Home > The National Bank and Trust Company > Securities
The National Bank and Trust Company, Securities
| 2014-12-31 | Rank | |
| Total securities | $154,149,000 | 977 |
| U.S. Government securities | $83,679,000 | 1,158 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $83,679,000 | 1,095 |
| Securities issued by states & political subdivisions | $69,267,000 | 494 |
| Other domestic debt securities | $1,203,000 | 1,597 |
| Privately issued residential mortgage-backed securities | $1,203,000 | 372 |
| 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 | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,811,000 | 832 |
| Mortgage-backed securities | $57,267,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | $21,752,000 | 1,589 |
| Issued or guaranteed by U.S. | $21,752,000 | 1,587 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $35,515,000 | 588 |
| CMOs issued by government agencies or sponsored agencies | $34,312,000 | 559 |
| Privately issued | $1,203,000 | 351 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $154,149,000 | 860 |
| Total debt securities | $154,149,000 | 963 |
| 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 | $157,874,000 | 967 |
| U.S. Government securities | $87,144,000 | 1,144 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $87,144,000 | 1,085 |
| Securities issued by states & political subdivisions | $69,437,000 | 487 |
| Other domestic debt securities | $1,293,000 | 1,606 |
| Privately issued residential mortgage-backed securities | $1,293,000 | 389 |
| 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 | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,252,000 | 781 |
| Mortgage-backed securities | $60,779,000 | 1,042 |
| Certificates of participation in pools of residential mortgages | $22,997,000 | 1,552 |
| Issued or guaranteed by U.S. | $22,997,000 | 1,552 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $37,782,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $36,489,000 | 555 |
| Privately issued | $1,293,000 | 372 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $157,874,000 | 843 |
| Total debt securities | $157,874,000 | 956 |
| 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 | $163,039,000 | 951 |
| U.S. Government securities | $93,144,000 | 1,094 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $93,144,000 | 1,046 |
| Securities issued by states & political subdivisions | $68,319,000 | 493 |
| Other domestic debt securities | $1,576,000 | 1,553 |
| Privately issued residential mortgage-backed securities | $1,576,000 | 357 |
| 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 | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,167,000 | 772 |
| Mortgage-backed securities | $66,794,000 | 963 |
| Certificates of participation in pools of residential mortgages | $24,559,000 | 1,522 |
| Issued or guaranteed by U.S. | $24,559,000 | 1,522 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $42,235,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $40,659,000 | 528 |
| Privately issued | $1,576,000 | 345 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $163,039,000 | 827 |
| Total debt securities | $163,038,000 | 937 |
| 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 | $154,848,000 | 1,002 |
| U.S. Government securities | $93,070,000 | 1,098 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $93,070,000 | 1,051 |
| Securities issued by states & political subdivisions | $60,082,000 | 586 |
| Other domestic debt securities | $1,696,000 | 1,574 |
| Privately issued residential mortgage-backed securities | $1,696,000 | 368 |
| 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 | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,214,000 | 752 |
| Mortgage-backed securities | $66,369,000 | 971 |
| Certificates of participation in pools of residential mortgages | $25,726,000 | 1,479 |
| Issued or guaranteed by U.S. | $25,726,000 | 1,479 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $40,643,000 | 561 |
| CMOs issued by government agencies or sponsored agencies | $38,947,000 | 539 |
| Privately issued | $1,696,000 | 355 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $154,848,000 | 870 |
| Total debt securities | $154,848,000 | 991 |
| 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 | $138,098,000 | 1,104 |
| U.S. Government securities | $83,698,000 | 1,182 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $83,698,000 | 1,140 |
| Securities issued by states & political subdivisions | $52,455,000 | 716 |
| Other domestic debt securities | $1,945,000 | 1,539 |
| Privately issued residential mortgage-backed securities | $1,945,000 | 368 |
| 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 | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,965,000 | 897 |
| Mortgage-backed securities | $62,104,000 | 1,025 |
| Certificates of participation in pools of residential mortgages | $27,241,000 | 1,434 |
| Issued or guaranteed by U.S. | $27,241,000 | 1,434 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $34,863,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $32,918,000 | 611 |
| Privately issued | $1,945,000 | 352 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $138,098,000 | 971 |
| Total debt securities | $138,098,000 | 1,092 |
| 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 | $138,818,000 | 1,100 |
| U.S. Government securities | $85,114,000 | 1,181 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $85,114,000 | 1,135 |
| Securities issued by states & political subdivisions | $51,574,000 | 726 |
| Other domestic debt securities | $2,130,000 | 1,511 |
| Privately issued residential mortgage-backed securities | $2,130,000 | 381 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,199,000 | 820 |
| Mortgage-backed securities | $63,471,000 | 1,025 |
| Certificates of participation in pools of residential mortgages | $29,532,000 | 1,343 |
| Issued or guaranteed by U.S. | $29,532,000 | 1,340 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $33,939,000 | 641 |
| CMOs issued by government agencies or sponsored agencies | $31,809,000 | 635 |
| Privately issued | $2,130,000 | 363 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $138,818,000 | 969 |
| Total debt securities | $138,818,000 | 1,087 |
| 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 | $134,154,000 | 1,144 |
| U.S. Government securities | $85,105,000 | 1,176 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $85,105,000 | 1,138 |
| Securities issued by states & political subdivisions | $46,572,000 | 807 |
| Other domestic debt securities | $2,477,000 | 1,452 |
| Privately issued residential mortgage-backed securities | $2,477,000 | 359 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,865,000 | 751 |
| Mortgage-backed securities | $65,909,000 | 996 |
| Certificates of participation in pools of residential mortgages | $25,579,000 | 1,501 |
| Issued or guaranteed by U.S. | $25,579,000 | 1,500 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $40,330,000 | 569 |
| CMOs issued by government agencies or sponsored agencies | $37,853,000 | 562 |
| Privately issued | $2,477,000 | 340 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $134,154,000 | 1,023 |
| Total debt securities | $134,154,000 | 1,128 |
| 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 | $144,156,000 | 1,070 |
| U.S. Government securities | $95,129,000 | 1,081 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $95,129,000 | 1,040 |
| Securities issued by states & political subdivisions | $46,097,000 | 798 |
| Other domestic debt securities | $2,930,000 | 1,344 |
| Privately issued residential mortgage-backed securities | $2,930,000 | 358 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,667,000 | 829 |
| Mortgage-backed securities | $79,117,000 | 879 |
| Certificates of participation in pools of residential mortgages | $25,336,000 | 1,546 |
| Issued or guaranteed by U.S. | $25,336,000 | 1,544 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $53,781,000 | 491 |
| CMOs issued by government agencies or sponsored agencies | $50,851,000 | 469 |
| Privately issued | $2,930,000 | 344 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $144,156,000 | 960 |
| Total debt securities | $144,156,000 | 1,060 |
| 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 | $133,020,000 | 1,143 |
| U.S. Government securities | $88,156,000 | 1,146 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $88,156,000 | 1,100 |
| Securities issued by states & political subdivisions | $40,840,000 | 883 |
| Other domestic debt securities | $4,024,000 | 1,137 |
| Privately issued residential mortgage-backed securities | $4,024,000 | 316 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,727,000 | 939 |
| Mortgage-backed securities | $72,098,000 | 939 |
| Certificates of participation in pools of residential mortgages | $14,401,000 | 2,197 |
| Issued or guaranteed by U.S. | $14,401,000 | 2,196 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $57,697,000 | 465 |
| CMOs issued by government agencies or sponsored agencies | $53,673,000 | 457 |
| Privately issued | $4,024,000 | 308 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $133,020,000 | 1,029 |
| Total debt securities | $133,020,000 | 1,127 |
| 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 | $137,998,000 | 1,107 |
| U.S. Government securities | $97,092,000 | 1,054 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $97,092,000 | 1,015 |
| Securities issued by states & political subdivisions | $36,441,000 | 974 |
| Other domestic debt securities | $4,465,000 | 1,123 |
| Privately issued residential mortgage-backed securities | $4,465,000 | 332 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,705,000 | 773 |
| Mortgage-backed securities | $81,312,000 | 886 |
| Certificates of participation in pools of residential mortgages | $15,990,000 | 2,156 |
| Issued or guaranteed by U.S. | $15,990,000 | 2,155 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $65,322,000 | 451 |
| CMOs issued by government agencies or sponsored agencies | $60,857,000 | 442 |
| Privately issued | $4,465,000 | 321 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $137,998,000 | 999 |
| Total debt securities | $137,998,000 | 1,097 |
| 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 | $156,161,000 | 990 |
| U.S. Government securities | $115,441,000 | 921 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $115,441,000 | 886 |
| Securities issued by states & political subdivisions | $35,757,000 | 965 |
| Other domestic debt securities | $4,963,000 | 1,081 |
| Privately issued residential mortgage-backed securities | $4,963,000 | 335 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,314,000 | 788 |
| Mortgage-backed securities | $99,284,000 | 765 |
| Certificates of participation in pools of residential mortgages | $11,741,000 | 2,626 |
| Issued or guaranteed by U.S. | $11,741,000 | 2,625 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $87,543,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $82,580,000 | 359 |
| Privately issued | $4,963,000 | 327 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $156,161,000 | 882 |
| Total debt securities | $156,160,000 | 980 |
| Structured notes | ||
| Amortized cost | $858,000 | 2,236 |
| Fair value | $931,000 | 2,188 |
| 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 | $154,437,000 | 1,004 |
| U.S. Government securities | $116,685,000 | 933 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $116,685,000 | 906 |
| Securities issued by states & political subdivisions | $31,386,000 | 1,047 |
| Other domestic debt securities | $6,366,000 | 932 |
| Privately issued residential mortgage-backed securities | $6,366,000 | 321 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,836,000 | 778 |
| Mortgage-backed securities | $103,013,000 | 763 |
| Certificates of participation in pools of residential mortgages | $9,699,000 | 2,878 |
| Issued or guaranteed by U.S. | $9,699,000 | 2,876 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $93,314,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $86,948,000 | 367 |
| Privately issued | $6,366,000 | 312 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $154,437,000 | 893 |
| Total debt securities | $154,437,000 | 989 |
| 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 | $139,744,000 | 1,070 |
| U.S. Government securities | $105,601,000 | 960 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $105,601,000 | 934 |
| Securities issued by states & political subdivisions | $27,199,000 | 1,191 |
| Other domestic debt securities | $6,944,000 | 887 |
| Privately issued residential mortgage-backed securities | $6,944,000 | 360 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,915,000 | 721 |
| Mortgage-backed securities | $106,111,000 | 707 |
| Certificates of participation in pools of residential mortgages | $7,766,000 | 3,050 |
| Issued or guaranteed by U.S. | $7,766,000 | 3,050 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $98,345,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $91,401,000 | 332 |
| Privately issued | $6,944,000 | 350 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $139,744,000 | 949 |
| Total debt securities | $139,744,000 | 1,059 |
| 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 | $145,457,000 | 1,005 |
| U.S. Government securities | $113,751,000 | 885 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $113,751,000 | 860 |
| Securities issued by states & political subdivisions | $24,064,000 | 1,297 |
| Other domestic debt securities | $7,642,000 | 834 |
| Privately issued residential mortgage-backed securities | $7,642,000 | 366 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,680,000 | 641 |
| Mortgage-backed securities | $102,698,000 | 716 |
| Certificates of participation in pools of residential mortgages | $8,008,000 | 2,957 |
| Issued or guaranteed by U.S. | $8,008,000 | 2,953 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $94,690,000 | 373 |
| CMOs issued by government agencies or sponsored agencies | $87,048,000 | 349 |
| Privately issued | $7,642,000 | 352 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $145,457,000 | 894 |
| Total debt securities | $145,457,000 | 996 |
| 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 | $137,071,000 | 1,056 |
| U.S. Government securities | $111,599,000 | 913 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $111,599,000 | 880 |
| Securities issued by states & political subdivisions | $17,109,000 | 1,725 |
| Other domestic debt securities | $8,363,000 | 775 |
| Privately issued residential mortgage-backed securities | $8,363,000 | 369 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,640,000 | 637 |
| Mortgage-backed securities | $92,516,000 | 764 |
| Certificates of participation in pools of residential mortgages | $7,005,000 | 3,110 |
| Issued or guaranteed by U.S. | $7,005,000 | 3,105 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $85,511,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $77,148,000 | 360 |
| Privately issued | $8,363,000 | 353 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $137,071,000 | 936 |
| Total debt securities | $137,071,000 | 1,043 |
| 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 | $122,678,000 | 1,173 |
| U.S. Government securities | $96,233,000 | 1,045 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $96,233,000 | 1,000 |
| Securities issued by states & political subdivisions | $17,330,000 | 1,665 |
| Other domestic debt securities | $9,115,000 | 759 |
| Privately issued residential mortgage-backed securities | $9,115,000 | 372 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,340,000 | 707 |
| Mortgage-backed securities | $72,884,000 | 893 |
| Certificates of participation in pools of residential mortgages | $7,230,000 | 2,995 |
| Issued or guaranteed by U.S. | $7,230,000 | 2,989 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $65,654,000 | 461 |
| CMOs issued by government agencies or sponsored agencies | $56,539,000 | 447 |
| Privately issued | $9,115,000 | 358 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $122,678,000 | 1,036 |
| Total debt securities | $122,679,000 | 1,162 |
| 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 | $133,855,000 | 1,029 |
| U.S. Government securities | $106,403,000 | 903 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $106,403,000 | 865 |
| Securities issued by states & political subdivisions | $17,288,000 | 1,639 |
| Other domestic debt securities | $10,164,000 | 743 |
| Privately issued residential mortgage-backed securities | $10,164,000 | 377 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,867,000 | 995 |
| Mortgage-backed securities | $95,474,000 | 695 |
| Certificates of participation in pools of residential mortgages | $7,114,000 | 2,914 |
| Issued or guaranteed by U.S. | $7,114,000 | 2,907 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $88,360,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $78,196,000 | 326 |
| Privately issued | $10,164,000 | 362 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $133,855,000 | 908 |
| Total debt securities | $133,855,000 | 1,014 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $146,060,000 | 921 |
| U.S. Government securities | $115,401,000 | 828 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $115,401,000 | 788 |
| Securities issued by states & political subdivisions | $16,792,000 | 1,624 |
| Other domestic debt securities | $13,867,000 | 616 |
| Privately issued residential mortgage-backed securities | $13,867,000 | 338 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,890,000 | 1,035 |
| Mortgage-backed securities | $99,779,000 | 653 |
| Certificates of participation in pools of residential mortgages | $7,936,000 | 2,729 |
| Issued or guaranteed by U.S. | $7,936,000 | 2,722 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $91,843,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $77,976,000 | 329 |
| Privately issued | $13,867,000 | 324 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $146,060,000 | 816 |
| Total debt securities | $146,058,000 | 910 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $146,979,000 | 903 |
| U.S. Government securities | $115,336,000 | 835 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $115,336,000 | 804 |
| Securities issued by states & political subdivisions | $17,004,000 | 1,521 |
| Other domestic debt securities | $14,639,000 | 604 |
| Privately issued residential mortgage-backed securities | $14,639,000 | 341 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,989,000 | 726 |
| Mortgage-backed securities | $99,363,000 | 640 |
| Certificates of participation in pools of residential mortgages | $8,611,000 | 2,643 |
| Issued or guaranteed by U.S. | $8,611,000 | 2,636 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $90,752,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $76,113,000 | 316 |
| Privately issued | $14,639,000 | 328 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $146,979,000 | 799 |
| Total debt securities | $146,979,000 | 892 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $152,537,000 | 868 |
| U.S. Government securities | $119,865,000 | 788 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $119,865,000 | 754 |
| Securities issued by states & political subdivisions | $17,212,000 | 1,478 |
| Other domestic debt securities | $15,460,000 | 603 |
| Privately issued residential mortgage-backed securities | $15,460,000 | 346 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,038,000 | 775 |
| Mortgage-backed securities | $106,750,000 | 625 |
| Certificates of participation in pools of residential mortgages | $9,799,000 | 2,562 |
| Issued or guaranteed by U.S. | $9,799,000 | 2,555 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $96,951,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $81,491,000 | 304 |
| Privately issued | $15,460,000 | 332 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $152,537,000 | 758 |
| Total debt securities | $152,537,000 | 854 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $142,423,000 | 904 |
| U.S. Government securities | $108,220,000 | 843 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $108,220,000 | 813 |
| Securities issued by states & political subdivisions | $17,866,000 | 1,417 |
| Other domestic debt securities | $16,337,000 | 602 |
| Privately issued residential mortgage-backed securities | $16,337,000 | 352 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,966,000 | 1,093 |
| Mortgage-backed securities | $109,932,000 | 616 |
| Certificates of participation in pools of residential mortgages | $11,190,000 | 2,437 |
| Issued or guaranteed by U.S. | $11,190,000 | 2,430 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $98,742,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $82,405,000 | 280 |
| Privately issued | $16,337,000 | 339 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $142,423,000 | 775 |
| Total debt securities | $142,424,000 | 889 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $125,573,000 | 1,022 |
| U.S. Government securities | $89,534,000 | 986 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $89,534,000 | 953 |
| Securities issued by states & political subdivisions | $19,694,000 | 1,273 |
| Other domestic debt securities | $16,345,000 | 657 |
| Privately issued residential mortgage-backed securities | $16,345,000 | 385 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,442,000 | 1,117 |
| Mortgage-backed securities | $93,356,000 | 698 |
| Certificates of participation in pools of residential mortgages | $5,603,000 | 3,471 |
| Issued or guaranteed by U.S. | $5,603,000 | 3,460 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $87,753,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $71,408,000 | 305 |
| Privately issued | $16,345,000 | 368 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $125,573,000 | 883 |
| Total debt securities | $125,570,000 | 1,004 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $121,761,000 | 1,045 |
| U.S. Government securities | $82,423,000 | 1,047 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $82,423,000 | 1,007 |
| Securities issued by states & political subdivisions | $20,708,000 | 1,152 |
| Other domestic debt securities | $18,630,000 | 627 |
| Privately issued residential mortgage-backed securities | $18,630,000 | 368 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,630,000 | 1,336 |
| Mortgage-backed securities | $90,384,000 | 711 |
| Certificates of participation in pools of residential mortgages | $6,078,000 | 3,406 |
| Issued or guaranteed by U.S. | $6,078,000 | 3,393 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $84,306,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $65,676,000 | 294 |
| Privately issued | $18,630,000 | 356 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $121,761,000 | 899 |
| Total debt securities | $121,762,000 | 1,023 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $108,306,000 | 1,149 |
| U.S. Government securities | $67,531,000 | 1,283 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $67,531,000 | 1,249 |
| Securities issued by states & political subdivisions | $23,360,000 | 963 |
| Other domestic debt securities | $17,415,000 | 627 |
| Privately issued residential mortgage-backed securities | $17,415,000 | 390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,182,000 | 1,597 |
| Mortgage-backed securities | $74,280,000 | 864 |
| Certificates of participation in pools of residential mortgages | $4,526,000 | 3,897 |
| Issued or guaranteed by U.S. | $4,526,000 | 3,884 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $69,754,000 | 392 |
| CMOs issued by government agencies or sponsored agencies | $52,339,000 | 338 |
| Privately issued | $17,415,000 | 372 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $108,306,000 | 991 |
| Total debt securities | $108,307,000 | 1,124 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $87,908,000 | 1,375 |
| U.S. Government securities | $53,480,000 | 1,596 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $53,480,000 | 1,573 |
| Securities issued by states & political subdivisions | $24,598,000 | 877 |
| Other domestic debt securities | $9,830,000 | 845 |
| Privately issued residential mortgage-backed securities | $9,830,000 | 508 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,866,000 | 1,655 |
| Mortgage-backed securities | $52,597,000 | 1,133 |
| Certificates of participation in pools of residential mortgages | $2,738,000 | 4,447 |
| Issued or guaranteed by U.S. | $2,738,000 | 4,434 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $49,859,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $40,029,000 | 400 |
| Privately issued | $9,830,000 | 482 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $87,908,000 | 1,198 |
| Total debt securities | $87,908,000 | 1,360 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $87,803,000 | 1,354 |
| U.S. Government securities | $52,080,000 | 1,582 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $52,080,000 | 1,555 |
| Securities issued by states & political subdivisions | $27,577,000 | 754 |
| Other domestic debt securities | $8,146,000 | 917 |
| Privately issued residential mortgage-backed securities | $8,146,000 | 564 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,200,000 | 1,414 |
| Mortgage-backed securities | $49,647,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $2,871,000 | 4,331 |
| Issued or guaranteed by U.S. | $2,871,000 | 4,319 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $46,776,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $38,630,000 | 388 |
| Privately issued | $8,146,000 | 538 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $87,803,000 | 1,171 |
| Total debt securities | $87,803,000 | 1,328 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $90,906,000 | 1,336 |
| U.S. Government securities | $52,668,000 | 1,585 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $52,668,000 | 1,557 |
| Securities issued by states & political subdivisions | $29,411,000 | 713 |
| Other domestic debt securities | $8,827,000 | 922 |
| Privately issued residential mortgage-backed securities | $8,827,000 | 539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,198,000 | 1,542 |
| Mortgage-backed securities | $50,843,000 | 1,113 |
| Certificates of participation in pools of residential mortgages | $2,079,000 | 4,672 |
| Issued or guaranteed by U.S. | $2,079,000 | 4,653 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $48,764,000 | 465 |
| CMOs issued by government agencies or sponsored agencies | $39,937,000 | 371 |
| Privately issued | $8,827,000 | 510 |
| 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) | $90,906,000 | 1,159 |
| Total debt securities | $90,906,000 | 1,308 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $89,311,000 | 1,342 |
| U.S. Government securities | $49,324,000 | 1,682 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $49,324,000 | 1,653 |
| Securities issued by states & political subdivisions | $31,245,000 | 661 |
| Other domestic debt securities | $8,742,000 | 908 |
| Privately issued residential mortgage-backed securities | $8,742,000 | 521 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,622,000 | 1,457 |
| Mortgage-backed securities | $49,383,000 | 1,102 |
| Certificates of participation in pools of residential mortgages | $2,278,000 | 4,489 |
| Issued or guaranteed by U.S. | $2,278,000 | 4,469 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $47,105,000 | 459 |
| CMOs issued by government agencies or sponsored agencies | $38,363,000 | 369 |
| Privately issued | $8,742,000 | 495 |
| 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) | $89,311,000 | 1,181 |
| Total debt securities | $89,310,000 | 1,306 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $89,285,000 | 1,342 |
| U.S. Government securities | $48,099,000 | 1,728 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $48,099,000 | 1,690 |
| Securities issued by states & political subdivisions | $33,407,000 | 587 |
| Other domestic debt securities | $7,769,000 | 930 |
| Privately issued residential mortgage-backed securities | $7,769,000 | 514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $10,000 | 1,800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,264,000 | 1,795 |
| Mortgage-backed securities | $41,293,000 | 1,129 |
| Certificates of participation in pools of residential mortgages | $2,418,000 | 4,160 |
| Issued or guaranteed by U.S. | $2,418,000 | 4,144 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $38,875,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $31,106,000 | 419 |
| Privately issued | $7,769,000 | 487 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $89,285,000 | 1,164 |
| Total debt securities | $89,285,000 | 1,309 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $86,705,000 | 1,372 |
| U.S. Government securities | $47,657,000 | 1,763 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $47,657,000 | 1,720 |
| Securities issued by states & political subdivisions | $33,764,000 | 564 |
| Other domestic debt securities | $5,274,000 | 1,056 |
| Privately issued residential mortgage-backed securities | $5,274,000 | 575 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $10,000 | 1,738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,208,000 | 1,330 |
| Mortgage-backed securities | $36,426,000 | 1,163 |
| Certificates of participation in pools of residential mortgages | $2,577,000 | 3,935 |
| Issued or guaranteed by U.S. | $2,577,000 | 3,918 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $33,849,000 | 521 |
| CMOs issued by government agencies or sponsored agencies | $28,575,000 | 426 |
| Privately issued | $5,274,000 | 544 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $86,705,000 | 1,191 |
| Total debt securities | $86,703,000 | 1,348 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $79,573,000 | 1,490 |
| U.S. Government securities | $45,168,000 | 1,873 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $45,168,000 | 1,820 |
| Securities issued by states & political subdivisions | $34,392,000 | 549 |
| Other domestic debt securities | $3,000 | 2,906 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,380 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $10,000 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,687,000 | 941 |
| Mortgage-backed securities | $24,795,000 | 1,516 |
| Certificates of participation in pools of residential mortgages | $2,744,000 | 3,814 |
| Issued or guaranteed by U.S. | $2,744,000 | 3,802 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $22,051,000 | 661 |
| CMOs issued by government agencies or sponsored agencies | $22,048,000 | 507 |
| Privately issued | $3,000 | 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 | 3,791 |
| Available-for-sale securities (fair market value) | $79,573,000 | 1,292 |
| Total debt securities | $79,564,000 | 1,463 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $79,104,000 | 1,505 |
| U.S. Government securities | $44,261,000 | 1,932 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $44,261,000 | 1,873 |
| Securities issued by states & political subdivisions | $34,830,000 | 538 |
| Other domestic debt securities | $3,000 | 2,932 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,347 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $10,000 | 1,789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,519,000 | 938 |
| Mortgage-backed securities | $22,840,000 | 1,585 |
| Certificates of participation in pools of residential mortgages | $2,955,000 | 3,715 |
| Issued or guaranteed by U.S. | $2,955,000 | 3,700 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $19,885,000 | 689 |
| CMOs issued by government agencies or sponsored agencies | $19,882,000 | 538 |
| Privately issued | $3,000 | 1,243 |
| 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) | $79,104,000 | 1,303 |
| Total debt securities | $79,095,000 | 1,471 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $82,896,000 | 1,474 |
| U.S. Government securities | $48,359,000 | 1,799 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $48,359,000 | 1,752 |
| Securities issued by states & political subdivisions | $34,523,000 | 534 |
| Other domestic debt securities | $4,000 | 2,979 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,335 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $10,000 | 1,844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,570,000 | 938 |
| Mortgage-backed securities | $20,001,000 | 1,753 |
| Certificates of participation in pools of residential mortgages | $3,132,000 | 3,638 |
| Issued or guaranteed by U.S. | $3,132,000 | 3,626 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $16,869,000 | 774 |
| CMOs issued by government agencies or sponsored agencies | $16,865,000 | 614 |
| Privately issued | $4,000 | 1,240 |
| 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) | $82,896,000 | 1,280 |
| Total debt securities | $82,885,000 | 1,444 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $84,050,000 | 1,451 |
| U.S. Government securities | $49,410,000 | 1,797 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $49,410,000 | 1,750 |
| Securities issued by states & political subdivisions | $34,623,000 | 519 |
| Other domestic debt securities | $7,000 | 3,021 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,307 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $10,000 | 1,880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,254,000 | 688 |
| Mortgage-backed securities | $21,120,000 | 1,683 |
| Certificates of participation in pools of residential mortgages | $3,332,000 | 3,568 |
| Issued or guaranteed by U.S. | $3,332,000 | 3,549 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $17,788,000 | 741 |
| CMOs issued by government agencies or sponsored agencies | $17,781,000 | 589 |
| Privately issued | $7,000 | 1,201 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $84,050,000 | 1,254 |
| Total debt securities | $84,041,000 | 1,422 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $142,077,000 | 876 |
| U.S. Government securities | $106,733,000 | 847 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $106,733,000 | 820 |
| Securities issued by states & political subdivisions | $35,327,000 | 497 |
| Other domestic debt securities | $7,000 | 3,095 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $10,000 | 1,904 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,021,000 | 555 |
| Mortgage-backed securities | $34,586,000 | 1,235 |
| Certificates of participation in pools of residential mortgages | $13,031,000 | 1,791 |
| Issued or guaranteed by U.S. | $13,031,000 | 1,782 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $21,555,000 | 653 |
| CMOs issued by government agencies or sponsored agencies | $21,548,000 | 510 |
| Privately issued | $7,000 | 1,201 |
| 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) | $142,077,000 | 736 |
| Total debt securities | $142,077,000 | 857 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $149,239,000 | 843 |
| U.S. Government securities | $113,704,000 | 807 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $113,704,000 | 780 |
| Securities issued by states & political subdivisions | $35,516,000 | 486 |
| Other domestic debt securities | $9,000 | 3,158 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,276 |
| 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 | $10,000 | 1,948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,930,000 | 445 |
| Mortgage-backed securities | $36,522,000 | 1,198 |
| Certificates of participation in pools of residential mortgages | $13,830,000 | 1,744 |
| Issued or guaranteed by U.S. | $13,830,000 | 1,733 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $22,692,000 | 634 |
| CMOs issued by government agencies or sponsored agencies | $22,683,000 | 502 |
| Privately issued | $9,000 | 1,183 |
| 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) | $149,239,000 | 703 |
| Total debt securities | $149,229,000 | 827 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $171,567,000 | 745 |
| U.S. Government securities | $132,774,000 | 707 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $132,774,000 | 685 |
| Securities issued by states & political subdivisions | $38,774,000 | 445 |
| Other domestic debt securities | $9,000 | 3,259 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,267 |
| 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 | $10,000 | 1,980 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,286,000 | 409 |
| Mortgage-backed securities | $54,459,000 | 885 |
| Certificates of participation in pools of residential mortgages | $16,100,000 | 1,587 |
| Issued or guaranteed by U.S. | $16,100,000 | 1,576 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $38,359,000 | 466 |
| CMOs issued by government agencies or sponsored agencies | $38,350,000 | 361 |
| Privately issued | $9,000 | 1,163 |
| 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) | $171,567,000 | 625 |
| Total debt securities | $171,558,000 | 728 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $176,154,000 | 720 |
| U.S. Government securities | $137,114,000 | 684 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $137,114,000 | 659 |
| Securities issued by states & political subdivisions | $39,020,000 | 448 |
| Other domestic debt securities | $10,000 | 3,314 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,248 |
| 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 | $10,000 | 1,985 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,887,000 | 382 |
| Mortgage-backed securities | $58,625,000 | 833 |
| Certificates of participation in pools of residential mortgages | $21,140,000 | 1,352 |
| Issued or guaranteed by U.S. | $21,140,000 | 1,343 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $37,485,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $37,475,000 | 380 |
| Privately issued | $10,000 | 1,140 |
| 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) | $176,154,000 | 601 |
| Total debt securities | $176,143,000 | 704 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $180,529,000 | 712 |
| U.S. Government securities | $140,720,000 | 662 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $140,720,000 | 640 |
| Securities issued by states & political subdivisions | $39,788,000 | 435 |
| Other domestic debt securities | $11,000 | 3,361 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,218 |
| 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 | $10,000 | 2,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,423,000 | 407 |
| Mortgage-backed securities | $61,553,000 | 820 |
| Certificates of participation in pools of residential mortgages | $22,883,000 | 1,306 |
| Issued or guaranteed by U.S. | $22,883,000 | 1,296 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $38,670,000 | 470 |
| CMOs issued by government agencies or sponsored agencies | $38,659,000 | 377 |
| Privately issued | $11,000 | 1,106 |
| 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) | $180,529,000 | 590 |
| Total debt securities | $180,519,000 | 697 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $176,667,000 | 732 |
| U.S. Government securities | $137,242,000 | 696 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $137,242,000 | 667 |
| Securities issued by states & political subdivisions | $39,404,000 | 440 |
| Other domestic debt securities | $11,000 | 3,410 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,209 |
| 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 | $10,000 | 2,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,300,000 | 437 |
| Mortgage-backed securities | $62,246,000 | 843 |
| Certificates of participation in pools of residential mortgages | $28,185,000 | 1,143 |
| Issued or guaranteed by U.S. | $28,185,000 | 1,136 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $34,061,000 | 514 |
| CMOs issued by government agencies or sponsored agencies | $34,050,000 | 419 |
| Privately issued | $11,000 | 1,106 |
| 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) | $176,667,000 | 611 |
| Total debt securities | $176,657,000 | 714 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $169,745,000 | 763 |
| U.S. Government securities | $130,150,000 | 737 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $130,150,000 | 709 |
| Securities issued by states & political subdivisions | $39,573,000 | 431 |
| Other domestic debt securities | $22,000 | 3,442 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,197 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 2,937 |
| 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 | $113,619,000 | 458 |
| Mortgage-backed securities | $62,073,000 | 865 |
| Certificates of participation in pools of residential mortgages | $30,498,000 | 1,101 |
| Issued or guaranteed by U.S. | $30,498,000 | 1,095 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $31,575,000 | 558 |
| CMOs issued by government agencies or sponsored agencies | $31,563,000 | 441 |
| Privately issued | $12,000 | 1,097 |
| 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) | $169,745,000 | 648 |
| Total debt securities | $169,745,000 | 745 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $173,592,000 | 753 |
| U.S. Government securities | $132,776,000 | 741 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $132,776,000 | 706 |
| Securities issued by states & political subdivisions | $40,764,000 | 415 |
| Other domestic debt securities | $52,000 | 3,457 |
| Privately issued residential mortgage-backed securities | $42,000 | 1,090 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 3,008 |
| 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 | $139,268,000 | 396 |
| Mortgage-backed securities | $63,083,000 | 853 |
| Certificates of participation in pools of residential mortgages | $33,517,000 | 1,029 |
| Issued or guaranteed by U.S. | $33,517,000 | 1,022 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $29,566,000 | 582 |
| CMOs issued by government agencies or sponsored agencies | $29,524,000 | 468 |
| Privately issued | $42,000 | 998 |
| 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) | $173,592,000 | 637 |
| Total debt securities | $173,592,000 | 734 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $180,000,000 | 736 |
| U.S. Government securities | $140,754,000 | 714 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $140,754,000 | 681 |
| Securities issued by states & political subdivisions | $39,221,000 | 427 |
| Other domestic debt securities | $25,000 | 3,601 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,154 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 3,112 |
| 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 | $151,535,000 | 365 |
| Mortgage-backed securities | $70,829,000 | 805 |
| Certificates of participation in pools of residential mortgages | $35,227,000 | 999 |
| Issued or guaranteed by U.S. | $35,227,000 | 993 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $35,602,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $35,587,000 | 420 |
| Privately issued | $15,000 | 1,053 |
| 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) | $38,160,000 | 598 |
| Available-for-sale securities (fair market value) | $141,840,000 | 783 |
| Total debt securities | $180,000,000 | 717 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,185 |
| Fair value | $3,006,000 | 1,172 |
| 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 | $193,997,000 | 696 |
| U.S. Government securities | $155,265,000 | 666 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $155,265,000 | 648 |
| Securities issued by states & political subdivisions | $38,707,000 | 437 |
| Other domestic debt securities | $25,000 | 3,697 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,000 | 3,192 |
| 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 | $163,109,000 | 336 |
| Mortgage-backed securities | $80,395,000 | 753 |
| Certificates of participation in pools of residential mortgages | $40,608,000 | 907 |
| Issued or guaranteed by U.S. | $40,608,000 | 901 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $39,787,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $39,772,000 | 405 |
| Privately issued | $15,000 | 1,106 |
| 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) | $38,176,000 | 577 |
| Available-for-sale securities (fair market value) | $155,821,000 | 723 |
| Total debt securities | $193,997,000 | 681 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,034 |
| Fair value | $3,024,000 | 1,049 |
| 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 | $191,791,000 | 712 |
| U.S. Government securities | $144,947,000 | 726 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $144,947,000 | 702 |
| Securities issued by states & political subdivisions | $46,798,000 | 348 |
| Other domestic debt securities | $46,000 | 3,713 |
| Privately issued residential mortgage-backed securities | $46,000 | 1,005 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,743,000 | 326 |
| Mortgage-backed securities | $84,560,000 | 739 |
| Certificates of participation in pools of residential mortgages | $43,589,000 | 878 |
| Issued or guaranteed by U.S. | $43,589,000 | 871 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $40,971,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $40,925,000 | 438 |
| Privately issued | $46,000 | 872 |
| 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) | $38,681,000 | 563 |
| Available-for-sale securities (fair market value) | $153,110,000 | 748 |
| Total debt securities | $191,791,000 | 694 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 912 |
| Fair value | $3,041,000 | 913 |
| 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 | $207,110,000 | 667 |
| U.S. Government securities | $152,325,000 | 673 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $152,325,000 | 647 |
| Securities issued by states & political subdivisions | $46,775,000 | 344 |
| Other domestic debt securities | $8,010,000 | 1,023 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,145 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,989,000 | 820 |
| 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 | $187,329,000 | 290 |
| Mortgage-backed securities | $91,690,000 | 693 |
| Certificates of participation in pools of residential mortgages | $48,132,000 | 807 |
| Issued or guaranteed by U.S. | $48,132,000 | 803 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $43,558,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $43,537,000 | 428 |
| Privately issued | $21,000 | 992 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,687,000 | 566 |
| Available-for-sale securities (fair market value) | $168,423,000 | 688 |
| Total debt securities | $207,110,000 | 651 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 780 |
| Fair value | $3,056,000 | 781 |
| 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 | $217,955,000 | 632 |
| U.S. Government securities | $160,756,000 | 632 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $160,756,000 | 613 |
| Securities issued by states & political subdivisions | $49,147,000 | 314 |
| Other domestic debt securities | $8,052,000 | 1,052 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,029,000 | 812 |
| 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 | $181,771,000 | 288 |
| Mortgage-backed securities | $108,978,000 | 616 |
| Certificates of participation in pools of residential mortgages | $60,957,000 | 645 |
| Issued or guaranteed by U.S. | $60,957,000 | 641 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $48,021,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $47,998,000 | 429 |
| Privately issued | $23,000 | 1,047 |
| 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) | $40,121,000 | 529 |
| Available-for-sale securities (fair market value) | $177,834,000 | 642 |
| Total debt securities | $217,955,000 | 614 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 391 |
| Fair value | $5,057,000 | 391 |
| 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 | $244,041,000 | 567 |
| U.S. Government securities | $185,815,000 | 571 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $185,815,000 | 550 |
| Securities issued by states & political subdivisions | $50,175,000 | 288 |
| Other domestic debt securities | $8,051,000 | 1,065 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,025,000 | 834 |
| 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 | $208,576,000 | 253 |
| Mortgage-backed securities | $127,295,000 | 544 |
| Certificates of participation in pools of residential mortgages | $75,385,000 | 553 |
| Issued or guaranteed by U.S. | $75,385,000 | 549 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $51,910,000 | 461 |
| CMOs issued by government agencies or sponsored agencies | $51,884,000 | 417 |
| Privately issued | $26,000 | 1,064 |
| 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) | $41,327,000 | 502 |
| Available-for-sale securities (fair market value) | $202,714,000 | 568 |
| Total debt securities | $244,041,000 | 545 |
| Structured notes | ||
| Amortized cost | $22,000,000 | 47 |
| Fair value | $22,149,000 | 47 |
| 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 | $213,091,000 | 611 |
| U.S. Government securities | $151,724,000 | 626 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $151,724,000 | 599 |
| Securities issued by states & political subdivisions | $53,331,000 | 266 |
| Other domestic debt securities | $8,036,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,005,000 | 842 |
| 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 | $132,942,000 | 364 |
| Mortgage-backed securities | $107,101,000 | 597 |
| Certificates of participation in pools of residential mortgages | $103,966,000 | 420 |
| Issued or guaranteed by U.S. | $103,966,000 | 412 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,135,000 | 2,225 |
| CMOs issued by government agencies or sponsored agencies | $3,104,000 | 2,131 |
| Privately issued | $31,000 | 1,088 |
| 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) | $44,490,000 | 474 |
| Available-for-sale securities (fair market value) | $168,601,000 | 647 |
| Total debt securities | $213,091,000 | 591 |
| Structured notes | ||
| Amortized cost | $20,000,000 | 44 |
| Fair value | $20,176,000 | 43 |
| 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 | $210,008,000 | 577 |
| U.S. Government securities | $149,000,000 | 580 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $149,000,000 | 553 |
| Securities issued by states & political subdivisions | $52,929,000 | 236 |
| Other domestic debt securities | $8,079,000 | 1,065 |
| Privately issued residential mortgage-backed securities | $70,000 | 1,261 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,009,000 | 833 |
| 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 | $145,198,000 | 334 |
| Mortgage-backed securities | $100,924,000 | 565 |
| Certificates of participation in pools of residential mortgages | $95,815,000 | 391 |
| Issued or guaranteed by U.S. | $95,815,000 | 386 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,109,000 | 1,846 |
| CMOs issued by government agencies or sponsored agencies | $5,039,000 | 1,740 |
| Privately issued | $70,000 | 1,127 |
| 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) | $44,430,000 | 457 |
| Available-for-sale securities (fair market value) | $165,578,000 | 591 |
| Total debt securities | $210,008,000 | 558 |
| 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 | $154,042,000 | 729 |
| U.S. Government securities | $94,770,000 | 881 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $94,770,000 | 826 |
| Securities issued by states & political subdivisions | $52,887,000 | 229 |
| Other domestic debt securities | $116,000 | 3,549 |
| Privately issued residential mortgage-backed securities | $116,000 | 1,156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $6,269,000 | 728 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,641,000 | 447 |
| Mortgage-backed securities | $50,816,000 | 768 |
| Certificates of participation in pools of residential mortgages | $39,910,000 | 644 |
| Issued or guaranteed by U.S. | $39,910,000 | 638 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $10,906,000 | 943 |
| CMOs issued by government agencies or sponsored agencies | $10,790,000 | 855 |
| Privately issued | $116,000 | 1,005 |
| 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) | $44,374,000 | 576 |
| Available-for-sale securities (fair market value) | $109,668,000 | 792 |
| Total debt securities | $147,773,000 | 721 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $150,091,000 | 790 |
| U.S. Government securities | $92,099,000 | 938 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $92,099,000 | 868 |
| Securities issued by states & political subdivisions | $52,017,000 | 246 |
| Other domestic debt securities | $132,000 | 3,457 |
| Privately issued residential mortgage-backed securities | $132,000 | 1,182 |
| 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 | $5,843,000 | 747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,652,000 | 359 |
| Mortgage-backed securities | $63,602,000 | 728 |
| Certificates of participation in pools of residential mortgages | $52,778,000 | 576 |
| Issued or guaranteed by U.S. | $52,778,000 | 567 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $10,824,000 | 1,038 |
| CMOs issued by government agencies or sponsored agencies | $10,692,000 | 931 |
| Privately issued | $132,000 | 1,032 |
| 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) | $44,304,000 | 629 |
| Available-for-sale securities (fair market value) | $105,787,000 | 838 |
| Total debt securities | $144,248,000 | 786 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $176,579,000 | 687 |
| U.S. Government securities | $125,330,000 | 734 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $125,330,000 | 637 |
| Securities issued by states & political subdivisions | $45,565,000 | 276 |
| Other domestic debt securities | $223,000 | 3,167 |
| Privately issued residential mortgage-backed securities | $223,000 | 1,075 |
| 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 | $5,461,000 | 767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,395,000 | 309 |
| Mortgage-backed securities | $89,547,000 | 585 |
| Certificates of participation in pools of residential mortgages | $73,227,000 | 485 |
| Issued or guaranteed by U.S. | $73,227,000 | 477 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $16,320,000 | 871 |
| CMOs issued by government agencies or sponsored agencies | $16,097,000 | 796 |
| Privately issued | $223,000 | 921 |
| 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) | $36,832,000 | 791 |
| Available-for-sale securities (fair market value) | $139,747,000 | 644 |
| Total debt securities | $171,118,000 | 674 |
| 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 | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $123,139,000 | 943 |
| U.S. Government securities | $106,810,000 | 884 |
| U.S. Treasury securities | $4,067,000 | 3,587 |
| U.S. Government agency obligations | $102,743,000 | 750 |
| Securities issued by states & political subdivisions | $11,164,000 | 1,296 |
| Other domestic debt securities | $818,000 | 1,982 |
| Privately issued residential mortgage-backed securities | $818,000 | 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 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $4,347,000 | 879 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,029,000 | 605 |
| Mortgage-backed securities | $63,031,000 | 735 |
| Certificates of participation in pools of residential mortgages | $49,703,000 | 646 |
| Issued or guaranteed by U.S. | $49,703,000 | 631 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $13,328,000 | 919 |
| CMOs issued by government agencies or sponsored agencies | $12,510,000 | 906 |
| Privately issued | $818,000 | 507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,164,000 | 2,596 |
| Available-for-sale securities (fair market value) | $111,975,000 | 742 |
| Total debt securities | $118,792,000 | 933 |
| 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 | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $88,831,000 | 1,348 |
| U.S. Government securities | $68,362,000 | 1,422 |
| U.S. Treasury securities | $5,079,000 | 3,702 |
| U.S. Government agency obligations | $63,283,000 | 1,170 |
| Securities issued by states & political subdivisions | $7,464,000 | 1,989 |
| Other domestic debt securities | $9,549,000 | 588 |
| Privately issued residential mortgage-backed securities | $9,535,000 | 259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,000 | 3,233 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $3,456,000 | 1,000 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,747,000 | 739 |
| Mortgage-backed securities | $35,436,000 | 1,190 |
| Certificates of participation in pools of residential mortgages | $25,901,000 | 1,097 |
| Issued or guaranteed by U.S. | $25,901,000 | 1,078 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $9,535,000 | 1,309 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $9,535,000 | 178 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,478,000 | 3,828 |
| Available-for-sale securities (fair market value) | $81,353,000 | 1,016 |
| Total debt securities | $85,375,000 | 1,361 |
| 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 | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $90,759,000 | 1,379 |
| U.S. Government securities | $67,878,000 | 1,504 |
| U.S. Treasury securities | $7,733,000 | 3,349 |
| U.S. Government agency obligations | $60,145,000 | 1,220 |
| Securities issued by states & political subdivisions | $8,191,000 | 1,792 |
| Other domestic debt securities | $11,443,000 | 627 |
| Privately issued residential mortgage-backed securities | $11,416,000 | 272 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,000 | 3,779 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $3,247,000 | 1,030 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,407,000 | 800 |
| Mortgage-backed securities | $37,274,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $25,858,000 | 1,113 |
| Issued or guaranteed by U.S. | $25,858,000 | 1,096 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $11,416,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $11,416,000 | 178 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,218,000 | 3,846 |
| Available-for-sale securities (fair market value) | $82,541,000 | 1,021 |
| Total debt securities | $87,512,000 | 1,384 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $57,266,000 | 2,295 |
| U.S. Government securities | $42,536,000 | 2,453 |
| U.S. Treasury securities | $10,908,000 | 3,137 |
| U.S. Government agency obligations | $31,628,000 | 2,149 |
| Securities issued by states & political subdivisions | $11,414,000 | 1,284 |
| Other domestic debt securities | $2,503,000 | 1,793 |
| Privately issued residential mortgage-backed securities | $2,472,000 | 590 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,000 | 4,308 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $813,000 | 2,332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,574,000 | 949 |
| Mortgage-backed securities | $16,615,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $14,143,000 | 1,774 |
| Issued or guaranteed by U.S. | $14,143,000 | 1,756 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,472,000 | 3,331 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $2,472,000 | 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) | $13,917,000 | 4,566 |
| Available-for-sale securities (fair market value) | $43,349,000 | 1,318 |
| Total debt securities | $56,453,000 | 2,273 |
| 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 | $60,032,000 | 2,278 |
| U.S. Government securities | $43,602,000 | 2,528 |
| U.S. Treasury securities | $42,921,000 | 878 |
| U.S. Government agency obligations | $681,000 | 11,503 |
| Securities issued by states & political subdivisions | $11,468,000 | 1,297 |
| Other domestic debt securities | $4,563,000 | 1,476 |
| Privately issued residential mortgage-backed securities | $4,533,000 | 535 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,000 | 4,905 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $399,000 | 3,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,521,000 | 925 |
| Mortgage-backed securities | $5,214,000 | 5,145 |
| Certificates of participation in pools of residential mortgages | $681,000 | 7,671 |
| Issued or guaranteed by U.S. | $681,000 | 7,620 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,533,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $4,533,000 | 352 |
| 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 | $59,633,000 | 2,231 |
| 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 | $69,754,000 | 1,937 |
| U.S. Government securities | $48,682,000 | 2,191 |
| U.S. Treasury securities | $47,863,000 | 772 |
| U.S. Government agency obligations | $819,000 | 11,780 |
| Securities issued by states & political subdivisions | $12,603,000 | 1,034 |
| Other domestic debt securities | $8,269,000 | 1,185 |
| Privately issued residential mortgage-backed securities | $8,235,000 | 494 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,000 | 5,567 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $200,000 | 3,950 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,759,000 | 1,281 |
| Mortgage-backed securities | $9,054,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $819,000 | 7,864 |
| Issued or guaranteed by U.S. | $819,000 | 7,803 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $8,235,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $8,235,000 | 310 |
| 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 | $69,554,000 | 1,888 |
| 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 |