |
| 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 | $614,164,000 | 129 |
| Mortgage-backed securities | $656,154,000 | 155 |
| Certificates of participation in pools of residential mortgages | $97,750,000 | 501 |
| Issued or guaranteed by U.S. | $97,750,000 | 500 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $558,404,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $21,766,000 | 959 |
| Privately issued | $536,638,000 | 23 |
| 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) | $210,808,000 | 109 |
| Available-for-sale securities (fair market value) | $621,931,000 | 225 |
| Total debt securities | $832,739,000 | 193 |
| Structured notes | ||
| Amortized cost | $44,954,000 | 113 |
| Fair value | $44,078,000 | 120 |
| 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 | $810,094,000 | 194 |
| U.S. Government securities | $269,197,000 | 408 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $269,197,000 | 393 |
| Securities issued by states & political subdivisions | $1,105,000 | 4,882 |
| Other domestic debt securities | $539,792,000 | 56 |
| Privately issued residential mortgage-backed securities | $506,472,000 | 27 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $33,320,000 | 174 |
| 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 | $667,989,000 | 118 |
| Mortgage-backed securities | $655,361,000 | 153 |
| Certificates of participation in pools of residential mortgages | $59,070,000 | 755 |
| Issued or guaranteed by U.S. | $59,070,000 | 751 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $596,291,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $89,819,000 | 335 |
| Privately issued | $506,472,000 | 27 |
| 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) | $196,635,000 | 109 |
| Available-for-sale securities (fair market value) | $613,459,000 | 225 |
| Total debt securities | $810,094,000 | 193 |
| Structured notes | ||
| Amortized cost | $67,452,000 | 63 |
| Fair value | $65,417,000 | 62 |
| 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 | $820,074,000 | 194 |
| U.S. Government securities | $303,808,000 | 347 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $303,808,000 | 338 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $516,266,000 | 57 |
| Privately issued residential mortgage-backed securities | $481,606,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $34,660,000 | 168 |
| 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 | $636,796,000 | 118 |
| Mortgage-backed securities | $630,094,000 | 154 |
| Certificates of participation in pools of residential mortgages | $52,629,000 | 802 |
| Issued or guaranteed by U.S. | $52,629,000 | 799 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $577,465,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $95,859,000 | 320 |
| Privately issued | $481,606,000 | 30 |
| 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) | $239,332,000 | 99 |
| Available-for-sale securities (fair market value) | $580,742,000 | 226 |
| Total debt securities | $820,074,000 | 194 |
| Structured notes | ||
| Amortized cost | $67,450,000 | 60 |
| Fair value | $67,036,000 | 59 |
| 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 | $713,644,000 | 219 |
| U.S. Government securities | $300,486,000 | 363 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $300,486,000 | 351 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $413,158,000 | 71 |
| Privately issued residential mortgage-backed securities | $403,158,000 | 38 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $10,000,000 | 387 |
| 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 | $440,605,000 | 143 |
| Mortgage-backed securities | $541,997,000 | 170 |
| Certificates of participation in pools of residential mortgages | $55,287,000 | 761 |
| Issued or guaranteed by U.S. | $55,287,000 | 758 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $486,710,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $83,552,000 | 344 |
| Privately issued | $403,158,000 | 35 |
| 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) | $225,386,000 | 102 |
| Available-for-sale securities (fair market value) | $488,258,000 | 268 |
| Total debt securities | $713,644,000 | 216 |
| Structured notes | ||
| Amortized cost | $22,500,000 | 271 |
| Fair value | $21,647,000 | 291 |
| 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 | $691,806,000 | 221 |
| U.S. Government securities | $286,862,000 | 370 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $286,862,000 | 358 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $404,944,000 | 73 |
| Privately issued residential mortgage-backed securities | $394,944,000 | 37 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $10,000,000 | 383 |
| 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 | $416,451,000 | 158 |
| Mortgage-backed securities | $520,532,000 | 175 |
| Certificates of participation in pools of residential mortgages | $47,534,000 | 823 |
| Issued or guaranteed by U.S. | $47,534,000 | 817 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $472,998,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $78,054,000 | 337 |
| Privately issued | $394,944,000 | 34 |
| 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) | $220,087,000 | 101 |
| Available-for-sale securities (fair market value) | $471,719,000 | 280 |
| Total debt securities | $691,806,000 | 218 |
| Structured notes | ||
| Amortized cost | $22,500,000 | 306 |
| Fair value | $21,274,000 | 327 |
| 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 | $665,588,000 | 222 |
| U.S. Government securities | $316,884,000 | 331 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $316,884,000 | 318 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $348,704,000 | 79 |
| Privately issued residential mortgage-backed securities | $338,704,000 | 43 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $10,000,000 | 373 |
| 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 | $479,907,000 | 141 |
| Mortgage-backed securities | $494,180,000 | 177 |
| Certificates of participation in pools of residential mortgages | $50,884,000 | 736 |
| Issued or guaranteed by U.S. | $50,884,000 | 731 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $443,296,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $104,592,000 | 268 |
| Privately issued | $338,704,000 | 41 |
| 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) | $227,576,000 | 95 |
| Available-for-sale securities (fair market value) | $438,012,000 | 286 |
| Total debt securities | $665,588,000 | 219 |
| Structured notes | ||
| Amortized cost | $22,500,000 | 273 |
| Fair value | $21,409,000 | 290 |
| 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 | $635,930,000 | 214 |
| U.S. Government securities | $312,210,000 | 309 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $312,210,000 | 297 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $323,720,000 | 81 |
| Privately issued residential mortgage-backed securities | $313,720,000 | 43 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $10,000,000 | 365 |
| 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 | $457,756,000 | 137 |
| Mortgage-backed securities | $473,358,000 | 170 |
| Certificates of participation in pools of residential mortgages | $64,207,000 | 584 |
| Issued or guaranteed by U.S. | $64,207,000 | 579 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $409,151,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $95,431,000 | 291 |
| Privately issued | $313,720,000 | 39 |
| 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) | $226,863,000 | 92 |
| Available-for-sale securities (fair market value) | $409,067,000 | 288 |
| Total debt securities | $635,930,000 | 211 |
| Structured notes | ||
| Amortized cost | $17,500,000 | 344 |
| Fair value | $17,577,000 | 346 |
| 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 | $548,670,000 | 247 |
| U.S. Government securities | $274,519,000 | 347 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $274,519,000 | 336 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $274,151,000 | 89 |
| Privately issued residential mortgage-backed securities | $262,152,000 | 50 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $11,999,000 | 305 |
| 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 | $451,435,000 | 137 |
| Mortgage-backed securities | $450,858,000 | 178 |
| Certificates of participation in pools of residential mortgages | $114,999,000 | 348 |
| Issued or guaranteed by U.S. | $114,999,000 | 345 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $335,859,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $73,707,000 | 327 |
| Privately issued | $262,152,000 | 47 |
| 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) | $114,875,000 | 172 |
| Available-for-sale securities (fair market value) | $433,795,000 | 266 |
| Total debt securities | $548,670,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $552,377,000 | 239 |
| U.S. Government securities | $247,720,000 | 393 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $247,720,000 | 378 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $304,657,000 | 83 |
| Privately issued residential mortgage-backed securities | $302,659,000 | 48 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,998,000 | 1,033 |
| 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 | $397,626,000 | 158 |
| Mortgage-backed securities | $475,204,000 | 175 |
| Certificates of participation in pools of residential mortgages | $118,813,000 | 356 |
| Issued or guaranteed by U.S. | $118,813,000 | 354 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $356,391,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $53,732,000 | 398 |
| Privately issued | $302,659,000 | 44 |
| 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) | $110,935,000 | 172 |
| Available-for-sale securities (fair market value) | $441,442,000 | 266 |
| Total debt securities | $552,377,000 | 235 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $506,651,000 | 256 |
| U.S. Government securities | $215,167,000 | 435 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $215,167,000 | 420 |
| Securities issued by states & political subdivisions | $1,624,000 | 4,507 |
| Other domestic debt securities | $289,860,000 | 93 |
| Privately issued residential mortgage-backed securities | $287,863,000 | 51 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,997,000 | 1,060 |
| 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 | $410,757,000 | 158 |
| Mortgage-backed securities | $423,272,000 | 189 |
| Certificates of participation in pools of residential mortgages | $135,409,000 | 319 |
| Issued or guaranteed by U.S. | $135,409,000 | 316 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $287,863,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $287,863,000 | 47 |
| 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) | $117,815,000 | 161 |
| Available-for-sale securities (fair market value) | $388,836,000 | 300 |
| Total debt securities | $506,651,000 | 254 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $393,820,000 | 340 |
| U.S. Government securities | $272,844,000 | 327 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $272,844,000 | 317 |
| Securities issued by states & political subdivisions | $1,624,000 | 4,549 |
| Other domestic debt securities | $119,352,000 | 166 |
| Privately issued residential mortgage-backed securities | $117,356,000 | 98 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,996,000 | 1,124 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $386,873,000 | 169 |
| Mortgage-backed securities | $360,017,000 | 225 |
| Certificates of participation in pools of residential mortgages | $92,699,000 | 466 |
| Issued or guaranteed by U.S. | $92,699,000 | 463 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $267,318,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $149,962,000 | 171 |
| Privately issued | $117,356,000 | 93 |
| 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) | $96,867,000 | 210 |
| Available-for-sale securities (fair market value) | $296,953,000 | 385 |
| Total debt securities | $393,820,000 | 328 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $404,769,000 | 335 |
| U.S. Government securities | $287,749,000 | 315 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $287,749,000 | 305 |
| Securities issued by states & political subdivisions | $1,624,000 | 4,530 |
| Other domestic debt securities | $115,396,000 | 181 |
| Privately issued residential mortgage-backed securities | $113,401,000 | 109 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,995,000 | 1,141 |
| 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 | $364,153,000 | 191 |
| Mortgage-backed securities | $391,150,000 | 209 |
| Certificates of participation in pools of residential mortgages | $120,479,000 | 386 |
| Issued or guaranteed by U.S. | $120,479,000 | 380 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $270,671,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $157,270,000 | 158 |
| Privately issued | $113,401,000 | 101 |
| 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) | $114,894,000 | 175 |
| Available-for-sale securities (fair market value) | $289,875,000 | 390 |
| Total debt securities | $404,769,000 | 326 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $470,610,000 | 282 |
| U.S. Government securities | $165,436,000 | 543 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $165,436,000 | 524 |
| Securities issued by states & political subdivisions | $1,623,000 | 4,458 |
| Other domestic debt securities | $303,551,000 | 99 |
| Privately issued residential mortgage-backed securities | $301,557,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,994,000 | 1,149 |
| 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 | $338,578,000 | 204 |
| Mortgage-backed securities | $431,991,000 | 204 |
| Certificates of participation in pools of residential mortgages | $130,434,000 | 374 |
| Issued or guaranteed by U.S. | $130,434,000 | 369 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $301,557,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $301,557,000 | 56 |
| 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) | $141,742,000 | 144 |
| Available-for-sale securities (fair market value) | $328,868,000 | 346 |
| Total debt securities | $470,610,000 | 276 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $494,243,000 | 266 |
| U.S. Government securities | $176,850,000 | 496 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $176,850,000 | 484 |
| Securities issued by states & political subdivisions | $1,623,000 | 4,414 |
| Other domestic debt securities | $315,770,000 | 89 |
| Privately issued residential mortgage-backed securities | $313,778,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,992,000 | 1,126 |
| 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 | $320,302,000 | 209 |
| Mortgage-backed securities | $449,126,000 | 199 |
| Certificates of participation in pools of residential mortgages | $135,348,000 | 347 |
| Issued or guaranteed by U.S. | $135,348,000 | 341 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $313,778,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $313,778,000 | 54 |
| 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) | $152,587,000 | 134 |
| Available-for-sale securities (fair market value) | $341,656,000 | 322 |
| Total debt securities | $494,243,000 | 261 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $551,436,000 | 241 |
| U.S. Government securities | $228,495,000 | 381 |
| U.S. Treasury securities | $50,000,000 | 54 |
| U.S. Government agency obligations | $178,495,000 | 466 |
| Securities issued by states & political subdivisions | $1,622,000 | 4,404 |
| Other domestic debt securities | $321,319,000 | 87 |
| Privately issued residential mortgage-backed securities | $319,328,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,991,000 | 1,112 |
| 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 | $400,477,000 | 167 |
| Mortgage-backed securities | $456,522,000 | 188 |
| Certificates of participation in pools of residential mortgages | $137,194,000 | 327 |
| Issued or guaranteed by U.S. | $137,194,000 | 321 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $319,328,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $319,328,000 | 57 |
| 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) | $195,841,000 | 106 |
| Available-for-sale securities (fair market value) | $355,595,000 | 304 |
| Total debt securities | $551,436,000 | 239 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $539,470,000 | 251 |
| U.S. Government securities | $202,547,000 | 427 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $202,547,000 | 416 |
| Securities issued by states & political subdivisions | $1,622,000 | 4,445 |
| Other domestic debt securities | $335,301,000 | 94 |
| Privately issued residential mortgage-backed securities | $333,311,000 | 67 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,990,000 | 1,203 |
| 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 | $380,057,000 | 172 |
| Mortgage-backed securities | $474,675,000 | 180 |
| Certificates of participation in pools of residential mortgages | $141,364,000 | 324 |
| Issued or guaranteed by U.S. | $141,364,000 | 318 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $333,311,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $333,311,000 | 61 |
| 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) | $168,777,000 | 115 |
| Available-for-sale securities (fair market value) | $370,693,000 | 295 |
| Total debt securities | $539,470,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $555,604,000 | 245 |
| U.S. Government securities | $225,567,000 | 390 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $225,567,000 | 381 |
| Securities issued by states & political subdivisions | $1,621,000 | 4,459 |
| Other domestic debt securities | $328,416,000 | 98 |
| Privately issued residential mortgage-backed securities | $324,430,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,986,000 | 801 |
| 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 | $388,134,000 | 169 |
| Mortgage-backed securities | $473,738,000 | 177 |
| Certificates of participation in pools of residential mortgages | $149,308,000 | 304 |
| Issued or guaranteed by U.S. | $149,308,000 | 297 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $324,430,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $324,430,000 | 63 |
| 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) | $189,655,000 | 100 |
| Available-for-sale securities (fair market value) | $365,949,000 | 314 |
| Total debt securities | $555,604,000 | 240 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $644,633,000 | 213 |
| U.S. Government securities | $292,224,000 | 307 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $292,224,000 | 298 |
| Securities issued by states & political subdivisions | $1,621,000 | 4,460 |
| Other domestic debt securities | $350,788,000 | 90 |
| Privately issued residential mortgage-backed securities | $344,302,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,486,000 | 575 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $455,437,000 | 152 |
| Mortgage-backed securities | $498,266,000 | 168 |
| Certificates of participation in pools of residential mortgages | $153,964,000 | 266 |
| Issued or guaranteed by U.S. | $153,964,000 | 260 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $344,302,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $344,302,000 | 60 |
| 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) | $257,467,000 | 84 |
| Available-for-sale securities (fair market value) | $387,166,000 | 292 |
| Total debt securities | $644,633,000 | 207 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $721,041,000 | 202 |
| U.S. Government securities | $359,689,000 | 257 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $359,689,000 | 248 |
| Securities issued by states & political subdivisions | $1,620,000 | 4,475 |
| Other domestic debt securities | $359,732,000 | 98 |
| Privately issued residential mortgage-backed securities | $353,247,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,485,000 | 553 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $530,871,000 | 134 |
| Mortgage-backed securities | $510,683,000 | 163 |
| Certificates of participation in pools of residential mortgages | $157,436,000 | 249 |
| Issued or guaranteed by U.S. | $157,436,000 | 243 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $353,247,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $353,247,000 | 59 |
| 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) | $324,664,000 | 72 |
| Available-for-sale securities (fair market value) | $396,377,000 | 279 |
| Total debt securities | $721,041,000 | 196 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $657,120,000 | 220 |
| U.S. Government securities | $334,730,000 | 287 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $334,730,000 | 276 |
| Securities issued by states & political subdivisions | $1,620,000 | 4,490 |
| Other domestic debt securities | $320,770,000 | 105 |
| Privately issued residential mortgage-backed securities | $314,285,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,485,000 | 529 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $399,600,000 | 175 |
| Mortgage-backed securities | $476,873,000 | 169 |
| Certificates of participation in pools of residential mortgages | $162,588,000 | 250 |
| Issued or guaranteed by U.S. | $162,588,000 | 240 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $314,285,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $314,285,000 | 68 |
| 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) | $298,967,000 | 78 |
| Available-for-sale securities (fair market value) | $358,153,000 | 320 |
| Total debt securities | $657,120,000 | 215 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $681,719,000 | 218 |
| U.S. Government securities | $343,323,000 | 282 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $343,323,000 | 269 |
| Securities issued by states & political subdivisions | $1,619,000 | 4,506 |
| Other domestic debt securities | $336,777,000 | 98 |
| Privately issued residential mortgage-backed securities | $330,292,000 | 76 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,485,000 | 550 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $438,690,000 | 161 |
| Mortgage-backed securities | $501,142,000 | 163 |
| Certificates of participation in pools of residential mortgages | $170,850,000 | 247 |
| Issued or guaranteed by U.S. | $170,850,000 | 236 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $330,292,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $330,292,000 | 66 |
| 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) | $303,524,000 | 84 |
| Available-for-sale securities (fair market value) | $378,195,000 | 303 |
| Total debt securities | $681,719,000 | 213 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $711,686,000 | 211 |
| U.S. Government securities | $357,224,000 | 276 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $357,224,000 | 266 |
| Securities issued by states & political subdivisions | $1,619,000 | 4,520 |
| Other domestic debt securities | $352,843,000 | 90 |
| Privately issued residential mortgage-backed securities | $341,856,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,987,000 | 381 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $491,391,000 | 149 |
| Mortgage-backed securities | $519,230,000 | 164 |
| Certificates of participation in pools of residential mortgages | $177,374,000 | 239 |
| Issued or guaranteed by U.S. | $177,374,000 | 231 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $341,856,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $341,856,000 | 65 |
| 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) | $319,628,000 | 74 |
| Available-for-sale securities (fair market value) | $392,058,000 | 287 |
| Total debt securities | $711,686,000 | 207 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $737,868,000 | 212 |
| U.S. Government securities | $366,217,000 | 271 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $366,217,000 | 260 |
| Securities issued by states & political subdivisions | $1,619,000 | 4,539 |
| Other domestic debt securities | $370,032,000 | 94 |
| Privately issued residential mortgage-backed securities | $355,037,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,995,000 | 305 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $504,258,000 | 150 |
| Mortgage-backed securities | $538,824,000 | 163 |
| Certificates of participation in pools of residential mortgages | $183,787,000 | 237 |
| Issued or guaranteed by U.S. | $183,787,000 | 229 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $355,037,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $355,037,000 | 65 |
| 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) | $320,482,000 | 77 |
| Available-for-sale securities (fair market value) | $417,386,000 | 273 |
| Total debt securities | $737,868,000 | 210 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $722,890,000 | 218 |
| U.S. Government securities | $361,711,000 | 281 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $361,711,000 | 268 |
| Securities issued by states & political subdivisions | $1,618,000 | 4,544 |
| Other domestic debt securities | $359,561,000 | 94 |
| Privately issued residential mortgage-backed securities | $344,559,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,002,000 | 307 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $396,219,000 | 179 |
| Mortgage-backed securities | $534,021,000 | 169 |
| Certificates of participation in pools of residential mortgages | $189,462,000 | 244 |
| Issued or guaranteed by U.S. | $189,462,000 | 237 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $344,559,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $344,559,000 | 67 |
| 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) | $325,093,000 | 78 |
| Available-for-sale securities (fair market value) | $397,797,000 | 290 |
| Total debt securities | $722,890,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $733,185,000 | 222 |
| U.S. Government securities | $355,426,000 | 293 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $355,426,000 | 280 |
| Securities issued by states & political subdivisions | $2,617,000 | 3,992 |
| Other domestic debt securities | $375,142,000 | 94 |
| Privately issued residential mortgage-backed securities | $360,132,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,010,000 | 323 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $458,640,000 | 159 |
| Mortgage-backed securities | $558,229,000 | 168 |
| Certificates of participation in pools of residential mortgages | $198,097,000 | 241 |
| Issued or guaranteed by U.S. | $198,097,000 | 232 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $360,132,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $360,132,000 | 64 |
| 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) | $315,823,000 | 82 |
| Available-for-sale securities (fair market value) | $417,362,000 | 286 |
| Total debt securities | $733,185,000 | 221 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $686,999,000 | 236 |
| U.S. Government securities | $347,706,000 | 310 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $347,706,000 | 297 |
| Securities issued by states & political subdivisions | $2,617,000 | 4,007 |
| Other domestic debt securities | $336,676,000 | 98 |
| Privately issued residential mortgage-backed securities | $319,659,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,017,000 | 304 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $474,920,000 | 160 |
| Mortgage-backed securities | $526,438,000 | 182 |
| Certificates of participation in pools of residential mortgages | $206,779,000 | 241 |
| Issued or guaranteed by U.S. | $206,779,000 | 235 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $319,659,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $319,659,000 | 69 |
| 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) | $306,163,000 | 87 |
| Available-for-sale securities (fair market value) | $380,836,000 | 314 |
| Total debt securities | $686,999,000 | 231 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $686,456,000 | 235 |
| U.S. Government securities | $389,456,000 | 287 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $389,456,000 | 272 |
| Securities issued by states & political subdivisions | $2,616,000 | 4,008 |
| Other domestic debt securities | $294,384,000 | 107 |
| Privately issued residential mortgage-backed securities | $277,360,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,024,000 | 313 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $481,174,000 | 153 |
| Mortgage-backed securities | $535,983,000 | 184 |
| Certificates of participation in pools of residential mortgages | $258,623,000 | 200 |
| Issued or guaranteed by U.S. | $258,623,000 | 194 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $277,360,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $277,360,000 | 71 |
| 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) | $297,259,000 | 88 |
| Available-for-sale securities (fair market value) | $389,197,000 | 310 |
| Total debt securities | $686,456,000 | 231 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $606,930,000 | 254 |
| U.S. Government securities | $343,186,000 | 312 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $343,186,000 | 298 |
| Securities issued by states & political subdivisions | $7,454,000 | 2,386 |
| Other domestic debt securities | $256,290,000 | 119 |
| Privately issued residential mortgage-backed securities | $239,259,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,031,000 | 327 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $345,652,000 | 198 |
| Mortgage-backed securities | $485,419,000 | 190 |
| Certificates of participation in pools of residential mortgages | $246,160,000 | 210 |
| Issued or guaranteed by U.S. | $246,160,000 | 205 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $239,259,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $239,259,000 | 77 |
| 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) | $245,228,000 | 102 |
| Available-for-sale securities (fair market value) | $361,702,000 | 328 |
| Total debt securities | $606,930,000 | 251 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $589,432,000 | 264 |
| U.S. Government securities | $333,979,000 | 325 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $333,979,000 | 308 |
| Securities issued by states & political subdivisions | $5,833,000 | 2,787 |
| Other domestic debt securities | $249,620,000 | 122 |
| Privately issued residential mortgage-backed securities | $230,417,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,203,000 | 310 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $318,327,000 | 206 |
| Mortgage-backed securities | $468,761,000 | 202 |
| Certificates of participation in pools of residential mortgages | $238,344,000 | 226 |
| Issued or guaranteed by U.S. | $238,344,000 | 220 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $230,417,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $230,417,000 | 77 |
| 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) | $238,802,000 | 106 |
| Available-for-sale securities (fair market value) | $350,630,000 | 341 |
| Total debt securities | $589,432,000 | 257 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $523,881,000 | 299 |
| U.S. Government securities | $323,316,000 | 338 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $323,316,000 | 320 |
| Securities issued by states & political subdivisions | $6,827,000 | 2,543 |
| Other domestic debt securities | $193,738,000 | 147 |
| Privately issued residential mortgage-backed securities | $174,514,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,224,000 | 319 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $337,688,000 | 196 |
| Mortgage-backed securities | $417,050,000 | 230 |
| Certificates of participation in pools of residential mortgages | $242,536,000 | 224 |
| Issued or guaranteed by U.S. | $242,536,000 | 217 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $174,514,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $174,514,000 | 91 |
| 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) | $209,816,000 | 121 |
| Available-for-sale securities (fair market value) | $314,065,000 | 386 |
| Total debt securities | $523,881,000 | 289 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $486,948,000 | 315 |
| U.S. Government securities | $340,908,000 | 331 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $340,908,000 | 313 |
| Securities issued by states & political subdivisions | $6,832,000 | 2,556 |
| Other domestic debt securities | $139,208,000 | 173 |
| Privately issued residential mortgage-backed securities | $119,972,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,236,000 | 328 |
| 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 | $342,318,000 | 195 |
| Mortgage-backed securities | $382,084,000 | 236 |
| Certificates of participation in pools of residential mortgages | $262,112,000 | 211 |
| Issued or guaranteed by U.S. | $262,112,000 | 206 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $119,972,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $119,972,000 | 101 |
| 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) | $193,383,000 | 129 |
| Available-for-sale securities (fair market value) | $293,565,000 | 411 |
| Total debt securities | $486,948,000 | 304 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $503,641,000 | 316 |
| U.S. Government securities | $351,639,000 | 325 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $351,639,000 | 307 |
| Securities issued by states & political subdivisions | $6,837,000 | 2,558 |
| Other domestic debt securities | $145,165,000 | 164 |
| Privately issued residential mortgage-backed securities | $125,947,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,218,000 | 343 |
| 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 | $245,471,000 | 252 |
| Mortgage-backed securities | $398,034,000 | 235 |
| Certificates of participation in pools of residential mortgages | $272,087,000 | 210 |
| Issued or guaranteed by U.S. | $272,087,000 | 204 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $125,947,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $125,947,000 | 101 |
| 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) | $199,737,000 | 121 |
| Available-for-sale securities (fair market value) | $303,904,000 | 400 |
| Total debt securities | $503,641,000 | 306 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $503,456,000 | 316 |
| U.S. Government securities | $348,004,000 | 319 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $348,004,000 | 299 |
| Securities issued by states & political subdivisions | $6,842,000 | 2,570 |
| Other domestic debt securities | $148,610,000 | 166 |
| Privately issued residential mortgage-backed securities | $129,295,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,315,000 | 371 |
| 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 | $268,971,000 | 233 |
| Mortgage-backed securities | $402,218,000 | 234 |
| Certificates of participation in pools of residential mortgages | $272,923,000 | 215 |
| Issued or guaranteed by U.S. | $272,923,000 | 207 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $129,295,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $129,295,000 | 102 |
| 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) | $210,108,000 | 117 |
| Available-for-sale securities (fair market value) | $293,348,000 | 430 |
| Total debt securities | $503,456,000 | 309 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $484,254,000 | 329 |
| U.S. Government securities | $332,603,000 | 358 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $332,603,000 | 342 |
| Securities issued by states & political subdivisions | $6,845,000 | 2,585 |
| Other domestic debt securities | $144,806,000 | 144 |
| Privately issued residential mortgage-backed securities | $116,503,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,303,000 | 288 |
| 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 | $255,981,000 | 240 |
| Mortgage-backed securities | $385,523,000 | 247 |
| Certificates of participation in pools of residential mortgages | $269,020,000 | 224 |
| Issued or guaranteed by U.S. | $269,020,000 | 217 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $116,503,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $116,503,000 | 74 |
| 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) | $204,453,000 | 111 |
| Available-for-sale securities (fair market value) | $279,801,000 | 460 |
| Total debt securities | $484,254,000 | 320 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $390,947,000 | 384 |
| U.S. Government securities | $255,342,000 | 449 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $255,342,000 | 431 |
| Securities issued by states & political subdivisions | $6,829,000 | 2,578 |
| Other domestic debt securities | $128,776,000 | 152 |
| Privately issued residential mortgage-backed securities | $100,502,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,274,000 | 309 |
| 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 | $292,685,000 | 208 |
| Mortgage-backed securities | $295,435,000 | 296 |
| Certificates of participation in pools of residential mortgages | $194,933,000 | 274 |
| Issued or guaranteed by U.S. | $194,933,000 | 265 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $100,502,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $100,502,000 | 80 |
| 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) | $175,103,000 | 134 |
| Available-for-sale securities (fair market value) | $215,844,000 | 563 |
| Total debt securities | $390,947,000 | 375 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $340,380,000 | 431 |
| U.S. Government securities | $168,297,000 | 609 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $168,297,000 | 591 |
| Securities issued by states & political subdivisions | $6,813,000 | 2,539 |
| Other domestic debt securities | $165,270,000 | 127 |
| Privately issued residential mortgage-backed securities | $136,600,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,670,000 | 319 |
| 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 | $231,661,000 | 238 |
| Mortgage-backed securities | $263,894,000 | 327 |
| Certificates of participation in pools of residential mortgages | $127,294,000 | 381 |
| Issued or guaranteed by U.S. | $127,294,000 | 376 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $136,600,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $136,600,000 | 71 |
| 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) | $126,912,000 | 174 |
| Available-for-sale securities (fair market value) | $213,468,000 | 557 |
| Total debt securities | $340,380,000 | 419 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $367,035,000 | 398 |
| U.S. Government securities | $170,708,000 | 608 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $170,708,000 | 588 |
| Securities issued by states & political subdivisions | $6,797,000 | 2,466 |
| Other domestic debt securities | $189,530,000 | 113 |
| Privately issued residential mortgage-backed securities | $161,495,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,035,000 | 328 |
| 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 | $215,853,000 | 249 |
| Mortgage-backed securities | $304,901,000 | 294 |
| Certificates of participation in pools of residential mortgages | $143,406,000 | 341 |
| Issued or guaranteed by U.S. | $143,406,000 | 338 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $161,495,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $161,495,000 | 68 |
| 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) | $119,135,000 | 186 |
| Available-for-sale securities (fair market value) | $247,900,000 | 475 |
| Total debt securities | $367,035,000 | 385 |
| 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 | $303,060,000 | 450 |
| U.S. Government securities | $156,949,000 | 610 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $156,949,000 | 587 |
| Securities issued by states & political subdivisions | $1,996,000 | 4,308 |
| Other domestic debt securities | $144,115,000 | 133 |
| Privately issued residential mortgage-backed securities | $115,945,000 | 79 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,170,000 | 324 |
| 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 | $197,589,000 | 267 |
| Mortgage-backed securities | $250,379,000 | 320 |
| Certificates of participation in pools of residential mortgages | $134,434,000 | 332 |
| Issued or guaranteed by U.S. | $134,434,000 | 328 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $115,945,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $115,945,000 | 74 |
| 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) | $97,624,000 | 223 |
| Available-for-sale securities (fair market value) | $205,436,000 | 543 |
| Total debt securities | $303,060,000 | 435 |
| 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 | $208,071,000 | 586 |
| U.S. Government securities | $141,341,000 | 605 |
| U.S. Treasury securities | $1,009,000 | 2,022 |
| U.S. Government agency obligations | $140,332,000 | 583 |
| Securities issued by states & political subdivisions | $1,995,000 | 4,335 |
| Other domestic debt securities | $64,735,000 | 264 |
| Privately issued residential mortgage-backed securities | $33,886,000 | 171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,849,000 | 303 |
| 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 | $117,661,000 | 378 |
| Mortgage-backed securities | $150,614,000 | 417 |
| Certificates of participation in pools of residential mortgages | $116,728,000 | 318 |
| Issued or guaranteed by U.S. | $116,728,000 | 315 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $33,886,000 | 592 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $33,886,000 | 150 |
| 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) | $103,349,000 | 199 |
| Available-for-sale securities (fair market value) | $104,722,000 | 911 |
| Total debt securities | $208,071,000 | 567 |
| 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 | $126,733,000 | 898 |
| U.S. Government securities | $120,308,000 | 706 |
| U.S. Treasury securities | $2,019,000 | 1,888 |
| U.S. Government agency obligations | $118,289,000 | 668 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,360 |
| Other domestic debt securities | $3,137,000 | 1,524 |
| 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 | $3,137,000 | 1,289 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,288,000 | 1,438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,058,000 | 473 |
| Mortgage-backed securities | $79,281,000 | 566 |
| Certificates of participation in pools of residential mortgages | $79,281,000 | 392 |
| Issued or guaranteed by U.S. | $79,281,000 | 386 |
| 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) | $33,812,000 | 739 |
| Available-for-sale securities (fair market value) | $92,921,000 | 940 |
| Total debt securities | $124,445,000 | 875 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $113,691,000 | 1,009 |
| U.S. Government securities | $108,671,000 | 830 |
| U.S. Treasury securities | $1,995,000 | 2,787 |
| U.S. Government agency obligations | $106,676,000 | 765 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $2,890,000 | 1,567 |
| 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 | $2,890,000 | 1,288 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $2,130,000 | 1,469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,882,000 | 901 |
| Mortgage-backed securities | $78,254,000 | 620 |
| Certificates of participation in pools of residential mortgages | $78,254,000 | 430 |
| Issued or guaranteed by U.S. | $78,254,000 | 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) | $29,039,000 | 910 |
| Available-for-sale securities (fair market value) | $84,652,000 | 1,032 |
| Total debt securities | $111,561,000 | 995 |
| 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 | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $105,211,000 | 1,094 |
| U.S. Government securities | $103,657,000 | 879 |
| U.S. Treasury securities | $2,032,000 | 3,821 |
| U.S. Government agency obligations | $101,625,000 | 772 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,554,000 | 1,768 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,649,000 | 1,267 |
| Mortgage-backed securities | $79,590,000 | 649 |
| Certificates of participation in pools of residential mortgages | $79,590,000 | 453 |
| Issued or guaranteed by U.S. | $79,590,000 | 444 |
| 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) | $11,493,000 | 2,129 |
| Available-for-sale securities (fair market value) | $93,718,000 | 924 |
| Total debt securities | $103,657,000 | 1,075 |
| 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 | $60,752,000 | 1,899 |
| U.S. Government securities | $58,744,000 | 1,545 |
| U.S. Treasury securities | $2,000,000 | 5,198 |
| U.S. Government agency obligations | $56,744,000 | 1,275 |
| Securities issued by states & political subdivisions | $720,000 | 6,319 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,288,000 | 1,966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,972,000 | 2,080 |
| Mortgage-backed securities | $47,184,000 | 924 |
| Certificates of participation in pools of residential mortgages | $47,184,000 | 668 |
| Issued or guaranteed by U.S. | $47,184,000 | 651 |
| 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) | $12,239,000 | 2,427 |
| Available-for-sale securities (fair market value) | $48,513,000 | 1,664 |
| Total debt securities | $59,464,000 | 1,882 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $56,612,000 | 2,161 |
| U.S. Government securities | $54,823,000 | 1,781 |
| U.S. Treasury securities | $1,997,000 | 6,046 |
| U.S. Government agency obligations | $52,826,000 | 1,378 |
| Securities issued by states & political subdivisions | $860,000 | 6,335 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $929,000 | 2,435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,191,000 | 2,497 |
| Mortgage-backed securities | $47,827,000 | 972 |
| Certificates of participation in pools of residential mortgages | $47,827,000 | 714 |
| Issued or guaranteed by U.S. | $47,827,000 | 698 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,524,000 | 2,565 |
| Available-for-sale securities (fair market value) | $43,088,000 | 1,905 |
| Total debt securities | $55,683,000 | 2,125 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $33,287,000 | 3,759 |
| U.S. Government securities | $31,469,000 | 3,208 |
| U.S. Treasury securities | $2,017,000 | 7,020 |
| U.S. Government agency obligations | $29,452,000 | 2,378 |
| Securities issued by states & political subdivisions | $1,000,000 | 6,330 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $817,000 | 2,471 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,614,000 | 5,507 |
| Mortgage-backed securities | $29,452,000 | 1,446 |
| Certificates of participation in pools of residential mortgages | $29,452,000 | 1,020 |
| Issued or guaranteed by U.S. | $29,452,000 | 1,001 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,038,000 | 3,165 |
| Available-for-sale securities (fair market value) | $22,249,000 | 3,628 |
| Total debt securities | $32,469,000 | 3,739 |
| 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 | $36,860,000 | 3,562 |
| U.S. Government securities | $35,164,000 | 2,970 |
| U.S. Treasury securities | $2,927,000 | 7,240 |
| U.S. Government agency obligations | $32,237,000 | 2,102 |
| Securities issued by states & political subdivisions | $1,000,000 | 6,647 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $696,000 | 2,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,271,000 | 5,850 |
| Mortgage-backed securities | $32,237,000 | 1,412 |
| Certificates of participation in pools of residential mortgages | $32,237,000 | 959 |
| Issued or guaranteed by U.S. | $32,237,000 | 941 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,179,000 | 2,665 |
| Available-for-sale securities (fair market value) | $9,681,000 | 4,873 |
| Total debt securities | $36,164,000 | 3,544 |
| 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 | $29,048,000 | 4,606 |
| U.S. Government securities | $27,752,000 | 3,858 |
| U.S. Treasury securities | $2,003,000 | 8,481 |
| U.S. Government agency obligations | $25,749,000 | 2,651 |
| Securities issued by states & political subdivisions | $1,000,000 | 6,805 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $296,000 | 3,922 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,365,000 | 6,591 |
| Mortgage-backed securities | $25,749,000 | 1,888 |
| Certificates of participation in pools of residential mortgages | $25,749,000 | 1,236 |
| Issued or guaranteed by U.S. | $25,749,000 | 1,208 |
| 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 | $28,752,000 | 4,538 |
| 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 | $25,295,000 | 5,121 |
| U.S. Government securities | $25,110,000 | 4,207 |
| U.S. Treasury securities | $2,006,000 | 8,770 |
| U.S. Government agency obligations | $23,104,000 | 2,860 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| 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 | $185,000 | 4,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 6,501 |
| Mortgage-backed securities | $23,104,000 | 2,060 |
| Certificates of participation in pools of residential mortgages | $11,543,000 | 2,279 |
| Issued or guaranteed by U.S. | $11,543,000 | 2,242 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $11,561,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $11,561,000 | 1,341 |
| 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 | $25,110,000 | 5,054 |
| 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 |