Home > New York Commercial Bank > Securities
New York Commercial Bank, Securities
| 2018-09-30 | Rank | |
| Total securities | $209,444,000 | 657 |
| U.S. Government securities | $206,871,000 | 467 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $206,871,000 | 440 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $200,005,000 | 369 |
| Certificates of participation in pools of residential mortgages | $5,580,000 | 2,567 |
| Issued or guaranteed by U.S. | $5,580,000 | 2,552 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $194,425,000 | 112 |
| Commercial mortgage pass-through securities | $189,867,000 | 47 |
| Other commercial mortgage-backed securities | $4,558,000 | 511 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $206,871,000 | 583 |
| Total debt securities | $206,872,000 | 657 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $224,414,000 | 622 |
| U.S. Government securities | $221,821,000 | 443 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $221,821,000 | 417 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $214,844,000 | 347 |
| Certificates of participation in pools of residential mortgages | $5,683,000 | 2,598 |
| Issued or guaranteed by U.S. | $5,683,000 | 2,474 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $209,161,000 | 104 |
| Commercial mortgage pass-through securities | $200,361,000 | 47 |
| Other commercial mortgage-backed securities | $8,800,000 | 378 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $221,821,000 | 556 |
| Total debt securities | $221,820,000 | 623 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $255,663,000 | 565 |
| U.S. Government securities | $253,050,000 | 406 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $253,050,000 | 388 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $246,045,000 | 317 |
| Certificates of participation in pools of residential mortgages | $5,771,000 | 2,626 |
| Issued or guaranteed by U.S. | $5,771,000 | 2,623 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $240,274,000 | 93 |
| Commercial mortgage pass-through securities | $215,737,000 | 42 |
| Other commercial mortgage-backed securities | $24,537,000 | 227 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $253,050,000 | 503 |
| Total debt securities | $253,050,000 | 562 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $253,582,000 | 572 |
| U.S. Government securities | $250,926,000 | 410 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $250,926,000 | 394 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,656,000 | 319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $250,926,000 | 312 |
| Certificates of participation in pools of residential mortgages | $5,961,000 | 2,631 |
| Issued or guaranteed by U.S. | $5,961,000 | 2,629 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $244,965,000 | 89 |
| Commercial mortgage pass-through securities | $220,091,000 | 38 |
| Other commercial mortgage-backed securities | $24,874,000 | 218 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $253,582,000 | 508 |
| Total debt securities | $250,927,000 | 565 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $293,709,000 | 508 |
| U.S. Government securities | $291,036,000 | 366 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $291,036,000 | 351 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,673,000 | 333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $291,036,000 | 279 |
| Certificates of participation in pools of residential mortgages | $6,124,000 | 2,654 |
| Issued or guaranteed by U.S. | $6,124,000 | 2,653 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $284,912,000 | 72 |
| Commercial mortgage pass-through securities | $251,841,000 | 30 |
| Other commercial mortgage-backed securities | $33,071,000 | 174 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $293,709,000 | 438 |
| Total debt securities | $291,036,000 | 506 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $323,744,000 | 469 |
| U.S. Government securities | $321,074,000 | 340 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $321,074,000 | 327 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $2,670,000 | 330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,000 | 4,922 |
| Mortgage-backed securities | $321,074,000 | 266 |
| Certificates of participation in pools of residential mortgages | $6,178,000 | 2,685 |
| Issued or guaranteed by U.S. | $6,178,000 | 2,684 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $314,896,000 | 69 |
| Commercial mortgage pass-through securities | $259,571,000 | 29 |
| Other commercial mortgage-backed securities | $55,325,000 | 133 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $323,744,000 | 406 |
| Total debt securities | $321,074,000 | 466 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $324,537,000 | 474 |
| U.S. Government securities | $321,882,000 | 338 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $321,882,000 | 323 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,655,000 | 328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $321,882,000 | 264 |
| Certificates of participation in pools of residential mortgages | $6,071,000 | 2,748 |
| Issued or guaranteed by U.S. | $6,071,000 | 2,746 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $315,811,000 | 66 |
| Commercial mortgage pass-through securities | $253,142,000 | 28 |
| Other commercial mortgage-backed securities | $62,669,000 | 123 |
| Held to maturity securities (book value) | $314,579,000 | 121 |
| Available-for-sale securities (fair market value) | $9,958,000 | 4,350 |
| Total debt securities | $321,881,000 | 469 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $345,690,000 | 445 |
| U.S. Government securities | $343,034,000 | 319 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $343,034,000 | 305 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $2,656,000 | 330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 4,903 |
| Mortgage-backed securities | $343,034,000 | 248 |
| Certificates of participation in pools of residential mortgages | $6,299,000 | 2,738 |
| Issued or guaranteed by U.S. | $6,299,000 | 2,734 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $336,735,000 | 60 |
| Commercial mortgage pass-through securities | $259,320,000 | 25 |
| Other commercial mortgage-backed securities | $77,415,000 | 106 |
| Held to maturity securities (book value) | $335,707,000 | 115 |
| Available-for-sale securities (fair market value) | $9,983,000 | 4,348 |
| Total debt securities | $343,034,000 | 438 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $375,826,000 | 409 |
| U.S. Government securities | $373,086,000 | 297 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $373,086,000 | 284 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $2,740,000 | 336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 4,979 |
| Mortgage-backed securities | $373,086,000 | 238 |
| Certificates of participation in pools of residential mortgages | $6,353,000 | 2,746 |
| Issued or guaranteed by U.S. | $6,353,000 | 2,743 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $366,733,000 | 54 |
| Commercial mortgage pass-through securities | $260,653,000 | 21 |
| Other commercial mortgage-backed securities | $106,080,000 | 89 |
| Held to maturity securities (book value) | $365,259,000 | 109 |
| Available-for-sale securities (fair market value) | $10,567,000 | 4,317 |
| Total debt securities | $373,086,000 | 404 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $382,410,000 | 411 |
| U.S. Government securities | $379,657,000 | 296 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $379,657,000 | 286 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $2,753,000 | 342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 4,966 |
| Mortgage-backed securities | $379,657,000 | 239 |
| Certificates of participation in pools of residential mortgages | $6,416,000 | 2,799 |
| Issued or guaranteed by U.S. | $6,416,000 | 2,794 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $373,241,000 | 54 |
| Commercial mortgage pass-through securities | $253,628,000 | 22 |
| Other commercial mortgage-backed securities | $119,613,000 | 83 |
| Held to maturity securities (book value) | $379,657,000 | 110 |
| Available-for-sale securities (fair market value) | $2,753,000 | 5,206 |
| Total debt securities | $379,657,000 | 409 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $401,543,000 | 393 |
| U.S. Government securities | $398,808,000 | 290 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $398,808,000 | 275 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,735,000 | 335 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,625,000 | 4,690 |
| Mortgage-backed securities | $398,808,000 | 228 |
| Certificates of participation in pools of residential mortgages | $6,480,000 | 2,785 |
| Issued or guaranteed by U.S. | $6,480,000 | 2,782 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $392,328,000 | 52 |
| Commercial mortgage pass-through securities | $265,730,000 | 22 |
| Other commercial mortgage-backed securities | $126,598,000 | 77 |
| Held to maturity securities (book value) | $398,808,000 | 109 |
| Available-for-sale securities (fair market value) | $2,735,000 | 5,268 |
| Total debt securities | $398,808,000 | 389 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $568,828,000 | 278 |
| U.S. Government securities | $566,130,000 | 212 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $566,130,000 | 206 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| 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 | $2,698,000 | 345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,170,000 | 715 |
| Mortgage-backed securities | $428,130,000 | 214 |
| Certificates of participation in pools of residential mortgages | $6,558,000 | 2,774 |
| Issued or guaranteed by U.S. | $6,558,000 | 2,772 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $421,572,000 | 46 |
| Commercial mortgage pass-through securities | $266,572,000 | 20 |
| Other commercial mortgage-backed securities | $155,000,000 | 64 |
| Held to maturity securities (book value) | $566,130,000 | 92 |
| Available-for-sale securities (fair market value) | $2,698,000 | 5,315 |
| Total debt securities | $566,130,000 | 271 |
| 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 | $732,488,000 | 231 |
| U.S. Government securities | $729,760,000 | 171 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $729,760,000 | 165 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| 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 | $2,728,000 | 353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,657,000 | 374 |
| Mortgage-backed securities | $441,760,000 | 211 |
| Certificates of participation in pools of residential mortgages | $10,199,000 | 2,337 |
| Issued or guaranteed by U.S. | $10,199,000 | 2,335 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $431,561,000 | 44 |
| Commercial mortgage pass-through securities | $268,999,000 | 20 |
| Other commercial mortgage-backed securities | $162,562,000 | 59 |
| Held to maturity securities (book value) | $726,325,000 | 75 |
| Available-for-sale securities (fair market value) | $6,163,000 | 5,010 |
| Total debt securities | $729,760,000 | 227 |
| 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 | $745,758,000 | 223 |
| U.S. Government securities | $743,055,000 | 170 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $743,055,000 | 166 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $2,703,000 | 351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $268,876,000 | 268 |
| Mortgage-backed securities | $455,055,000 | 210 |
| Certificates of participation in pools of residential mortgages | $10,649,000 | 2,339 |
| Issued or guaranteed by U.S. | $10,649,000 | 2,338 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $444,406,000 | 41 |
| Commercial mortgage pass-through securities | $269,561,000 | 19 |
| Other commercial mortgage-backed securities | $174,845,000 | 57 |
| Held to maturity securities (book value) | $739,490,000 | 74 |
| Available-for-sale securities (fair market value) | $6,268,000 | 5,080 |
| Total debt securities | $743,056,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $792,736,000 | 215 |
| U.S. Government securities | $789,998,000 | 161 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $789,998,000 | 156 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,738,000 | 352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $421,202,000 | 173 |
| Mortgage-backed securities | $493,002,000 | 200 |
| Certificates of participation in pools of residential mortgages | $10,830,000 | 2,368 |
| Issued or guaranteed by U.S. | $10,830,000 | 2,368 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $482,172,000 | 38 |
| Commercial mortgage pass-through securities | $270,075,000 | 20 |
| Other commercial mortgage-backed securities | $212,097,000 | 51 |
| Held to maturity securities (book value) | $786,318,000 | 70 |
| Available-for-sale securities (fair market value) | $6,418,000 | 5,120 |
| Total debt securities | $789,997,000 | 212 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $860,242,000 | 195 |
| U.S. Government securities | $857,553,000 | 149 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $857,553,000 | 144 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,689,000 | 354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $399,241,000 | 181 |
| Mortgage-backed securities | $560,557,000 | 178 |
| Certificates of participation in pools of residential mortgages | $11,472,000 | 2,336 |
| Issued or guaranteed by U.S. | $11,472,000 | 2,334 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $549,085,000 | 33 |
| Commercial mortgage pass-through securities | $316,670,000 | 19 |
| Other commercial mortgage-backed securities | $232,415,000 | 45 |
| Held to maturity securities (book value) | $853,736,000 | 63 |
| Available-for-sale securities (fair market value) | $6,506,000 | 5,206 |
| Total debt securities | $857,553,000 | 193 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $884,240,000 | 187 |
| U.S. Government securities | $881,574,000 | 143 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $881,574,000 | 139 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,666,000 | 356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $518,365,000 | 143 |
| Mortgage-backed securities | $578,578,000 | 173 |
| Certificates of participation in pools of residential mortgages | $11,910,000 | 2,363 |
| Issued or guaranteed by U.S. | $11,910,000 | 2,360 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $566,668,000 | 33 |
| Commercial mortgage pass-through securities | $317,211,000 | 18 |
| Other commercial mortgage-backed securities | $249,457,000 | 40 |
| Held to maturity securities (book value) | $863,773,000 | 62 |
| Available-for-sale securities (fair market value) | $20,467,000 | 3,972 |
| Total debt securities | $881,575,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $886,284,000 | 186 |
| U.S. Government securities | $883,610,000 | 140 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $883,610,000 | 136 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,674,000 | 375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $549,179,000 | 141 |
| Mortgage-backed securities | $580,614,000 | 171 |
| Certificates of participation in pools of residential mortgages | $12,659,000 | 2,332 |
| Issued or guaranteed by U.S. | $12,659,000 | 2,331 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $567,955,000 | 33 |
| Commercial mortgage pass-through securities | $317,714,000 | 18 |
| Other commercial mortgage-backed securities | $250,241,000 | 39 |
| Held to maturity securities (book value) | $865,442,000 | 63 |
| Available-for-sale securities (fair market value) | $20,842,000 | 3,990 |
| Total debt securities | $883,610,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $885,722,000 | 187 |
| U.S. Government securities | $883,083,000 | 145 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $883,083,000 | 142 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,639,000 | 380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $710,254,000 | 122 |
| Mortgage-backed securities | $582,665,000 | 173 |
| Certificates of participation in pools of residential mortgages | $13,281,000 | 2,294 |
| Issued or guaranteed by U.S. | $13,281,000 | 2,293 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $569,384,000 | 32 |
| Commercial mortgage pass-through securities | $318,170,000 | 18 |
| Other commercial mortgage-backed securities | $251,214,000 | 37 |
| Held to maturity securities (book value) | $864,882,000 | 61 |
| Available-for-sale securities (fair market value) | $20,840,000 | 4,011 |
| Total debt securities | $883,083,000 | 185 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $874,095,000 | 189 |
| U.S. Government securities | $871,471,000 | 144 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $871,471,000 | 142 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $2,624,000 | 385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $613,034,000 | 128 |
| Mortgage-backed securities | $571,053,000 | 175 |
| Certificates of participation in pools of residential mortgages | $11,647,000 | 2,459 |
| Issued or guaranteed by U.S. | $11,647,000 | 2,459 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $559,406,000 | 33 |
| Commercial mortgage pass-through securities | $309,598,000 | 17 |
| Other commercial mortgage-backed securities | $249,808,000 | 37 |
| Held to maturity securities (book value) | $850,568,000 | 57 |
| Available-for-sale securities (fair market value) | $23,527,000 | 3,826 |
| Total debt securities | $871,470,000 | 187 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $821,469,000 | 195 |
| U.S. Government securities | $818,778,000 | 148 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $818,778,000 | 145 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $2,691,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $680,906,000 | 119 |
| Mortgage-backed securities | $530,778,000 | 181 |
| Certificates of participation in pools of residential mortgages | $7,128,000 | 3,088 |
| Issued or guaranteed by U.S. | $7,128,000 | 3,085 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $523,650,000 | 31 |
| Commercial mortgage pass-through securities | $294,954,000 | 18 |
| Other commercial mortgage-backed securities | $228,696,000 | 36 |
| Held to maturity securities (book value) | $797,523,000 | 53 |
| Available-for-sale securities (fair market value) | $23,946,000 | 3,815 |
| Total debt securities | $818,778,000 | 192 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $790,026,000 | 199 |
| U.S. Government securities | $787,323,000 | 150 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $787,323,000 | 149 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,703,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $698,913,000 | 115 |
| Mortgage-backed securities | $499,323,000 | 189 |
| Certificates of participation in pools of residential mortgages | $7,599,000 | 2,981 |
| Issued or guaranteed by U.S. | $7,599,000 | 2,979 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $491,724,000 | 31 |
| Commercial mortgage pass-through securities | $262,502,000 | 18 |
| Other commercial mortgage-backed securities | $229,222,000 | 34 |
| Held to maturity securities (book value) | $765,811,000 | 49 |
| Available-for-sale securities (fair market value) | $24,215,000 | 3,804 |
| Total debt securities | $787,324,000 | 197 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $791,454,000 | 198 |
| U.S. Government securities | $789,176,000 | 151 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $789,176,000 | 149 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $2,278,000 | 436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $789,295,000 | 110 |
| Mortgage-backed securities | $501,176,000 | 193 |
| Certificates of participation in pools of residential mortgages | $8,631,000 | 2,858 |
| Issued or guaranteed by U.S. | $8,631,000 | 2,857 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $492,545,000 | 30 |
| Commercial mortgage pass-through securities | $259,970,000 | 17 |
| Other commercial mortgage-backed securities | $232,575,000 | 33 |
| Held to maturity securities (book value) | $766,087,000 | 46 |
| Available-for-sale securities (fair market value) | $25,367,000 | 3,755 |
| Total debt securities | $789,176,000 | 195 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $865,203,000 | 181 |
| U.S. Government securities | $862,909,000 | 142 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $862,909,000 | 141 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,294,000 | 417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $849,879,000 | 104 |
| Mortgage-backed securities | $519,918,000 | 183 |
| Certificates of participation in pools of residential mortgages | $9,061,000 | 2,794 |
| Issued or guaranteed by U.S. | $9,061,000 | 2,792 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $11,823,000 | 1,366 |
| CMOs issued by government agencies or sponsored agencies | $11,823,000 | 1,281 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $499,034,000 | 28 |
| Commercial mortgage pass-through securities | $265,743,000 | 16 |
| Other commercial mortgage-backed securities | $233,291,000 | 31 |
| Held to maturity securities (book value) | $833,708,000 | 42 |
| Available-for-sale securities (fair market value) | $31,495,000 | 3,316 |
| Total debt securities | $862,910,000 | 180 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $771,951,000 | 200 |
| U.S. Government securities | $769,631,000 | 152 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $769,631,000 | 151 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,320,000 | 420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $654,187,000 | 122 |
| Mortgage-backed securities | $526,641,000 | 184 |
| Certificates of participation in pools of residential mortgages | $9,367,000 | 2,884 |
| Issued or guaranteed by U.S. | $9,367,000 | 2,883 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $17,403,000 | 1,158 |
| CMOs issued by government agencies or sponsored agencies | $17,403,000 | 1,081 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $499,871,000 | 28 |
| Commercial mortgage pass-through securities | $266,073,000 | 17 |
| Other commercial mortgage-backed securities | $233,798,000 | 32 |
| Held to maturity securities (book value) | $740,059,000 | 46 |
| Available-for-sale securities (fair market value) | $31,892,000 | 3,325 |
| Total debt securities | $769,630,000 | 198 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $490,891,000 | 323 |
| U.S. Government securities | $488,586,000 | 236 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $488,586,000 | 230 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,305,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $480,070,000 | 156 |
| Mortgage-backed securities | $358,789,000 | 265 |
| Certificates of participation in pools of residential mortgages | $9,986,000 | 2,825 |
| Issued or guaranteed by U.S. | $9,986,000 | 2,825 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $23,883,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $23,883,000 | 884 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $324,920,000 | 32 |
| Commercial mortgage pass-through securities | $118,673,000 | 20 |
| Other commercial mortgage-backed securities | $206,247,000 | 30 |
| Held to maturity securities (book value) | $448,535,000 | 65 |
| Available-for-sale securities (fair market value) | $42,356,000 | 2,791 |
| Total debt securities | $488,586,000 | 317 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $730,745,000 | 217 |
| U.S. Government securities | $728,468,000 | 163 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $728,468,000 | 159 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,277,000 | 396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $490,375,000 | 157 |
| Mortgage-backed securities | $355,355,000 | 271 |
| Certificates of participation in pools of residential mortgages | $10,765,000 | 2,739 |
| Issued or guaranteed by U.S. | $10,765,000 | 2,737 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $29,454,000 | 852 |
| CMOs issued by government agencies or sponsored agencies | $29,454,000 | 794 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $315,136,000 | 31 |
| Commercial mortgage pass-through securities | $108,765,000 | 18 |
| Other commercial mortgage-backed securities | $206,371,000 | 29 |
| Held to maturity securities (book value) | $588,024,000 | 53 |
| Available-for-sale securities (fair market value) | $142,721,000 | 979 |
| Total debt securities | $728,470,000 | 214 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $432,942,000 | 353 |
| U.S. Government securities | $429,818,000 | 270 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $429,818,000 | 264 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $3,124,000 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $429,818,000 | 150 |
| Mortgage-backed securities | $192,123,000 | 434 |
| Certificates of participation in pools of residential mortgages | $11,264,000 | 2,573 |
| Issued or guaranteed by U.S. | $11,264,000 | 2,571 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $33,647,000 | 782 |
| CMOs issued by government agencies or sponsored agencies | $33,647,000 | 685 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $147,212,000 | 32 |
| Commercial mortgage pass-through securities | $72,511,000 | 14 |
| Other commercial mortgage-backed securities | $74,701,000 | 32 |
| Held to maturity securities (book value) | $238,538,000 | 97 |
| Available-for-sale securities (fair market value) | $194,404,000 | 682 |
| Total debt securities | $429,819,000 | 350 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $494,593,000 | 300 |
| U.S. Government securities | $491,457,000 | 228 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $491,457,000 | 223 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $3,136,000 | 326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $489,436,000 | 133 |
| Mortgage-backed securities | $196,887,000 | 407 |
| Certificates of participation in pools of residential mortgages | $11,969,000 | 2,424 |
| Issued or guaranteed by U.S. | $11,969,000 | 2,419 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $37,884,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $37,884,000 | 610 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $147,034,000 | 30 |
| Commercial mortgage pass-through securities | $72,558,000 | 14 |
| Other commercial mortgage-backed securities | $74,476,000 | 29 |
| Held to maturity securities (book value) | $399,979,000 | 68 |
| Available-for-sale securities (fair market value) | $94,614,000 | 1,343 |
| Total debt securities | $491,457,000 | 293 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $761,852,000 | 205 |
| U.S. Government securities | $758,723,000 | 157 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $758,723,000 | 153 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $3,129,000 | 335 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $656,211,000 | 116 |
| Mortgage-backed securities | $180,797,000 | 425 |
| Certificates of participation in pools of residential mortgages | $37,680,000 | 1,024 |
| Issued or guaranteed by U.S. | $37,680,000 | 1,020 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $42,902,000 | 651 |
| CMOs issued by government agencies or sponsored agencies | $42,902,000 | 566 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $100,215,000 | 32 |
| Commercial mortgage pass-through securities | $42,377,000 | 14 |
| Other commercial mortgage-backed securities | $57,838,000 | 29 |
| Held to maturity securities (book value) | $748,905,000 | 40 |
| Available-for-sale securities (fair market value) | $12,947,000 | 4,958 |
| Total debt securities | $758,723,000 | 204 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $873,494,000 | 183 |
| U.S. Government securities | $870,058,000 | 147 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $870,058,000 | 141 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $3,436,000 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $868,602,000 | 99 |
| Mortgage-backed securities | $61,479,000 | 1,045 |
| Certificates of participation in pools of residential mortgages | $13,207,000 | 2,170 |
| Issued or guaranteed by U.S. | $13,207,000 | 2,165 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $48,272,000 | 581 |
| CMOs issued by government agencies or sponsored agencies | $48,272,000 | 496 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $859,677,000 | 37 |
| Available-for-sale securities (fair market value) | $13,817,000 | 4,845 |
| Total debt securities | $870,056,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $590,015,000 | 253 |
| U.S. Government securities | $580,184,000 | 192 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $580,184,000 | 185 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $4,250,000 | 1,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $4,250,000 | 677 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,581,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $491,637,000 | 140 |
| Mortgage-backed securities | $96,556,000 | 687 |
| Certificates of participation in pools of residential mortgages | $41,727,000 | 882 |
| Issued or guaranteed by U.S. | $41,727,000 | 876 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $54,829,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $54,829,000 | 434 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $541,298,000 | 51 |
| Available-for-sale securities (fair market value) | $48,717,000 | 2,217 |
| Total debt securities | $584,433,000 | 252 |
| Structured notes | ||
| Amortized cost | $4,768,000 | 1,183 |
| Fair value | $4,810,000 | 1,170 |
| 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 | $137,280,000 | 972 |
| U.S. Government securities | $127,506,000 | 767 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $127,506,000 | 733 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $3,966,000 | 1,286 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,966,000 | 709 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,808,000 | 229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,790,000 | 553 |
| Mortgage-backed securities | $103,006,000 | 640 |
| Certificates of participation in pools of residential mortgages | $40,418,000 | 864 |
| Issued or guaranteed by U.S. | $40,418,000 | 856 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $62,588,000 | 465 |
| CMOs issued by government agencies or sponsored agencies | $62,588,000 | 390 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $87,088,000 | 216 |
| Available-for-sale securities (fair market value) | $50,192,000 | 2,127 |
| Total debt securities | $131,472,000 | 1,007 |
| Structured notes | ||
| Amortized cost | $4,804,000 | 1,180 |
| Fair value | $3,966,000 | 1,361 |
| 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 | $372,369,000 | 347 |
| U.S. Government securities | $362,539,000 | 267 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $362,539,000 | 258 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $4,045,000 | 1,279 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $4,045,000 | 672 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,785,000 | 230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $313,707,000 | 190 |
| Mortgage-backed securities | $112,539,000 | 587 |
| Certificates of participation in pools of residential mortgages | $42,322,000 | 845 |
| Issued or guaranteed by U.S. | $42,322,000 | 837 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $70,217,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $70,217,000 | 346 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $320,217,000 | 69 |
| Available-for-sale securities (fair market value) | $52,152,000 | 2,056 |
| Total debt securities | $366,584,000 | 347 |
| Structured notes | ||
| Amortized cost | $4,794,000 | 1,227 |
| Fair value | $4,044,000 | 1,369 |
| 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 | $451,104,000 | 298 |
| U.S. Government securities | $441,609,000 | 224 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $441,609,000 | 217 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $3,982,000 | 1,332 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $3,982,000 | 705 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,513,000 | 240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,397,000 | 332 |
| Mortgage-backed securities | $135,623,000 | 515 |
| Certificates of participation in pools of residential mortgages | $43,553,000 | 875 |
| Issued or guaranteed by U.S. | $43,553,000 | 867 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $92,070,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $92,070,000 | 275 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $398,056,000 | 58 |
| Available-for-sale securities (fair market value) | $53,048,000 | 2,035 |
| Total debt securities | $445,592,000 | 292 |
| Structured notes | ||
| Amortized cost | $4,784,000 | 1,044 |
| Fair value | $3,982,000 | 1,204 |
| 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 | $189,370,000 | 689 |
| U.S. Government securities | $180,021,000 | 522 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $180,021,000 | 506 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $3,854,000 | 1,389 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,854,000 | 731 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,495,000 | 259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,612,000 | 350 |
| Mortgage-backed securities | $146,654,000 | 482 |
| Certificates of participation in pools of residential mortgages | $45,495,000 | 863 |
| Issued or guaranteed by U.S. | $45,495,000 | 855 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $101,159,000 | 308 |
| CMOs issued by government agencies or sponsored agencies | $101,159,000 | 238 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $134,526,000 | 141 |
| Available-for-sale securities (fair market value) | $54,844,000 | 1,964 |
| Total debt securities | $183,875,000 | 698 |
| Structured notes | ||
| Amortized cost | $4,775,000 | 844 |
| Fair value | $3,855,000 | 1,015 |
| 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 | $200,779,000 | 649 |
| U.S. Government securities | $192,164,000 | 487 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $192,164,000 | 467 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $2,971,000 | 1,652 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,971,000 | 909 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $5,644,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,285,000 | 357 |
| Mortgage-backed securities | $158,799,000 | 458 |
| Certificates of participation in pools of residential mortgages | $49,505,000 | 816 |
| Issued or guaranteed by U.S. | $49,505,000 | 806 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $109,294,000 | 286 |
| CMOs issued by government agencies or sponsored agencies | $109,294,000 | 216 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $142,659,000 | 143 |
| Available-for-sale securities (fair market value) | $58,120,000 | 1,866 |
| Total debt securities | $195,135,000 | 650 |
| Structured notes | ||
| Amortized cost | $4,766,000 | 605 |
| Fair value | $2,971,000 | 882 |
| 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 | $213,544,000 | 595 |
| U.S. Government securities | $206,152,000 | 435 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $206,152,000 | 419 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $2,655,000 | 1,749 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,655,000 | 967 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $4,738,000 | 364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $179,824,000 | 348 |
| Mortgage-backed securities | $172,788,000 | 430 |
| Certificates of participation in pools of residential mortgages | $52,037,000 | 796 |
| Issued or guaranteed by U.S. | $52,037,000 | 785 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $120,751,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $120,751,000 | 195 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $154,114,000 | 132 |
| Available-for-sale securities (fair market value) | $59,430,000 | 1,780 |
| Total debt securities | $208,805,000 | 590 |
| Structured notes | ||
| Amortized cost | $4,756,000 | 369 |
| Fair value | $2,655,000 | 630 |
| 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 | $387,933,000 | 346 |
| U.S. Government securities | $381,760,000 | 251 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $381,760,000 | 245 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,572,000 | 2,036 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,572,000 | 1,284 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,601,000 | 380 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $376,709,000 | 190 |
| Mortgage-backed securities | $188,495,000 | 408 |
| Certificates of participation in pools of residential mortgages | $54,717,000 | 780 |
| Issued or guaranteed by U.S. | $54,717,000 | 769 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $133,778,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $133,778,000 | 177 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $266,991,000 | 86 |
| Available-for-sale securities (fair market value) | $120,942,000 | 895 |
| Total debt securities | $383,332,000 | 342 |
| Structured notes | ||
| Amortized cost | $9,995,000 | 109 |
| Fair value | $10,024,000 | 102 |
| 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 | $281,633,000 | 446 |
| U.S. Government securities | $262,740,000 | 344 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $262,740,000 | 336 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $3,250,000 | 1,489 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,250,000 | 846 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $15,643,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $260,407,000 | 262 |
| Mortgage-backed securities | $200,781,000 | 369 |
| Certificates of participation in pools of residential mortgages | $56,248,000 | 741 |
| Issued or guaranteed by U.S. | $56,248,000 | 733 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $144,533,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $144,533,000 | 159 |
| Privately issued | $0 | 1,555 |
| 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) | $144,533,000 | 143 |
| Available-for-sale securities (fair market value) | $137,100,000 | 760 |
| Total debt securities | $265,988,000 | 459 |
| Structured notes | ||
| Amortized cost | $9,972,000 | 127 |
| Fair value | $10,134,000 | 120 |
| 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 | $326,130,000 | 381 |
| U.S. Government securities | $312,165,000 | 283 |
| U.S. Treasury securities | $1,105,000 | 589 |
| U.S. Government agency obligations | $311,060,000 | 278 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $3,150,000 | 1,495 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,150,000 | 845 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $10,815,000 | 169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $293,715,000 | 225 |
| Mortgage-backed securities | $206,917,000 | 343 |
| Certificates of participation in pools of residential mortgages | $58,352,000 | 683 |
| Issued or guaranteed by U.S. | $58,352,000 | 676 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $148,565,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $148,565,000 | 151 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $148,565,000 | 138 |
| Available-for-sale securities (fair market value) | $177,565,000 | 571 |
| Total debt securities | $315,315,000 | 389 |
| Structured notes | ||
| Amortized cost | $9,949,000 | 113 |
| Fair value | $10,088,000 | 105 |
| 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 | $182,586,000 | 658 |
| U.S. Government securities | $168,294,000 | 506 |
| U.S. Treasury securities | $1,110,000 | 589 |
| U.S. Government agency obligations | $167,184,000 | 496 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $3,654,000 | 1,440 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,654,000 | 852 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $10,638,000 | 256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,110,000 | 389 |
| Mortgage-backed securities | $63,135,000 | 933 |
| Certificates of participation in pools of residential mortgages | $63,135,000 | 635 |
| Issued or guaranteed by U.S. | $63,135,000 | 628 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $182,586,000 | 555 |
| Total debt securities | $171,948,000 | 674 |
| Structured notes | ||
| Amortized cost | $9,926,000 | 130 |
| Fair value | $10,169,000 | 117 |
| 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 | $201,723,000 | 614 |
| U.S. Government securities | $185,974,000 | 465 |
| U.S. Treasury securities | $1,122,000 | 601 |
| U.S. Government agency obligations | $184,852,000 | 453 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $3,600,000 | 1,394 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,600,000 | 850 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $12,149,000 | 266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,665,000 | 476 |
| Mortgage-backed securities | $69,801,000 | 817 |
| Certificates of participation in pools of residential mortgages | $69,801,000 | 552 |
| Issued or guaranteed by U.S. | $69,801,000 | 546 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $201,723,000 | 532 |
| Total debt securities | $189,573,000 | 622 |
| Structured notes | ||
| Amortized cost | $14,768,000 | 80 |
| Fair value | $15,294,000 | 75 |
| 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 | $277,543,000 | 449 |
| U.S. Government securities | $262,645,000 | 334 |
| U.S. Treasury securities | $1,112,000 | 681 |
| U.S. Government agency obligations | $261,533,000 | 328 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $3,824,000 | 1,277 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,824,000 | 785 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $11,074,000 | 262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,551,000 | 255 |
| Mortgage-backed securities | $73,609,000 | 709 |
| Certificates of participation in pools of residential mortgages | $73,609,000 | 491 |
| Issued or guaranteed by U.S. | $73,609,000 | 485 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $277,543,000 | 385 |
| Total debt securities | $266,467,000 | 452 |
| Structured notes | ||
| Amortized cost | $36,733,000 | 44 |
| Fair value | $37,676,000 | 42 |
| 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 | $374,432,000 | 360 |
| U.S. Government securities | $350,940,000 | 264 |
| U.S. Treasury securities | $1,109,000 | 717 |
| U.S. Government agency obligations | $349,831,000 | 253 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $4,750,000 | 1,108 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,750,000 | 671 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $18,742,000 | 179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $257,683,000 | 251 |
| Mortgage-backed securities | $77,107,000 | 647 |
| Certificates of participation in pools of residential mortgages | $77,107,000 | 448 |
| Issued or guaranteed by U.S. | $77,107,000 | 443 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $81,685,000 | 237 |
| Available-for-sale securities (fair market value) | $292,747,000 | 371 |
| Total debt securities | $355,692,000 | 357 |
| Structured notes | ||
| Amortized cost | $11,824,000 | 231 |
| Fair value | $12,067,000 | 217 |
| 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 | $152,989,000 | 772 |
| U.S. Government securities | $131,356,000 | 652 |
| U.S. Treasury securities | $1,097,000 | 816 |
| U.S. Government agency obligations | $130,259,000 | 649 |
| Securities issued by states & political subdivisions | $120,000 | 5,915 |
| Other domestic debt securities | $4,107,000 | 1,128 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,107,000 | 691 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $17,406,000 | 178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,999,000 | 524 |
| Mortgage-backed securities | $28,465,000 | 1,376 |
| Certificates of participation in pools of residential mortgages | $28,465,000 | 990 |
| Issued or guaranteed by U.S. | $28,465,000 | 985 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $152,989,000 | 646 |
| Total debt securities | $135,583,000 | 855 |
| Structured notes | ||
| Amortized cost | $11,800,000 | 256 |
| Fair value | $11,932,000 | 244 |
| 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 | $157,663,000 | 773 |
| U.S. Government securities | $133,841,000 | 643 |
| U.S. Treasury securities | $1,101,000 | 873 |
| U.S. Government agency obligations | $132,740,000 | 639 |
| Securities issued by states & political subdivisions | $120,000 | 5,976 |
| Other domestic debt securities | $4,700,000 | 1,076 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,700,000 | 674 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $19,001,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,621,000 | 500 |
| Mortgage-backed securities | $30,371,000 | 1,296 |
| Certificates of participation in pools of residential mortgages | $30,371,000 | 935 |
| Issued or guaranteed by U.S. | $30,371,000 | 930 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $157,663,000 | 643 |
| Total debt securities | $138,661,000 | 834 |
| Structured notes | ||
| Amortized cost | $11,776,000 | 278 |
| Fair value | $11,969,000 | 271 |
| 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 | $157,578,000 | 784 |
| U.S. Government securities | $134,049,000 | 676 |
| U.S. Treasury securities | $1,099,000 | 915 |
| U.S. Government agency obligations | $132,950,000 | 665 |
| Securities issued by states & political subdivisions | $120,000 | 6,022 |
| Other domestic debt securities | $4,625,000 | 1,070 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,625,000 | 686 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $18,784,000 | 166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,454,000 | 472 |
| Mortgage-backed securities | $31,300,000 | 1,288 |
| Certificates of participation in pools of residential mortgages | $31,300,000 | 927 |
| Issued or guaranteed by U.S. | $31,300,000 | 919 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $157,578,000 | 654 |
| Total debt securities | $138,795,000 | 865 |
| Structured notes | ||
| Amortized cost | $11,753,000 | 302 |
| Fair value | $11,878,000 | 290 |
| 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 | $311,841,000 | 427 |
| U.S. Government securities | $281,218,000 | 352 |
| U.S. Treasury securities | $1,101,000 | 965 |
| U.S. Government agency obligations | $280,117,000 | 341 |
| Securities issued by states & political subdivisions | $120,000 | 6,091 |
| Other domestic debt securities | $14,904,000 | 570 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,904,000 | 307 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $15,599,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $210,399,000 | 295 |
| Mortgage-backed securities | $29,303,000 | 1,355 |
| Certificates of participation in pools of residential mortgages | $29,303,000 | 984 |
| Issued or guaranteed by U.S. | $29,303,000 | 974 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $311,841,000 | 364 |
| Total debt securities | $296,243,000 | 427 |
| Structured notes | ||
| Amortized cost | $11,729,000 | 339 |
| Fair value | $11,810,000 | 324 |
| 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 | $312,961,000 | 436 |
| U.S. Government securities | $281,049,000 | 357 |
| U.S. Treasury securities | $1,093,000 | 1,003 |
| U.S. Government agency obligations | $279,956,000 | 346 |
| Securities issued by states & political subdivisions | $160,000 | 6,066 |
| Other domestic debt securities | $14,805,000 | 576 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,805,000 | 310 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $16,947,000 | 182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,767,000 | 347 |
| Mortgage-backed securities | $30,124,000 | 1,343 |
| Certificates of participation in pools of residential mortgages | $30,124,000 | 974 |
| Issued or guaranteed by U.S. | $30,124,000 | 965 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $312,961,000 | 367 |
| Total debt securities | $296,016,000 | 444 |
| Structured notes | ||
| Amortized cost | $11,676,000 | 364 |
| Fair value | $11,667,000 | 346 |
| 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 | $234,739,000 | 568 |
| U.S. Government securities | $234,579,000 | 433 |
| U.S. Treasury securities | $501,000 | 1,353 |
| U.S. Government agency obligations | $234,078,000 | 417 |
| Securities issued by states & political subdivisions | $160,000 | 6,082 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,522,000 | 318 |
| Mortgage-backed securities | $11,519,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $11,519,000 | 1,964 |
| Issued or guaranteed by U.S. | $11,519,000 | 1,953 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $234,739,000 | 477 |
| Total debt securities | $234,738,000 | 555 |
| Structured notes | ||
| Amortized cost | $19,647,000 | 192 |
| Fair value | $19,684,000 | 187 |
| 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 | $234,560,000 | 573 |
| U.S. Government securities | $234,400,000 | 441 |
| U.S. Treasury securities | $505,000 | 1,361 |
| U.S. Government agency obligations | $233,895,000 | 424 |
| Securities issued by states & political subdivisions | $160,000 | 6,120 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $232,887,000 | 281 |
| Mortgage-backed securities | $12,187,000 | 2,445 |
| Certificates of participation in pools of residential mortgages | $12,187,000 | 1,911 |
| Issued or guaranteed by U.S. | $12,187,000 | 1,899 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $234,560,000 | 476 |
| Total debt securities | $234,560,000 | 554 |
| Structured notes | ||
| Amortized cost | $20,535,000 | 178 |
| Fair value | $19,625,000 | 187 |
| 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 | $237,196,000 | 559 |
| U.S. Government securities | $237,035,000 | 437 |
| U.S. Treasury securities | $509,000 | 1,360 |
| U.S. Government agency obligations | $236,526,000 | 417 |
| Securities issued by states & political subdivisions | $161,000 | 6,155 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $228,328,000 | 274 |
| Mortgage-backed securities | $13,019,000 | 2,368 |
| Certificates of participation in pools of residential mortgages | $13,019,000 | 1,863 |
| Issued or guaranteed by U.S. | $13,019,000 | 1,848 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $237,196,000 | 467 |
| Total debt securities | $237,196,000 | 544 |
| Structured notes | ||
| Amortized cost | $20,335,000 | 176 |
| Fair value | $19,900,000 | 180 |
| 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 | $255,545,000 | 527 |
| U.S. Government securities | $255,345,000 | 408 |
| U.S. Treasury securities | $514,000 | 1,411 |
| U.S. Government agency obligations | $254,831,000 | 392 |
| Securities issued by states & political subdivisions | $200,000 | 6,100 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $239,571,000 | 259 |
| Mortgage-backed securities | $21,783,000 | 1,763 |
| Certificates of participation in pools of residential mortgages | $21,783,000 | 1,349 |
| Issued or guaranteed by U.S. | $21,783,000 | 1,337 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $255,545,000 | 444 |
| Total debt securities | $255,545,000 | 516 |
| Structured notes | ||
| Amortized cost | $26,556,000 | 122 |
| Fair value | $26,376,000 | 122 |
| 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 | $272,007,000 | 499 |
| U.S. Government securities | $271,808,000 | 384 |
| U.S. Treasury securities | $518,000 | 1,516 |
| U.S. Government agency obligations | $271,290,000 | 369 |
| Securities issued by states & political subdivisions | $199,000 | 6,148 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,245,000 | 267 |
| Mortgage-backed securities | $23,427,000 | 1,720 |
| Certificates of participation in pools of residential mortgages | $23,427,000 | 1,315 |
| Issued or guaranteed by U.S. | $23,427,000 | 1,307 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $272,007,000 | 426 |
| Total debt securities | $272,007,000 | 486 |
| Structured notes | ||
| Amortized cost | $26,555,000 | 119 |
| Fair value | $25,989,000 | 119 |
| 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 | $278,814,000 | 505 |
| U.S. Government securities | $278,615,000 | 381 |
| U.S. Treasury securities | $526,000 | 1,539 |
| U.S. Government agency obligations | $278,089,000 | 366 |
| Securities issued by states & political subdivisions | $199,000 | 6,175 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $265,705,000 | 235 |
| Mortgage-backed securities | $25,206,000 | 1,656 |
| Certificates of participation in pools of residential mortgages | $25,206,000 | 1,262 |
| Issued or guaranteed by U.S. | $25,206,000 | 1,254 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $278,814,000 | 427 |
| Total debt securities | $278,814,000 | 485 |
| Structured notes | ||
| Amortized cost | $26,554,000 | 116 |
| Fair value | $26,437,000 | 116 |
| 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 | $258,821,000 | 536 |
| U.S. Government securities | $258,621,000 | 411 |
| U.S. Treasury securities | $535,000 | 1,525 |
| U.S. Government agency obligations | $258,086,000 | 390 |
| Securities issued by states & political subdivisions | $200,000 | 6,216 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $246,318,000 | 249 |
| Mortgage-backed securities | $27,408,000 | 1,587 |
| Certificates of participation in pools of residential mortgages | $27,408,000 | 1,193 |
| Issued or guaranteed by U.S. | $27,408,000 | 1,184 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $258,821,000 | 455 |
| Total debt securities | $258,821,000 | 524 |
| Structured notes | ||
| Amortized cost | $33,302,000 | 84 |
| Fair value | $33,396,000 | 84 |
| 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 | $269,735,000 | 522 |
| U.S. Government securities | $269,735,000 | 398 |
| U.S. Treasury securities | $537,000 | 1,614 |
| U.S. Government agency obligations | $269,198,000 | 380 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $249,710,000 | 249 |
| Mortgage-backed securities | $28,976,000 | 1,546 |
| Certificates of participation in pools of residential mortgages | $28,976,000 | 1,157 |
| Issued or guaranteed by U.S. | $28,976,000 | 1,148 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $269,735,000 | 440 |
| Total debt securities | $269,735,000 | 500 |
| Structured notes | ||
| Amortized cost | $43,185,000 | 65 |
| Fair value | $42,596,000 | 63 |
| 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 | $266,787,000 | 545 |
| U.S. Government securities | $251,247,000 | 441 |
| U.S. Treasury securities | $554,000 | 1,581 |
| U.S. Government agency obligations | $250,693,000 | 422 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $15,540,000 | 685 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,540,000 | 444 |
| 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 | $192,902,000 | 293 |
| Mortgage-backed securities | $35,818,000 | 1,359 |
| Certificates of participation in pools of residential mortgages | $35,818,000 | 1,012 |
| Issued or guaranteed by U.S. | $35,818,000 | 1,005 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $266,787,000 | 473 |
| Total debt securities | $266,787,000 | 523 |
| Structured notes | ||
| Amortized cost | $44,025,000 | 52 |
| Fair value | $44,218,000 | 52 |
| 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 | $229,441,000 | 613 |
| U.S. Government securities | $214,829,000 | 526 |
| U.S. Treasury securities | $556,000 | 1,689 |
| U.S. Government agency obligations | $214,273,000 | 510 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $14,612,000 | 680 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,612,000 | 495 |
| 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 | $208,693,000 | 279 |
| Mortgage-backed securities | $39,635,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | $39,635,000 | 958 |
| Issued or guaranteed by U.S. | $39,635,000 | 948 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,474,000 | 1,284 |
| Available-for-sale securities (fair market value) | $216,967,000 | 553 |
| Total debt securities | $229,441,000 | 595 |
| Structured notes | ||
| Amortized cost | $46,001,000 | 40 |
| Fair value | $45,433,000 | 40 |
| 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 | $218,003,000 | 638 |
| U.S. Government securities | $203,401,000 | 557 |
| U.S. Treasury securities | $503,000 | 1,857 |
| U.S. Government agency obligations | $202,898,000 | 538 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $14,602,000 | 694 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,602,000 | 523 |
| 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 | $148,024,000 | 346 |
| Mortgage-backed securities | $51,509,000 | 1,033 |
| Certificates of participation in pools of residential mortgages | $51,509,000 | 764 |
| Issued or guaranteed by U.S. | $51,509,000 | 760 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,471,000 | 1,275 |
| Available-for-sale securities (fair market value) | $205,532,000 | 586 |
| Total debt securities | $218,003,000 | 621 |
| Structured notes | ||
| Amortized cost | $32,262,000 | 52 |
| Fair value | $31,607,000 | 53 |
| 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 | $196,174,000 | 687 |
| U.S. Government securities | $181,629,000 | 579 |
| U.S. Treasury securities | $506,000 | 1,869 |
| U.S. Government agency obligations | $181,123,000 | 564 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $14,545,000 | 725 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,545,000 | 543 |
| 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 | $158,530,000 | 327 |
| Mortgage-backed securities | $69,273,000 | 844 |
| Certificates of participation in pools of residential mortgages | $69,273,000 | 591 |
| Issued or guaranteed by U.S. | $69,273,000 | 588 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,467,000 | 1,260 |
| Available-for-sale securities (fair market value) | $183,707,000 | 627 |
| Total debt securities | $196,174,000 | 665 |
| Structured notes | ||
| Amortized cost | $35,286,000 | 31 |
| Fair value | $35,237,000 | 32 |
| 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 | $211,186,000 | 643 |
| U.S. Government securities | $196,644,000 | 544 |
| U.S. Treasury securities | $507,000 | 1,907 |
| U.S. Government agency obligations | $196,137,000 | 521 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $14,542,000 | 744 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,542,000 | 543 |
| 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 | $165,764,000 | 310 |
| Mortgage-backed securities | $66,606,000 | 842 |
| Certificates of participation in pools of residential mortgages | $66,606,000 | 605 |
| Issued or guaranteed by U.S. | $66,606,000 | 603 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,464,000 | 1,274 |
| Available-for-sale securities (fair market value) | $198,722,000 | 579 |
| Total debt securities | $211,186,000 | 620 |
| Structured notes | ||
| Amortized cost | $25,970,000 | 35 |
| Fair value | $25,932,000 | 36 |
| 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 | $232,051,000 | 572 |
| U.S. Government securities | $217,530,000 | 475 |
| U.S. Treasury securities | $251,000 | 2,315 |
| U.S. Government agency obligations | $217,279,000 | 455 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $14,521,000 | 735 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,521,000 | 541 |
| 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 | $203,929,000 | 260 |
| Mortgage-backed securities | $87,108,000 | 691 |
| Certificates of participation in pools of residential mortgages | $87,108,000 | 469 |
| Issued or guaranteed by U.S. | $87,108,000 | 464 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,461,000 | 1,315 |
| Available-for-sale securities (fair market value) | $219,590,000 | 512 |
| Total debt securities | $232,051,000 | 549 |
| 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 | $214,424,000 | 563 |
| U.S. Government securities | $199,975,000 | 458 |
| U.S. Treasury securities | $19,997,000 | 265 |
| U.S. Government agency obligations | $179,978,000 | 477 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $14,449,000 | 745 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,449,000 | 544 |
| 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 | $199,626,000 | 253 |
| Mortgage-backed securities | $110,243,000 | 526 |
| Certificates of participation in pools of residential mortgages | $110,243,000 | 340 |
| Issued or guaranteed by U.S. | $110,243,000 | 335 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,457,000 | 1,336 |
| Available-for-sale securities (fair market value) | $201,967,000 | 505 |
| Total debt securities | $214,424,000 | 547 |
| 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 | $169,422,000 | 665 |
| U.S. Government securities | $158,456,000 | 545 |
| U.S. Treasury securities | $499,000 | 3,515 |
| U.S. Government agency obligations | $157,957,000 | 507 |
| Securities issued by states & political subdivisions | $1,149,000 | 5,142 |
| Other domestic debt securities | $4,491,000 | 1,278 |
| 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 | $4,491,000 | 1,067 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $5,326,000 | 818 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,264,000 | 315 |
| Mortgage-backed securities | $42,511,000 | 885 |
| Certificates of participation in pools of residential mortgages | $42,248,000 | 613 |
| Issued or guaranteed by U.S. | $42,248,000 | 607 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $263,000 | 3,651 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 3,475 |
| 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) | $4,754,000 | 2,840 |
| Available-for-sale securities (fair market value) | $164,668,000 | 542 |
| Total debt securities | $164,096,000 | 643 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $170,149,000 | 698 |
| U.S. Government securities | $163,859,000 | 560 |
| U.S. Treasury securities | $10,504,000 | 841 |
| U.S. Government agency obligations | $153,355,000 | 532 |
| Securities issued by states & political subdivisions | $1,143,000 | 5,416 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $5,147,000 | 817 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,478,000 | 323 |
| Mortgage-backed securities | $44,861,000 | 944 |
| Certificates of participation in pools of residential mortgages | $44,520,000 | 657 |
| Issued or guaranteed by U.S. | $44,520,000 | 651 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $341,000 | 3,770 |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 3,602 |
| 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) | $341,000 | 5,532 |
| Available-for-sale securities (fair market value) | $169,808,000 | 555 |
| Total debt securities | $165,002,000 | 684 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $145,947,000 | 807 |
| U.S. Government securities | $128,197,000 | 715 |
| U.S. Treasury securities | $4,068,000 | 2,567 |
| U.S. Government agency obligations | $124,129,000 | 641 |
| Securities issued by states & political subdivisions | $13,003,000 | 1,275 |
| 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 | $4,747,000 | 861 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,172,000 | 328 |
| Mortgage-backed securities | $49,019,000 | 913 |
| Certificates of participation in pools of residential mortgages | $48,355,000 | 654 |
| Issued or guaranteed by U.S. | $48,355,000 | 647 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $664,000 | 3,602 |
| CMOs issued by government agencies or sponsored agencies | $664,000 | 3,455 |
| 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) | $664,000 | 5,701 |
| Available-for-sale securities (fair market value) | $145,283,000 | 624 |
| Total debt securities | $141,200,000 | 806 |
| 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 | $99,354,000 | 1,162 |
| U.S. Government securities | $98,205,000 | 952 |
| U.S. Treasury securities | $10,436,000 | 1,785 |
| U.S. Government agency obligations | $87,769,000 | 862 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $28,000 | 3,638 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,526 |
| 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 | $1,121,000 | 2,153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,216,000 | 464 |
| Mortgage-backed securities | $39,168,000 | 1,046 |
| Certificates of participation in pools of residential mortgages | $36,475,000 | 810 |
| Issued or guaranteed by U.S. | $36,475,000 | 797 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,693,000 | 2,375 |
| CMOs issued by government agencies or sponsored agencies | $2,665,000 | 2,278 |
| Privately issued | $28,000 | 1,285 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,665,000 | 5,223 |
| Available-for-sale securities (fair market value) | $96,689,000 | 860 |
| Total debt securities | $98,233,000 | 1,138 |
| 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 | $92,147,000 | 1,291 |
| U.S. Government securities | $91,248,000 | 1,077 |
| U.S. Treasury securities | $20,525,000 | 1,124 |
| U.S. Government agency obligations | $70,723,000 | 1,055 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $70,000 | 3,983 |
| Privately issued residential mortgage-backed securities | $70,000 | 1,660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $829,000 | 2,603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,456,000 | 449 |
| Mortgage-backed securities | $34,361,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $31,554,000 | 955 |
| Issued or guaranteed by U.S. | $31,554,000 | 936 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,807,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $2,737,000 | 2,567 |
| Privately issued | $70,000 | 1,383 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,737,000 | 5,810 |
| Available-for-sale securities (fair market value) | $89,410,000 | 924 |
| Total debt securities | $91,318,000 | 1,259 |
| 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 | $43,238,000 | 2,917 |
| U.S. Government securities | $42,697,000 | 2,352 |
| U.S. Treasury securities | $8,801,000 | 3,035 |
| U.S. Government agency obligations | $33,896,000 | 2,064 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $144,000 | 4,224 |
| Privately issued residential mortgage-backed securities | $144,000 | 1,729 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $397,000 | 3,727 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,596,000 | 1,427 |
| Mortgage-backed securities | $22,487,000 | 1,788 |
| Certificates of participation in pools of residential mortgages | $19,582,000 | 1,350 |
| Issued or guaranteed by U.S. | $19,582,000 | 1,329 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,905,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $2,761,000 | 2,831 |
| Privately issued | $144,000 | 1,432 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,753,000 | 6,154 |
| Available-for-sale securities (fair market value) | $40,485,000 | 2,091 |
| Total debt securities | $42,841,000 | 2,869 |
| Structured notes | ||
| Amortized cost | $501,000 | 3,394 |
| Fair value | $500,000 | 3,443 |
| 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 | $24,263,000 | 5,104 |
| U.S. Government securities | $23,984,000 | 4,243 |
| U.S. Treasury securities | $9,152,000 | 3,660 |
| U.S. Government agency obligations | $14,832,000 | 4,039 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $150,000 | 4,810 |
| Privately issued residential mortgage-backed securities | $150,000 | 1,955 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $129,000 | 5,572 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,019,000 | 1,956 |
| Mortgage-backed securities | $9,625,000 | 3,308 |
| Certificates of participation in pools of residential mortgages | $6,280,000 | 3,005 |
| Issued or guaranteed by U.S. | $6,280,000 | 2,993 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,345,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $3,195,000 | 2,795 |
| Privately issued | $150,000 | 1,654 |
| 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) | $22,389,000 | 3,157 |
| Available-for-sale securities (fair market value) | $1,874,000 | 8,985 |
| Total debt securities | $24,134,000 | 5,042 |
| 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 | $13,099,000 | 7,987 |
| U.S. Government securities | $12,478,000 | 7,044 |
| U.S. Treasury securities | $1,896,000 | 8,697 |
| U.S. Government agency obligations | $10,582,000 | 5,380 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $470,000 | 4,391 |
| Privately issued residential mortgage-backed securities | $470,000 | 1,773 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $151,000 | 4,984 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,814,000 | 2,228 |
| Mortgage-backed securities | $4,652,000 | 5,460 |
| Certificates of participation in pools of residential mortgages | $196,000 | 9,033 |
| Issued or guaranteed by U.S. | $196,000 | 8,978 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,456,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $3,986,000 | 2,821 |
| Privately issued | $470,000 | 1,430 |
| 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 | $12,948,000 | 7,879 |
| 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 | $9,819,000 | 9,230 |
| U.S. Government securities | $7,354,000 | 9,349 |
| U.S. Treasury securities | $6,526,000 | 4,855 |
| U.S. Government agency obligations | $828,000 | 11,773 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $2,465,000 | 2,631 |
| Privately issued residential mortgage-backed securities | $2,465,000 | 1,055 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,722,000 | 2,981 |
| Mortgage-backed securities | $3,293,000 | 6,537 |
| Certificates of participation in pools of residential mortgages | $828,000 | 7,849 |
| Issued or guaranteed by U.S. | $828,000 | 7,787 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,465,000 | 3,766 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $2,465,000 | 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,819,000 | 9,097 |
| 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 |