Home > Britton & Koontz Bank, N.A. > Securities
Britton & Koontz Bank, N.A., Securities
| 2013-12-31 | Rank | |
| Total securities | $97,526,000 | 1,522 |
| U.S. Government securities | $67,923,000 | 1,410 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $67,923,000 | 1,368 |
| Securities issued by states & political subdivisions | $29,603,000 | 1,315 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $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 | $49,457,000 | 1,179 |
| Mortgage-backed securities | $63,884,000 | 999 |
| Certificates of participation in pools of residential mortgages | $63,884,000 | 693 |
| Issued or guaranteed by U.S. | $63,884,000 | 692 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $21,297,000 | 740 |
| Available-for-sale securities (fair market value) | $76,229,000 | 1,711 |
| Total debt securities | $97,525,000 | 1,499 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $106,521,000 | 1,412 |
| U.S. Government securities | $77,406,000 | 1,282 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $77,406,000 | 1,245 |
| Securities issued by states & political subdivisions | $29,115,000 | 1,323 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,184,000 | 1,153 |
| Mortgage-backed securities | $67,349,000 | 973 |
| Certificates of participation in pools of residential mortgages | $67,330,000 | 667 |
| Issued or guaranteed by U.S. | $67,330,000 | 666 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $19,000 | 3,593 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,448 |
| Privately issued | $0 | 947 |
| 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) | $21,457,000 | 711 |
| Available-for-sale securities (fair market value) | $85,064,000 | 1,582 |
| Total debt securities | $106,521,000 | 1,389 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $98,543,000 | 1,516 |
| U.S. Government securities | $71,002,000 | 1,389 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $71,002,000 | 1,344 |
| Securities issued by states & political subdivisions | $27,541,000 | 1,378 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,084,000 | 1,053 |
| Mortgage-backed securities | $58,928,000 | 1,089 |
| Certificates of participation in pools of residential mortgages | $58,862,000 | 746 |
| Issued or guaranteed by U.S. | $58,862,000 | 745 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $66,000 | 3,532 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 3,382 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $20,620,000 | 686 |
| Available-for-sale securities (fair market value) | $77,923,000 | 1,689 |
| Total debt securities | $98,543,000 | 1,497 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $99,043,000 | 1,526 |
| U.S. Government securities | $70,634,000 | 1,432 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $70,634,000 | 1,389 |
| Securities issued by states & political subdivisions | $28,409,000 | 1,316 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,607,000 | 1,023 |
| Mortgage-backed securities | $58,534,000 | 1,149 |
| Certificates of participation in pools of residential mortgages | $58,406,000 | 766 |
| Issued or guaranteed by U.S. | $58,406,000 | 766 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $128,000 | 3,507 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 3,347 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $21,457,000 | 630 |
| Available-for-sale securities (fair market value) | $77,586,000 | 1,725 |
| Total debt securities | $99,043,000 | 1,507 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $92,165,000 | 1,603 |
| U.S. Government securities | $63,632,000 | 1,530 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $63,632,000 | 1,481 |
| Securities issued by states & political subdivisions | $28,533,000 | 1,282 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,278,000 | 984 |
| Mortgage-backed securities | $51,512,000 | 1,276 |
| Certificates of participation in pools of residential mortgages | $51,322,000 | 838 |
| Issued or guaranteed by U.S. | $51,322,000 | 837 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $190,000 | 3,501 |
| CMOs issued by government agencies or sponsored agencies | $190,000 | 3,355 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $22,107,000 | 621 |
| Available-for-sale securities (fair market value) | $70,058,000 | 1,853 |
| Total debt securities | $92,166,000 | 1,583 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $98,904,000 | 1,503 |
| U.S. Government securities | $70,050,000 | 1,430 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $70,050,000 | 1,390 |
| Securities issued by states & political subdivisions | $28,854,000 | 1,242 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,004,000 | 715 |
| Mortgage-backed securities | $57,913,000 | 1,207 |
| Certificates of participation in pools of residential mortgages | $57,653,000 | 790 |
| Issued or guaranteed by U.S. | $57,653,000 | 790 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $260,000 | 3,527 |
| CMOs issued by government agencies or sponsored agencies | $260,000 | 3,372 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $22,890,000 | 613 |
| Available-for-sale securities (fair market value) | $76,014,000 | 1,742 |
| Total debt securities | $98,904,000 | 1,484 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $104,620,000 | 1,432 |
| U.S. Government securities | $75,874,000 | 1,355 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $75,874,000 | 1,319 |
| Securities issued by states & political subdivisions | $28,746,000 | 1,222 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,828,000 | 723 |
| Mortgage-backed securities | $63,737,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $63,413,000 | 738 |
| Issued or guaranteed by U.S. | $63,413,000 | 737 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $324,000 | 3,490 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 3,330 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $23,345,000 | 604 |
| Available-for-sale securities (fair market value) | $81,275,000 | 1,640 |
| Total debt securities | $104,619,000 | 1,415 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $110,202,000 | 1,385 |
| U.S. Government securities | $81,584,000 | 1,303 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $81,584,000 | 1,262 |
| Securities issued by states & political subdivisions | $28,618,000 | 1,168 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,465,000 | 661 |
| Mortgage-backed securities | $69,447,000 | 1,054 |
| Certificates of participation in pools of residential mortgages | $69,060,000 | 690 |
| Issued or guaranteed by U.S. | $69,060,000 | 689 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $387,000 | 3,484 |
| CMOs issued by government agencies or sponsored agencies | $387,000 | 3,319 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $23,833,000 | 595 |
| Available-for-sale securities (fair market value) | $86,369,000 | 1,543 |
| Total debt securities | $110,200,000 | 1,372 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $117,357,000 | 1,265 |
| U.S. Government securities | $87,145,000 | 1,167 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $87,145,000 | 1,127 |
| Securities issued by states & political subdivisions | $30,212,000 | 1,063 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,377,000 | 598 |
| Mortgage-backed securities | $75,005,000 | 950 |
| Certificates of participation in pools of residential mortgages | $74,565,000 | 606 |
| Issued or guaranteed by U.S. | $74,565,000 | 606 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $440,000 | 3,408 |
| CMOs issued by government agencies or sponsored agencies | $440,000 | 3,161 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $25,829,000 | 573 |
| Available-for-sale securities (fair market value) | $91,528,000 | 1,413 |
| Total debt securities | $117,357,000 | 1,253 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $107,353,000 | 1,335 |
| U.S. Government securities | $74,887,000 | 1,322 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $74,887,000 | 1,272 |
| Securities issued by states & political subdivisions | $32,466,000 | 946 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,323,000 | 564 |
| Mortgage-backed securities | $62,759,000 | 1,074 |
| Certificates of participation in pools of residential mortgages | $62,257,000 | 697 |
| Issued or guaranteed by U.S. | $62,257,000 | 693 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $502,000 | 3,349 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 3,087 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $29,505,000 | 508 |
| Available-for-sale securities (fair market value) | $77,848,000 | 1,599 |
| Total debt securities | $107,354,000 | 1,317 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $129,156,000 | 1,119 |
| U.S. Government securities | $93,811,000 | 1,068 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $93,811,000 | 1,027 |
| Securities issued by states & political subdivisions | $35,345,000 | 801 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,399,000 | 550 |
| Mortgage-backed securities | $74,752,000 | 891 |
| Certificates of participation in pools of residential mortgages | $74,194,000 | 572 |
| Issued or guaranteed by U.S. | $74,194,000 | 570 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $558,000 | 3,285 |
| CMOs issued by government agencies or sponsored agencies | $558,000 | 3,014 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $33,240,000 | 466 |
| Available-for-sale securities (fair market value) | $95,916,000 | 1,328 |
| Total debt securities | $129,156,000 | 1,106 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $127,168,000 | 1,125 |
| U.S. Government securities | $90,865,000 | 1,101 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $90,865,000 | 1,048 |
| Securities issued by states & political subdivisions | $36,303,000 | 754 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,984,000 | 528 |
| Mortgage-backed securities | $66,514,000 | 961 |
| Certificates of participation in pools of residential mortgages | $65,899,000 | 612 |
| Issued or guaranteed by U.S. | $65,899,000 | 608 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $615,000 | 3,216 |
| CMOs issued by government agencies or sponsored agencies | $615,000 | 2,942 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $35,228,000 | 446 |
| Available-for-sale securities (fair market value) | $91,940,000 | 1,356 |
| Total debt securities | $127,169,000 | 1,111 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,661 |
| Fair value | $3,003,000 | 1,666 |
| 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 | $137,069,000 | 1,002 |
| U.S. Government securities | $98,150,000 | 967 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $98,150,000 | 926 |
| Securities issued by states & political subdivisions | $38,919,000 | 676 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,602,000 | 527 |
| Mortgage-backed securities | $73,721,000 | 846 |
| Certificates of participation in pools of residential mortgages | $73,035,000 | 541 |
| Issued or guaranteed by U.S. | $73,035,000 | 538 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $686,000 | 3,180 |
| CMOs issued by government agencies or sponsored agencies | $686,000 | 2,895 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $39,761,000 | 393 |
| Available-for-sale securities (fair market value) | $97,308,000 | 1,227 |
| Total debt securities | $137,070,000 | 991 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,519 |
| Fair value | $3,019,000 | 1,515 |
| 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 | $136,280,000 | 980 |
| U.S. Government securities | $96,077,000 | 966 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $96,077,000 | 927 |
| Securities issued by states & political subdivisions | $40,203,000 | 620 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,931,000 | 502 |
| Mortgage-backed securities | $71,421,000 | 853 |
| Certificates of participation in pools of residential mortgages | $70,662,000 | 537 |
| Issued or guaranteed by U.S. | $70,662,000 | 531 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $759,000 | 3,119 |
| CMOs issued by government agencies or sponsored agencies | $759,000 | 2,824 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $41,418,000 | 383 |
| Available-for-sale securities (fair market value) | $94,862,000 | 1,234 |
| Total debt securities | $136,281,000 | 969 |
| Structured notes | ||
| Amortized cost | $11,000,000 | 555 |
| Fair value | $11,045,000 | 567 |
| 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 | $135,948,000 | 978 |
| U.S. Government securities | $96,021,000 | 977 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $96,021,000 | 937 |
| Securities issued by states & political subdivisions | $39,927,000 | 581 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,212,000 | 521 |
| Mortgage-backed securities | $77,724,000 | 793 |
| Certificates of participation in pools of residential mortgages | $76,894,000 | 491 |
| Issued or guaranteed by U.S. | $76,894,000 | 486 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $830,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $830,000 | 2,689 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $42,152,000 | 398 |
| Available-for-sale securities (fair market value) | $93,796,000 | 1,252 |
| Total debt securities | $135,949,000 | 966 |
| Structured notes | ||
| Amortized cost | $14,585,000 | 464 |
| Fair value | $14,684,000 | 462 |
| 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 | $124,020,000 | 1,066 |
| U.S. Government securities | $84,226,000 | 1,116 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $84,226,000 | 1,073 |
| Securities issued by states & political subdivisions | $39,794,000 | 567 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,336,000 | 555 |
| Mortgage-backed securities | $80,645,000 | 785 |
| Certificates of participation in pools of residential mortgages | $79,729,000 | 494 |
| Issued or guaranteed by U.S. | $79,729,000 | 491 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $916,000 | 2,938 |
| CMOs issued by government agencies or sponsored agencies | $916,000 | 2,610 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $43,237,000 | 387 |
| Available-for-sale securities (fair market value) | $80,783,000 | 1,421 |
| Total debt securities | $124,019,000 | 1,056 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $143,328,000 | 896 |
| U.S. Government securities | $102,873,000 | 886 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $102,873,000 | 850 |
| Securities issued by states & political subdivisions | $40,455,000 | 557 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,792,000 | 534 |
| Mortgage-backed securities | $99,398,000 | 664 |
| Certificates of participation in pools of residential mortgages | $98,368,000 | 430 |
| Issued or guaranteed by U.S. | $98,368,000 | 427 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,030,000 | 2,868 |
| CMOs issued by government agencies or sponsored agencies | $1,030,000 | 2,529 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $45,028,000 | 389 |
| Available-for-sale securities (fair market value) | $98,300,000 | 1,154 |
| Total debt securities | $143,328,000 | 881 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $149,339,000 | 866 |
| U.S. Government securities | $108,341,000 | 825 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $108,341,000 | 799 |
| Securities issued by states & political subdivisions | $40,998,000 | 550 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $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 | $115,994,000 | 505 |
| Mortgage-backed securities | $108,341,000 | 609 |
| Certificates of participation in pools of residential mortgages | $107,303,000 | 419 |
| Issued or guaranteed by U.S. | $107,303,000 | 416 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,038,000 | 2,855 |
| CMOs issued by government agencies or sponsored agencies | $1,038,000 | 2,500 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $49,783,000 | 362 |
| Available-for-sale securities (fair market value) | $99,556,000 | 1,125 |
| Total debt securities | $149,339,000 | 849 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $156,172,000 | 810 |
| U.S. Government securities | $114,929,000 | 764 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $114,929,000 | 738 |
| Securities issued by states & political subdivisions | $41,243,000 | 504 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,936,000 | 485 |
| Mortgage-backed securities | $114,929,000 | 588 |
| Certificates of participation in pools of residential mortgages | $113,897,000 | 410 |
| Issued or guaranteed by U.S. | $113,897,000 | 404 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,032,000 | 2,854 |
| CMOs issued by government agencies or sponsored agencies | $1,032,000 | 2,486 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $54,335,000 | 340 |
| Available-for-sale securities (fair market value) | $101,837,000 | 1,064 |
| Total debt securities | $156,172,000 | 788 |
| 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 | $166,841,000 | 752 |
| U.S. Government securities | $128,239,000 | 697 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $128,239,000 | 673 |
| Securities issued by states & political subdivisions | $38,602,000 | 521 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,614,000 | 474 |
| Mortgage-backed securities | $128,239,000 | 542 |
| Certificates of participation in pools of residential mortgages | $127,204,000 | 388 |
| Issued or guaranteed by U.S. | $127,204,000 | 382 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,035,000 | 2,904 |
| CMOs issued by government agencies or sponsored agencies | $1,035,000 | 2,522 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,886,000 | 352 |
| Available-for-sale securities (fair market value) | $113,955,000 | 953 |
| Total debt securities | $166,841,000 | 737 |
| 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 | $166,710,000 | 738 |
| U.S. Government securities | $127,181,000 | 691 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $127,181,000 | 678 |
| Securities issued by states & political subdivisions | $39,529,000 | 487 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $117,985,000 | 493 |
| Mortgage-backed securities | $127,181,000 | 534 |
| Certificates of participation in pools of residential mortgages | $127,181,000 | 375 |
| Issued or guaranteed by U.S. | $127,181,000 | 370 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,815,000 | 328 |
| Available-for-sale securities (fair market value) | $111,895,000 | 939 |
| Total debt securities | $166,711,000 | 727 |
| 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 | $144,746,000 | 813 |
| U.S. Government securities | $106,272,000 | 771 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $106,272,000 | 759 |
| Securities issued by states & political subdivisions | $38,474,000 | 486 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,794,000 | 566 |
| Mortgage-backed securities | $106,272,000 | 588 |
| Certificates of participation in pools of residential mortgages | $106,272,000 | 416 |
| Issued or guaranteed by U.S. | $106,272,000 | 412 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,101,000 | 333 |
| Available-for-sale securities (fair market value) | $90,645,000 | 1,132 |
| Total debt securities | $144,744,000 | 797 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $140,592,000 | 864 |
| U.S. Government securities | $102,528,000 | 811 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $102,528,000 | 794 |
| Securities issued by states & political subdivisions | $38,064,000 | 506 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,542,000 | 600 |
| Mortgage-backed securities | $102,528,000 | 602 |
| Certificates of participation in pools of residential mortgages | $102,528,000 | 436 |
| Issued or guaranteed by U.S. | $102,528,000 | 431 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,015,000 | 325 |
| Available-for-sale securities (fair market value) | $86,577,000 | 1,206 |
| Total debt securities | $140,593,000 | 839 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $116,077,000 | 1,053 |
| U.S. Government securities | $78,366,000 | 1,067 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $78,366,000 | 1,041 |
| Securities issued by states & political subdivisions | $37,711,000 | 516 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $96,782,000 | 560 |
| Mortgage-backed securities | $78,366,000 | 733 |
| Certificates of participation in pools of residential mortgages | $78,366,000 | 501 |
| Issued or guaranteed by U.S. | $78,366,000 | 495 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,206,000 | 314 |
| Available-for-sale securities (fair market value) | $61,871,000 | 1,677 |
| Total debt securities | $116,078,000 | 1,029 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $103,971,000 | 1,162 |
| U.S. Government securities | $65,966,000 | 1,278 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $65,966,000 | 1,253 |
| Securities issued by states & political subdivisions | $38,005,000 | 494 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| 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 | $84,351,000 | 637 |
| Mortgage-backed securities | $65,966,000 | 776 |
| Certificates of participation in pools of residential mortgages | $65,966,000 | 529 |
| Issued or guaranteed by U.S. | $65,966,000 | 524 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,988,000 | 423 |
| Available-for-sale securities (fair market value) | $63,983,000 | 1,593 |
| Total debt securities | $103,971,000 | 1,138 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $19,199,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $81,418,000 | 1,465 |
| U.S. Government securities | $45,270,000 | 1,852 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $45,270,000 | 1,812 |
| Securities issued by states & political subdivisions | $36,148,000 | 520 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $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 | $56,035,000 | 897 |
| Mortgage-backed securities | $45,270,000 | 999 |
| Certificates of participation in pools of residential mortgages | $45,270,000 | 713 |
| Issued or guaranteed by U.S. | $45,270,000 | 704 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,218,000 | 476 |
| Available-for-sale securities (fair market value) | $43,200,000 | 2,267 |
| Total debt securities | $81,416,000 | 1,430 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $19,525,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $81,359,000 | 1,459 |
| U.S. Government securities | $45,888,000 | 1,848 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $45,888,000 | 1,792 |
| Securities issued by states & political subdivisions | $35,471,000 | 526 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $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 | $36,358,000 | 1,309 |
| Mortgage-backed securities | $45,888,000 | 975 |
| Certificates of participation in pools of residential mortgages | $45,888,000 | 706 |
| Issued or guaranteed by U.S. | $45,888,000 | 698 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,653,000 | 487 |
| Available-for-sale securities (fair market value) | $43,706,000 | 2,220 |
| Total debt securities | $81,359,000 | 1,431 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $19,592,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $83,242,000 | 1,428 |
| U.S. Government securities | $46,816,000 | 1,823 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $46,816,000 | 1,767 |
| Securities issued by states & political subdivisions | $36,426,000 | 502 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $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 | $31,752,000 | 1,494 |
| Mortgage-backed securities | $40,363,000 | 1,073 |
| Certificates of participation in pools of residential mortgages | $40,363,000 | 768 |
| Issued or guaranteed by U.S. | $40,363,000 | 759 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,720,000 | 490 |
| Available-for-sale securities (fair market value) | $44,522,000 | 2,209 |
| Total debt securities | $83,240,000 | 1,399 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $19,358,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $103,030,000 | 1,203 |
| U.S. Government securities | $66,854,000 | 1,332 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $66,854,000 | 1,295 |
| Securities issued by states & political subdivisions | $36,176,000 | 506 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $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 | $55,752,000 | 915 |
| Mortgage-backed securities | $60,415,000 | 800 |
| Certificates of participation in pools of residential mortgages | $60,415,000 | 561 |
| Issued or guaranteed by U.S. | $60,415,000 | 553 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,611,000 | 507 |
| Available-for-sale securities (fair market value) | $64,419,000 | 1,576 |
| Total debt securities | $103,030,000 | 1,170 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $104,754,000 | 1,199 |
| U.S. Government securities | $69,748,000 | 1,289 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $69,748,000 | 1,253 |
| Securities issued by states & political subdivisions | $35,006,000 | 513 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $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 | $57,132,000 | 893 |
| Mortgage-backed securities | $63,331,000 | 780 |
| Certificates of participation in pools of residential mortgages | $63,331,000 | 553 |
| Issued or guaranteed by U.S. | $63,331,000 | 544 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,583,000 | 548 |
| Available-for-sale securities (fair market value) | $67,171,000 | 1,524 |
| Total debt securities | $104,754,000 | 1,165 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $107,562,000 | 1,158 |
| U.S. Government securities | $72,559,000 | 1,257 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $72,559,000 | 1,217 |
| Securities issued by states & political subdivisions | $35,003,000 | 506 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $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 | $53,028,000 | 952 |
| Mortgage-backed securities | $66,196,000 | 753 |
| Certificates of participation in pools of residential mortgages | $66,082,000 | 534 |
| Issued or guaranteed by U.S. | $66,082,000 | 528 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $114,000 | 3,285 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 2,973 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,750,000 | 547 |
| Available-for-sale securities (fair market value) | $69,812,000 | 1,466 |
| Total debt securities | $107,563,000 | 1,125 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $112,279,000 | 1,114 |
| U.S. Government securities | $77,281,000 | 1,184 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $77,281,000 | 1,146 |
| Securities issued by states & political subdivisions | $34,998,000 | 498 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,817,000 | 937 |
| Mortgage-backed securities | $70,891,000 | 720 |
| Certificates of participation in pools of residential mortgages | $70,770,000 | 514 |
| Issued or guaranteed by U.S. | $70,770,000 | 507 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $121,000 | 3,282 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 2,969 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,902,000 | 556 |
| Available-for-sale securities (fair market value) | $74,377,000 | 1,415 |
| Total debt securities | $112,280,000 | 1,086 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $116,281,000 | 1,085 |
| U.S. Government securities | $81,376,000 | 1,113 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $81,376,000 | 1,075 |
| Securities issued by states & political subdivisions | $34,905,000 | 506 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,466,000 | 939 |
| Mortgage-backed securities | $74,973,000 | 696 |
| Certificates of participation in pools of residential mortgages | $74,844,000 | 500 |
| Issued or guaranteed by U.S. | $74,844,000 | 493 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $129,000 | 3,278 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 2,977 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,994,000 | 571 |
| Available-for-sale securities (fair market value) | $78,287,000 | 1,338 |
| Total debt securities | $116,281,000 | 1,058 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $124,010,000 | 993 |
| U.S. Government securities | $89,109,000 | 1,018 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $89,109,000 | 982 |
| Securities issued by states & political subdivisions | $34,901,000 | 511 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,848,000 | 1,012 |
| Mortgage-backed securities | $82,663,000 | 650 |
| Certificates of participation in pools of residential mortgages | $82,522,000 | 476 |
| Issued or guaranteed by U.S. | $82,522,000 | 468 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $141,000 | 3,289 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 2,976 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,268,000 | 571 |
| Available-for-sale securities (fair market value) | $85,742,000 | 1,223 |
| Total debt securities | $124,010,000 | 970 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $131,948,000 | 930 |
| U.S. Government securities | $96,049,000 | 944 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $96,049,000 | 906 |
| Securities issued by states & political subdivisions | $34,898,000 | 498 |
| Other domestic debt securities | $1,001,000 | 2,190 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,001,000 | 1,743 |
| 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 | $53,715,000 | 895 |
| Mortgage-backed securities | $89,571,000 | 623 |
| Certificates of participation in pools of residential mortgages | $89,417,000 | 453 |
| Issued or guaranteed by U.S. | $89,417,000 | 443 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $154,000 | 3,299 |
| CMOs issued by government agencies or sponsored agencies | $154,000 | 2,997 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,566,000 | 579 |
| Available-for-sale securities (fair market value) | $93,382,000 | 1,128 |
| Total debt securities | $131,950,000 | 909 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $131,773,000 | 946 |
| U.S. Government securities | $95,872,000 | 975 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $95,872,000 | 940 |
| Securities issued by states & political subdivisions | $34,894,000 | 495 |
| Other domestic debt securities | $1,007,000 | 2,227 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,007,000 | 1,808 |
| 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 | $53,811,000 | 902 |
| Mortgage-backed securities | $91,936,000 | 633 |
| Certificates of participation in pools of residential mortgages | $91,771,000 | 463 |
| Issued or guaranteed by U.S. | $91,771,000 | 458 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $165,000 | 3,331 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 3,041 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,026,000 | 574 |
| Available-for-sale securities (fair market value) | $92,747,000 | 1,162 |
| Total debt securities | $131,774,000 | 919 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $131,751,000 | 971 |
| U.S. Government securities | $95,408,000 | 999 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $95,408,000 | 960 |
| Securities issued by states & political subdivisions | $35,322,000 | 494 |
| Other domestic debt securities | $1,021,000 | 2,275 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,021,000 | 1,873 |
| 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 | $49,167,000 | 962 |
| Mortgage-backed securities | $91,410,000 | 653 |
| Certificates of participation in pools of residential mortgages | $91,235,000 | 472 |
| Issued or guaranteed by U.S. | $91,235,000 | 468 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $175,000 | 3,351 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 3,051 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,804,000 | 567 |
| Available-for-sale securities (fair market value) | $91,947,000 | 1,189 |
| Total debt securities | $131,750,000 | 944 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $131,213,000 | 970 |
| U.S. Government securities | $93,848,000 | 1,004 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $93,848,000 | 961 |
| Securities issued by states & political subdivisions | $35,318,000 | 492 |
| Other domestic debt securities | $2,047,000 | 1,798 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,047,000 | 1,453 |
| 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 | $52,334,000 | 908 |
| Mortgage-backed securities | $93,848,000 | 649 |
| Certificates of participation in pools of residential mortgages | $93,657,000 | 472 |
| Issued or guaranteed by U.S. | $93,657,000 | 469 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $191,000 | 3,351 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 3,056 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,390,000 | 562 |
| Available-for-sale securities (fair market value) | $90,823,000 | 1,197 |
| Total debt securities | $131,215,000 | 943 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $128,951,000 | 988 |
| U.S. Government securities | $91,039,000 | 1,050 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $91,039,000 | 1,007 |
| Securities issued by states & political subdivisions | $34,842,000 | 488 |
| Other domestic debt securities | $3,070,000 | 1,546 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,070,000 | 1,219 |
| 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 | $62,175,000 | 754 |
| Mortgage-backed securities | $91,039,000 | 663 |
| Certificates of participation in pools of residential mortgages | $90,831,000 | 496 |
| Issued or guaranteed by U.S. | $90,831,000 | 493 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $208,000 | 3,392 |
| CMOs issued by government agencies or sponsored agencies | $208,000 | 3,104 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,468,000 | 562 |
| Available-for-sale securities (fair market value) | $88,483,000 | 1,255 |
| Total debt securities | $128,950,000 | 958 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $129,191,000 | 1,008 |
| U.S. Government securities | $91,233,000 | 1,043 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $91,233,000 | 999 |
| Securities issued by states & political subdivisions | $34,838,000 | 489 |
| Other domestic debt securities | $3,120,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,120,000 | 1,292 |
| 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 | $73,013,000 | 640 |
| Mortgage-backed securities | $91,233,000 | 688 |
| Certificates of participation in pools of residential mortgages | $91,001,000 | 511 |
| Issued or guaranteed by U.S. | $91,001,000 | 505 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $232,000 | 3,451 |
| CMOs issued by government agencies or sponsored agencies | $232,000 | 3,152 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,398,000 | 530 |
| Available-for-sale securities (fair market value) | $87,793,000 | 1,274 |
| Total debt securities | $129,190,000 | 971 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $135,952,000 | 990 |
| U.S. Government securities | $96,920,000 | 1,026 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $96,920,000 | 986 |
| Securities issued by states & political subdivisions | $34,834,000 | 496 |
| Other domestic debt securities | $4,198,000 | 1,399 |
| Privately issued residential mortgage-backed securities | $43,000 | 1,010 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,155,000 | 1,152 |
| 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 | $67,954,000 | 676 |
| Mortgage-backed securities | $96,963,000 | 671 |
| Certificates of participation in pools of residential mortgages | $96,665,000 | 501 |
| Issued or guaranteed by U.S. | $96,665,000 | 495 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $298,000 | 3,401 |
| CMOs issued by government agencies or sponsored agencies | $255,000 | 3,288 |
| Privately issued | $43,000 | 877 |
| 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) | $42,289,000 | 516 |
| Available-for-sale securities (fair market value) | $93,663,000 | 1,240 |
| Total debt securities | $135,954,000 | 954 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $122,602,000 | 1,095 |
| U.S. Government securities | $83,594,000 | 1,180 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $83,594,000 | 1,131 |
| Securities issued by states & political subdivisions | $33,730,000 | 522 |
| Other domestic debt securities | $5,278,000 | 1,302 |
| Privately issued residential mortgage-backed securities | $93,000 | 1,032 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,185,000 | 1,078 |
| 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 | $62,413,000 | 721 |
| Mortgage-backed securities | $83,687,000 | 734 |
| Certificates of participation in pools of residential mortgages | $83,304,000 | 546 |
| Issued or guaranteed by U.S. | $83,304,000 | 540 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $383,000 | 3,380 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 3,309 |
| Privately issued | $93,000 | 904 |
| 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) | $42,135,000 | 515 |
| Available-for-sale securities (fair market value) | $80,467,000 | 1,385 |
| Total debt securities | $122,603,000 | 1,054 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $113,749,000 | 1,161 |
| U.S. Government securities | $75,200,000 | 1,231 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $75,200,000 | 1,183 |
| Securities issued by states & political subdivisions | $33,153,000 | 514 |
| Other domestic debt securities | $5,396,000 | 1,318 |
| Privately issued residential mortgage-backed securities | $156,000 | 1,026 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,240,000 | 1,091 |
| 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 | $51,458,000 | 815 |
| Mortgage-backed securities | $75,356,000 | 787 |
| Certificates of participation in pools of residential mortgages | $74,824,000 | 566 |
| Issued or guaranteed by U.S. | $74,824,000 | 561 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $532,000 | 3,394 |
| CMOs issued by government agencies or sponsored agencies | $376,000 | 3,406 |
| Privately issued | $156,000 | 907 |
| 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) | $43,087,000 | 485 |
| Available-for-sale securities (fair market value) | $70,662,000 | 1,507 |
| Total debt securities | $113,751,000 | 1,115 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $103,109,000 | 1,240 |
| U.S. Government securities | $64,590,000 | 1,412 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $64,590,000 | 1,356 |
| Securities issued by states & political subdivisions | $33,150,000 | 486 |
| Other domestic debt securities | $5,369,000 | 1,342 |
| Privately issued residential mortgage-backed securities | $172,000 | 1,039 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,197,000 | 1,110 |
| 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 | $65,404,000 | 660 |
| Mortgage-backed securities | $64,762,000 | 866 |
| Certificates of participation in pools of residential mortgages | $64,133,000 | 621 |
| Issued or guaranteed by U.S. | $64,133,000 | 620 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $629,000 | 3,405 |
| CMOs issued by government agencies or sponsored agencies | $457,000 | 3,450 |
| Privately issued | $172,000 | 924 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,150,000 | 613 |
| Available-for-sale securities (fair market value) | $69,959,000 | 1,498 |
| Total debt securities | $103,109,000 | 1,189 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $93,714,000 | 1,324 |
| U.S. Government securities | $55,150,000 | 1,585 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $55,150,000 | 1,518 |
| Securities issued by states & political subdivisions | $33,148,000 | 471 |
| Other domestic debt securities | $5,416,000 | 1,317 |
| Privately issued residential mortgage-backed securities | $189,000 | 1,063 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,227,000 | 1,098 |
| 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 | $55,081,000 | 760 |
| Mortgage-backed securities | $55,339,000 | 936 |
| Certificates of participation in pools of residential mortgages | $54,618,000 | 670 |
| Issued or guaranteed by U.S. | $54,618,000 | 664 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $721,000 | 3,385 |
| CMOs issued by government agencies or sponsored agencies | $532,000 | 3,403 |
| Privately issued | $189,000 | 953 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,148,000 | 603 |
| Available-for-sale securities (fair market value) | $60,566,000 | 1,668 |
| Total debt securities | $93,714,000 | 1,282 |
| 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 | $82,634,000 | 1,363 |
| U.S. Government securities | $48,824,000 | 1,651 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $48,824,000 | 1,563 |
| Securities issued by states & political subdivisions | $27,968,000 | 528 |
| Other domestic debt securities | $5,842,000 | 1,294 |
| Privately issued residential mortgage-backed securities | $645,000 | 906 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,197,000 | 1,101 |
| 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 | $51,086,000 | 760 |
| Mortgage-backed securities | $43,424,000 | 1,059 |
| Certificates of participation in pools of residential mortgages | $42,003,000 | 729 |
| Issued or guaranteed by U.S. | $42,003,000 | 722 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,421,000 | 3,019 |
| CMOs issued by government agencies or sponsored agencies | $776,000 | 3,324 |
| Privately issued | $645,000 | 819 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,968,000 | 700 |
| Available-for-sale securities (fair market value) | $54,666,000 | 1,692 |
| Total debt securities | $82,633,000 | 1,326 |
| 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 | $62,922,000 | 1,747 |
| U.S. Government securities | $52,283,000 | 1,532 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $52,283,000 | 1,422 |
| Securities issued by states & political subdivisions | $7,384,000 | 2,111 |
| Other domestic debt securities | $1,033,000 | 2,416 |
| Privately issued residential mortgage-backed securities | $1,033,000 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,222,000 | 1,471 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,199,000 | 948 |
| Mortgage-backed securities | $44,822,000 | 846 |
| Certificates of participation in pools of residential mortgages | $42,811,000 | 606 |
| Issued or guaranteed by U.S. | $42,811,000 | 600 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,011,000 | 2,290 |
| CMOs issued by government agencies or sponsored agencies | $978,000 | 2,728 |
| Privately issued | $1,033,000 | 624 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,485,000 | 467 |
| Available-for-sale securities (fair market value) | $8,437,000 | 6,137 |
| Total debt securities | $60,700,000 | 1,724 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $52,014,000 | 2,171 |
| U.S. Government securities | $45,141,000 | 1,858 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $45,141,000 | 1,676 |
| Securities issued by states & political subdivisions | $4,494,000 | 3,127 |
| Other domestic debt securities | $1,182,000 | 2,230 |
| Privately issued residential mortgage-backed securities | $1,182,000 | 715 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,197,000 | 2,146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,884,000 | 946 |
| Mortgage-backed securities | $39,826,000 | 1,016 |
| Certificates of participation in pools of residential mortgages | $37,532,000 | 744 |
| Issued or guaranteed by U.S. | $37,532,000 | 736 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,294,000 | 2,320 |
| CMOs issued by government agencies or sponsored agencies | $1,112,000 | 2,779 |
| Privately issued | $1,182,000 | 632 |
| 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) | $46,553,000 | 602 |
| Available-for-sale securities (fair market value) | $5,461,000 | 7,277 |
| Total debt securities | $50,817,000 | 2,147 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $42,365,000 | 2,692 |
| U.S. Government securities | $38,122,000 | 2,281 |
| U.S. Treasury securities | $6,050,000 | 1,959 |
| U.S. Government agency obligations | $32,072,000 | 2,233 |
| Securities issued by states & political subdivisions | $564,000 | 6,457 |
| Other domestic debt securities | $2,482,000 | 1,566 |
| Privately issued residential mortgage-backed securities | $2,482,000 | 503 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,197,000 | 2,087 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,636,000 | 1,104 |
| Mortgage-backed securities | $34,554,000 | 1,172 |
| Certificates of participation in pools of residential mortgages | $28,707,000 | 943 |
| Issued or guaranteed by U.S. | $28,707,000 | 933 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,847,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $3,365,000 | 1,988 |
| Privately issued | $2,482,000 | 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) | $30,244,000 | 952 |
| Available-for-sale securities (fair market value) | $12,121,000 | 5,231 |
| Total debt securities | $41,168,000 | 2,691 |
| 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 | $43,401,000 | 2,616 |
| U.S. Government securities | $40,556,000 | 2,223 |
| U.S. Treasury securities | $6,028,000 | 2,749 |
| U.S. Government agency obligations | $34,528,000 | 2,015 |
| Securities issued by states & political subdivisions | $569,000 | 6,593 |
| Other domestic debt securities | $1,078,000 | 1,760 |
| Privately issued residential mortgage-backed securities | $1,078,000 | 579 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,198,000 | 2,062 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,041,000 | 1,675 |
| Mortgage-backed securities | $35,606,000 | 1,123 |
| Certificates of participation in pools of residential mortgages | $32,884,000 | 867 |
| Issued or guaranteed by U.S. | $32,884,000 | 851 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,722,000 | 2,356 |
| CMOs issued by government agencies or sponsored agencies | $1,644,000 | 2,808 |
| Privately issued | $1,078,000 | 438 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,172,000 | 929 |
| Available-for-sale securities (fair market value) | $5,229,000 | 7,377 |
| Total debt securities | $42,203,000 | 2,606 |
| 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 | $43,924,000 | 2,742 |
| U.S. Government securities | $41,073,000 | 2,362 |
| U.S. Treasury securities | $6,509,000 | 3,142 |
| U.S. Government agency obligations | $34,564,000 | 2,069 |
| Securities issued by states & political subdivisions | $223,000 | 7,835 |
| Other domestic debt securities | $1,430,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $1,430,000 | 623 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,198,000 | 2,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,900,000 | 1,871 |
| Mortgage-backed securities | $35,994,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $32,727,000 | 931 |
| Issued or guaranteed by U.S. | $32,727,000 | 915 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,267,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $1,837,000 | 3,066 |
| Privately issued | $1,430,000 | 466 |
| 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) | $42,726,000 | 961 |
| Available-for-sale securities (fair market value) | $1,198,000 | 9,414 |
| Total debt securities | $42,726,000 | 2,735 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $47,330,000 | 2,676 |
| U.S. Government securities | $44,308,000 | 2,278 |
| U.S. Treasury securities | $5,563,000 | 4,234 |
| U.S. Government agency obligations | $38,745,000 | 1,817 |
| Securities issued by states & political subdivisions | $30,000 | 8,899 |
| Other domestic debt securities | $1,793,000 | 1,908 |
| Privately issued residential mortgage-backed securities | $1,793,000 | 653 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,199,000 | 1,959 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,170,000 | 1,516 |
| Mortgage-backed securities | $38,538,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | $36,745,000 | 860 |
| Issued or guaranteed by U.S. | $36,745,000 | 839 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,793,000 | 3,601 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $1,793,000 | 465 |
| 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) | $46,131,000 | 915 |
| Available-for-sale securities (fair market value) | $1,199,000 | 9,848 |
| Total debt securities | $46,131,000 | 2,656 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $58,044,000 | 2,260 |
| U.S. Government securities | $54,726,000 | 1,939 |
| U.S. Treasury securities | $9,610,000 | 3,539 |
| U.S. Government agency obligations | $45,116,000 | 1,521 |
| Securities issued by states & political subdivisions | $48,000 | 9,346 |
| Other domestic debt securities | $2,084,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $2,084,000 | 643 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,186,000 | 1,830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,027,000 | 1,656 |
| Mortgage-backed securities | $45,200,000 | 1,102 |
| Certificates of participation in pools of residential mortgages | $42,995,000 | 777 |
| Issued or guaranteed by U.S. | $42,995,000 | 763 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,205,000 | 3,487 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 5,815 |
| Privately issued | $2,084,000 | 477 |
| 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) | $56,858,000 | 1,300 |
| Available-for-sale securities (fair market value) | $1,186,000 | 9,503 |
| Total debt securities | $56,858,000 | 2,257 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $47,314,000 | 2,953 |
| U.S. Government securities | $44,372,000 | 2,474 |
| U.S. Treasury securities | $8,656,000 | 3,924 |
| U.S. Government agency obligations | $35,716,000 | 1,951 |
| Securities issued by states & political subdivisions | $62,000 | 9,512 |
| Other domestic debt securities | $1,714,000 | 2,572 |
| Privately issued residential mortgage-backed securities | $1,714,000 | 915 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,166,000 | 1,933 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,727,000 | 3,083 |
| Mortgage-backed securities | $37,430,000 | 1,404 |
| Certificates of participation in pools of residential mortgages | $35,040,000 | 968 |
| Issued or guaranteed by U.S. | $35,040,000 | 934 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,390,000 | 3,800 |
| CMOs issued by government agencies or sponsored agencies | $676,000 | 5,185 |
| Privately issued | $1,714,000 | 659 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $46,148,000 | 2,928 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $33,247,000 | 4,078 |
| U.S. Government securities | $32,016,000 | 3,364 |
| U.S. Treasury securities | $8,016,000 | 4,206 |
| U.S. Government agency obligations | $24,000,000 | 2,771 |
| Securities issued by states & political subdivisions | $49,000 | 9,629 |
| Other domestic debt securities | $544,000 | 4,940 |
| Privately issued residential mortgage-backed securities | $544,000 | 2,277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $638,000 | 2,334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,863,000 | 3,603 |
| Mortgage-backed securities | $24,216,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $20,344,000 | 1,492 |
| Issued or guaranteed by U.S. | $20,344,000 | 1,455 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,872,000 | 3,049 |
| CMOs issued by government agencies or sponsored agencies | $3,328,000 | 2,987 |
| Privately issued | $544,000 | 1,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $32,609,000 | 4,066 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |