Home > First National Bank > Securities
First National Bank, Securities
| 2013-06-30 | Rank | |
| Total securities | $377,135,000 | 396 |
| U.S. Government securities | $363,405,000 | 297 |
| U.S. Treasury securities | $15,000,000 | 217 |
| U.S. Government agency obligations | $348,405,000 | 298 |
| Securities issued by states & political subdivisions | $2,966,000 | 4,281 |
| Other domestic debt securities | $10,764,000 | 668 |
| 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 | $1,854,000 | 145 |
| Other domestic debt securities - All other | $8,910,000 | 506 |
| 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 | $347,251,000 | 198 |
| Mortgage-backed securities | $49,425,000 | 1,286 |
| Certificates of participation in pools of residential mortgages | $49,425,000 | 865 |
| Issued or guaranteed by U.S. | $49,425,000 | 864 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $377,135,000 | 347 |
| Total debt securities | $375,281,000 | 391 |
| Structured notes | ||
| Amortized cost | $42,860,000 | 88 |
| Fair value | $41,942,000 | 88 |
| 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 | $429,277,000 | 355 |
| U.S. Government securities | $415,467,000 | 267 |
| U.S. Treasury securities | $23,933,000 | 159 |
| U.S. Government agency obligations | $391,534,000 | 275 |
| Securities issued by states & political subdivisions | $3,032,000 | 4,250 |
| Other domestic debt securities | $10,778,000 | 682 |
| 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 | $1,868,000 | 140 |
| Other domestic debt securities - All other | $8,910,000 | 513 |
| 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 | $410,659,000 | 175 |
| Mortgage-backed securities | $92,472,000 | 754 |
| Certificates of participation in pools of residential mortgages | $91,359,000 | 505 |
| Issued or guaranteed by U.S. | $91,359,000 | 504 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,113,000 | 561 |
| Commercial mortgage pass-through securities | $1,113,000 | 378 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $429,277,000 | 311 |
| Total debt securities | $427,409,000 | 347 |
| Structured notes | ||
| Amortized cost | $82,958,000 | 33 |
| Fair value | $82,993,000 | 33 |
| 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 | $393,735,000 | 382 |
| U.S. Government securities | $379,270,000 | 287 |
| U.S. Treasury securities | $4,804,000 | 470 |
| U.S. Government agency obligations | $374,466,000 | 280 |
| Securities issued by states & political subdivisions | $3,661,000 | 4,083 |
| Other domestic debt securities | $10,804,000 | 664 |
| 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 | $1,894,000 | 135 |
| Other domestic debt securities - All other | $8,910,000 | 490 |
| 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 | $379,270,000 | 191 |
| Mortgage-backed securities | $93,521,000 | 737 |
| Certificates of participation in pools of residential mortgages | $92,396,000 | 480 |
| Issued or guaranteed by U.S. | $92,396,000 | 477 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $1,125,000 | 461 |
| Commercial mortgage pass-through securities | $1,125,000 | 327 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $393,735,000 | 340 |
| Total debt securities | $391,841,000 | 377 |
| Structured notes | ||
| Amortized cost | $117,749,000 | 24 |
| Fair value | $117,897,000 | 24 |
| 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 | $279,602,000 | 554 |
| U.S. Government securities | $265,104,000 | 431 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $265,104,000 | 412 |
| Securities issued by states & political subdivisions | $3,686,000 | 4,062 |
| Other domestic debt securities | $10,812,000 | 677 |
| 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 | $1,902,000 | 138 |
| Other domestic debt securities - All other | $8,910,000 | 519 |
| 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 | $191,285,000 | 346 |
| Mortgage-backed securities | $47,895,000 | 1,409 |
| Certificates of participation in pools of residential mortgages | $46,765,000 | 957 |
| Issued or guaranteed by U.S. | $46,765,000 | 957 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $1,130,000 | 443 |
| Commercial mortgage pass-through securities | $1,130,000 | 297 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $279,602,000 | 500 |
| Total debt securities | $277,699,000 | 549 |
| Structured notes | ||
| Amortized cost | $92,910,000 | 26 |
| Fair value | $93,768,000 | 26 |
| 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 | $242,851,000 | 641 |
| U.S. Government securities | $223,982,000 | 497 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $223,982,000 | 481 |
| Securities issued by states & political subdivisions | $3,765,000 | 3,995 |
| Other domestic debt securities | $15,104,000 | 560 |
| Privately issued residential mortgage-backed securities | $4,282,000 | 367 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $1,911,000 | 132 |
| Other domestic debt securities - All other | $8,911,000 | 522 |
| 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 | $213,264,000 | 315 |
| Mortgage-backed securities | $45,824,000 | 1,478 |
| Certificates of participation in pools of residential mortgages | $40,429,000 | 1,111 |
| Issued or guaranteed by U.S. | $40,429,000 | 1,110 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,282,000 | 2,245 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $4,282,000 | 356 |
| Commercial mortgage-backed securities | $1,113,000 | 420 |
| Commercial mortgage pass-through securities | $1,113,000 | 275 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $242,851,000 | 577 |
| Total debt securities | $240,938,000 | 636 |
| Structured notes | ||
| Amortized cost | $99,384,000 | 28 |
| Fair value | $99,948,000 | 28 |
| 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 | $294,475,000 | 536 |
| U.S. Government securities | $275,190,000 | 415 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $275,190,000 | 401 |
| Securities issued by states & political subdivisions | $3,852,000 | 3,905 |
| Other domestic debt securities | $15,433,000 | 548 |
| Privately issued residential mortgage-backed securities | $4,601,000 | 375 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $1,922,000 | 128 |
| Other domestic debt securities - All other | $8,910,000 | 514 |
| 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 | $272,953,000 | 253 |
| Mortgage-backed securities | $49,919,000 | 1,384 |
| Certificates of participation in pools of residential mortgages | $44,237,000 | 1,024 |
| Issued or guaranteed by U.S. | $44,237,000 | 1,021 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,601,000 | 2,207 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $4,601,000 | 363 |
| Commercial mortgage-backed securities | $1,081,000 | 378 |
| Commercial mortgage pass-through securities | $1,081,000 | 243 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $294,475,000 | 486 |
| Total debt securities | $292,551,000 | 530 |
| Structured notes | ||
| Amortized cost | $76,920,000 | 54 |
| Fair value | $77,120,000 | 54 |
| 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 | $279,120,000 | 546 |
| U.S. Government securities | $259,254,000 | 421 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $259,254,000 | 406 |
| Securities issued by states & political subdivisions | $4,203,000 | 3,790 |
| Other domestic debt securities | $15,663,000 | 567 |
| Privately issued residential mortgage-backed securities | $4,919,000 | 420 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $1,834,000 | 127 |
| Other domestic debt securities - All other | $8,910,000 | 480 |
| 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 | $228,994,000 | 273 |
| Mortgage-backed securities | $11,198,000 | 3,278 |
| Certificates of participation in pools of residential mortgages | $5,204,000 | 3,552 |
| Issued or guaranteed by U.S. | $5,204,000 | 3,549 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,919,000 | 2,133 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $4,919,000 | 403 |
| Commercial mortgage-backed securities | $1,075,000 | 321 |
| Commercial mortgage pass-through securities | $1,075,000 | 206 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $279,120,000 | 489 |
| Total debt securities | $277,287,000 | 541 |
| Structured notes | ||
| Amortized cost | $78,519,000 | 50 |
| Fair value | $78,998,000 | 50 |
| 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 | $316,220,000 | 460 |
| U.S. Government securities | $296,129,000 | 355 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $296,129,000 | 348 |
| Securities issued by states & political subdivisions | $4,232,000 | 3,722 |
| Other domestic debt securities | $15,859,000 | 548 |
| Privately issued residential mortgage-backed securities | $5,115,000 | 425 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $1,834,000 | 126 |
| Other domestic debt securities - All other | $8,910,000 | 462 |
| 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 | $249,812,000 | 247 |
| Mortgage-backed securities | $20,705,000 | 2,375 |
| Certificates of participation in pools of residential mortgages | $14,512,000 | 2,153 |
| Issued or guaranteed by U.S. | $14,512,000 | 2,146 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,115,000 | 2,070 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $5,115,000 | 407 |
| Commercial mortgage-backed securities | $1,078,000 | 294 |
| Commercial mortgage pass-through securities | $1,078,000 | 196 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $316,220,000 | 406 |
| Total debt securities | $314,387,000 | 459 |
| Structured notes | ||
| Amortized cost | $106,013,000 | 31 |
| Fair value | $106,409,000 | 31 |
| 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 | $432,605,000 | 341 |
| U.S. Government securities | $417,547,000 | 265 |
| U.S. Treasury securities | $70,901,000 | 76 |
| U.S. Government agency obligations | $346,646,000 | 304 |
| Securities issued by states & political subdivisions | $4,314,000 | 3,660 |
| Other domestic debt securities | $10,744,000 | 671 |
| 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 | $1,834,000 | 135 |
| Other domestic debt securities - All other | $8,910,000 | 420 |
| 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 | $302,893,000 | 202 |
| Mortgage-backed securities | $50,593,000 | 1,254 |
| Certificates of participation in pools of residential mortgages | $31,147,000 | 1,200 |
| Issued or guaranteed by U.S. | $31,147,000 | 1,195 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $19,446,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $19,446,000 | 934 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $432,605,000 | 301 |
| Total debt securities | $430,771,000 | 336 |
| Structured notes | ||
| Amortized cost | $116,068,000 | 31 |
| Fair value | $112,825,000 | 32 |
| 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 | $473,671,000 | 313 |
| U.S. Government securities | $450,328,000 | 251 |
| U.S. Treasury securities | $87,589,000 | 75 |
| U.S. Government agency obligations | $362,739,000 | 282 |
| Securities issued by states & political subdivisions | $4,399,000 | 3,608 |
| Other domestic debt securities | $18,844,000 | 493 |
| 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 | $1,834,000 | 132 |
| Other domestic debt securities - All other | $17,010,000 | 281 |
| Foreign debt securities | $100,000 | 135 |
| 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 | $280,785,000 | 222 |
| Mortgage-backed securities | $129,263,000 | 555 |
| Certificates of participation in pools of residential mortgages | $100,913,000 | 433 |
| Issued or guaranteed by U.S. | $100,913,000 | 430 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $28,350,000 | 821 |
| CMOs issued by government agencies or sponsored agencies | $28,350,000 | 697 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $473,671,000 | 278 |
| Total debt securities | $471,840,000 | 309 |
| Structured notes | ||
| Amortized cost | $86,990,000 | 50 |
| Fair value | $83,647,000 | 51 |
| 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 | $596,953,000 | 250 |
| U.S. Government securities | $537,988,000 | 209 |
| U.S. Treasury securities | $199,184,000 | 46 |
| U.S. Government agency obligations | $338,804,000 | 293 |
| Securities issued by states & political subdivisions | $4,724,000 | 3,520 |
| Other domestic debt securities | $54,141,000 | 250 |
| 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 | $1,834,000 | 136 |
| Other domestic debt securities - All other | $52,307,000 | 119 |
| Foreign debt securities | $100,000 | 129 |
| 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 | $325,908,000 | 188 |
| Mortgage-backed securities | $87,003,000 | 745 |
| Certificates of participation in pools of residential mortgages | $43,004,000 | 856 |
| Issued or guaranteed by U.S. | $43,004,000 | 851 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $43,999,000 | 598 |
| CMOs issued by government agencies or sponsored agencies | $43,999,000 | 504 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $596,953,000 | 218 |
| Total debt securities | $595,121,000 | 246 |
| Structured notes | ||
| Amortized cost | $86,982,000 | 44 |
| Fair value | $85,274,000 | 42 |
| 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 | $555,070,000 | 254 |
| U.S. Government securities | $498,302,000 | 208 |
| U.S. Treasury securities | $79,998,000 | 79 |
| U.S. Government agency obligations | $418,304,000 | 232 |
| Securities issued by states & political subdivisions | $4,757,000 | 3,432 |
| Other domestic debt securities | $51,910,000 | 255 |
| 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 | $1,210,000 | 173 |
| Other domestic debt securities - All other | $50,700,000 | 117 |
| Foreign debt securities | $101,000 | 123 |
| 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 | $384,187,000 | 158 |
| Mortgage-backed securities | $46,900,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $11,880,000 | 2,196 |
| Issued or guaranteed by U.S. | $11,880,000 | 2,190 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $35,020,000 | 695 |
| CMOs issued by government agencies or sponsored agencies | $35,020,000 | 582 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $555,070,000 | 215 |
| Total debt securities | $553,860,000 | 251 |
| Structured notes | ||
| Amortized cost | $124,190,000 | 21 |
| Fair value | $124,530,000 | 21 |
| 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 | $380,547,000 | 342 |
| U.S. Government securities | $319,473,000 | 295 |
| U.S. Treasury securities | $23,279,000 | 169 |
| U.S. Government agency obligations | $296,194,000 | 312 |
| Securities issued by states & political subdivisions | $4,839,000 | 3,336 |
| Other domestic debt securities | $56,133,000 | 244 |
| 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 | $1,470,000 | 164 |
| Other domestic debt securities - All other | $54,663,000 | 108 |
| Foreign debt securities | $102,000 | 121 |
| 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 | $357,859,000 | 169 |
| Mortgage-backed securities | $10,146,000 | 3,139 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,146,000 | 1,415 |
| CMOs issued by government agencies or sponsored agencies | $10,146,000 | 1,214 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $380,547,000 | 301 |
| Total debt securities | $379,077,000 | 340 |
| Structured notes | ||
| Amortized cost | $66,163,000 | 57 |
| Fair value | $66,506,000 | 56 |
| 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 | $360,079,000 | 367 |
| U.S. Government securities | $295,863,000 | 325 |
| U.S. Treasury securities | $124,103,000 | 56 |
| U.S. Government agency obligations | $171,760,000 | 529 |
| Securities issued by states & political subdivisions | $4,921,000 | 3,268 |
| Other domestic debt securities | $59,192,000 | 244 |
| 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 | $1,575,000 | 165 |
| Other domestic debt securities - All other | $57,617,000 | 103 |
| Foreign debt securities | $103,000 | 129 |
| 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 | $331,314,000 | 191 |
| Mortgage-backed securities | $111,761,000 | 603 |
| Certificates of participation in pools of residential mortgages | $107,447,000 | 398 |
| Issued or guaranteed by U.S. | $107,447,000 | 395 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,314,000 | 1,960 |
| CMOs issued by government agencies or sponsored agencies | $4,314,000 | 1,705 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $360,079,000 | 321 |
| Total debt securities | $358,504,000 | 365 |
| 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 | $416,124,000 | 315 |
| U.S. Government securities | $337,675,000 | 278 |
| U.S. Treasury securities | $114,831,000 | 54 |
| U.S. Government agency obligations | $222,844,000 | 404 |
| Securities issued by states & political subdivisions | $5,235,000 | 3,189 |
| Other domestic debt securities | $73,111,000 | 211 |
| 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 | $1,575,000 | 178 |
| Other domestic debt securities - All other | $71,536,000 | 91 |
| Foreign debt securities | $103,000 | 128 |
| 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 | $294,154,000 | 220 |
| Mortgage-backed securities | $137,014,000 | 509 |
| Certificates of participation in pools of residential mortgages | $132,228,000 | 329 |
| Issued or guaranteed by U.S. | $132,228,000 | 326 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,786,000 | 1,885 |
| CMOs issued by government agencies or sponsored agencies | $4,786,000 | 1,610 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $416,124,000 | 274 |
| Total debt securities | $414,547,000 | 311 |
| Structured notes | ||
| Amortized cost | $27,929,000 | 106 |
| Fair value | $27,304,000 | 110 |
| 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 | $479,104,000 | 282 |
| U.S. Government securities | $356,539,000 | 262 |
| U.S. Treasury securities | $60,824,000 | 73 |
| U.S. Government agency obligations | $295,715,000 | 297 |
| Securities issued by states & political subdivisions | $11,027,000 | 2,111 |
| Other domestic debt securities | $101,397,000 | 185 |
| 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 | $3,432,000 | 128 |
| Other domestic debt securities - All other | $97,965,000 | 74 |
| Foreign debt securities | $104,000 | 129 |
| Equity securities | $10,037,000 | 181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $328,409,000 | 197 |
| Mortgage-backed securities | $166,072,000 | 443 |
| Certificates of participation in pools of residential mortgages | $150,515,000 | 306 |
| Issued or guaranteed by U.S. | $150,515,000 | 302 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $15,557,000 | 1,080 |
| CMOs issued by government agencies or sponsored agencies | $15,557,000 | 863 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $479,104,000 | 241 |
| Total debt securities | $465,630,000 | 278 |
| 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 | $533,287,000 | 253 |
| U.S. Government securities | $421,267,000 | 221 |
| U.S. Treasury securities | $67,638,000 | 61 |
| U.S. Government agency obligations | $353,629,000 | 255 |
| Securities issued by states & political subdivisions | $8,045,000 | 2,531 |
| Other domestic debt securities | $93,319,000 | 210 |
| Privately issued residential mortgage-backed securities | $93,000 | 1,538 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $948,000 | 253 |
| Other domestic debt securities - All other | $92,278,000 | 73 |
| Foreign debt securities | $604,000 | 88 |
| Equity securities | $10,052,000 | 205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $402,206,000 | 172 |
| Mortgage-backed securities | $209,258,000 | 358 |
| Certificates of participation in pools of residential mortgages | $173,879,000 | 272 |
| Issued or guaranteed by U.S. | $173,879,000 | 268 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $35,379,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $35,286,000 | 474 |
| Privately issued | $93,000 | 1,463 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $533,287,000 | 215 |
| Total debt securities | $523,235,000 | 249 |
| 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 | $670,153,000 | 218 |
| U.S. Government securities | $580,198,000 | 190 |
| U.S. Treasury securities | $232,999,000 | 24 |
| U.S. Government agency obligations | $347,199,000 | 272 |
| Securities issued by states & political subdivisions | $8,066,000 | 2,435 |
| Other domestic debt securities | $71,286,000 | 250 |
| Privately issued residential mortgage-backed securities | $99,000 | 1,554 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,187,000 | 92 |
| Foreign debt securities | $605,000 | 80 |
| Equity securities | $9,998,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $528,634,000 | 142 |
| Mortgage-backed securities | $21,252,000 | 2,304 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $21,252,000 | 874 |
| CMOs issued by government agencies or sponsored agencies | $21,153,000 | 669 |
| Privately issued | $99,000 | 1,481 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $670,153,000 | 190 |
| Total debt securities | $660,154,000 | 211 |
| 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 | $689,219,000 | 204 |
| U.S. Government securities | $576,883,000 | 186 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $576,883,000 | 183 |
| Securities issued by states & political subdivisions | $9,298,000 | 2,187 |
| Other domestic debt securities | $92,556,000 | 203 |
| Privately issued residential mortgage-backed securities | $104,000 | 1,502 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $92,452,000 | 70 |
| Foreign debt securities | $608,000 | 73 |
| Equity securities | $9,874,000 | 196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $632,088,000 | 126 |
| Mortgage-backed securities | $255,453,000 | 297 |
| Certificates of participation in pools of residential mortgages | $231,609,000 | 212 |
| Issued or guaranteed by U.S. | $231,609,000 | 209 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $23,844,000 | 783 |
| CMOs issued by government agencies or sponsored agencies | $23,740,000 | 587 |
| Privately issued | $104,000 | 1,428 |
| 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) | $689,219,000 | 174 |
| Total debt securities | $679,344,000 | 199 |
| Structured notes | ||
| Amortized cost | $143,196,000 | 8 |
| Fair value | $143,230,000 | 7 |
| 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 | $656,424,000 | 209 |
| U.S. Government securities | $541,202,000 | 178 |
| U.S. Treasury securities | $105,231,000 | 33 |
| U.S. Government agency obligations | $435,971,000 | 204 |
| Securities issued by states & political subdivisions | $8,711,000 | 2,273 |
| Other domestic debt securities | $95,944,000 | 206 |
| Privately issued residential mortgage-backed securities | $110,000 | 1,467 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $95,834,000 | 70 |
| Foreign debt securities | $604,000 | 76 |
| Equity securities | $9,963,000 | 187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $531,311,000 | 137 |
| Mortgage-backed securities | $339,321,000 | 240 |
| Certificates of participation in pools of residential mortgages | $314,088,000 | 156 |
| Issued or guaranteed by U.S. | $314,088,000 | 150 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $25,233,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $25,123,000 | 521 |
| Privately issued | $110,000 | 1,395 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $656,424,000 | 175 |
| Total debt securities | $646,459,000 | 206 |
| 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 | $1,056,627,000 | 146 |
| U.S. Government securities | $647,160,000 | 161 |
| U.S. Treasury securities | $124,934,000 | 32 |
| U.S. Government agency obligations | $522,226,000 | 188 |
| Securities issued by states & political subdivisions | $8,711,000 | 2,292 |
| Other domestic debt securities | $118,909,000 | 188 |
| Privately issued residential mortgage-backed securities | $115,000 | 1,433 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $118,794,000 | 70 |
| Foreign debt securities | $603,000 | 78 |
| Equity securities | $281,244,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $726,383,000 | 104 |
| Mortgage-backed securities | $423,407,000 | 195 |
| Certificates of participation in pools of residential mortgages | $396,539,000 | 124 |
| Issued or guaranteed by U.S. | $396,539,000 | 120 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $26,868,000 | 675 |
| CMOs issued by government agencies or sponsored agencies | $26,753,000 | 494 |
| Privately issued | $115,000 | 1,354 |
| 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) | $1,056,627,000 | 122 |
| Total debt securities | $775,382,000 | 179 |
| 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 | $1,063,340,000 | 152 |
| U.S. Government securities | $677,789,000 | 157 |
| U.S. Treasury securities | $144,960,000 | 27 |
| U.S. Government agency obligations | $532,829,000 | 184 |
| Securities issued by states & political subdivisions | $211,000 | 5,658 |
| Other domestic debt securities | $109,891,000 | 194 |
| Privately issued residential mortgage-backed securities | $120,000 | 1,421 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $109,771,000 | 72 |
| Foreign debt securities | $1,360,000 | 66 |
| Equity securities | $274,089,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $675,803,000 | 107 |
| Mortgage-backed securities | $454,747,000 | 184 |
| Certificates of participation in pools of residential mortgages | $425,377,000 | 122 |
| Issued or guaranteed by U.S. | $425,377,000 | 116 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $29,370,000 | 623 |
| CMOs issued by government agencies or sponsored agencies | $29,250,000 | 453 |
| Privately issued | $120,000 | 1,340 |
| 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) | $1,063,340,000 | 137 |
| Total debt securities | $789,249,000 | 183 |
| 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 | $1,019,498,000 | 157 |
| U.S. Government securities | $869,395,000 | 133 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $869,395,000 | 126 |
| Securities issued by states & political subdivisions | $214,000 | 5,679 |
| Other domestic debt securities | $62,729,000 | 273 |
| Privately issued residential mortgage-backed securities | $125,000 | 1,321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $62,604,000 | 113 |
| Foreign debt securities | $1,345,000 | 64 |
| Equity securities | $85,815,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $869,492,000 | 96 |
| Mortgage-backed securities | $656,453,000 | 138 |
| Certificates of participation in pools of residential mortgages | $625,799,000 | 89 |
| Issued or guaranteed by U.S. | $625,799,000 | 86 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $30,654,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $30,529,000 | 422 |
| Privately issued | $125,000 | 1,248 |
| 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) | $1,019,498,000 | 136 |
| Total debt securities | $933,682,000 | 166 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,009,992,000 | 164 |
| U.S. Government securities | $988,513,000 | 125 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $988,513,000 | 123 |
| Securities issued by states & political subdivisions | $214,000 | 5,714 |
| Other domestic debt securities | $10,261,000 | 733 |
| Privately issued residential mortgage-backed securities | $130,000 | 1,282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,131,000 | 412 |
| Foreign debt securities | $1,339,000 | 67 |
| Equity securities | $9,665,000 | 295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $964,870,000 | 89 |
| Mortgage-backed securities | $780,102,000 | 121 |
| Certificates of participation in pools of residential mortgages | $748,172,000 | 80 |
| Issued or guaranteed by U.S. | $748,172,000 | 75 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $31,930,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $31,800,000 | 404 |
| Privately issued | $130,000 | 1,208 |
| 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) | $1,009,992,000 | 139 |
| Total debt securities | $1,000,324,000 | 158 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,040,646,000 | 163 |
| U.S. Government securities | $1,019,579,000 | 130 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,019,579,000 | 128 |
| Securities issued by states & political subdivisions | $214,000 | 5,752 |
| Other domestic debt securities | $9,978,000 | 707 |
| Privately issued residential mortgage-backed securities | $134,000 | 1,239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,844,000 | 397 |
| Foreign debt securities | $1,322,000 | 65 |
| Equity securities | $9,553,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,016,243,000 | 89 |
| Mortgage-backed securities | $806,341,000 | 127 |
| Certificates of participation in pools of residential mortgages | $773,037,000 | 82 |
| Issued or guaranteed by U.S. | $773,037,000 | 79 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $33,304,000 | 523 |
| CMOs issued by government agencies or sponsored agencies | $33,170,000 | 396 |
| Privately issued | $134,000 | 1,161 |
| 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) | $1,040,646,000 | 140 |
| Total debt securities | $1,031,088,000 | 161 |
| 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 | $1,209,421,000 | 152 |
| U.S. Government securities | $1,184,081,000 | 118 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,184,081,000 | 116 |
| Securities issued by states & political subdivisions | $214,000 | 5,807 |
| Other domestic debt securities | $14,755,000 | 576 |
| 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 | $14,755,000 | 297 |
| Foreign debt securities | $585,000 | 98 |
| Equity securities | $9,786,000 | 288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,184,209,000 | 85 |
| Mortgage-backed securities | $869,420,000 | 120 |
| Certificates of participation in pools of residential mortgages | $834,573,000 | 79 |
| Issued or guaranteed by U.S. | $834,573,000 | 76 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $34,847,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $34,847,000 | 389 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $1,209,421,000 | 127 |
| Total debt securities | $1,199,635,000 | 149 |
| 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 | $1,203,178,000 | 153 |
| U.S. Government securities | $1,077,707,000 | 129 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,077,707,000 | 126 |
| Securities issued by states & political subdivisions | $217,000 | 5,845 |
| Other domestic debt securities | $114,914,000 | 182 |
| 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 | $114,914,000 | 72 |
| Foreign debt securities | $600,000 | 96 |
| Equity securities | $9,740,000 | 291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,077,707,000 | 87 |
| Mortgage-backed securities | $898,006,000 | 119 |
| Certificates of participation in pools of residential mortgages | $862,270,000 | 76 |
| Issued or guaranteed by U.S. | $862,270,000 | 74 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $35,736,000 | 497 |
| CMOs issued by government agencies or sponsored agencies | $35,736,000 | 399 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $1,203,178,000 | 132 |
| Total debt securities | $1,193,438,000 | 151 |
| 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 | $938,294,000 | 182 |
| U.S. Government securities | $896,219,000 | 150 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $896,219,000 | 143 |
| Securities issued by states & political subdivisions | $31,217,000 | 612 |
| 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 | $1,100,000 | 73 |
| Equity securities | $9,758,000 | 284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $896,219,000 | 105 |
| Mortgage-backed securities | $756,463,000 | 133 |
| Certificates of participation in pools of residential mortgages | $756,463,000 | 89 |
| Issued or guaranteed by U.S. | $756,463,000 | 86 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $938,294,000 | 157 |
| Total debt securities | $928,536,000 | 181 |
| 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 | $952,334,000 | 187 |
| U.S. Government securities | $910,294,000 | 150 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $910,294,000 | 140 |
| Securities issued by states & political subdivisions | $31,452,000 | 582 |
| 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 | $1,100,000 | 74 |
| Equity securities | $9,488,000 | 297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $910,296,000 | 106 |
| Mortgage-backed securities | $778,300,000 | 134 |
| Certificates of participation in pools of residential mortgages | $778,300,000 | 88 |
| Issued or guaranteed by U.S. | $778,300,000 | 85 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $952,334,000 | 157 |
| Total debt securities | $942,848,000 | 186 |
| 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 | $992,850,000 | 186 |
| U.S. Government securities | $950,670,000 | 148 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $950,670,000 | 137 |
| Securities issued by states & political subdivisions | $31,452,000 | 578 |
| 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 | $1,100,000 | 76 |
| Equity securities | $9,628,000 | 298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $950,670,000 | 94 |
| Mortgage-backed securities | $818,801,000 | 135 |
| Certificates of participation in pools of residential mortgages | $818,801,000 | 88 |
| Issued or guaranteed by U.S. | $818,801,000 | 83 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $992,850,000 | 159 |
| Total debt securities | $983,221,000 | 186 |
| 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 | $1,031,749,000 | 183 |
| U.S. Government securities | $989,240,000 | 148 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $989,240,000 | 137 |
| Securities issued by states & political subdivisions | $31,686,000 | 566 |
| 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 | $1,000,000 | 81 |
| Equity securities | $9,823,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $989,239,000 | 98 |
| Mortgage-backed securities | $863,869,000 | 131 |
| Certificates of participation in pools of residential mortgages | $863,869,000 | 82 |
| Issued or guaranteed by U.S. | $863,869,000 | 79 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,031,749,000 | 159 |
| Total debt securities | $1,021,925,000 | 183 |
| 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 | $1,019,003,000 | 182 |
| U.S. Government securities | $962,045,000 | 148 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $962,045,000 | 144 |
| Securities issued by states & political subdivisions | $31,686,000 | 568 |
| Other domestic debt securities | $14,375,000 | 607 |
| 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 | $14,375,000 | 355 |
| Foreign debt securities | $1,000,000 | 84 |
| Equity securities | $9,897,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $976,405,000 | 99 |
| Mortgage-backed securities | $911,071,000 | 131 |
| Certificates of participation in pools of residential mortgages | $911,071,000 | 79 |
| Issued or guaranteed by U.S. | $911,071,000 | 77 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,019,003,000 | 160 |
| Total debt securities | $1,009,106,000 | 184 |
| 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 | $1,043,665,000 | 186 |
| U.S. Government securities | $1,029,609,000 | 139 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,029,609,000 | 135 |
| Securities issued by states & political subdivisions | $3,019,000 | 3,787 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $1,000,000 | 86 |
| Equity securities | $10,037,000 | 299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,029,609,000 | 96 |
| Mortgage-backed securities | $977,246,000 | 126 |
| Certificates of participation in pools of residential mortgages | $977,246,000 | 78 |
| Issued or guaranteed by U.S. | $977,246,000 | 76 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $1,043,665,000 | 158 |
| Total debt securities | $1,033,628,000 | 184 |
| 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 | $1,082,084,000 | 180 |
| U.S. Government securities | $1,063,306,000 | 141 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,063,306,000 | 135 |
| Securities issued by states & political subdivisions | $3,019,000 | 3,776 |
| Other domestic debt securities | $4,871,000 | 1,146 |
| 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 | $4,871,000 | 823 |
| Foreign debt securities | $1,000,000 | 90 |
| Equity securities | $9,888,000 | 314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,068,236,000 | 98 |
| Mortgage-backed securities | $1,012,888,000 | 130 |
| Certificates of participation in pools of residential mortgages | $1,012,888,000 | 82 |
| Issued or guaranteed by U.S. | $1,012,888,000 | 80 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $1,082,084,000 | 156 |
| Total debt securities | $1,072,195,000 | 180 |
| 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 | $1,016,930,000 | 187 |
| U.S. Government securities | $1,012,909,000 | 149 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,012,909,000 | 146 |
| Securities issued by states & political subdivisions | $3,021,000 | 3,800 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $1,000,000 | 95 |
| 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 | $1,012,910,000 | 107 |
| Mortgage-backed securities | $961,323,000 | 138 |
| Certificates of participation in pools of residential mortgages | $961,323,000 | 85 |
| Issued or guaranteed by U.S. | $961,323,000 | 83 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $1,016,930,000 | 165 |
| Total debt securities | $1,016,930,000 | 184 |
| 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 | $1,145,342,000 | 173 |
| U.S. Government securities | $1,144,121,000 | 143 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,144,121,000 | 139 |
| Securities issued by states & political subdivisions | $221,000 | 6,163 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $1,000,000 | 95 |
| 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 | $1,145,122,000 | 100 |
| Mortgage-backed securities | $1,092,732,000 | 122 |
| Certificates of participation in pools of residential mortgages | $1,092,732,000 | 76 |
| Issued or guaranteed by U.S. | $1,092,732,000 | 73 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $1,145,342,000 | 156 |
| Total debt securities | $1,145,342,000 | 173 |
| 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 | $1,167,583,000 | 173 |
| U.S. Government securities | $1,166,858,000 | 141 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,166,858,000 | 135 |
| Securities issued by states & political subdivisions | $225,000 | 6,192 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $500,000 | 122 |
| 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 | $1,167,358,000 | 93 |
| Mortgage-backed securities | $1,117,265,000 | 125 |
| Certificates of participation in pools of residential mortgages | $1,117,265,000 | 81 |
| Issued or guaranteed by U.S. | $1,117,265,000 | 77 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $1,167,583,000 | 155 |
| Total debt securities | $1,167,583,000 | 171 |
| 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 | $1,095,436,000 | 180 |
| U.S. Government securities | $1,094,711,000 | 145 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,094,711,000 | 140 |
| Securities issued by states & political subdivisions | $225,000 | 6,195 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| Foreign debt securities | $500,000 | 131 |
| 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 | $1,095,211,000 | 101 |
| Mortgage-backed securities | $613,359,000 | 183 |
| Certificates of participation in pools of residential mortgages | $613,359,000 | 118 |
| Issued or guaranteed by U.S. | $613,359,000 | 113 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $1,095,436,000 | 159 |
| Total debt securities | $1,095,437,000 | 178 |
| 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 | $1,007,996,000 | 182 |
| U.S. Government securities | $1,007,271,000 | 153 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,007,271,000 | 147 |
| Securities issued by states & political subdivisions | $225,000 | 6,260 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $500,000 | 137 |
| 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 | $1,007,772,000 | 97 |
| Mortgage-backed securities | $936,476,000 | 136 |
| Certificates of participation in pools of residential mortgages | $936,476,000 | 86 |
| Issued or guaranteed by U.S. | $936,476,000 | 83 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $1,007,996,000 | 166 |
| Total debt securities | $1,007,997,000 | 182 |
| 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 | $953,191,000 | 187 |
| U.S. Government securities | $948,941,000 | 153 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $948,941,000 | 148 |
| Securities issued by states & political subdivisions | $225,000 | 6,294 |
| Other domestic debt securities | $3,525,000 | 1,633 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,525,000 | 1,360 |
| Foreign debt securities | $500,000 | 142 |
| 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 | $952,966,000 | 99 |
| Mortgage-backed securities | $897,152,000 | 140 |
| Certificates of participation in pools of residential mortgages | $897,152,000 | 85 |
| Issued or guaranteed by U.S. | $897,152,000 | 83 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $953,191,000 | 172 |
| Total debt securities | $953,191,000 | 186 |
| 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 | $734,836,000 | 231 |
| U.S. Government securities | $730,273,000 | 183 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $730,273,000 | 175 |
| Securities issued by states & political subdivisions | $225,000 | 6,317 |
| Other domestic debt securities | $3,838,000 | 1,635 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,838,000 | 1,363 |
| Foreign debt securities | $500,000 | 140 |
| 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 | $734,611,000 | 107 |
| Mortgage-backed securities | $728,769,000 | 155 |
| Certificates of participation in pools of residential mortgages | $728,769,000 | 93 |
| Issued or guaranteed by U.S. | $728,769,000 | 90 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $734,836,000 | 206 |
| Total debt securities | $734,835,000 | 226 |
| 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 | $657,379,000 | 256 |
| U.S. Government securities | $639,674,000 | 213 |
| U.S. Treasury securities | $186,407,000 | 43 |
| U.S. Government agency obligations | $453,267,000 | 260 |
| Securities issued by states & political subdivisions | $225,000 | 6,308 |
| Other domestic debt securities | $16,980,000 | 677 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,980,000 | 491 |
| Foreign debt securities | $500,000 | 138 |
| 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 | $657,154,000 | 109 |
| Mortgage-backed securities | $426,421,000 | 229 |
| Certificates of participation in pools of residential mortgages | $426,421,000 | 140 |
| Issued or guaranteed by U.S. | $426,421,000 | 137 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $657,379,000 | 222 |
| Total debt securities | $657,379,000 | 247 |
| 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 | $558,756,000 | 277 |
| U.S. Government securities | $534,103,000 | 229 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $534,103,000 | 218 |
| Securities issued by states & political subdivisions | $577,000 | 5,689 |
| Other domestic debt securities | $23,576,000 | 530 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,576,000 | 374 |
| Foreign debt securities | $500,000 | 138 |
| 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 | $558,179,000 | 121 |
| Mortgage-backed securities | $486,428,000 | 199 |
| Certificates of participation in pools of residential mortgages | $486,428,000 | 125 |
| Issued or guaranteed by U.S. | $486,428,000 | 122 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $558,756,000 | 239 |
| Total debt securities | $558,754,000 | 269 |
| 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 | $531,506,000 | 268 |
| U.S. Government securities | $525,553,000 | 201 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $525,553,000 | 190 |
| Securities issued by states & political subdivisions | $225,000 | 6,452 |
| Other domestic debt securities | $4,888,000 | 1,453 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,888,000 | 1,174 |
| Foreign debt securities | $840,000 | 117 |
| 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 | $525,553,000 | 115 |
| Mortgage-backed securities | $373,875,000 | 219 |
| Certificates of participation in pools of residential mortgages | $373,875,000 | 143 |
| Issued or guaranteed by U.S. | $373,875,000 | 140 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $531,506,000 | 227 |
| Total debt securities | $531,505,000 | 258 |
| 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 | $184,248,000 | 622 |
| U.S. Government securities | $178,310,000 | 493 |
| U.S. Treasury securities | $17,902,000 | 385 |
| U.S. Government agency obligations | $160,408,000 | 500 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $1,853,000 | 82 |
| Equity securities | $4,085,000 | 990 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $178,310,000 | 278 |
| Mortgage-backed securities | $24,350,000 | 1,299 |
| Certificates of participation in pools of residential mortgages | $24,350,000 | 933 |
| Issued or guaranteed by U.S. | $24,350,000 | 925 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $184,248,000 | 506 |
| Total debt securities | $180,163,000 | 604 |
| 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 | $183,320,000 | 655 |
| U.S. Government securities | $174,712,000 | 534 |
| U.S. Treasury securities | $20,625,000 | 456 |
| U.S. Government agency obligations | $154,087,000 | 529 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $4,858,000 | 55 |
| Equity securities | $3,750,000 | 1,020 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,714,000 | 300 |
| Mortgage-backed securities | $26,419,000 | 1,332 |
| Certificates of participation in pools of residential mortgages | $26,419,000 | 937 |
| Issued or guaranteed by U.S. | $26,419,000 | 927 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $183,320,000 | 532 |
| Total debt securities | $179,570,000 | 631 |
| 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 | $161,501,000 | 737 |
| U.S. Government securities | $154,215,000 | 608 |
| U.S. Treasury securities | $13,359,000 | 995 |
| U.S. Government agency obligations | $140,856,000 | 571 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $4,610,000 | 60 |
| Equity securities | $2,676,000 | 1,252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $154,215,000 | 275 |
| Mortgage-backed securities | $2,923,000 | 4,789 |
| Certificates of participation in pools of residential mortgages | $2,923,000 | 3,853 |
| Issued or guaranteed by U.S. | $2,923,000 | 3,834 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $161,501,000 | 576 |
| Total debt securities | $158,825,000 | 717 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $66,003,000 | 1,736 |
| U.S. Government securities | $64,585,000 | 1,404 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $64,585,000 | 1,119 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,418,000 | 1,840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,839,000 | 551 |
| Mortgage-backed securities | $64,585,000 | 722 |
| Certificates of participation in pools of residential mortgages | $64,585,000 | 535 |
| Issued or guaranteed by U.S. | $64,585,000 | 522 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $66,003,000 | 1,207 |
| Total debt securities | $64,585,000 | 1,706 |
| 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 | $80,502,000 | 1,505 |
| U.S. Government securities | $77,926,000 | 1,245 |
| U.S. Treasury securities | $4,999,000 | 3,813 |
| U.S. Government agency obligations | $72,927,000 | 1,032 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $2,576,000 | 1,236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,926,000 | 489 |
| Mortgage-backed securities | $59,146,000 | 825 |
| Certificates of participation in pools of residential mortgages | $59,146,000 | 594 |
| Issued or guaranteed by U.S. | $59,146,000 | 581 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $80,502,000 | 1,029 |
| Total debt securities | $77,926,000 | 1,507 |
| 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 | $120,376,000 | 1,042 |
| U.S. Government securities | $114,115,000 | 912 |
| U.S. Treasury securities | $55,000 | 10,160 |
| U.S. Government agency obligations | $114,060,000 | 696 |
| Securities issued by states & political subdivisions | $1,613,000 | 5,392 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $2,211,000 | 119 |
| Equity securities | $2,437,000 | 1,249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,376,000 | 371 |
| Mortgage-backed securities | $79,278,000 | 717 |
| Certificates of participation in pools of residential mortgages | $78,859,000 | 493 |
| Issued or guaranteed by U.S. | $78,859,000 | 480 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $419,000 | 5,053 |
| CMOs issued by government agencies or sponsored agencies | $419,000 | 4,859 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $120,376,000 | 735 |
| Total debt securities | $117,939,000 | 1,024 |
| Structured notes | ||
| Amortized cost | $9,596,000 | 303 |
| Fair value | $9,415,000 | 305 |
| 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 | $52,425,000 | 2,511 |
| U.S. Government securities | $50,873,000 | 2,087 |
| U.S. Treasury securities | $3,482,000 | 6,675 |
| U.S. Government agency obligations | $47,391,000 | 1,463 |
| Securities issued by states & political subdivisions | $75,000 | 9,201 |
| Other domestic debt securities | $267,000 | 4,268 |
| Privately issued residential mortgage-backed securities | $267,000 | 1,647 |
| 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 | $1,210,000 | 1,808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,215,000 | 676 |
| Mortgage-backed securities | $383,000 | 8,784 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $383,000 | 5,514 |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 5,822 |
| Privately issued | $267,000 | 1,370 |
| 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) | $28,344,000 | 2,568 |
| Available-for-sale securities (fair market value) | $24,081,000 | 2,358 |
| Total debt securities | $51,215,000 | 2,509 |
| 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 | $61,794,000 | 2,211 |
| U.S. Government securities | $59,660,000 | 1,837 |
| U.S. Treasury securities | $3,541,000 | 6,846 |
| U.S. Government agency obligations | $56,119,000 | 1,296 |
| Securities issued by states & political subdivisions | $700,000 | 7,396 |
| Other domestic debt securities | $273,000 | 4,941 |
| Privately issued residential mortgage-backed securities | $273,000 | 2,109 |
| 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 | $1,161,000 | 1,935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,633,000 | 545 |
| Mortgage-backed securities | $453,000 | 9,347 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $453,000 | 5,842 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 6,124 |
| Privately issued | $273,000 | 1,749 |
| 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 | $60,633,000 | 2,187 |
| 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 | $28,614,000 | 4,651 |
| U.S. Government securities | $28,194,000 | 3,794 |
| U.S. Treasury securities | $15,096,000 | 2,459 |
| U.S. Government agency obligations | $13,098,000 | 4,556 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $277,000 | 5,838 |
| Privately issued residential mortgage-backed securities | $277,000 | 2,835 |
| 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 | $0 | 699 |
| Equity securities | $143,000 | 4,503 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,471,000 | 1,038 |
| Mortgage-backed securities | $277,000 | 10,275 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $277,000 | 6,400 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $277,000 | 2,409 |
| 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 | $28,471,000 | 4,570 |
| 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 |