Home > Valley Bank > Securities
Valley Bank, Securities
| 2015-06-30 | Rank | |
| Total securities | $152,125,000 | 978 |
| U.S. Government securities | $123,308,000 | 819 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $123,308,000 | 788 |
| Securities issued by states & political subdivisions | $28,815,000 | 1,351 |
| Other domestic debt securities | $2,000 | 2,299 |
| Privately issued residential mortgage-backed securities | $2,000 | 765 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,977,000 | 566 |
| Mortgage-backed securities | $87,422,000 | 730 |
| Certificates of participation in pools of residential mortgages | $75,926,000 | 564 |
| Issued or guaranteed by U.S. | $75,926,000 | 564 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,496,000 | 1,149 |
| CMOs issued by government agencies or sponsored agencies | $11,494,000 | 1,097 |
| Privately issued | $2,000 | 725 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $152,125,000 | 866 |
| Total debt securities | $152,125,000 | 971 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 853 |
| Fair value | $2,505,000 | 852 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $159,031,000 | 948 |
| U.S. Government securities | $129,756,000 | 781 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $129,756,000 | 754 |
| Securities issued by states & political subdivisions | $29,272,000 | 1,319 |
| Other domestic debt securities | $3,000 | 2,360 |
| Privately issued residential mortgage-backed securities | $3,000 | 800 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,656,000 | 568 |
| Mortgage-backed securities | $93,490,000 | 698 |
| Certificates of participation in pools of residential mortgages | $81,181,000 | 529 |
| Issued or guaranteed by U.S. | $81,181,000 | 529 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $12,309,000 | 1,146 |
| CMOs issued by government agencies or sponsored agencies | $12,306,000 | 1,092 |
| Privately issued | $3,000 | 756 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $159,031,000 | 831 |
| Total debt securities | $159,031,000 | 938 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 908 |
| Fair value | $2,506,000 | 911 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $177,737,000 | 847 |
| U.S. Government securities | $145,249,000 | 712 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $145,249,000 | 677 |
| Securities issued by states & political subdivisions | $32,485,000 | 1,187 |
| Other domestic debt securities | $3,000 | 2,384 |
| Privately issued residential mortgage-backed securities | $3,000 | 802 |
| 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 | $123,408,000 | 533 |
| Mortgage-backed securities | $103,558,000 | 655 |
| Certificates of participation in pools of residential mortgages | $90,615,000 | 485 |
| Issued or guaranteed by U.S. | $90,615,000 | 483 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,943,000 | 1,152 |
| CMOs issued by government agencies or sponsored agencies | $12,940,000 | 1,093 |
| Privately issued | $3,000 | 757 |
| 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) | $177,737,000 | 730 |
| Total debt securities | $177,737,000 | 838 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 961 |
| Fair value | $2,493,000 | 972 |
| 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 | $184,336,000 | 829 |
| U.S. Government securities | $151,687,000 | 696 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $151,687,000 | 659 |
| Securities issued by states & political subdivisions | $32,646,000 | 1,182 |
| Other domestic debt securities | $3,000 | 2,443 |
| Privately issued residential mortgage-backed securities | $3,000 | 835 |
| 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 | $109,308,000 | 588 |
| Mortgage-backed securities | $107,879,000 | 637 |
| Certificates of participation in pools of residential mortgages | $94,297,000 | 480 |
| Issued or guaranteed by U.S. | $94,297,000 | 478 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $13,582,000 | 1,131 |
| CMOs issued by government agencies or sponsored agencies | $13,579,000 | 1,075 |
| Privately issued | $3,000 | 794 |
| 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) | $184,336,000 | 709 |
| Total debt securities | $184,336,000 | 817 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 686 |
| Fair value | $4,900,000 | 707 |
| 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 | $197,083,000 | 779 |
| U.S. Government securities | $157,863,000 | 664 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $157,863,000 | 635 |
| Securities issued by states & political subdivisions | $39,216,000 | 982 |
| Other domestic debt securities | $4,000 | 2,502 |
| Privately issued residential mortgage-backed securities | $4,000 | 854 |
| 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 | $117,189,000 | 561 |
| Mortgage-backed securities | $111,071,000 | 627 |
| Certificates of participation in pools of residential mortgages | $99,152,000 | 459 |
| Issued or guaranteed by U.S. | $99,152,000 | 458 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,919,000 | 1,243 |
| CMOs issued by government agencies or sponsored agencies | $11,915,000 | 1,181 |
| Privately issued | $4,000 | 813 |
| 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) | $197,083,000 | 666 |
| Total debt securities | $197,083,000 | 766 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 716 |
| Fair value | $4,917,000 | 731 |
| 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 | $202,161,000 | 768 |
| U.S. Government securities | $148,548,000 | 708 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $148,548,000 | 676 |
| Securities issued by states & political subdivisions | $53,609,000 | 697 |
| Other domestic debt securities | $4,000 | 2,572 |
| Privately issued residential mortgage-backed securities | $4,000 | 886 |
| 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 | $107,401,000 | 595 |
| Mortgage-backed securities | $96,302,000 | 714 |
| Certificates of participation in pools of residential mortgages | $85,457,000 | 550 |
| Issued or guaranteed by U.S. | $85,457,000 | 550 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $10,845,000 | 1,302 |
| CMOs issued by government agencies or sponsored agencies | $10,841,000 | 1,241 |
| Privately issued | $4,000 | 843 |
| 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) | $21,507,000 | 746 |
| Available-for-sale securities (fair market value) | $180,654,000 | 735 |
| Total debt securities | $202,161,000 | 754 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 723 |
| Fair value | $4,850,000 | 738 |
| 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 | $181,853,000 | 834 |
| U.S. Government securities | $130,906,000 | 792 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $130,906,000 | 759 |
| Securities issued by states & political subdivisions | $50,942,000 | 738 |
| Other domestic debt securities | $5,000 | 2,628 |
| Privately issued residential mortgage-backed securities | $5,000 | 916 |
| 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 | $113,423,000 | 573 |
| Mortgage-backed securities | $81,823,000 | 819 |
| Certificates of participation in pools of residential mortgages | $72,536,000 | 626 |
| Issued or guaranteed by U.S. | $72,536,000 | 624 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $9,287,000 | 1,416 |
| CMOs issued by government agencies or sponsored agencies | $9,282,000 | 1,349 |
| Privately issued | $5,000 | 870 |
| 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) | $21,992,000 | 727 |
| Available-for-sale securities (fair market value) | $159,861,000 | 829 |
| Total debt securities | $181,853,000 | 821 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 715 |
| Fair value | $4,750,000 | 731 |
| 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 | $165,656,000 | 936 |
| U.S. Government securities | $121,138,000 | 839 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $121,138,000 | 815 |
| Securities issued by states & political subdivisions | $44,512,000 | 850 |
| Other domestic debt securities | $6,000 | 2,703 |
| Privately issued residential mortgage-backed securities | $6,000 | 945 |
| 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 | $97,805,000 | 633 |
| Mortgage-backed securities | $71,511,000 | 920 |
| Certificates of participation in pools of residential mortgages | $61,516,000 | 720 |
| Issued or guaranteed by U.S. | $61,516,000 | 720 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,995,000 | 1,373 |
| CMOs issued by government agencies or sponsored agencies | $9,989,000 | 1,309 |
| Privately issued | $6,000 | 902 |
| 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) | $23,132,000 | 680 |
| Available-for-sale securities (fair market value) | $142,524,000 | 940 |
| Total debt securities | $165,656,000 | 926 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 705 |
| Fair value | $4,807,000 | 724 |
| 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 | $177,853,000 | 870 |
| U.S. Government securities | $132,354,000 | 773 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $132,354,000 | 746 |
| Securities issued by states & political subdivisions | $45,491,000 | 834 |
| Other domestic debt securities | $8,000 | 2,763 |
| Privately issued residential mortgage-backed securities | $8,000 | 961 |
| 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 | $96,134,000 | 642 |
| Mortgage-backed securities | $82,782,000 | 824 |
| Certificates of participation in pools of residential mortgages | $71,799,000 | 627 |
| Issued or guaranteed by U.S. | $71,799,000 | 624 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,983,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $10,975,000 | 1,254 |
| Privately issued | $8,000 | 917 |
| 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) | $23,954,000 | 619 |
| Available-for-sale securities (fair market value) | $153,899,000 | 881 |
| Total debt securities | $177,853,000 | 858 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 707 |
| Fair value | $4,819,000 | 731 |
| 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 | $152,376,000 | 1,017 |
| U.S. Government securities | $112,466,000 | 927 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $112,466,000 | 899 |
| Securities issued by states & political subdivisions | $39,902,000 | 924 |
| Other domestic debt securities | $8,000 | 2,759 |
| Privately issued residential mortgage-backed securities | $8,000 | 999 |
| 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 | $83,069,000 | 739 |
| Mortgage-backed securities | $63,644,000 | 1,060 |
| Certificates of participation in pools of residential mortgages | $52,545,000 | 839 |
| Issued or guaranteed by U.S. | $52,545,000 | 839 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,099,000 | 1,362 |
| CMOs issued by government agencies or sponsored agencies | $11,091,000 | 1,291 |
| Privately issued | $8,000 | 955 |
| 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) | $24,012,000 | 596 |
| Available-for-sale securities (fair market value) | $128,364,000 | 1,089 |
| Total debt securities | $152,376,000 | 1,008 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 702 |
| Fair value | $4,980,000 | 725 |
| 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 | $150,472,000 | 1,008 |
| U.S. Government securities | $110,991,000 | 908 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $110,991,000 | 875 |
| Securities issued by states & political subdivisions | $37,962,000 | 959 |
| Other domestic debt securities | $1,519,000 | 1,725 |
| Privately issued residential mortgage-backed securities | $1,519,000 | 496 |
| 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 | $72,335,000 | 826 |
| Mortgage-backed securities | $65,041,000 | 1,025 |
| Certificates of participation in pools of residential mortgages | $52,738,000 | 818 |
| Issued or guaranteed by U.S. | $52,738,000 | 817 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $12,303,000 | 1,335 |
| CMOs issued by government agencies or sponsored agencies | $10,784,000 | 1,346 |
| Privately issued | $1,519,000 | 480 |
| 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) | $26,252,000 | 552 |
| Available-for-sale securities (fair market value) | $124,220,000 | 1,102 |
| Total debt securities | $150,472,000 | 997 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 565 |
| Fair value | $6,981,000 | 586 |
| 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 | $169,342,000 | 907 |
| U.S. Government securities | $128,549,000 | 822 |
| U.S. Treasury securities | $200,000 | 1,024 |
| U.S. Government agency obligations | $128,349,000 | 791 |
| Securities issued by states & political subdivisions | $39,109,000 | 904 |
| Other domestic debt securities | $1,684,000 | 1,736 |
| Privately issued residential mortgage-backed securities | $1,684,000 | 514 |
| 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 | $56,800,000 | 999 |
| Mortgage-backed securities | $90,295,000 | 805 |
| Certificates of participation in pools of residential mortgages | $76,356,000 | 603 |
| Issued or guaranteed by U.S. | $76,356,000 | 602 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $13,939,000 | 1,323 |
| CMOs issued by government agencies or sponsored agencies | $12,255,000 | 1,318 |
| Privately issued | $1,684,000 | 494 |
| 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) | $26,475,000 | 549 |
| Available-for-sale securities (fair market value) | $142,867,000 | 964 |
| Total debt securities | $169,342,000 | 894 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,000,000 | 1,396 |
| 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 | $181,523,000 | 850 |
| U.S. Government securities | $153,844,000 | 696 |
| U.S. Treasury securities | $201,000 | 1,005 |
| U.S. Government agency obligations | $153,643,000 | 674 |
| Securities issued by states & political subdivisions | $25,862,000 | 1,334 |
| Other domestic debt securities | $1,817,000 | 1,702 |
| Privately issued residential mortgage-backed securities | $1,817,000 | 531 |
| 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 | $62,290,000 | 943 |
| Mortgage-backed securities | $124,917,000 | 624 |
| Certificates of participation in pools of residential mortgages | $107,331,000 | 455 |
| Issued or guaranteed by U.S. | $107,331,000 | 453 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $16,948,000 | 1,193 |
| CMOs issued by government agencies or sponsored agencies | $15,131,000 | 1,191 |
| Privately issued | $1,817,000 | 511 |
| Commercial mortgage-backed securities | $638,000 | 479 |
| Commercial mortgage pass-through securities | $638,000 | 328 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $27,069,000 | 536 |
| Available-for-sale securities (fair market value) | $154,454,000 | 894 |
| Total debt securities | $181,523,000 | 842 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,219 |
| Fair value | $2,998,000 | 1,275 |
| 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 | $196,306,000 | 794 |
| U.S. Government securities | $169,965,000 | 660 |
| U.S. Treasury securities | $201,000 | 1,088 |
| U.S. Government agency obligations | $169,764,000 | 645 |
| Securities issued by states & political subdivisions | $24,201,000 | 1,363 |
| Other domestic debt securities | $2,140,000 | 1,554 |
| Privately issued residential mortgage-backed securities | $2,140,000 | 532 |
| 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 | $67,665,000 | 894 |
| Mortgage-backed securities | $126,091,000 | 637 |
| Certificates of participation in pools of residential mortgages | $106,743,000 | 463 |
| Issued or guaranteed by U.S. | $106,743,000 | 463 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $18,704,000 | 1,149 |
| CMOs issued by government agencies or sponsored agencies | $16,564,000 | 1,155 |
| Privately issued | $2,140,000 | 513 |
| Commercial mortgage-backed securities | $644,000 | 443 |
| Commercial mortgage pass-through securities | $644,000 | 298 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $28,130,000 | 537 |
| Available-for-sale securities (fair market value) | $168,176,000 | 812 |
| Total debt securities | $196,306,000 | 781 |
| Structured notes | ||
| Amortized cost | $9,496,000 | 627 |
| Fair value | $9,474,000 | 628 |
| 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 | $189,235,000 | 803 |
| U.S. Government securities | $166,019,000 | 637 |
| U.S. Treasury securities | $202,000 | 1,010 |
| U.S. Government agency obligations | $165,817,000 | 621 |
| Securities issued by states & political subdivisions | $20,859,000 | 1,531 |
| Other domestic debt securities | $2,357,000 | 1,483 |
| Privately issued residential mortgage-backed securities | $2,357,000 | 571 |
| 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 | $72,272,000 | 769 |
| Mortgage-backed securities | $117,781,000 | 659 |
| Certificates of participation in pools of residential mortgages | $99,183,000 | 475 |
| Issued or guaranteed by U.S. | $99,183,000 | 475 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $17,945,000 | 1,148 |
| CMOs issued by government agencies or sponsored agencies | $15,588,000 | 1,121 |
| Privately issued | $2,357,000 | 544 |
| Commercial mortgage-backed securities | $653,000 | 378 |
| Commercial mortgage pass-through securities | $653,000 | 257 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $28,770,000 | 532 |
| Available-for-sale securities (fair market value) | $160,465,000 | 841 |
| Total debt securities | $189,235,000 | 792 |
| Structured notes | ||
| Amortized cost | $16,495,000 | 342 |
| Fair value | $16,493,000 | 343 |
| 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 | $177,126,000 | 828 |
| U.S. Government securities | $158,399,000 | 663 |
| U.S. Treasury securities | $203,000 | 1,056 |
| U.S. Government agency obligations | $158,196,000 | 640 |
| Securities issued by states & political subdivisions | $16,199,000 | 1,871 |
| Other domestic debt securities | $2,528,000 | 1,455 |
| Privately issued residential mortgage-backed securities | $2,528,000 | 590 |
| 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 | $84,229,000 | 652 |
| Mortgage-backed securities | $112,372,000 | 660 |
| Certificates of participation in pools of residential mortgages | $92,239,000 | 487 |
| Issued or guaranteed by U.S. | $92,239,000 | 483 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $19,470,000 | 1,087 |
| CMOs issued by government agencies or sponsored agencies | $16,942,000 | 1,050 |
| Privately issued | $2,528,000 | 556 |
| Commercial mortgage-backed securities | $663,000 | 332 |
| Commercial mortgage pass-through securities | $663,000 | 233 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $28,315,000 | 539 |
| Available-for-sale securities (fair market value) | $148,811,000 | 876 |
| Total debt securities | $177,126,000 | 817 |
| Structured notes | ||
| Amortized cost | $24,997,000 | 201 |
| Fair value | $24,996,000 | 201 |
| 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 | $181,294,000 | 808 |
| U.S. Government securities | $161,196,000 | 662 |
| U.S. Treasury securities | $203,000 | 1,157 |
| U.S. Government agency obligations | $160,993,000 | 640 |
| Securities issued by states & political subdivisions | $17,417,000 | 1,687 |
| Other domestic debt securities | $2,681,000 | 1,360 |
| Privately issued residential mortgage-backed securities | $2,681,000 | 591 |
| 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 | $87,448,000 | 654 |
| Mortgage-backed securities | $118,161,000 | 625 |
| Certificates of participation in pools of residential mortgages | $103,671,000 | 430 |
| Issued or guaranteed by U.S. | $103,671,000 | 425 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $13,818,000 | 1,311 |
| CMOs issued by government agencies or sponsored agencies | $11,137,000 | 1,302 |
| Privately issued | $2,681,000 | 561 |
| Commercial mortgage-backed securities | $672,000 | 321 |
| Commercial mortgage pass-through securities | $672,000 | 234 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $26,586,000 | 551 |
| Available-for-sale securities (fair market value) | $154,708,000 | 826 |
| Total debt securities | $181,294,000 | 797 |
| Structured notes | ||
| Amortized cost | $28,695,000 | 209 |
| Fair value | $28,582,000 | 210 |
| 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 | $149,713,000 | 952 |
| U.S. Government securities | $128,589,000 | 808 |
| U.S. Treasury securities | $202,000 | 1,202 |
| U.S. Government agency obligations | $128,387,000 | 775 |
| Securities issued by states & political subdivisions | $17,990,000 | 1,603 |
| Other domestic debt securities | $3,134,000 | 1,297 |
| Privately issued residential mortgage-backed securities | $3,134,000 | 584 |
| 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 | $72,815,000 | 768 |
| Mortgage-backed securities | $84,284,000 | 800 |
| Certificates of participation in pools of residential mortgages | $69,671,000 | 584 |
| Issued or guaranteed by U.S. | $69,671,000 | 581 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $13,934,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $10,800,000 | 1,279 |
| Privately issued | $3,134,000 | 558 |
| Commercial mortgage-backed securities | $679,000 | 303 |
| Commercial mortgage pass-through securities | $679,000 | 220 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $6,640,000 | 1,253 |
| Available-for-sale securities (fair market value) | $143,073,000 | 876 |
| Total debt securities | $149,713,000 | 941 |
| Structured notes | ||
| Amortized cost | $36,694,000 | 166 |
| Fair value | $36,074,000 | 168 |
| 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 | $153,528,000 | 896 |
| U.S. Government securities | $129,826,000 | 781 |
| U.S. Treasury securities | $202,000 | 1,198 |
| U.S. Government agency obligations | $129,624,000 | 744 |
| Securities issued by states & political subdivisions | $18,589,000 | 1,517 |
| Other domestic debt securities | $5,113,000 | 1,102 |
| Privately issued residential mortgage-backed securities | $4,426,000 | 539 |
| Commercial mortgage-backed securities - Total | $687,000 | 283 |
| 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 | $66,184,000 | 805 |
| Mortgage-backed securities | $94,622,000 | 699 |
| Certificates of participation in pools of residential mortgages | $76,097,000 | 522 |
| Issued or guaranteed by U.S. | $76,097,000 | 517 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $17,838,000 | 1,089 |
| CMOs issued by government agencies or sponsored agencies | $13,412,000 | 1,091 |
| Privately issued | $4,426,000 | 515 |
| Commercial mortgage-backed securities | $687,000 | 283 |
| Commercial mortgage pass-through securities | $687,000 | 210 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $7,634,000 | 1,171 |
| Available-for-sale securities (fair market value) | $145,894,000 | 832 |
| Total debt securities | $153,528,000 | 888 |
| Structured notes | ||
| Amortized cost | $29,695,000 | 191 |
| Fair value | $28,795,000 | 193 |
| 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 | $112,657,000 | 1,177 |
| U.S. Government securities | $91,710,000 | 1,004 |
| U.S. Treasury securities | $204,000 | 1,111 |
| U.S. Government agency obligations | $91,506,000 | 963 |
| Securities issued by states & political subdivisions | $15,127,000 | 1,753 |
| Other domestic debt securities | $5,820,000 | 1,061 |
| Privately issued residential mortgage-backed securities | $5,116,000 | 560 |
| Commercial mortgage-backed securities - Total | $704,000 | 252 |
| 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 | $65,776,000 | 800 |
| Mortgage-backed securities | $78,785,000 | 788 |
| Certificates of participation in pools of residential mortgages | $58,582,000 | 632 |
| Issued or guaranteed by U.S. | $58,582,000 | 628 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $19,499,000 | 1,024 |
| CMOs issued by government agencies or sponsored agencies | $14,383,000 | 1,040 |
| Privately issued | $5,116,000 | 536 |
| Commercial mortgage-backed securities | $704,000 | 252 |
| Commercial mortgage pass-through securities | $704,000 | 183 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $10,082,000 | 1,034 |
| Available-for-sale securities (fair market value) | $102,575,000 | 1,148 |
| Total debt securities | $112,657,000 | 1,161 |
| Structured notes | ||
| Amortized cost | $11,696,000 | 523 |
| Fair value | $11,743,000 | 527 |
| 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 | $99,926,000 | 1,311 |
| U.S. Government securities | $80,548,000 | 1,164 |
| U.S. Treasury securities | $203,000 | 1,048 |
| U.S. Government agency obligations | $80,345,000 | 1,122 |
| Securities issued by states & political subdivisions | $13,100,000 | 1,878 |
| Other domestic debt securities | $6,278,000 | 1,018 |
| Privately issued residential mortgage-backed securities | $5,572,000 | 567 |
| Commercial mortgage-backed securities - Total | $706,000 | 249 |
| 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 | $62,681,000 | 849 |
| Mortgage-backed securities | $66,598,000 | 897 |
| Certificates of participation in pools of residential mortgages | $45,345,000 | 792 |
| Issued or guaranteed by U.S. | $45,345,000 | 785 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $20,547,000 | 944 |
| CMOs issued by government agencies or sponsored agencies | $14,975,000 | 965 |
| Privately issued | $5,572,000 | 545 |
| Commercial mortgage-backed securities | $706,000 | 249 |
| Commercial mortgage pass-through securities | $706,000 | 177 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $10,969,000 | 1,020 |
| Available-for-sale securities (fair market value) | $88,957,000 | 1,305 |
| Total debt securities | $99,926,000 | 1,288 |
| Structured notes | ||
| Amortized cost | $13,499,000 | 510 |
| Fair value | $13,535,000 | 510 |
| 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 | $87,919,000 | 1,482 |
| U.S. Government securities | $69,979,000 | 1,334 |
| U.S. Treasury securities | $200,000 | 1,063 |
| U.S. Government agency obligations | $69,779,000 | 1,291 |
| Securities issued by states & political subdivisions | $11,183,000 | 2,089 |
| Other domestic debt securities | $6,757,000 | 1,015 |
| Privately issued residential mortgage-backed securities | $6,048,000 | 572 |
| Commercial mortgage-backed securities - Total | $709,000 | 260 |
| 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 | $60,976,000 | 911 |
| Mortgage-backed securities | $57,663,000 | 1,036 |
| Certificates of participation in pools of residential mortgages | $38,892,000 | 967 |
| Issued or guaranteed by U.S. | $38,892,000 | 960 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $18,062,000 | 1,013 |
| CMOs issued by government agencies or sponsored agencies | $12,014,000 | 1,046 |
| Privately issued | $6,048,000 | 552 |
| Commercial mortgage-backed securities | $709,000 | 260 |
| Commercial mortgage pass-through securities | $709,000 | 183 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $11,483,000 | 1,008 |
| Available-for-sale securities (fair market value) | $76,436,000 | 1,483 |
| Total debt securities | $87,919,000 | 1,459 |
| Structured notes | ||
| Amortized cost | $7,499,000 | 694 |
| Fair value | $7,478,000 | 695 |
| 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 | $82,476,000 | 1,540 |
| U.S. Government securities | $63,881,000 | 1,400 |
| U.S. Treasury securities | $199,000 | 1,016 |
| U.S. Government agency obligations | $63,682,000 | 1,360 |
| Securities issued by states & political subdivisions | $11,191,000 | 2,086 |
| Other domestic debt securities | $7,404,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $6,697,000 | 576 |
| Commercial mortgage-backed securities - Total | $707,000 | 251 |
| 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 | $61,124,000 | 902 |
| Mortgage-backed securities | $55,853,000 | 1,084 |
| Certificates of participation in pools of residential mortgages | $36,119,000 | 1,053 |
| Issued or guaranteed by U.S. | $36,119,000 | 1,044 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $19,027,000 | 977 |
| CMOs issued by government agencies or sponsored agencies | $12,330,000 | 1,012 |
| Privately issued | $6,697,000 | 552 |
| Commercial mortgage-backed securities | $707,000 | 251 |
| Commercial mortgage pass-through securities | $707,000 | 177 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $11,991,000 | 988 |
| Available-for-sale securities (fair market value) | $70,485,000 | 1,575 |
| Total debt securities | $82,476,000 | 1,516 |
| Structured notes | ||
| Amortized cost | $4,002,000 | 936 |
| Fair value | $3,891,000 | 1,007 |
| 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 | $66,455,000 | 1,865 |
| U.S. Government securities | $42,247,000 | 2,001 |
| U.S. Treasury securities | $207,000 | 968 |
| U.S. Government agency obligations | $42,040,000 | 1,950 |
| Securities issued by states & political subdivisions | $13,446,000 | 1,826 |
| Other domestic debt securities | $10,762,000 | 850 |
| Privately issued residential mortgage-backed securities | $10,050,000 | 511 |
| Commercial mortgage-backed securities - Total | $712,000 | 265 |
| 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 | $58,719,000 | 925 |
| Mortgage-backed securities | $29,306,000 | 1,805 |
| Certificates of participation in pools of residential mortgages | $8,995,000 | 2,800 |
| Issued or guaranteed by U.S. | $8,995,000 | 2,791 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $19,599,000 | 946 |
| CMOs issued by government agencies or sponsored agencies | $9,549,000 | 1,149 |
| Privately issued | $10,050,000 | 489 |
| Commercial mortgage-backed securities | $712,000 | 265 |
| Commercial mortgage pass-through securities | $712,000 | 172 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $12,491,000 | 989 |
| Available-for-sale securities (fair market value) | $53,964,000 | 1,979 |
| Total debt securities | $66,455,000 | 1,840 |
| Structured notes | ||
| Amortized cost | $4,013,000 | 665 |
| Fair value | $3,963,000 | 712 |
| 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 | $74,738,000 | 1,669 |
| U.S. Government securities | $48,253,000 | 1,718 |
| U.S. Treasury securities | $209,000 | 957 |
| U.S. Government agency obligations | $48,044,000 | 1,685 |
| Securities issued by states & political subdivisions | $14,990,000 | 1,603 |
| Other domestic debt securities | $11,495,000 | 837 |
| Privately issued residential mortgage-backed securities | $10,788,000 | 501 |
| Commercial mortgage-backed securities - Total | $707,000 | 221 |
| 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 | $70,255,000 | 797 |
| Mortgage-backed securities | $47,029,000 | 1,287 |
| Certificates of participation in pools of residential mortgages | $25,530,000 | 1,464 |
| Issued or guaranteed by U.S. | $25,530,000 | 1,456 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $20,792,000 | 882 |
| CMOs issued by government agencies or sponsored agencies | $10,004,000 | 1,094 |
| Privately issued | $10,788,000 | 478 |
| Commercial mortgage-backed securities | $707,000 | 221 |
| Commercial mortgage pass-through securities | $707,000 | 132 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $13,434,000 | 963 |
| Available-for-sale securities (fair market value) | $61,304,000 | 1,738 |
| Total debt securities | $74,738,000 | 1,640 |
| 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 | $80,344,000 | 1,536 |
| U.S. Government securities | $55,918,000 | 1,520 |
| U.S. Treasury securities | $210,000 | 893 |
| U.S. Government agency obligations | $55,708,000 | 1,489 |
| Securities issued by states & political subdivisions | $12,803,000 | 1,769 |
| Other domestic debt securities | $11,623,000 | 788 |
| Privately issued residential mortgage-backed securities | $5,308,000 | 691 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,315,000 | 110 |
| 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 | $69,286,000 | 822 |
| Mortgage-backed securities | $43,474,000 | 1,371 |
| Certificates of participation in pools of residential mortgages | $27,500,000 | 1,420 |
| Issued or guaranteed by U.S. | $27,500,000 | 1,408 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,974,000 | 1,031 |
| CMOs issued by government agencies or sponsored agencies | $10,666,000 | 1,033 |
| Privately issued | $5,308,000 | 660 |
| 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) | $14,188,000 | 945 |
| Available-for-sale securities (fair market value) | $66,156,000 | 1,614 |
| Total debt securities | $80,344,000 | 1,515 |
| 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 | $87,244,000 | 1,388 |
| U.S. Government securities | $72,807,000 | 1,177 |
| U.S. Treasury securities | $212,000 | 875 |
| U.S. Government agency obligations | $72,595,000 | 1,152 |
| Securities issued by states & political subdivisions | $10,895,000 | 1,946 |
| Other domestic debt securities | $3,542,000 | 1,432 |
| Privately issued residential mortgage-backed securities | $3,542,000 | 792 |
| 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 | $82,652,000 | 714 |
| Mortgage-backed securities | $47,303,000 | 1,243 |
| Certificates of participation in pools of residential mortgages | $33,840,000 | 1,167 |
| Issued or guaranteed by U.S. | $33,840,000 | 1,159 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $13,463,000 | 1,118 |
| CMOs issued by government agencies or sponsored agencies | $9,921,000 | 1,047 |
| Privately issued | $3,542,000 | 758 |
| 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) | $10,001,000 | 1,159 |
| Available-for-sale securities (fair market value) | $77,243,000 | 1,364 |
| Total debt securities | $87,244,000 | 1,368 |
| 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 | $80,664,000 | 1,466 |
| U.S. Government securities | $66,759,000 | 1,272 |
| U.S. Treasury securities | $210,000 | 924 |
| U.S. Government agency obligations | $66,549,000 | 1,251 |
| Securities issued by states & political subdivisions | $10,115,000 | 2,031 |
| Other domestic debt securities | $3,790,000 | 1,374 |
| Privately issued residential mortgage-backed securities | $3,790,000 | 776 |
| 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 | $77,505,000 | 725 |
| Mortgage-backed securities | $45,046,000 | 1,226 |
| Certificates of participation in pools of residential mortgages | $31,433,000 | 1,184 |
| Issued or guaranteed by U.S. | $31,433,000 | 1,170 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $13,613,000 | 1,064 |
| CMOs issued by government agencies or sponsored agencies | $9,823,000 | 991 |
| Privately issued | $3,790,000 | 741 |
| 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) | $11,101,000 | 1,083 |
| Available-for-sale securities (fair market value) | $69,563,000 | 1,474 |
| Total debt securities | $80,664,000 | 1,442 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $998,000 | 991 |
| 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 | $77,362,000 | 1,549 |
| U.S. Government securities | $62,336,000 | 1,364 |
| U.S. Treasury securities | $209,000 | 922 |
| U.S. Government agency obligations | $62,127,000 | 1,338 |
| Securities issued by states & political subdivisions | $11,136,000 | 1,902 |
| Other domestic debt securities | $3,890,000 | 1,399 |
| Privately issued residential mortgage-backed securities | $3,890,000 | 775 |
| 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 | $74,421,000 | 732 |
| Mortgage-backed securities | $43,551,000 | 1,247 |
| Certificates of participation in pools of residential mortgages | $29,656,000 | 1,234 |
| Issued or guaranteed by U.S. | $29,656,000 | 1,220 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $13,895,000 | 1,035 |
| CMOs issued by government agencies or sponsored agencies | $10,005,000 | 981 |
| Privately issued | $3,890,000 | 739 |
| 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) | $11,847,000 | 1,028 |
| Available-for-sale securities (fair market value) | $65,515,000 | 1,591 |
| Total debt securities | $77,362,000 | 1,520 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 979 |
| Fair value | $1,000,000 | 1,039 |
| 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 | $80,311,000 | 1,491 |
| U.S. Government securities | $64,672,000 | 1,293 |
| U.S. Treasury securities | $213,000 | 953 |
| U.S. Government agency obligations | $64,459,000 | 1,272 |
| Securities issued by states & political subdivisions | $11,590,000 | 1,849 |
| Other domestic debt securities | $4,049,000 | 1,316 |
| Privately issued residential mortgage-backed securities | $4,049,000 | 726 |
| 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 | $70,763,000 | 769 |
| Mortgage-backed securities | $40,591,000 | 1,270 |
| Certificates of participation in pools of residential mortgages | $30,074,000 | 1,163 |
| Issued or guaranteed by U.S. | $30,074,000 | 1,151 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,517,000 | 1,201 |
| CMOs issued by government agencies or sponsored agencies | $6,468,000 | 1,236 |
| Privately issued | $4,049,000 | 692 |
| 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) | $14,412,000 | 926 |
| Available-for-sale securities (fair market value) | $65,899,000 | 1,584 |
| Total debt securities | $80,311,000 | 1,454 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 494 |
| Fair value | $3,008,000 | 509 |
| 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 | $76,122,000 | 1,564 |
| U.S. Government securities | $59,602,000 | 1,405 |
| U.S. Treasury securities | $208,000 | 1,050 |
| U.S. Government agency obligations | $59,394,000 | 1,387 |
| Securities issued by states & political subdivisions | $12,168,000 | 1,765 |
| Other domestic debt securities | $4,352,000 | 1,209 |
| Privately issued residential mortgage-backed securities | $4,252,000 | 664 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,122 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,251,000 | 798 |
| Mortgage-backed securities | $30,377,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $18,604,000 | 1,472 |
| Issued or guaranteed by U.S. | $18,604,000 | 1,464 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,773,000 | 1,046 |
| CMOs issued by government agencies or sponsored agencies | $7,521,000 | 1,100 |
| Privately issued | $4,252,000 | 627 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,582,000 | 841 |
| Available-for-sale securities (fair market value) | $58,540,000 | 1,735 |
| Total debt securities | $76,122,000 | 1,523 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 598 |
| Fair value | $3,999,000 | 621 |
| 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 | $75,522,000 | 1,583 |
| U.S. Government securities | $59,635,000 | 1,432 |
| U.S. Treasury securities | $198,000 | 1,157 |
| U.S. Government agency obligations | $59,437,000 | 1,408 |
| Securities issued by states & political subdivisions | $11,410,000 | 1,812 |
| Other domestic debt securities | $4,477,000 | 1,146 |
| Privately issued residential mortgage-backed securities | $4,378,000 | 628 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,000 | 2,128 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,506,000 | 798 |
| Mortgage-backed securities | $30,869,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $18,803,000 | 1,393 |
| Issued or guaranteed by U.S. | $18,803,000 | 1,382 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $12,066,000 | 977 |
| CMOs issued by government agencies or sponsored agencies | $7,688,000 | 1,041 |
| Privately issued | $4,378,000 | 594 |
| 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) | $17,709,000 | 869 |
| Available-for-sale securities (fair market value) | $57,813,000 | 1,725 |
| Total debt securities | $75,522,000 | 1,541 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 727 |
| Fair value | $3,963,000 | 761 |
| 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 | $68,147,000 | 1,711 |
| U.S. Government securities | $52,152,000 | 1,631 |
| U.S. Treasury securities | $199,000 | 1,266 |
| U.S. Government agency obligations | $51,953,000 | 1,590 |
| Securities issued by states & political subdivisions | $11,399,000 | 1,794 |
| Other domestic debt securities | $4,596,000 | 1,073 |
| Privately issued residential mortgage-backed securities | $4,497,000 | 583 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,000 | 2,093 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,064,000 | 859 |
| Mortgage-backed securities | $25,842,000 | 1,466 |
| Certificates of participation in pools of residential mortgages | $13,481,000 | 1,710 |
| Issued or guaranteed by U.S. | $13,481,000 | 1,704 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,361,000 | 938 |
| CMOs issued by government agencies or sponsored agencies | $7,864,000 | 1,002 |
| Privately issued | $4,497,000 | 552 |
| 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) | $17,840,000 | 874 |
| Available-for-sale securities (fair market value) | $50,307,000 | 1,973 |
| Total debt securities | $68,147,000 | 1,679 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 772 |
| Fair value | $3,883,000 | 811 |
| 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 | $67,941,000 | 1,728 |
| U.S. Government securities | $48,739,000 | 1,755 |
| U.S. Treasury securities | $199,000 | 1,355 |
| U.S. Government agency obligations | $48,540,000 | 1,712 |
| Securities issued by states & political subdivisions | $14,394,000 | 1,464 |
| Other domestic debt securities | $4,808,000 | 1,065 |
| Privately issued residential mortgage-backed securities | $4,710,000 | 554 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $98,000 | 2,150 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,299,000 | 828 |
| Mortgage-backed securities | $23,300,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $10,204,000 | 2,044 |
| Issued or guaranteed by U.S. | $10,204,000 | 2,037 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $13,096,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $8,386,000 | 956 |
| Privately issued | $4,710,000 | 520 |
| 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) | $19,980,000 | 823 |
| Available-for-sale securities (fair market value) | $47,961,000 | 2,068 |
| Total debt securities | $67,941,000 | 1,693 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 593 |
| Fair value | $5,919,000 | 604 |
| 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 | $68,538,000 | 1,734 |
| U.S. Government securities | $49,563,000 | 1,757 |
| U.S. Treasury securities | $198,000 | 1,409 |
| U.S. Government agency obligations | $49,365,000 | 1,718 |
| Securities issued by states & political subdivisions | $13,920,000 | 1,509 |
| Other domestic debt securities | $5,055,000 | 1,020 |
| Privately issued residential mortgage-backed securities | $4,857,000 | 539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $198,000 | 2,107 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,329,000 | 867 |
| Mortgage-backed securities | $24,184,000 | 1,529 |
| Certificates of participation in pools of residential mortgages | $10,619,000 | 2,007 |
| Issued or guaranteed by U.S. | $10,619,000 | 1,997 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $13,565,000 | 882 |
| CMOs issued by government agencies or sponsored agencies | $8,708,000 | 934 |
| Privately issued | $4,857,000 | 512 |
| 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) | $20,133,000 | 825 |
| Available-for-sale securities (fair market value) | $48,405,000 | 2,080 |
| Total debt securities | $68,538,000 | 1,699 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 614 |
| Fair value | $5,889,000 | 627 |
| 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 | $61,757,000 | 1,935 |
| U.S. Government securities | $42,380,000 | 2,052 |
| U.S. Treasury securities | $198,000 | 1,479 |
| U.S. Government agency obligations | $42,182,000 | 2,001 |
| Securities issued by states & political subdivisions | $14,143,000 | 1,454 |
| Other domestic debt securities | $5,234,000 | 1,012 |
| Privately issued residential mortgage-backed securities | $5,037,000 | 525 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $197,000 | 2,148 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,834,000 | 968 |
| Mortgage-backed securities | $25,059,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $10,966,000 | 1,979 |
| Issued or guaranteed by U.S. | $10,966,000 | 1,964 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $14,093,000 | 850 |
| CMOs issued by government agencies or sponsored agencies | $9,056,000 | 898 |
| Privately issued | $5,037,000 | 498 |
| 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) | $20,274,000 | 857 |
| Available-for-sale securities (fair market value) | $41,483,000 | 2,353 |
| Total debt securities | $61,757,000 | 1,893 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 670 |
| Fair value | $5,877,000 | 690 |
| 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 | $55,643,000 | 2,121 |
| U.S. Government securities | $36,672,000 | 2,334 |
| U.S. Treasury securities | $197,000 | 1,528 |
| U.S. Government agency obligations | $36,475,000 | 2,275 |
| Securities issued by states & political subdivisions | $13,691,000 | 1,481 |
| Other domestic debt securities | $5,280,000 | 996 |
| Privately issued residential mortgage-backed securities | $5,084,000 | 509 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $196,000 | 2,215 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,166,000 | 1,005 |
| Mortgage-backed securities | $20,508,000 | 1,727 |
| Certificates of participation in pools of residential mortgages | $7,162,000 | 2,535 |
| Issued or guaranteed by U.S. | $7,162,000 | 2,524 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,346,000 | 879 |
| CMOs issued by government agencies or sponsored agencies | $8,262,000 | 940 |
| Privately issued | $5,084,000 | 481 |
| 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) | $20,443,000 | 862 |
| Available-for-sale securities (fair market value) | $35,200,000 | 2,688 |
| Total debt securities | $55,642,000 | 2,077 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 713 |
| Fair value | $5,740,000 | 744 |
| 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 | $52,685,000 | 2,249 |
| U.S. Government securities | $32,772,000 | 2,596 |
| U.S. Treasury securities | $197,000 | 1,615 |
| U.S. Government agency obligations | $32,575,000 | 2,538 |
| Securities issued by states & political subdivisions | $14,420,000 | 1,397 |
| Other domestic debt securities | $5,493,000 | 1,004 |
| Privately issued residential mortgage-backed securities | $5,297,000 | 502 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $196,000 | 2,327 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,709,000 | 1,113 |
| Mortgage-backed securities | $21,610,000 | 1,692 |
| Certificates of participation in pools of residential mortgages | $7,539,000 | 2,516 |
| Issued or guaranteed by U.S. | $7,539,000 | 2,506 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,071,000 | 852 |
| CMOs issued by government agencies or sponsored agencies | $8,774,000 | 920 |
| Privately issued | $5,297,000 | 473 |
| 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) | $20,608,000 | 872 |
| Available-for-sale securities (fair market value) | $32,077,000 | 2,933 |
| Total debt securities | $52,685,000 | 2,199 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 667 |
| Fair value | $6,283,000 | 681 |
| 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 | $54,003,000 | 2,219 |
| U.S. Government securities | $33,801,000 | 2,511 |
| U.S. Treasury securities | $199,000 | 1,619 |
| U.S. Government agency obligations | $33,602,000 | 2,439 |
| Securities issued by states & political subdivisions | $14,486,000 | 1,395 |
| Other domestic debt securities | $5,716,000 | 994 |
| Privately issued residential mortgage-backed securities | $5,520,000 | 481 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $196,000 | 2,448 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,119,000 | 1,215 |
| Mortgage-backed securities | $22,719,000 | 1,645 |
| Certificates of participation in pools of residential mortgages | $7,923,000 | 2,464 |
| Issued or guaranteed by U.S. | $7,923,000 | 2,455 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $14,796,000 | 820 |
| CMOs issued by government agencies or sponsored agencies | $9,276,000 | 887 |
| Privately issued | $5,520,000 | 455 |
| 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) | $20,796,000 | 904 |
| Available-for-sale securities (fair market value) | $33,207,000 | 2,835 |
| Total debt securities | $54,003,000 | 2,169 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 668 |
| Fair value | $6,340,000 | 682 |
| 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 | $55,635,000 | 2,129 |
| U.S. Government securities | $35,194,000 | 2,415 |
| U.S. Treasury securities | $200,000 | 1,641 |
| U.S. Government agency obligations | $34,994,000 | 2,357 |
| Securities issued by states & political subdivisions | $14,528,000 | 1,389 |
| Other domestic debt securities | $5,913,000 | 993 |
| Privately issued residential mortgage-backed securities | $5,717,000 | 462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $196,000 | 2,515 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,501,000 | 1,203 |
| Mortgage-backed securities | $24,226,000 | 1,607 |
| Certificates of participation in pools of residential mortgages | $8,563,000 | 2,403 |
| Issued or guaranteed by U.S. | $8,563,000 | 2,393 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $15,663,000 | 800 |
| CMOs issued by government agencies or sponsored agencies | $9,946,000 | 868 |
| Privately issued | $5,717,000 | 435 |
| 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) | $21,437,000 | 874 |
| Available-for-sale securities (fair market value) | $34,198,000 | 2,751 |
| Total debt securities | $55,635,000 | 2,084 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 647 |
| Fair value | $6,371,000 | 669 |
| 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 | $57,591,000 | 2,079 |
| U.S. Government securities | $36,800,000 | 2,366 |
| U.S. Treasury securities | $200,000 | 1,702 |
| U.S. Government agency obligations | $36,600,000 | 2,298 |
| Securities issued by states & political subdivisions | $14,614,000 | 1,362 |
| Other domestic debt securities | $6,177,000 | 985 |
| Privately issued residential mortgage-backed securities | $5,979,000 | 453 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $198,000 | 2,582 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,791,000 | 1,293 |
| Mortgage-backed securities | $25,890,000 | 1,573 |
| Certificates of participation in pools of residential mortgages | $9,118,000 | 2,380 |
| Issued or guaranteed by U.S. | $9,118,000 | 2,371 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $16,772,000 | 790 |
| CMOs issued by government agencies or sponsored agencies | $10,793,000 | 869 |
| Privately issued | $5,979,000 | 426 |
| 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) | $21,758,000 | 869 |
| Available-for-sale securities (fair market value) | $35,833,000 | 2,676 |
| Total debt securities | $57,591,000 | 2,034 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 653 |
| Fair value | $6,437,000 | 665 |
| 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 | $64,744,000 | 1,901 |
| U.S. Government securities | $41,983,000 | 2,143 |
| U.S. Treasury securities | $199,000 | 1,829 |
| U.S. Government agency obligations | $41,784,000 | 2,071 |
| Securities issued by states & political subdivisions | $16,480,000 | 1,167 |
| Other domestic debt securities | $6,281,000 | 1,010 |
| Privately issued residential mortgage-backed securities | $6,085,000 | 444 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $196,000 | 2,671 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,908,000 | 1,216 |
| Mortgage-backed securities | $28,327,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $10,316,000 | 2,282 |
| Issued or guaranteed by U.S. | $10,316,000 | 2,272 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $18,011,000 | 773 |
| CMOs issued by government agencies or sponsored agencies | $11,926,000 | 837 |
| Privately issued | $6,085,000 | 413 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,068,000 | 882 |
| Available-for-sale securities (fair market value) | $42,676,000 | 2,324 |
| Total debt securities | $64,752,000 | 1,846 |
| Structured notes | ||
| Amortized cost | $6,289,000 | 677 |
| Fair value | $6,351,000 | 669 |
| 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 | $67,974,000 | 1,837 |
| U.S. Government securities | $44,436,000 | 2,057 |
| U.S. Treasury securities | $199,000 | 1,839 |
| U.S. Government agency obligations | $44,237,000 | 1,981 |
| Securities issued by states & political subdivisions | $16,941,000 | 1,128 |
| Other domestic debt securities | $6,597,000 | 1,007 |
| Privately issued residential mortgage-backed securities | $4,478,000 | 489 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,920,000 | 149 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $199,000 | 2,742 |
| 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 | $32,615,000 | 1,368 |
| Mortgage-backed securities | $28,881,000 | 1,526 |
| Certificates of participation in pools of residential mortgages | $10,895,000 | 2,249 |
| Issued or guaranteed by U.S. | $10,895,000 | 2,240 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $17,986,000 | 793 |
| CMOs issued by government agencies or sponsored agencies | $13,508,000 | 779 |
| Privately issued | $4,478,000 | 456 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,154,000 | 886 |
| Available-for-sale securities (fair market value) | $45,820,000 | 2,200 |
| Total debt securities | $67,972,000 | 1,788 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 633 |
| Fair value | $6,351,000 | 654 |
| 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 | $71,022,000 | 1,752 |
| U.S. Government securities | $46,559,000 | 1,937 |
| U.S. Treasury securities | $199,000 | 1,864 |
| U.S. Government agency obligations | $46,360,000 | 1,878 |
| Securities issued by states & political subdivisions | $17,550,000 | 1,106 |
| Other domestic debt securities | $6,913,000 | 982 |
| Privately issued residential mortgage-backed securities | $4,723,000 | 452 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,989,000 | 154 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,000 | 2,787 |
| 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 | $35,850,000 | 1,243 |
| Mortgage-backed securities | $30,653,000 | 1,474 |
| Certificates of participation in pools of residential mortgages | $11,903,000 | 2,144 |
| Issued or guaranteed by U.S. | $11,903,000 | 2,135 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $18,750,000 | 765 |
| CMOs issued by government agencies or sponsored agencies | $14,027,000 | 765 |
| Privately issued | $4,723,000 | 422 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,749,000 | 869 |
| Available-for-sale securities (fair market value) | $48,273,000 | 2,103 |
| Total debt securities | $71,022,000 | 1,704 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 656 |
| Fair value | $6,443,000 | 664 |
| 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 | $71,369,000 | 1,768 |
| U.S. Government securities | $46,971,000 | 1,960 |
| U.S. Treasury securities | $199,000 | 1,982 |
| U.S. Government agency obligations | $46,772,000 | 1,900 |
| Securities issued by states & political subdivisions | $17,279,000 | 1,101 |
| Other domestic debt securities | $7,119,000 | 979 |
| Privately issued residential mortgage-backed securities | $4,955,000 | 435 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,966,000 | 162 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $198,000 | 2,918 |
| 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 | $33,895,000 | 1,292 |
| Mortgage-backed securities | $31,459,000 | 1,454 |
| Certificates of participation in pools of residential mortgages | $12,278,000 | 2,121 |
| Issued or guaranteed by U.S. | $12,278,000 | 2,112 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,181,000 | 759 |
| CMOs issued by government agencies or sponsored agencies | $14,226,000 | 772 |
| Privately issued | $4,955,000 | 411 |
| 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) | $23,136,000 | 856 |
| Available-for-sale securities (fair market value) | $48,233,000 | 2,141 |
| Total debt securities | $71,369,000 | 1,715 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 645 |
| Fair value | $6,253,000 | 655 |
| 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 | $66,438,000 | 1,890 |
| U.S. Government securities | $42,369,000 | 2,143 |
| U.S. Treasury securities | $199,000 | 1,973 |
| U.S. Government agency obligations | $42,170,000 | 2,080 |
| Securities issued by states & political subdivisions | $18,222,000 | 1,054 |
| Other domestic debt securities | $5,847,000 | 1,170 |
| Privately issued residential mortgage-backed securities | $5,642,000 | 424 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $205,000 | 2,962 |
| 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 | $35,606,000 | 1,222 |
| Mortgage-backed securities | $31,291,000 | 1,478 |
| Certificates of participation in pools of residential mortgages | $10,862,000 | 2,296 |
| Issued or guaranteed by U.S. | $10,862,000 | 2,286 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $20,429,000 | 754 |
| CMOs issued by government agencies or sponsored agencies | $14,787,000 | 786 |
| Privately issued | $5,642,000 | 395 |
| 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) | $23,124,000 | 848 |
| Available-for-sale securities (fair market value) | $43,314,000 | 2,381 |
| Total debt securities | $66,438,000 | 1,842 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 564 |
| Fair value | $6,506,000 | 573 |
| 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 | $63,052,000 | 2,038 |
| U.S. Government securities | $39,565,000 | 2,320 |
| U.S. Treasury securities | $199,000 | 2,113 |
| U.S. Government agency obligations | $39,366,000 | 2,249 |
| Securities issued by states & political subdivisions | $17,338,000 | 1,115 |
| Other domestic debt securities | $6,149,000 | 1,135 |
| Privately issued residential mortgage-backed securities | $5,948,000 | 341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,000 | 3,107 |
| 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 | $37,174,000 | 1,167 |
| Mortgage-backed securities | $32,653,000 | 1,450 |
| Certificates of participation in pools of residential mortgages | $10,191,000 | 2,397 |
| Issued or guaranteed by U.S. | $10,191,000 | 2,385 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $22,462,000 | 710 |
| CMOs issued by government agencies or sponsored agencies | $16,514,000 | 783 |
| Privately issued | $5,948,000 | 296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,986,000 | 853 |
| Available-for-sale securities (fair market value) | $40,066,000 | 2,563 |
| Total debt securities | $63,052,000 | 1,981 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 524 |
| Fair value | $5,878,000 | 551 |
| 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 | $62,978,000 | 2,012 |
| U.S. Government securities | $39,185,000 | 2,288 |
| U.S. Treasury securities | $201,000 | 2,149 |
| U.S. Government agency obligations | $38,984,000 | 2,222 |
| Securities issued by states & political subdivisions | $17,260,000 | 1,125 |
| Other domestic debt securities | $6,533,000 | 1,149 |
| Privately issued residential mortgage-backed securities | $6,333,000 | 338 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,221 |
| 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 | $38,764,000 | 1,071 |
| Mortgage-backed securities | $35,560,000 | 1,365 |
| Certificates of participation in pools of residential mortgages | $11,794,000 | 2,177 |
| Issued or guaranteed by U.S. | $11,794,000 | 2,167 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $23,766,000 | 690 |
| CMOs issued by government agencies or sponsored agencies | $17,433,000 | 776 |
| Privately issued | $6,333,000 | 298 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,201,000 | 862 |
| Available-for-sale securities (fair market value) | $40,777,000 | 2,478 |
| Total debt securities | $62,978,000 | 1,948 |
| Structured notes | ||
| Amortized cost | $5,991,000 | 440 |
| Fair value | $5,893,000 | 443 |
| 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 | $54,602,000 | 2,225 |
| U.S. Government securities | $34,312,000 | 2,460 |
| U.S. Treasury securities | $203,000 | 2,161 |
| U.S. Government agency obligations | $34,109,000 | 2,374 |
| Securities issued by states & political subdivisions | $15,725,000 | 1,215 |
| Other domestic debt securities | $4,565,000 | 1,462 |
| Privately issued residential mortgage-backed securities | $4,360,000 | 413 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $205,000 | 3,243 |
| 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 | $29,389,000 | 1,341 |
| Mortgage-backed securities | $29,463,000 | 1,553 |
| Certificates of participation in pools of residential mortgages | $15,064,000 | 1,851 |
| Issued or guaranteed by U.S. | $15,064,000 | 1,840 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $14,399,000 | 997 |
| CMOs issued by government agencies or sponsored agencies | $10,039,000 | 1,137 |
| Privately issued | $4,360,000 | 368 |
| 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) | $23,583,000 | 789 |
| Available-for-sale securities (fair market value) | $31,019,000 | 3,011 |
| Total debt securities | $54,602,000 | 2,153 |
| Structured notes | ||
| Amortized cost | $5,979,000 | 324 |
| Fair value | $6,008,000 | 322 |
| 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 | $40,143,000 | 2,833 |
| U.S. Government securities | $25,538,000 | 3,078 |
| U.S. Treasury securities | $204,000 | 2,209 |
| U.S. Government agency obligations | $25,334,000 | 2,953 |
| Securities issued by states & political subdivisions | $14,406,000 | 1,287 |
| Other domestic debt securities | $199,000 | 3,717 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $199,000 | 3,313 |
| 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 | $29,849,000 | 1,296 |
| Mortgage-backed securities | $20,816,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | $16,793,000 | 1,692 |
| Issued or guaranteed by U.S. | $16,793,000 | 1,686 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,023,000 | 1,976 |
| CMOs issued by government agencies or sponsored agencies | $4,023,000 | 1,860 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,023,000 | 916 |
| Available-for-sale securities (fair market value) | $20,120,000 | 4,019 |
| Total debt securities | $40,143,000 | 2,750 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 604 |
| Fair value | $1,996,000 | 693 |
| 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 | $39,978,000 | 2,804 |
| U.S. Government securities | $25,051,000 | 3,106 |
| U.S. Treasury securities | $205,000 | 2,355 |
| U.S. Government agency obligations | $24,846,000 | 2,974 |
| Securities issued by states & political subdivisions | $14,927,000 | 1,207 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,177,000 | 1,329 |
| Mortgage-backed securities | $22,430,000 | 1,842 |
| Certificates of participation in pools of residential mortgages | $15,765,000 | 1,721 |
| Issued or guaranteed by U.S. | $15,765,000 | 1,712 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,665,000 | 1,590 |
| CMOs issued by government agencies or sponsored agencies | $6,665,000 | 1,493 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,218,000 | 922 |
| Available-for-sale securities (fair market value) | $19,760,000 | 4,044 |
| Total debt securities | $39,978,000 | 2,731 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $31,338,000 | 3,230 |
| U.S. Government securities | $25,807,000 | 2,869 |
| U.S. Treasury securities | $205,000 | 2,937 |
| U.S. Government agency obligations | $25,602,000 | 2,742 |
| Securities issued by states & political subdivisions | $4,734,000 | 2,961 |
| Other domestic debt securities | $797,000 | 3,100 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $797,000 | 2,672 |
| 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 | $19,157,000 | 1,799 |
| Mortgage-backed securities | $22,479,000 | 1,677 |
| Certificates of participation in pools of residential mortgages | $5,851,000 | 2,921 |
| Issued or guaranteed by U.S. | $5,851,000 | 2,904 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $16,628,000 | 934 |
| CMOs issued by government agencies or sponsored agencies | $16,628,000 | 857 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $31,338,000 | 2,705 |
| Total debt securities | $31,338,000 | 3,169 |
| 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 | $35,663,000 | 2,985 |
| U.S. Government securities | $26,539,000 | 2,921 |
| U.S. Treasury securities | $200,000 | 3,952 |
| U.S. Government agency obligations | $26,339,000 | 2,731 |
| Securities issued by states & political subdivisions | $8,014,000 | 1,995 |
| Other domestic debt securities | $100,000 | 3,590 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 3,131 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,010,000 | 2,503 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,776,000 | 1,961 |
| Mortgage-backed securities | $3,823,000 | 3,818 |
| Certificates of participation in pools of residential mortgages | $3,823,000 | 3,041 |
| Issued or guaranteed by U.S. | $3,823,000 | 3,025 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $35,663,000 | 2,374 |
| Total debt securities | $34,653,000 | 2,945 |
| Structured notes | ||
| Amortized cost | $991,000 | 415 |
| Fair value | $988,000 | 362 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $31,229,000 | 3,469 |
| U.S. Government securities | $24,019,000 | 3,355 |
| U.S. Treasury securities | $198,000 | 5,214 |
| U.S. Government agency obligations | $23,821,000 | 3,013 |
| Securities issued by states & political subdivisions | $6,314,000 | 2,492 |
| Other domestic debt securities | $99,000 | 3,546 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,000 | 3,010 |
| Foreign debt securities | NA | NA |
| Equity securities | $797,000 | 2,830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,596,000 | 4,810 |
| Mortgage-backed securities | $2,641,000 | 4,678 |
| Certificates of participation in pools of residential mortgages | $2,641,000 | 3,793 |
| Issued or guaranteed by U.S. | $2,641,000 | 3,775 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $31,229,000 | 2,733 |
| Total debt securities | $30,432,000 | 3,436 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 444 |
| Fair value | $997,000 | 459 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $25,096,000 | 4,154 |
| U.S. Government securities | $18,631,000 | 4,116 |
| U.S. Treasury securities | $203,000 | 6,557 |
| U.S. Government agency obligations | $18,428,000 | 3,546 |
| Securities issued by states & political subdivisions | $5,628,000 | 2,738 |
| Other domestic debt securities | $102,000 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,000 | 2,839 |
| Foreign debt securities | NA | NA |
| Equity securities | $735,000 | 2,868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $784,000 | 7,427 |
| Mortgage-backed securities | $3,851,000 | 4,318 |
| Certificates of participation in pools of residential mortgages | $3,851,000 | 3,413 |
| Issued or guaranteed by U.S. | $3,851,000 | 3,396 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $25,096,000 | 3,215 |
| Total debt securities | $24,361,000 | 4,125 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $19,991,000 | 4,905 |
| U.S. Government securities | $18,007,000 | 4,422 |
| U.S. Treasury securities | $200,000 | 7,718 |
| U.S. Government agency obligations | $17,807,000 | 3,525 |
| Securities issued by states & political subdivisions | $1,422,000 | 5,223 |
| Other domestic debt securities | $102,000 | 3,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,000 | 2,548 |
| Foreign debt securities | NA | NA |
| Equity securities | $460,000 | 3,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 8,580 |
| Mortgage-backed securities | $3,558,000 | 4,471 |
| Certificates of participation in pools of residential mortgages | $3,558,000 | 3,459 |
| Issued or guaranteed by U.S. | $3,558,000 | 3,447 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $19,991,000 | 3,615 |
| Total debt securities | $19,531,000 | 4,886 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,437,000 | 7,788 |
| U.S. Government securities | $8,619,000 | 7,562 |
| U.S. Treasury securities | $801,000 | 7,592 |
| U.S. Government agency obligations | $7,818,000 | 6,349 |
| Securities issued by states & political subdivisions | $750,000 | 6,552 |
| Other domestic debt securities | $807,000 | 2,266 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $807,000 | 1,724 |
| Foreign debt securities | NA | NA |
| Equity securities | $261,000 | 4,785 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 9,005 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $10,437,000 | 5,861 |
| Total debt securities | $10,176,000 | 7,744 |
| Structured notes | ||
| Amortized cost | $395,000 | 2,991 |
| Fair value | $395,000 | 2,961 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $4,074,000 | 10,600 |
| U.S. Government securities | $3,727,000 | 10,211 |
| U.S. Treasury securities | $2,224,000 | 6,776 |
| U.S. Government agency obligations | $1,503,000 | 10,129 |
| Securities issued by states & political subdivisions | $110,000 | 8,561 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $237,000 | 4,735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $202,000 | 9,360 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $4,074,000 | 8,470 |
| Total debt securities | $3,837,000 | 10,590 |
| 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 |