Home > California National Bank > Securities
California National Bank, Securities
| 2009-09-30 | Rank | |
| Total securities | $392,498,000 | 341 |
| U.S. Government securities | $151,762,000 | 604 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $151,762,000 | 579 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $213,110,000 | 116 |
| Privately issued residential mortgage-backed securities | $101,698,000 | 107 |
| Commercial mortgage-backed securities - Total | $82,899,000 | 27 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $28,513,000 | 168 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $27,626,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $265,522,000 | 234 |
| Mortgage-backed securities | $330,909,000 | 246 |
| Certificates of participation in pools of residential mortgages | $24,588,000 | 1,484 |
| Issued or guaranteed by U.S. | $24,588,000 | 1,477 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $223,422,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $121,724,000 | 200 |
| Privately issued | $101,698,000 | 104 |
| Commercial mortgage-backed securities | $82,899,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $82,899,000 | 21 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $392,498,000 | 296 |
| Total debt securities | $364,873,000 | 345 |
| 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 | $431,742,000 | 313 |
| U.S. Government securities | $163,975,000 | 545 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $163,975,000 | 525 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $251,575,000 | 110 |
| Privately issued residential mortgage-backed securities | $121,237,000 | 105 |
| Commercial mortgage-backed securities - Total | $77,117,000 | 32 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $53,221,000 | 114 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $16,192,000 | 146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $304,465,000 | 216 |
| Mortgage-backed securities | $356,777,000 | 221 |
| Certificates of participation in pools of residential mortgages | $25,272,000 | 1,476 |
| Issued or guaranteed by U.S. | $25,272,000 | 1,468 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $254,388,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $133,151,000 | 180 |
| Privately issued | $121,237,000 | 97 |
| Commercial mortgage-backed securities | $77,117,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $77,117,000 | 25 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $431,742,000 | 266 |
| Total debt securities | $415,550,000 | 312 |
| 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 | $434,018,000 | 315 |
| U.S. Government securities | $179,828,000 | 492 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $179,828,000 | 477 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $245,746,000 | 114 |
| Privately issued residential mortgage-backed securities | $194,905,000 | 89 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,841,000 | 115 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $8,444,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $415,066,000 | 174 |
| Mortgage-backed securities | $369,070,000 | 227 |
| Certificates of participation in pools of residential mortgages | $26,558,000 | 1,468 |
| Issued or guaranteed by U.S. | $26,558,000 | 1,456 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $342,512,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $147,607,000 | 167 |
| Privately issued | $194,905,000 | 83 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $434,018,000 | 268 |
| Total debt securities | $425,574,000 | 307 |
| 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 | $541,794,000 | 253 |
| U.S. Government securities | $188,575,000 | 471 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $188,575,000 | 460 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $346,754,000 | 85 |
| Privately issued residential mortgage-backed securities | $188,877,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $157,877,000 | 39 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $6,465,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $430,896,000 | 163 |
| Mortgage-backed securities | $371,583,000 | 226 |
| Certificates of participation in pools of residential mortgages | $30,409,000 | 1,264 |
| Issued or guaranteed by U.S. | $30,409,000 | 1,255 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $341,174,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $152,297,000 | 152 |
| Privately issued | $188,877,000 | 78 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $541,794,000 | 215 |
| Total debt securities | $521,947,000 | 253 |
| 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 | $603,972,000 | 221 |
| U.S. Government securities | $193,522,000 | 444 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $193,522,000 | 431 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $380,904,000 | 78 |
| Privately issued residential mortgage-backed securities | $236,840,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $144,064,000 | 42 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $29,546,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $537,821,000 | 133 |
| Mortgage-backed securities | $424,274,000 | 196 |
| Certificates of participation in pools of residential mortgages | $31,321,000 | 1,188 |
| Issued or guaranteed by U.S. | $31,321,000 | 1,174 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $392,953,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $156,113,000 | 143 |
| Privately issued | $236,840,000 | 70 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $603,972,000 | 188 |
| Total debt securities | $558,463,000 | 235 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $58,236,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,013,784,000 | 153 |
| U.S. Government securities | $197,312,000 | 438 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $197,312,000 | 427 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $419,941,000 | 80 |
| Privately issued residential mortgage-backed securities | $229,151,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $190,790,000 | 43 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $396,531,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $959,891,000 | 87 |
| Mortgage-backed securities | $420,063,000 | 198 |
| Certificates of participation in pools of residential mortgages | $32,270,000 | 1,144 |
| Issued or guaranteed by U.S. | $32,270,000 | 1,130 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $387,793,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $158,642,000 | 145 |
| Privately issued | $229,151,000 | 77 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $1,013,784,000 | 127 |
| Total debt securities | $617,059,000 | 218 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $57,975,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,048,489,000 | 154 |
| U.S. Government securities | $206,631,000 | 420 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $206,631,000 | 407 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $440,321,000 | 78 |
| Privately issued residential mortgage-backed securities | $237,623,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $202,698,000 | 43 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $401,537,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $740,163,000 | 98 |
| Mortgage-backed securities | $437,634,000 | 190 |
| Certificates of participation in pools of residential mortgages | $34,126,000 | 1,040 |
| Issued or guaranteed by U.S. | $34,126,000 | 1,029 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $403,508,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $165,885,000 | 141 |
| Privately issued | $237,623,000 | 77 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $1,048,489,000 | 139 |
| Total debt securities | $645,512,000 | 212 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $53,100,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,010,339,000 | 161 |
| U.S. Government securities | $211,343,000 | 415 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $211,343,000 | 401 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $572,560,000 | 66 |
| Privately issued residential mortgage-backed securities | $244,270,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $328,290,000 | 24 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $226,436,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $380,458,000 | 178 |
| Mortgage-backed securities | $448,708,000 | 182 |
| Certificates of participation in pools of residential mortgages | $36,097,000 | 892 |
| Issued or guaranteed by U.S. | $36,097,000 | 882 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $412,611,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $168,341,000 | 135 |
| Privately issued | $244,270,000 | 76 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $1,010,339,000 | 138 |
| Total debt securities | $780,831,000 | 184 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $47,100,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,339,372,000 | 137 |
| U.S. Government securities | $464,420,000 | 210 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $464,420,000 | 203 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $741,622,000 | 60 |
| Privately issued residential mortgage-backed securities | $142,165,000 | 107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $599,457,000 | 18 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $133,330,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $272,375,000 | 234 |
| Mortgage-backed securities | $350,778,000 | 213 |
| Certificates of participation in pools of residential mortgages | $37,631,000 | 826 |
| Issued or guaranteed by U.S. | $37,631,000 | 817 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $313,147,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $170,982,000 | 126 |
| Privately issued | $142,165,000 | 95 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $1,339,372,000 | 115 |
| Total debt securities | $1,206,041,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $54,975,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $749,712,000 | 197 |
| U.S. Government securities | $471,073,000 | 216 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $471,073,000 | 212 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $222,840,000 | 127 |
| Privately issued residential mortgage-backed securities | $31,718,000 | 239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $191,122,000 | 41 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $55,799,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $152,506,000 | 364 |
| Mortgage-backed securities | $249,757,000 | 275 |
| Certificates of participation in pools of residential mortgages | $43,775,000 | 729 |
| Issued or guaranteed by U.S. | $43,775,000 | 721 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $205,982,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $174,264,000 | 132 |
| Privately issued | $31,718,000 | 229 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $749,712,000 | 169 |
| Total debt securities | $693,914,000 | 207 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $828,609,000 | 191 |
| U.S. Government securities | $486,209,000 | 210 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $486,209,000 | 205 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $288,989,000 | 110 |
| Privately issued residential mortgage-backed securities | $32,377,000 | 232 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $256,612,000 | 29 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $53,411,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,158,000 | 357 |
| Mortgage-backed securities | $263,485,000 | 268 |
| Certificates of participation in pools of residential mortgages | $46,568,000 | 690 |
| Issued or guaranteed by U.S. | $46,568,000 | 682 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $216,917,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $184,540,000 | 125 |
| Privately issued | $32,377,000 | 221 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $828,609,000 | 158 |
| Total debt securities | $775,199,000 | 192 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $935,763,000 | 177 |
| U.S. Government securities | $541,077,000 | 204 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $541,077,000 | 194 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $343,124,000 | 93 |
| Privately issued residential mortgage-backed securities | $32,412,000 | 221 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $310,712,000 | 23 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $51,562,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,544,000 | 365 |
| Mortgage-backed securities | $269,980,000 | 264 |
| Certificates of participation in pools of residential mortgages | $48,971,000 | 679 |
| Issued or guaranteed by U.S. | $48,971,000 | 671 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $221,009,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $188,597,000 | 128 |
| Privately issued | $32,412,000 | 211 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $935,763,000 | 152 |
| Total debt securities | $884,203,000 | 180 |
| 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 | $986,035,000 | 176 |
| U.S. Government securities | $549,152,000 | 204 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $549,152,000 | 199 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $385,205,000 | 90 |
| Privately issued residential mortgage-backed securities | $36,457,000 | 211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $348,748,000 | 21 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $51,678,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,892,000 | 360 |
| Mortgage-backed securities | $281,558,000 | 258 |
| Certificates of participation in pools of residential mortgages | $51,237,000 | 670 |
| Issued or guaranteed by U.S. | $51,237,000 | 660 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $230,321,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $193,864,000 | 128 |
| Privately issued | $36,457,000 | 200 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,937,000 | 553 |
| Available-for-sale securities (fair market value) | $949,098,000 | 155 |
| Total debt securities | $934,357,000 | 180 |
| 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 | $1,035,920,000 | 174 |
| U.S. Government securities | $552,504,000 | 204 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $552,504,000 | 199 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $431,362,000 | 81 |
| Privately issued residential mortgage-backed securities | $37,008,000 | 209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $394,354,000 | 17 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $52,054,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,358,000 | 342 |
| Mortgage-backed securities | $289,314,000 | 263 |
| Certificates of participation in pools of residential mortgages | $53,110,000 | 650 |
| Issued or guaranteed by U.S. | $53,110,000 | 644 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $236,204,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $199,196,000 | 123 |
| Privately issued | $37,008,000 | 199 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,868,000 | 558 |
| Available-for-sale securities (fair market value) | $999,052,000 | 155 |
| Total debt securities | $979,228,000 | 182 |
| 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 | $1,149,252,000 | 164 |
| U.S. Government securities | $568,462,000 | 209 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $568,462,000 | 199 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $528,382,000 | 72 |
| Privately issued residential mortgage-backed securities | $37,522,000 | 209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $490,860,000 | 12 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $52,408,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,499,000 | 326 |
| Mortgage-backed securities | $302,186,000 | 257 |
| Certificates of participation in pools of residential mortgages | $56,120,000 | 622 |
| Issued or guaranteed by U.S. | $56,120,000 | 615 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $246,066,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $208,544,000 | 119 |
| Privately issued | $37,522,000 | 199 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,835,000 | 576 |
| Available-for-sale securities (fair market value) | $1,112,417,000 | 145 |
| Total debt securities | $1,092,208,000 | 173 |
| 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 | $1,371,675,000 | 142 |
| U.S. Government securities | $585,761,000 | 211 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $585,761,000 | 199 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $733,240,000 | 64 |
| Privately issued residential mortgage-backed securities | $42,306,000 | 198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $690,934,000 | 9 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $52,674,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,790,000 | 327 |
| Mortgage-backed securities | $319,959,000 | 254 |
| Certificates of participation in pools of residential mortgages | $59,037,000 | 612 |
| Issued or guaranteed by U.S. | $59,037,000 | 604 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $260,922,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $218,616,000 | 119 |
| Privately issued | $42,306,000 | 187 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,796,000 | 584 |
| Available-for-sale securities (fair market value) | $1,334,879,000 | 127 |
| Total debt securities | $1,314,365,000 | 145 |
| 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 | $1,370,841,000 | 145 |
| U.S. Government securities | $604,316,000 | 206 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $604,316,000 | 199 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $721,525,000 | 61 |
| Privately issued residential mortgage-backed securities | $42,998,000 | 194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $678,527,000 | 9 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $45,000,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,661,000 | 349 |
| Mortgage-backed securities | $336,724,000 | 244 |
| Certificates of participation in pools of residential mortgages | $63,700,000 | 584 |
| Issued or guaranteed by U.S. | $63,700,000 | 576 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $273,024,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $230,026,000 | 116 |
| Privately issued | $42,998,000 | 183 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,909,000 | 585 |
| Available-for-sale securities (fair market value) | $1,333,932,000 | 131 |
| Total debt securities | $1,321,205,000 | 148 |
| 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 | $1,471,646,000 | 140 |
| U.S. Government securities | $632,176,000 | 200 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $632,176,000 | 193 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $839,470,000 | 60 |
| Privately issued residential mortgage-backed securities | $141,510,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $697,960,000 | 9 |
| 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 | $177,353,000 | 318 |
| Mortgage-backed securities | $456,709,000 | 197 |
| Certificates of participation in pools of residential mortgages | $167,970,000 | 287 |
| Issued or guaranteed by U.S. | $71,201,000 | 542 |
| Privately issued | $96,769,000 | 27 |
| Collaterized mortgage obligations | $288,739,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $243,998,000 | 114 |
| Privately issued | $44,741,000 | 180 |
| 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) | $133,650,000 | 171 |
| Available-for-sale securities (fair market value) | $1,337,996,000 | 136 |
| Total debt securities | $1,467,008,000 | 137 |
| 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 | $1,406,078,000 | 152 |
| U.S. Government securities | $639,251,000 | 205 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $639,251,000 | 198 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $766,827,000 | 65 |
| Privately issued residential mortgage-backed securities | $106,684,000 | 125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $660,143,000 | 10 |
| 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 | $182,492,000 | 323 |
| Mortgage-backed securities | $433,693,000 | 214 |
| Certificates of participation in pools of residential mortgages | $135,889,000 | 351 |
| Issued or guaranteed by U.S. | $75,595,000 | 537 |
| Privately issued | $60,294,000 | 30 |
| Collaterized mortgage obligations | $297,804,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $251,414,000 | 110 |
| Privately issued | $46,390,000 | 172 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $97,170,000 | 243 |
| Available-for-sale securities (fair market value) | $1,308,908,000 | 135 |
| Total debt securities | $1,386,948,000 | 149 |
| 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 | $1,301,847,000 | 161 |
| U.S. Government securities | $563,134,000 | 217 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $563,134,000 | 210 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $738,713,000 | 63 |
| Privately issued residential mortgage-backed securities | $109,493,000 | 128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $629,220,000 | 9 |
| 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 | $195,452,000 | 305 |
| Mortgage-backed securities | $454,065,000 | 218 |
| Certificates of participation in pools of residential mortgages | $141,077,000 | 344 |
| Issued or guaranteed by U.S. | $79,764,000 | 536 |
| Privately issued | $61,313,000 | 30 |
| Collaterized mortgage obligations | $312,988,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $264,808,000 | 109 |
| Privately issued | $48,180,000 | 164 |
| 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) | $98,229,000 | 235 |
| Available-for-sale securities (fair market value) | $1,203,618,000 | 147 |
| Total debt securities | $1,284,212,000 | 158 |
| 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 | $1,060,294,000 | 178 |
| U.S. Government securities | $431,339,000 | 273 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $431,339,000 | 258 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $628,955,000 | 67 |
| Privately issued residential mortgage-backed securities | $49,906,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $579,049,000 | 11 |
| 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 | $149,008,000 | 375 |
| Mortgage-backed securities | $360,447,000 | 245 |
| Certificates of participation in pools of residential mortgages | $84,971,000 | 510 |
| Issued or guaranteed by U.S. | $84,971,000 | 507 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $275,476,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $225,570,000 | 126 |
| Privately issued | $49,906,000 | 154 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,956,000 | 615 |
| Available-for-sale securities (fair market value) | $1,023,338,000 | 164 |
| Total debt securities | $1,055,658,000 | 178 |
| 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 | $1,044,546,000 | 184 |
| U.S. Government securities | $441,180,000 | 277 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $441,180,000 | 263 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $603,366,000 | 71 |
| Privately issued residential mortgage-backed securities | $63,486,000 | 148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $539,880,000 | 12 |
| 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 | $47,230,000 | 965 |
| Mortgage-backed securities | $388,389,000 | 239 |
| Certificates of participation in pools of residential mortgages | $93,124,000 | 483 |
| Issued or guaranteed by U.S. | $93,124,000 | 480 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $295,265,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $231,779,000 | 123 |
| Privately issued | $63,486,000 | 132 |
| 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) | $48,799,000 | 483 |
| Available-for-sale securities (fair market value) | $995,747,000 | 169 |
| Total debt securities | $1,039,910,000 | 182 |
| 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 | $976,181,000 | 188 |
| U.S. Government securities | $314,833,000 | 355 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $314,833,000 | 335 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $661,348,000 | 71 |
| Privately issued residential mortgage-backed securities | $66,453,000 | 151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $594,895,000 | 12 |
| 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 | $50,861,000 | 892 |
| Mortgage-backed securities | $308,646,000 | 280 |
| Certificates of participation in pools of residential mortgages | $105,687,000 | 447 |
| Issued or guaranteed by U.S. | $105,687,000 | 443 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $202,959,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $136,506,000 | 195 |
| Privately issued | $66,453,000 | 137 |
| 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) | $48,808,000 | 450 |
| Available-for-sale securities (fair market value) | $927,373,000 | 176 |
| Total debt securities | $971,544,000 | 189 |
| 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 | $970,207,000 | 188 |
| U.S. Government securities | $234,100,000 | 486 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $234,100,000 | 470 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $736,107,000 | 54 |
| Privately issued residential mortgage-backed securities | $68,456,000 | 113 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $667,651,000 | 12 |
| 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 | $49,640,000 | 902 |
| Mortgage-backed securities | $279,023,000 | 308 |
| Certificates of participation in pools of residential mortgages | $111,752,000 | 439 |
| Issued or guaranteed by U.S. | $111,752,000 | 435 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $167,271,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $98,815,000 | 264 |
| Privately issued | $68,456,000 | 97 |
| 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) | $48,675,000 | 454 |
| Available-for-sale securities (fair market value) | $921,532,000 | 181 |
| Total debt securities | $965,572,000 | 188 |
| 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 | $1,042,460,000 | 175 |
| U.S. Government securities | $249,113,000 | 456 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $249,113,000 | 442 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $793,347,000 | 46 |
| Privately issued residential mortgage-backed securities | $70,545,000 | 110 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $722,802,000 | 12 |
| 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 | $52,588,000 | 830 |
| Mortgage-backed securities | $295,080,000 | 297 |
| Certificates of participation in pools of residential mortgages | $122,413,000 | 410 |
| Issued or guaranteed by U.S. | $122,413,000 | 403 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $172,667,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $102,122,000 | 259 |
| Privately issued | $70,545,000 | 95 |
| 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) | $48,615,000 | 454 |
| Available-for-sale securities (fair market value) | $993,845,000 | 165 |
| Total debt securities | $1,037,877,000 | 175 |
| 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 | $909,084,000 | 188 |
| U.S. Government securities | $165,001,000 | 615 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $165,001,000 | 599 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $744,083,000 | 46 |
| Privately issued residential mortgage-backed securities | $131,497,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $612,586,000 | 12 |
| 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 | $58,416,000 | 738 |
| Mortgage-backed securities | $270,504,000 | 321 |
| Certificates of participation in pools of residential mortgages | $139,007,000 | 358 |
| Issued or guaranteed by U.S. | $139,007,000 | 353 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $131,497,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $131,497,000 | 73 |
| 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) | $53,161,000 | 397 |
| Available-for-sale securities (fair market value) | $855,923,000 | 179 |
| Total debt securities | $905,481,000 | 186 |
| 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 | $761,765,000 | 219 |
| U.S. Government securities | $180,302,000 | 583 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $180,302,000 | 563 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $581,463,000 | 57 |
| Privately issued residential mortgage-backed securities | $81,406,000 | 106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,057,000 | 19 |
| 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 | $50,460,000 | 823 |
| Mortgage-backed securities | $235,232,000 | 354 |
| Certificates of participation in pools of residential mortgages | $152,242,000 | 323 |
| Issued or guaranteed by U.S. | $152,242,000 | 319 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $82,990,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $1,584,000 | 2,653 |
| Privately issued | $81,406,000 | 95 |
| 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) | $53,188,000 | 405 |
| Available-for-sale securities (fair market value) | $708,577,000 | 206 |
| Total debt securities | $759,994,000 | 215 |
| 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 | $718,382,000 | 225 |
| U.S. Government securities | $196,880,000 | 515 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $196,880,000 | 497 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $521,502,000 | 64 |
| Privately issued residential mortgage-backed securities | $87,106,000 | 103 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $434,396,000 | 22 |
| 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 | $56,878,000 | 738 |
| Mortgage-backed securities | $256,255,000 | 316 |
| Certificates of participation in pools of residential mortgages | $164,884,000 | 280 |
| Issued or guaranteed by U.S. | $164,884,000 | 279 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $91,371,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $4,265,000 | 1,863 |
| Privately issued | $87,106,000 | 95 |
| 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) | $54,354,000 | 386 |
| Available-for-sale securities (fair market value) | $664,028,000 | 207 |
| Total debt securities | $718,381,000 | 221 |
| 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 | $484,097,000 | 286 |
| U.S. Government securities | $131,846,000 | 651 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $131,846,000 | 619 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $352,251,000 | 83 |
| Privately issued residential mortgage-backed securities | $117,208,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,666,000 | 124 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $228,377,000 | 41 |
| 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 | $167,356,000 | 298 |
| Mortgage-backed securities | $192,565,000 | 351 |
| Certificates of participation in pools of residential mortgages | $43,906,000 | 701 |
| Issued or guaranteed by U.S. | $43,906,000 | 696 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $148,659,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $31,451,000 | 554 |
| Privately issued | $117,208,000 | 76 |
| 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) | $61,833,000 | 332 |
| Available-for-sale securities (fair market value) | $422,264,000 | 277 |
| Total debt securities | $484,099,000 | 278 |
| 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 | $80,476,000 | 1,381 |
| U.S. Government securities | $5,855,000 | 7,373 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,855,000 | 7,025 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $63,968,000 | 236 |
| Privately issued residential mortgage-backed securities | $63,968,000 | 104 |
| 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 | $10,653,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $69,823,000 | 613 |
| Certificates of participation in pools of residential mortgages | $5,855,000 | 2,402 |
| Issued or guaranteed by U.S. | $5,855,000 | 2,386 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $63,968,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $63,968,000 | 90 |
| 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) | $69,823,000 | 372 |
| Available-for-sale securities (fair market value) | $10,653,000 | 5,547 |
| Total debt securities | $69,823,000 | 1,493 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $91,259,000 | 1,250 |
| U.S. Government securities | $6,546,000 | 7,356 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,546,000 | 6,829 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $71,919,000 | 234 |
| Privately issued residential mortgage-backed securities | $71,919,000 | 114 |
| 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 | $12,794,000 | 419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $78,465,000 | 616 |
| Certificates of participation in pools of residential mortgages | $6,546,000 | 2,423 |
| Issued or guaranteed by U.S. | $6,546,000 | 2,410 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $71,919,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $71,919,000 | 99 |
| 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) | $78,465,000 | 356 |
| Available-for-sale securities (fair market value) | $12,794,000 | 5,197 |
| Total debt securities | $78,465,000 | 1,394 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $71,446,000 | 1,654 |
| U.S. Government securities | $6,551,000 | 7,324 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $6,551,000 | 6,485 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $52,369,000 | 251 |
| Privately issued residential mortgage-backed securities | $52,369,000 | 130 |
| 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 | $12,526,000 | 422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $56,920,000 | 808 |
| Certificates of participation in pools of residential mortgages | $4,551,000 | 3,113 |
| Issued or guaranteed by U.S. | $4,551,000 | 3,100 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $52,369,000 | 389 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $52,369,000 | 106 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $58,920,000 | 496 |
| Available-for-sale securities (fair market value) | $12,526,000 | 5,142 |
| Total debt securities | $58,920,000 | 1,895 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |