Home > Heritage Oaks Bank > Securities
Heritage Oaks Bank, Securities
| 2017-03-31 | Rank | |
| Total securities | $445,310,000 | 362 |
| U.S. Government securities | $287,604,000 | 369 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $287,604,000 | 352 |
| Securities issued by states & political subdivisions | $125,913,000 | 283 |
| Other domestic debt securities | $31,782,000 | 296 |
| Privately issued residential mortgage-backed securities | $7,647,000 | 141 |
| Commercial mortgage-backed securities - Total | $15,786,000 | 54 |
| Asset backed securities | $8,349,000 | 129 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $11,000 | 1,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,983,000 | 413 |
| Mortgage-backed securities | $252,488,000 | 312 |
| Certificates of participation in pools of residential mortgages | $125,920,000 | 354 |
| Issued or guaranteed by U.S. | $125,920,000 | 353 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $76,235,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $68,588,000 | 314 |
| Privately issued | $7,647,000 | 135 |
| Commercial mortgage-backed securities | $50,333,000 | 207 |
| Commercial mortgage pass-through securities | $13,279,000 | 238 |
| Other commercial mortgage-backed securities | $37,054,000 | 156 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $445,310,000 | 314 |
| Total debt securities | $445,297,000 | 357 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $1,551,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $1,551,000 | 96 |
| Revaluation losses on off-balance sheet contracts | $1,551,000 | 95 |
| 2016-12-31 | Rank | |
| Total securities | $458,828,000 | 349 |
| U.S. Government securities | $299,978,000 | 348 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $299,978,000 | 335 |
| Securities issued by states & political subdivisions | $125,831,000 | 270 |
| Other domestic debt securities | $33,008,000 | 288 |
| Privately issued residential mortgage-backed securities | $8,119,000 | 142 |
| Commercial mortgage-backed securities - Total | $16,118,000 | 53 |
| Asset backed securities | $8,771,000 | 126 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $11,000 | 1,029 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $183,753,000 | 361 |
| Mortgage-backed securities | $263,572,000 | 294 |
| Certificates of participation in pools of residential mortgages | $132,090,000 | 328 |
| Issued or guaranteed by U.S. | $132,090,000 | 327 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $79,799,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $71,680,000 | 302 |
| Privately issued | $8,119,000 | 136 |
| Commercial mortgage-backed securities | $51,683,000 | 201 |
| Commercial mortgage pass-through securities | $13,382,000 | 230 |
| Other commercial mortgage-backed securities | $38,301,000 | 149 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $458,828,000 | 298 |
| Total debt securities | $458,817,000 | 344 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $1,364,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $1,364,000 | 102 |
| Revaluation losses on off-balance sheet contracts | $1,364,000 | 103 |
| 2016-09-30 | Rank | |
| Total securities | $456,475,000 | 335 |
| U.S. Government securities | $306,185,000 | 349 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $306,185,000 | 333 |
| Securities issued by states & political subdivisions | $115,449,000 | 303 |
| Other domestic debt securities | $34,830,000 | 279 |
| Privately issued residential mortgage-backed securities | $9,169,000 | 139 |
| Commercial mortgage-backed securities - Total | $16,352,000 | 53 |
| Asset backed securities | $9,309,000 | 120 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $11,000 | 1,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,905,000 | 437 |
| Mortgage-backed securities | $272,714,000 | 285 |
| Certificates of participation in pools of residential mortgages | $132,243,000 | 333 |
| Issued or guaranteed by U.S. | $132,243,000 | 332 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $88,420,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $79,251,000 | 285 |
| Privately issued | $9,169,000 | 135 |
| Commercial mortgage-backed securities | $52,051,000 | 189 |
| Commercial mortgage pass-through securities | $14,080,000 | 205 |
| Other commercial mortgage-backed securities | $37,971,000 | 145 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $456,475,000 | 291 |
| Total debt securities | $456,463,000 | 332 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $1,910,000 | 162 |
| Revaluation gains on off-balance sheet contracts | $1,910,000 | 110 |
| Revaluation losses on off-balance sheet contracts | $1,910,000 | 108 |
| 2016-06-30 | Rank | |
| Total securities | $446,888,000 | 343 |
| U.S. Government securities | $298,854,000 | 360 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $298,854,000 | 345 |
| Securities issued by states & political subdivisions | $111,544,000 | 305 |
| Other domestic debt securities | $36,479,000 | 277 |
| Privately issued residential mortgage-backed securities | $10,035,000 | 137 |
| Commercial mortgage-backed securities - Total | $16,714,000 | 54 |
| Asset backed securities | $9,730,000 | 118 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $11,000 | 1,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $170,189,000 | 395 |
| Mortgage-backed securities | $267,587,000 | 295 |
| Certificates of participation in pools of residential mortgages | $122,988,000 | 354 |
| Issued or guaranteed by U.S. | $122,988,000 | 353 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $78,328,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $68,293,000 | 318 |
| Privately issued | $10,035,000 | 128 |
| Commercial mortgage-backed securities | $66,271,000 | 147 |
| Commercial mortgage pass-through securities | $14,268,000 | 195 |
| Other commercial mortgage-backed securities | $52,003,000 | 113 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $446,888,000 | 290 |
| Total debt securities | $446,875,000 | 338 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $1,503,000 | 179 |
| Revaluation gains on off-balance sheet contracts | $1,503,000 | 119 |
| Revaluation losses on off-balance sheet contracts | $1,503,000 | 116 |
| 2016-03-31 | Rank | |
| Total securities | $441,660,000 | 353 |
| U.S. Government securities | $296,347,000 | 370 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $296,347,000 | 353 |
| Securities issued by states & political subdivisions | $101,783,000 | 330 |
| Other domestic debt securities | $43,519,000 | 240 |
| Privately issued residential mortgage-backed securities | $10,769,000 | 133 |
| Commercial mortgage-backed securities - Total | $22,487,000 | 45 |
| Asset backed securities | $10,263,000 | 115 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $11,000 | 1,042 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $163,936,000 | 419 |
| Mortgage-backed securities | $284,250,000 | 284 |
| Certificates of participation in pools of residential mortgages | $127,457,000 | 345 |
| Issued or guaranteed by U.S. | $127,457,000 | 344 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $83,172,000 | 307 |
| CMOs issued by government agencies or sponsored agencies | $72,403,000 | 320 |
| Privately issued | $10,769,000 | 126 |
| Commercial mortgage-backed securities | $73,621,000 | 127 |
| Commercial mortgage pass-through securities | $14,067,000 | 191 |
| Other commercial mortgage-backed securities | $59,554,000 | 102 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $441,660,000 | 299 |
| Total debt securities | $441,647,000 | 344 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $877,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $877,000 | 117 |
| Revaluation losses on off-balance sheet contracts | $877,000 | 118 |
| 2015-12-31 | Rank | |
| Total securities | $450,914,000 | 346 |
| U.S. Government securities | $292,553,000 | 373 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $292,553,000 | 354 |
| Securities issued by states & political subdivisions | $108,406,000 | 308 |
| Other domestic debt securities | $49,944,000 | 217 |
| Privately issued residential mortgage-backed securities | $11,126,000 | 127 |
| Commercial mortgage-backed securities - Total | $23,191,000 | 46 |
| Asset backed securities | $15,627,000 | 106 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $11,000 | 1,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $155,234,000 | 441 |
| Mortgage-backed securities | $279,552,000 | 288 |
| Certificates of participation in pools of residential mortgages | $112,111,000 | 385 |
| Issued or guaranteed by U.S. | $112,111,000 | 384 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $92,493,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $81,367,000 | 300 |
| Privately issued | $11,126,000 | 118 |
| Commercial mortgage-backed securities | $74,948,000 | 118 |
| Commercial mortgage pass-through securities | $18,813,000 | 142 |
| Other commercial mortgage-backed securities | $56,135,000 | 97 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $450,914,000 | 292 |
| Total debt securities | $450,903,000 | 339 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $432,726,000 | 359 |
| U.S. Government securities | $281,763,000 | 379 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $281,763,000 | 363 |
| Securities issued by states & political subdivisions | $102,694,000 | 319 |
| Other domestic debt securities | $48,258,000 | 218 |
| Privately issued residential mortgage-backed securities | $8,782,000 | 139 |
| Commercial mortgage-backed securities - Total | $23,394,000 | 45 |
| Asset backed securities | $16,082,000 | 105 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $11,000 | 1,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $148,924,000 | 462 |
| Mortgage-backed securities | $264,675,000 | 307 |
| Certificates of participation in pools of residential mortgages | $96,533,000 | 445 |
| Issued or guaranteed by U.S. | $96,533,000 | 445 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $95,297,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $86,515,000 | 286 |
| Privately issued | $8,782,000 | 133 |
| Commercial mortgage-backed securities | $72,845,000 | 114 |
| Commercial mortgage pass-through securities | $19,278,000 | 136 |
| Other commercial mortgage-backed securities | $53,567,000 | 97 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $432,726,000 | 297 |
| Total debt securities | $432,714,000 | 351 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $379,835,000 | 411 |
| U.S. Government securities | $253,732,000 | 418 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $253,732,000 | 400 |
| Securities issued by states & political subdivisions | $96,562,000 | 328 |
| Other domestic debt securities | $29,530,000 | 301 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $12,983,000 | 54 |
| Asset backed securities | $16,547,000 | 103 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $11,000 | 1,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,154,000 | 509 |
| Mortgage-backed securities | $219,294,000 | 357 |
| Certificates of participation in pools of residential mortgages | $84,633,000 | 497 |
| Issued or guaranteed by U.S. | $84,633,000 | 497 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $86,690,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $86,690,000 | 289 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $47,971,000 | 139 |
| Commercial mortgage pass-through securities | $4,291,000 | 312 |
| Other commercial mortgage-backed securities | $43,680,000 | 95 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $379,835,000 | 342 |
| Total debt securities | $379,823,000 | 405 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $364,509,000 | 435 |
| U.S. Government securities | $240,141,000 | 451 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $240,141,000 | 433 |
| Securities issued by states & political subdivisions | $93,745,000 | 334 |
| Other domestic debt securities | $30,612,000 | 293 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $13,754,000 | 54 |
| Asset backed securities | $16,858,000 | 106 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $11,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,926,000 | 578 |
| Mortgage-backed securities | $211,783,000 | 370 |
| Certificates of participation in pools of residential mortgages | $73,079,000 | 583 |
| Issued or guaranteed by U.S. | $73,079,000 | 583 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $95,841,000 | 297 |
| CMOs issued by government agencies or sponsored agencies | $95,841,000 | 279 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $42,863,000 | 140 |
| Commercial mortgage pass-through securities | $3,368,000 | 336 |
| Other commercial mortgage-backed securities | $39,495,000 | 99 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $364,509,000 | 359 |
| Total debt securities | $364,499,000 | 428 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $355,591,000 | 448 |
| U.S. Government securities | $235,062,000 | 462 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $235,062,000 | 441 |
| Securities issued by states & political subdivisions | $82,592,000 | 392 |
| Other domestic debt securities | $37,926,000 | 255 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $11,901,000 | 55 |
| Asset backed securities | $26,025,000 | 75 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,530,000 | 834 |
| Mortgage-backed securities | $227,299,000 | 358 |
| Certificates of participation in pools of residential mortgages | $74,975,000 | 581 |
| Issued or guaranteed by U.S. | $74,975,000 | 579 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $115,952,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $115,952,000 | 254 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $36,372,000 | 151 |
| Commercial mortgage pass-through securities | $7,343,000 | 227 |
| Other commercial mortgage-backed securities | $29,029,000 | 111 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $355,591,000 | 362 |
| Total debt securities | $355,578,000 | 441 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $382,448,000 | 412 |
| U.S. Government securities | $258,021,000 | 425 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $258,021,000 | 410 |
| Securities issued by states & political subdivisions | $80,687,000 | 394 |
| Other domestic debt securities | $43,729,000 | 229 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $11,936,000 | 54 |
| Asset backed securities | $31,793,000 | 65 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $11,000 | 1,129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,943,000 | 848 |
| Mortgage-backed securities | $253,066,000 | 328 |
| Certificates of participation in pools of residential mortgages | $81,862,000 | 549 |
| Issued or guaranteed by U.S. | $81,862,000 | 549 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $134,152,000 | 246 |
| CMOs issued by government agencies or sponsored agencies | $134,152,000 | 236 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $37,052,000 | 144 |
| Commercial mortgage pass-through securities | $7,396,000 | 221 |
| Other commercial mortgage-backed securities | $29,656,000 | 108 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $382,448,000 | 333 |
| Total debt securities | $382,439,000 | 405 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $359,641,000 | 439 |
| U.S. Government securities | $254,790,000 | 436 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $254,790,000 | 425 |
| Securities issued by states & political subdivisions | $66,559,000 | 514 |
| Other domestic debt securities | $38,281,000 | 266 |
| Privately issued residential mortgage-backed securities | $1,711,000 | 346 |
| Commercial mortgage-backed securities - Total | $7,581,000 | 65 |
| Asset backed securities | $28,989,000 | 78 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $11,000 | 1,147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,862,000 | 861 |
| Mortgage-backed securities | $246,838,000 | 341 |
| Certificates of participation in pools of residential mortgages | $71,195,000 | 631 |
| Issued or guaranteed by U.S. | $71,195,000 | 629 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $146,622,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $144,911,000 | 217 |
| Privately issued | $1,711,000 | 332 |
| Commercial mortgage-backed securities | $29,021,000 | 170 |
| Commercial mortgage pass-through securities | $3,519,000 | 334 |
| Other commercial mortgage-backed securities | $25,502,000 | 108 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $359,641,000 | 363 |
| Total debt securities | $359,629,000 | 432 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $347,988,000 | 452 |
| U.S. Government securities | $246,725,000 | 453 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $246,725,000 | 440 |
| Securities issued by states & political subdivisions | $64,383,000 | 529 |
| Other domestic debt securities | $36,869,000 | 288 |
| Privately issued residential mortgage-backed securities | $1,868,000 | 350 |
| Commercial mortgage-backed securities - Total | $5,039,000 | 80 |
| Asset backed securities | $26,703,000 | 84 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $3,259,000 | 887 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $11,000 | 1,169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,097,000 | 1,082 |
| Mortgage-backed securities | $242,672,000 | 339 |
| Certificates of participation in pools of residential mortgages | $97,663,000 | 467 |
| Issued or guaranteed by U.S. | $97,663,000 | 466 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $130,371,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $128,503,000 | 234 |
| Privately issued | $1,868,000 | 337 |
| Commercial mortgage-backed securities | $14,638,000 | 232 |
| Commercial mortgage pass-through securities | $3,541,000 | 315 |
| Other commercial mortgage-backed securities | $11,097,000 | 153 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $347,988,000 | 379 |
| Total debt securities | $347,977,000 | 448 |
| Structured notes | ||
| Amortized cost | $220,000 | 2,288 |
| Fair value | $221,000 | 2,289 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $276,795,000 | 551 |
| U.S. Government securities | $189,139,000 | 557 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $189,139,000 | 538 |
| Securities issued by states & political subdivisions | $50,030,000 | 755 |
| Other domestic debt securities | $37,626,000 | 296 |
| Privately issued residential mortgage-backed securities | $1,988,000 | 363 |
| Commercial mortgage-backed securities - Total | $9,044,000 | 59 |
| Asset backed securities | $26,594,000 | 90 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,369,000 | 1,377 |
| Mortgage-backed securities | $193,963,000 | 408 |
| Certificates of participation in pools of residential mortgages | $60,854,000 | 721 |
| Issued or guaranteed by U.S. | $60,854,000 | 719 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $114,269,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $112,281,000 | 252 |
| Privately issued | $1,988,000 | 347 |
| Commercial mortgage-backed securities | $18,840,000 | 194 |
| Commercial mortgage pass-through securities | $3,638,000 | 283 |
| Other commercial mortgage-backed securities | $15,202,000 | 127 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $276,795,000 | 472 |
| Total debt securities | $276,796,000 | 538 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $267,179,000 | 578 |
| U.S. Government securities | $183,160,000 | 582 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $183,160,000 | 562 |
| Securities issued by states & political subdivisions | $44,060,000 | 865 |
| Other domestic debt securities | $39,959,000 | 286 |
| Privately issued residential mortgage-backed securities | $2,178,000 | 370 |
| Commercial mortgage-backed securities - Total | $11,212,000 | 57 |
| Asset backed securities | $26,569,000 | 91 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,688,000 | 1,337 |
| Mortgage-backed securities | $188,822,000 | 421 |
| Certificates of participation in pools of residential mortgages | $63,114,000 | 698 |
| Issued or guaranteed by U.S. | $63,114,000 | 697 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $107,646,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $105,468,000 | 261 |
| Privately issued | $2,178,000 | 351 |
| Commercial mortgage-backed securities | $18,062,000 | 196 |
| Commercial mortgage pass-through securities | $3,676,000 | 264 |
| Other commercial mortgage-backed securities | $14,386,000 | 127 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $267,179,000 | 503 |
| Total debt securities | $267,179,000 | 570 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $237,540,000 | 647 |
| U.S. Government securities | $150,781,000 | 686 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $150,781,000 | 667 |
| Securities issued by states & political subdivisions | $34,393,000 | 1,113 |
| Other domestic debt securities | $52,366,000 | 234 |
| Privately issued residential mortgage-backed securities | $2,398,000 | 368 |
| Commercial mortgage-backed securities - Total | $18,017,000 | 50 |
| Asset backed securities | $31,951,000 | 86 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,756,000 | 2,770 |
| Mortgage-backed securities | $166,392,000 | 458 |
| Certificates of participation in pools of residential mortgages | $43,464,000 | 968 |
| Issued or guaranteed by U.S. | $43,464,000 | 965 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $97,988,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $95,590,000 | 284 |
| Privately issued | $2,398,000 | 349 |
| Commercial mortgage-backed securities | $24,940,000 | 152 |
| Commercial mortgage pass-through securities | $3,714,000 | 261 |
| Other commercial mortgage-backed securities | $21,226,000 | 97 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $237,540,000 | 574 |
| Total debt securities | $237,540,000 | 637 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $247,890,000 | 634 |
| U.S. Government securities | $160,629,000 | 657 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $160,629,000 | 633 |
| Securities issued by states & political subdivisions | $31,004,000 | 1,220 |
| Other domestic debt securities | $56,257,000 | 222 |
| Privately issued residential mortgage-backed securities | $2,633,000 | 378 |
| Commercial mortgage-backed securities - Total | $21,293,000 | 49 |
| Asset backed securities | $32,331,000 | 78 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,688,000 | 3,743 |
| Mortgage-backed securities | $179,719,000 | 449 |
| Certificates of participation in pools of residential mortgages | $42,179,000 | 1,012 |
| Issued or guaranteed by U.S. | $42,179,000 | 1,012 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $109,114,000 | 291 |
| CMOs issued by government agencies or sponsored agencies | $106,481,000 | 275 |
| Privately issued | $2,633,000 | 364 |
| Commercial mortgage-backed securities | $28,426,000 | 128 |
| Commercial mortgage pass-through securities | $3,798,000 | 241 |
| Other commercial mortgage-backed securities | $24,628,000 | 83 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $247,890,000 | 566 |
| Total debt securities | $247,890,000 | 622 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $287,682,000 | 529 |
| U.S. Government securities | $153,335,000 | 679 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $153,335,000 | 654 |
| Securities issued by states & political subdivisions | $68,968,000 | 459 |
| Other domestic debt securities | $65,379,000 | 190 |
| Privately issued residential mortgage-backed securities | $3,511,000 | 342 |
| Commercial mortgage-backed securities - Total | $41,284,000 | 38 |
| Asset backed securities | $20,584,000 | 89 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,961,000 | 3,475 |
| Mortgage-backed securities | $190,563,000 | 423 |
| Certificates of participation in pools of residential mortgages | $27,927,000 | 1,407 |
| Issued or guaranteed by U.S. | $27,927,000 | 1,404 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $102,549,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $99,038,000 | 291 |
| Privately issued | $3,511,000 | 330 |
| Commercial mortgage-backed securities | $60,087,000 | 73 |
| Commercial mortgage pass-through securities | $11,984,000 | 102 |
| Other commercial mortgage-backed securities | $48,103,000 | 62 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $287,682,000 | 471 |
| Total debt securities | $287,682,000 | 522 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $261,451,000 | 588 |
| U.S. Government securities | $113,178,000 | 928 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $113,178,000 | 898 |
| Securities issued by states & political subdivisions | $63,271,000 | 486 |
| Other domestic debt securities | $83,964,000 | 165 |
| Privately issued residential mortgage-backed securities | $3,761,000 | 368 |
| Commercial mortgage-backed securities - Total | $40,145,000 | 39 |
| Asset backed securities | $10,421,000 | 118 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $29,637,000 | 219 |
| Foreign debt securities | $1,038,000 | 163 |
| 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 | $6,435,000 | 4,011 |
| Mortgage-backed securities | $153,127,000 | 528 |
| Certificates of participation in pools of residential mortgages | $16,710,000 | 2,100 |
| Issued or guaranteed by U.S. | $16,710,000 | 2,099 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $83,435,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $79,674,000 | 360 |
| Privately issued | $3,761,000 | 353 |
| Commercial mortgage-backed securities | $52,982,000 | 75 |
| Commercial mortgage pass-through securities | $3,885,000 | 175 |
| Other commercial mortgage-backed securities | $49,097,000 | 58 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $261,451,000 | 531 |
| Total debt securities | $261,451,000 | 580 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $260,786,000 | 599 |
| U.S. Government securities | $128,740,000 | 827 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $128,740,000 | 801 |
| Securities issued by states & political subdivisions | $59,235,000 | 499 |
| Other domestic debt securities | $72,811,000 | 181 |
| Privately issued residential mortgage-backed securities | $5,886,000 | 314 |
| Commercial mortgage-backed securities - Total | $32,318,000 | 40 |
| Asset backed securities | $6,700,000 | 135 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $27,907,000 | 224 |
| 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 | $6,006,000 | 4,144 |
| Mortgage-backed securities | $162,820,000 | 507 |
| Certificates of participation in pools of residential mortgages | $33,967,000 | 1,272 |
| Issued or guaranteed by U.S. | $33,967,000 | 1,271 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $96,535,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $90,649,000 | 342 |
| Privately issued | $5,886,000 | 306 |
| Commercial mortgage-backed securities | $32,318,000 | 91 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $32,318,000 | 61 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $260,786,000 | 537 |
| Total debt securities | $260,786,000 | 588 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $266,996,000 | 600 |
| U.S. Government securities | $141,087,000 | 797 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $141,087,000 | 766 |
| Securities issued by states & political subdivisions | $62,544,000 | 443 |
| Other domestic debt securities | $63,365,000 | 200 |
| Privately issued residential mortgage-backed securities | $8,976,000 | 265 |
| Commercial mortgage-backed securities - Total | $23,136,000 | 45 |
| Asset backed securities | $3,093,000 | 156 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $28,160,000 | 219 |
| 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 | $4,337,000 | 4,552 |
| Mortgage-backed securities | $169,080,000 | 501 |
| Certificates of participation in pools of residential mortgages | $40,654,000 | 1,097 |
| Issued or guaranteed by U.S. | $40,654,000 | 1,097 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $105,290,000 | 351 |
| CMOs issued by government agencies or sponsored agencies | $96,314,000 | 340 |
| Privately issued | $8,976,000 | 258 |
| Commercial mortgage-backed securities | $23,136,000 | 102 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $23,136,000 | 62 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $266,996,000 | 535 |
| Total debt securities | $266,996,000 | 592 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $236,982,000 | 635 |
| U.S. Government securities | $121,651,000 | 859 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $121,651,000 | 832 |
| Securities issued by states & political subdivisions | $51,923,000 | 559 |
| Other domestic debt securities | $63,408,000 | 207 |
| Privately issued residential mortgage-backed securities | $12,888,000 | 270 |
| Commercial mortgage-backed securities - Total | $21,644,000 | 38 |
| Asset backed securities | $2,020,000 | 126 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $26,856,000 | 212 |
| 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 | $5,212,000 | 4,133 |
| Mortgage-backed securities | $151,857,000 | 523 |
| Certificates of participation in pools of residential mortgages | $27,911,000 | 1,401 |
| Issued or guaranteed by U.S. | $27,911,000 | 1,399 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $102,302,000 | 350 |
| CMOs issued by government agencies or sponsored agencies | $89,414,000 | 336 |
| Privately issued | $12,888,000 | 261 |
| Commercial mortgage-backed securities | $21,644,000 | 84 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $21,644,000 | 56 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $236,982,000 | 563 |
| Total debt securities | $236,982,000 | 627 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $248,854,000 | 602 |
| U.S. Government securities | $144,290,000 | 731 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $144,290,000 | 708 |
| Securities issued by states & political subdivisions | $47,954,000 | 590 |
| Other domestic debt securities | $56,610,000 | 234 |
| Privately issued residential mortgage-backed securities | $13,111,000 | 279 |
| Commercial mortgage-backed securities - Total | $18,315,000 | 34 |
| Asset backed securities | $2,124,000 | 120 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $23,060,000 | 223 |
| 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 | $6,765,000 | 3,758 |
| Mortgage-backed securities | $171,315,000 | 461 |
| Certificates of participation in pools of residential mortgages | $26,803,000 | 1,381 |
| Issued or guaranteed by U.S. | $26,803,000 | 1,376 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $126,197,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $113,086,000 | 278 |
| Privately issued | $13,111,000 | 267 |
| Commercial mortgage-backed securities | $18,315,000 | 76 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $18,315,000 | 52 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $248,854,000 | 535 |
| Total debt securities | $248,854,000 | 592 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $218,430,000 | 674 |
| U.S. Government securities | $127,928,000 | 814 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $127,928,000 | 785 |
| Securities issued by states & political subdivisions | $48,680,000 | 543 |
| Other domestic debt securities | $41,822,000 | 271 |
| Privately issued residential mortgage-backed securities | $13,655,000 | 284 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $2,090,000 | 108 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $26,077,000 | 193 |
| 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 | $8,323,000 | 3,510 |
| Mortgage-backed securities | $133,233,000 | 564 |
| Certificates of participation in pools of residential mortgages | $4,768,000 | 3,587 |
| Issued or guaranteed by U.S. | $4,768,000 | 3,575 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $128,465,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $114,810,000 | 266 |
| Privately issued | $13,655,000 | 275 |
| 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) | $218,430,000 | 599 |
| Total debt securities | $218,430,000 | 661 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $203,210,000 | 722 |
| U.S. Government securities | $152,958,000 | 702 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $152,958,000 | 669 |
| Securities issued by states & political subdivisions | $45,298,000 | 574 |
| Other domestic debt securities | $4,954,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $4,954,000 | 479 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,144,000 | 3,180 |
| Mortgage-backed securities | $151,732,000 | 479 |
| Certificates of participation in pools of residential mortgages | $17,886,000 | 1,788 |
| Issued or guaranteed by U.S. | $17,886,000 | 1,785 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $133,846,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $128,892,000 | 235 |
| Privately issued | $4,954,000 | 463 |
| 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) | $203,210,000 | 635 |
| Total debt securities | $203,210,000 | 710 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $223,857,000 | 625 |
| U.S. Government securities | $167,053,000 | 606 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $167,053,000 | 582 |
| Securities issued by states & political subdivisions | $47,745,000 | 510 |
| Other domestic debt securities | $9,059,000 | 809 |
| Privately issued residential mortgage-backed securities | $9,059,000 | 394 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,938,000 | 3,182 |
| Mortgage-backed securities | $169,677,000 | 422 |
| Certificates of participation in pools of residential mortgages | $10,597,000 | 2,380 |
| Issued or guaranteed by U.S. | $10,597,000 | 2,376 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $159,080,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $150,021,000 | 206 |
| Privately issued | $9,059,000 | 378 |
| 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) | $223,857,000 | 555 |
| Total debt securities | $223,857,000 | 616 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $202,109,000 | 673 |
| U.S. Government securities | $153,082,000 | 637 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $153,082,000 | 609 |
| Securities issued by states & political subdivisions | $34,719,000 | 760 |
| Other domestic debt securities | $14,308,000 | 610 |
| Privately issued residential mortgage-backed securities | $14,308,000 | 333 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,068,000 | 3,207 |
| Mortgage-backed securities | $167,291,000 | 410 |
| Certificates of participation in pools of residential mortgages | $5,391,000 | 3,228 |
| Issued or guaranteed by U.S. | $5,391,000 | 3,221 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $161,900,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $147,592,000 | 204 |
| Privately issued | $14,308,000 | 319 |
| 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) | $202,109,000 | 593 |
| Total debt securities | $202,109,000 | 659 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $192,795,000 | 701 |
| U.S. Government securities | $147,065,000 | 651 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $147,065,000 | 622 |
| Securities issued by states & political subdivisions | $27,996,000 | 902 |
| Other domestic debt securities | $17,734,000 | 529 |
| Privately issued residential mortgage-backed securities | $17,734,000 | 305 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,480,000 | 3,707 |
| Mortgage-backed securities | $164,699,000 | 407 |
| Certificates of participation in pools of residential mortgages | $2,957,000 | 3,936 |
| Issued or guaranteed by U.S. | $2,957,000 | 3,928 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $161,742,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $144,008,000 | 202 |
| Privately issued | $17,734,000 | 292 |
| 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) | $192,795,000 | 605 |
| Total debt securities | $192,795,000 | 690 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $128,279,000 | 1,027 |
| U.S. Government securities | $85,778,000 | 1,090 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $85,778,000 | 1,051 |
| Securities issued by states & political subdivisions | $22,956,000 | 1,084 |
| Other domestic debt securities | $19,545,000 | 512 |
| Privately issued residential mortgage-backed securities | $19,545,000 | 301 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,483,000 | 3,782 |
| Mortgage-backed securities | $105,221,000 | 632 |
| Certificates of participation in pools of residential mortgages | $3,914,000 | 3,753 |
| Issued or guaranteed by U.S. | $3,914,000 | 3,747 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $101,307,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $81,762,000 | 301 |
| Privately issued | $19,545,000 | 289 |
| 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) | $128,279,000 | 899 |
| Total debt securities | $128,279,000 | 1,013 |
| 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 | $121,071,000 | 1,072 |
| U.S. Government securities | $78,054,000 | 1,164 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $78,054,000 | 1,120 |
| Securities issued by states & political subdivisions | $22,865,000 | 1,082 |
| Other domestic debt securities | $20,152,000 | 525 |
| Privately issued residential mortgage-backed securities | $20,152,000 | 318 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,474,000 | 3,807 |
| Mortgage-backed securities | $98,102,000 | 671 |
| Certificates of participation in pools of residential mortgages | $3,432,000 | 3,991 |
| Issued or guaranteed by U.S. | $3,432,000 | 3,983 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $94,670,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $74,518,000 | 307 |
| Privately issued | $20,152,000 | 308 |
| 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) | $121,071,000 | 929 |
| Total debt securities | $121,071,000 | 1,054 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $102,762,000 | 1,247 |
| U.S. Government securities | $58,788,000 | 1,502 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $58,788,000 | 1,449 |
| Securities issued by states & political subdivisions | $23,185,000 | 1,059 |
| Other domestic debt securities | $20,789,000 | 556 |
| Privately issued residential mortgage-backed securities | $20,789,000 | 338 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,484,000 | 2,178 |
| Mortgage-backed securities | $79,471,000 | 799 |
| Certificates of participation in pools of residential mortgages | $3,701,000 | 3,981 |
| Issued or guaranteed by U.S. | $3,701,000 | 3,971 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $75,770,000 | 382 |
| CMOs issued by government agencies or sponsored agencies | $54,981,000 | 360 |
| Privately issued | $20,789,000 | 326 |
| 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) | $102,762,000 | 1,089 |
| Total debt securities | $102,762,000 | 1,225 |
| 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 | $75,617,000 | 1,646 |
| U.S. Government securities | $41,641,000 | 1,983 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $41,641,000 | 1,938 |
| Securities issued by states & political subdivisions | $21,187,000 | 1,121 |
| Other domestic debt securities | $12,789,000 | 783 |
| Privately issued residential mortgage-backed securities | $12,789,000 | 455 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,022,000 | 2,141 |
| Mortgage-backed securities | $54,287,000 | 1,130 |
| Certificates of participation in pools of residential mortgages | $10,623,000 | 2,624 |
| Issued or guaranteed by U.S. | $10,623,000 | 2,614 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $43,664,000 | 543 |
| CMOs issued by government agencies or sponsored agencies | $30,875,000 | 514 |
| Privately issued | $12,789,000 | 437 |
| 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) | $75,617,000 | 1,428 |
| Total debt securities | $75,617,000 | 1,616 |
| 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 | $62,492,000 | 1,928 |
| U.S. Government securities | $30,164,000 | 2,665 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $30,164,000 | 2,607 |
| Securities issued by states & political subdivisions | $17,281,000 | 1,338 |
| Other domestic debt securities | $15,047,000 | 675 |
| Privately issued residential mortgage-backed securities | $15,047,000 | 421 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,852,000 | 1,078 |
| Mortgage-backed securities | $45,065,000 | 1,328 |
| Certificates of participation in pools of residential mortgages | $9,902,000 | 2,782 |
| Issued or guaranteed by U.S. | $9,902,000 | 2,766 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $35,163,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $20,116,000 | 688 |
| Privately issued | $15,047,000 | 403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $62,492,000 | 1,689 |
| Total debt securities | $62,492,000 | 1,907 |
| 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 | $50,654,000 | 2,287 |
| U.S. Government securities | $16,717,000 | 3,993 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,717,000 | 3,920 |
| Securities issued by states & political subdivisions | $17,102,000 | 1,327 |
| Other domestic debt securities | $16,835,000 | 605 |
| Privately issued residential mortgage-backed securities | $16,835,000 | 380 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,478,000 | 1,236 |
| Mortgage-backed securities | $33,404,000 | 1,614 |
| Certificates of participation in pools of residential mortgages | $8,463,000 | 2,974 |
| Issued or guaranteed by U.S. | $8,463,000 | 2,961 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $24,941,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $8,106,000 | 1,163 |
| Privately issued | $16,835,000 | 364 |
| 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) | $50,654,000 | 2,011 |
| Total debt securities | $50,654,000 | 2,261 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $52,525,000 | 2,156 |
| U.S. Government securities | $17,998,000 | 3,756 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $17,998,000 | 3,680 |
| Securities issued by states & political subdivisions | $16,643,000 | 1,335 |
| Other domestic debt securities | $17,884,000 | 575 |
| Privately issued residential mortgage-backed securities | $17,884,000 | 374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,973,000 | 1,092 |
| Mortgage-backed securities | $35,733,000 | 1,464 |
| Certificates of participation in pools of residential mortgages | $8,987,000 | 2,804 |
| Issued or guaranteed by U.S. | $8,987,000 | 2,790 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $26,746,000 | 683 |
| CMOs issued by government agencies or sponsored agencies | $8,862,000 | 1,058 |
| Privately issued | $17,884,000 | 358 |
| 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) | $52,525,000 | 1,894 |
| Total debt securities | $52,525,000 | 2,130 |
| 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 | $56,955,000 | 2,069 |
| U.S. Government securities | $20,667,000 | 3,465 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $20,667,000 | 3,403 |
| Securities issued by states & political subdivisions | $17,007,000 | 1,313 |
| Other domestic debt securities | $19,281,000 | 572 |
| Privately issued residential mortgage-backed securities | $19,281,000 | 364 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,225,000 | 993 |
| Mortgage-backed securities | $38,777,000 | 1,357 |
| Certificates of participation in pools of residential mortgages | $9,733,000 | 2,684 |
| Issued or guaranteed by U.S. | $9,733,000 | 2,666 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $29,044,000 | 643 |
| CMOs issued by government agencies or sponsored agencies | $9,763,000 | 998 |
| Privately issued | $19,281,000 | 342 |
| 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) | $56,955,000 | 1,823 |
| Total debt securities | $56,955,000 | 2,033 |
| 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 | $54,721,000 | 2,129 |
| U.S. Government securities | $23,658,000 | 3,132 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $23,658,000 | 3,078 |
| Securities issued by states & political subdivisions | $17,212,000 | 1,307 |
| Other domestic debt securities | $13,851,000 | 707 |
| Privately issued residential mortgage-backed securities | $13,851,000 | 425 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,057,000 | 1,216 |
| Mortgage-backed securities | $34,794,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | $11,007,000 | 2,417 |
| Issued or guaranteed by U.S. | $11,007,000 | 2,403 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $23,787,000 | 708 |
| CMOs issued by government agencies or sponsored agencies | $9,936,000 | 983 |
| Privately issued | $13,851,000 | 400 |
| 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) | $54,721,000 | 1,869 |
| Total debt securities | $54,721,000 | 2,080 |
| 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 | $47,447,000 | 2,399 |
| U.S. Government securities | $25,906,000 | 2,985 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $25,906,000 | 2,929 |
| Securities issued by states & political subdivisions | $17,110,000 | 1,295 |
| Other domestic debt securities | $4,431,000 | 1,197 |
| Privately issued residential mortgage-backed securities | $4,431,000 | 651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,503,000 | 1,468 |
| Mortgage-backed securities | $26,657,000 | 1,563 |
| Certificates of participation in pools of residential mortgages | $11,608,000 | 2,099 |
| Issued or guaranteed by U.S. | $11,608,000 | 2,087 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,049,000 | 882 |
| CMOs issued by government agencies or sponsored agencies | $10,618,000 | 889 |
| Privately issued | $4,431,000 | 612 |
| 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) | $47,447,000 | 2,092 |
| Total debt securities | $47,447,000 | 2,356 |
| 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 | $34,845,000 | 3,080 |
| U.S. Government securities | $18,172,000 | 3,880 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,172,000 | 3,797 |
| Securities issued by states & political subdivisions | $16,673,000 | 1,291 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,965,000 | 2,097 |
| Mortgage-backed securities | $17,991,000 | 1,942 |
| Certificates of participation in pools of residential mortgages | $7,470,000 | 2,512 |
| Issued or guaranteed by U.S. | $7,470,000 | 2,499 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $10,521,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $10,521,000 | 856 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $34,845,000 | 2,693 |
| Total debt securities | $34,845,000 | 3,038 |
| 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 | $36,009,000 | 2,998 |
| U.S. Government securities | $19,673,000 | 3,686 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,673,000 | 3,596 |
| Securities issued by states & political subdivisions | $16,336,000 | 1,288 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,468,000 | 1,991 |
| Mortgage-backed securities | $19,483,000 | 1,793 |
| Certificates of participation in pools of residential mortgages | $8,547,000 | 2,275 |
| Issued or guaranteed by U.S. | $8,547,000 | 2,262 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,936,000 | 1,006 |
| CMOs issued by government agencies or sponsored agencies | $10,936,000 | 801 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $36,009,000 | 2,625 |
| Total debt securities | $36,009,000 | 2,954 |
| 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 | $37,611,000 | 2,925 |
| U.S. Government securities | $20,937,000 | 3,551 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $20,937,000 | 3,462 |
| Securities issued by states & political subdivisions | $16,674,000 | 1,236 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,450,000 | 1,928 |
| Mortgage-backed securities | $20,742,000 | 1,700 |
| Certificates of participation in pools of residential mortgages | $9,268,000 | 2,169 |
| Issued or guaranteed by U.S. | $9,268,000 | 2,160 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $11,474,000 | 970 |
| CMOs issued by government agencies or sponsored agencies | $11,474,000 | 768 |
| 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) | $37,611,000 | 2,544 |
| Total debt securities | $37,611,000 | 2,881 |
| 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 | $38,436,000 | 2,905 |
| U.S. Government securities | $21,795,000 | 3,506 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $21,795,000 | 3,405 |
| Securities issued by states & political subdivisions | $16,641,000 | 1,238 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,645,000 | 2,072 |
| Mortgage-backed securities | $21,594,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $9,777,000 | 2,105 |
| Issued or guaranteed by U.S. | $9,777,000 | 2,095 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $11,817,000 | 951 |
| CMOs issued by government agencies or sponsored agencies | $11,817,000 | 771 |
| 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) | $38,436,000 | 2,518 |
| Total debt securities | $38,428,000 | 2,864 |
| 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 | $40,285,000 | 2,804 |
| U.S. Government securities | $23,543,000 | 3,322 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $23,543,000 | 3,227 |
| Securities issued by states & political subdivisions | $16,742,000 | 1,205 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,971,000 | 1,957 |
| Mortgage-backed securities | $22,793,000 | 1,601 |
| Certificates of participation in pools of residential mortgages | $10,276,000 | 2,069 |
| Issued or guaranteed by U.S. | $10,276,000 | 2,057 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $12,517,000 | 913 |
| CMOs issued by government agencies or sponsored agencies | $12,517,000 | 733 |
| 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) | $40,285,000 | 2,409 |
| Total debt securities | $40,285,000 | 2,768 |
| 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 | $41,401,000 | 2,735 |
| U.S. Government securities | $25,142,000 | 3,174 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $25,142,000 | 3,076 |
| Securities issued by states & political subdivisions | $16,259,000 | 1,225 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,996,000 | 1,861 |
| Mortgage-backed securities | $24,373,000 | 1,541 |
| Certificates of participation in pools of residential mortgages | $11,044,000 | 1,979 |
| Issued or guaranteed by U.S. | $11,044,000 | 1,969 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,329,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $13,329,000 | 709 |
| 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) | $41,401,000 | 2,347 |
| Total debt securities | $41,401,000 | 2,699 |
| 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 | $43,839,000 | 2,645 |
| U.S. Government securities | $27,227,000 | 3,022 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $27,227,000 | 2,929 |
| Securities issued by states & political subdivisions | $16,612,000 | 1,213 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,395,000 | 1,777 |
| Mortgage-backed securities | $26,418,000 | 1,489 |
| Certificates of participation in pools of residential mortgages | $11,911,000 | 1,928 |
| Issued or guaranteed by U.S. | $11,911,000 | 1,917 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,507,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $14,507,000 | 677 |
| 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) | $43,839,000 | 2,271 |
| Total debt securities | $43,839,000 | 2,600 |
| 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 | $44,393,000 | 2,628 |
| U.S. Government securities | $29,096,000 | 2,864 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $29,096,000 | 2,768 |
| Securities issued by states & political subdivisions | $15,297,000 | 1,323 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,366,000 | 1,757 |
| Mortgage-backed securities | $28,290,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $12,648,000 | 1,876 |
| Issued or guaranteed by U.S. | $12,648,000 | 1,865 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $15,642,000 | 795 |
| CMOs issued by government agencies or sponsored agencies | $15,642,000 | 641 |
| 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) | $44,393,000 | 2,263 |
| Total debt securities | $44,393,000 | 2,576 |
| 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 | $46,453,000 | 2,504 |
| U.S. Government securities | $32,249,000 | 2,591 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $32,249,000 | 2,506 |
| Securities issued by states & political subdivisions | $14,204,000 | 1,416 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,888,000 | 1,579 |
| Mortgage-backed securities | $30,945,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $13,792,000 | 1,788 |
| Issued or guaranteed by U.S. | $13,792,000 | 1,776 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $17,153,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $17,153,000 | 610 |
| 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) | $46,453,000 | 2,132 |
| Total debt securities | $46,453,000 | 2,456 |
| 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 | $49,951,000 | 2,366 |
| U.S. Government securities | $36,728,000 | 2,373 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $36,728,000 | 2,292 |
| Securities issued by states & political subdivisions | $13,223,000 | 1,501 |
| 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 | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,434,000 | 1,421 |
| Mortgage-backed securities | $34,917,000 | 1,275 |
| Certificates of participation in pools of residential mortgages | $15,656,000 | 1,697 |
| Issued or guaranteed by U.S. | $15,656,000 | 1,684 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $19,261,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $19,261,000 | 589 |
| 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) | $49,951,000 | 1,988 |
| Total debt securities | $49,951,000 | 2,316 |
| 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 | $53,088,000 | 2,283 |
| U.S. Government securities | $40,221,000 | 2,212 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $40,221,000 | 2,133 |
| Securities issued by states & political subdivisions | $12,867,000 | 1,526 |
| Other domestic debt securities | $0 | 3,519 |
| 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 | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,501,000 | 1,423 |
| Mortgage-backed securities | $38,410,000 | 1,236 |
| Certificates of participation in pools of residential mortgages | $16,786,000 | 1,670 |
| Issued or guaranteed by U.S. | $16,786,000 | 1,658 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $21,624,000 | 683 |
| CMOs issued by government agencies or sponsored agencies | $21,624,000 | 564 |
| 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) | $53,088,000 | 1,909 |
| Total debt securities | $53,088,000 | 2,233 |
| 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 | $57,386,000 | 2,151 |
| U.S. Government securities | $44,408,000 | 2,058 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $44,408,000 | 1,975 |
| Securities issued by states & political subdivisions | $12,978,000 | 1,525 |
| 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 | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,672,000 | 1,300 |
| Mortgage-backed securities | $42,565,000 | 1,165 |
| Certificates of participation in pools of residential mortgages | $18,494,000 | 1,566 |
| Issued or guaranteed by U.S. | $18,494,000 | 1,555 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $24,071,000 | 651 |
| CMOs issued by government agencies or sponsored agencies | $24,071,000 | 538 |
| 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) | $57,386,000 | 1,813 |
| Total debt securities | $57,386,000 | 2,095 |
| 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 | $59,837,000 | 2,054 |
| U.S. Government securities | $48,372,000 | 1,872 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $48,372,000 | 1,810 |
| Securities issued by states & political subdivisions | $11,465,000 | 1,706 |
| 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 | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,912,000 | 1,177 |
| Mortgage-backed securities | $46,505,000 | 1,090 |
| Certificates of participation in pools of residential mortgages | $19,957,000 | 1,487 |
| Issued or guaranteed by U.S. | $19,957,000 | 1,476 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $26,548,000 | 616 |
| CMOs issued by government agencies or sponsored agencies | $26,548,000 | 506 |
| 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) | $59,837,000 | 1,725 |
| Total debt securities | $59,837,000 | 2,003 |
| 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 | $63,087,000 | 1,981 |
| U.S. Government securities | $51,905,000 | 1,781 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $51,905,000 | 1,721 |
| Securities issued by states & political subdivisions | $11,182,000 | 1,733 |
| 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 | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,701,000 | 1,172 |
| Mortgage-backed securities | $49,987,000 | 1,037 |
| Certificates of participation in pools of residential mortgages | $22,200,000 | 1,410 |
| Issued or guaranteed by U.S. | $22,200,000 | 1,399 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $27,787,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $27,787,000 | 505 |
| 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) | $63,087,000 | 1,674 |
| Total debt securities | $63,087,000 | 1,928 |
| 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 | $44,988,000 | 2,671 |
| U.S. Government securities | $33,678,000 | 2,577 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $33,678,000 | 2,497 |
| Securities issued by states & political subdivisions | $11,310,000 | 1,741 |
| 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 | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,045,000 | 1,099 |
| Mortgage-backed securities | $33,224,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $18,103,000 | 1,653 |
| Issued or guaranteed by U.S. | $18,103,000 | 1,642 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $15,121,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $15,121,000 | 776 |
| 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) | $44,988,000 | 2,294 |
| Total debt securities | $44,988,000 | 2,613 |
| 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 | $46,899,000 | 2,618 |
| U.S. Government securities | $36,303,000 | 2,502 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $36,303,000 | 2,418 |
| Securities issued by states & political subdivisions | $10,596,000 | 1,863 |
| 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 | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,509,000 | 1,028 |
| Mortgage-backed securities | $35,833,000 | 1,373 |
| Certificates of participation in pools of residential mortgages | $19,848,000 | 1,556 |
| Issued or guaranteed by U.S. | $19,848,000 | 1,545 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $15,985,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $15,985,000 | 804 |
| 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) | $46,899,000 | 2,247 |
| Total debt securities | $46,899,000 | 2,560 |
| 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 | $39,392,000 | 2,972 |
| U.S. Government securities | $29,061,000 | 2,893 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $29,061,000 | 2,786 |
| Securities issued by states & political subdivisions | $10,331,000 | 1,901 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,986,000 | 1,162 |
| Mortgage-backed securities | $28,536,000 | 1,575 |
| Certificates of participation in pools of residential mortgages | $22,706,000 | 1,403 |
| Issued or guaranteed by U.S. | $22,706,000 | 1,397 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,830,000 | 1,505 |
| CMOs issued by government agencies or sponsored agencies | $5,830,000 | 1,397 |
| 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) | $39,392,000 | 2,555 |
| Total debt securities | $39,392,000 | 2,897 |
| 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 | $48,588,000 | 2,454 |
| U.S. Government securities | $38,098,000 | 2,257 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $38,098,000 | 2,173 |
| Securities issued by states & political subdivisions | $10,490,000 | 1,838 |
| Other domestic debt securities | $0 | 4,051 |
| 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 | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,197,000 | 956 |
| Mortgage-backed securities | $37,522,000 | 1,312 |
| Certificates of participation in pools of residential mortgages | $30,275,000 | 1,119 |
| Issued or guaranteed by U.S. | $30,275,000 | 1,115 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,247,000 | 1,464 |
| CMOs issued by government agencies or sponsored agencies | $7,247,000 | 1,359 |
| 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) | $48,588,000 | 2,089 |
| Total debt securities | $48,588,000 | 2,387 |
| 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 | $59,145,000 | 2,044 |
| U.S. Government securities | $49,762,000 | 1,777 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $49,762,000 | 1,708 |
| Securities issued by states & political subdivisions | $9,383,000 | 1,927 |
| Other domestic debt securities | $0 | 4,116 |
| 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 | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,646,000 | 923 |
| Mortgage-backed securities | $49,181,000 | 1,054 |
| Certificates of participation in pools of residential mortgages | $35,636,000 | 971 |
| Issued or guaranteed by U.S. | $35,636,000 | 966 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $13,545,000 | 1,061 |
| CMOs issued by government agencies or sponsored agencies | $13,545,000 | 976 |
| 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) | $59,145,000 | 1,729 |
| Total debt securities | $59,145,000 | 1,972 |
| 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 | $65,388,000 | 1,842 |
| U.S. Government securities | $56,053,000 | 1,559 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $56,053,000 | 1,499 |
| Securities issued by states & political subdivisions | $9,335,000 | 1,925 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,343,000 | 869 |
| Mortgage-backed securities | $55,254,000 | 937 |
| Certificates of participation in pools of residential mortgages | $48,685,000 | 732 |
| Issued or guaranteed by U.S. | $48,685,000 | 725 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,569,000 | 1,604 |
| CMOs issued by government agencies or sponsored agencies | $6,569,000 | 1,507 |
| 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) | $65,388,000 | 1,555 |
| Total debt securities | $65,388,000 | 1,777 |
| 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 | $22,020,000 | 4,231 |
| U.S. Government securities | $16,323,000 | 4,129 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,323,000 | 3,935 |
| Securities issued by states & political subdivisions | $5,697,000 | 2,628 |
| Other domestic debt securities | $0 | 4,224 |
| 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 | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,110,000 | 3,643 |
| Mortgage-backed securities | $15,379,000 | 2,211 |
| Certificates of participation in pools of residential mortgages | $5,859,000 | 2,919 |
| Issued or guaranteed by U.S. | $5,859,000 | 2,902 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $9,520,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $9,520,000 | 1,240 |
| 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) | $22,020,000 | 3,588 |
| Total debt securities | $22,020,000 | 4,144 |
| 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 | $16,594,000 | 5,243 |
| U.S. Government securities | $10,041,000 | 5,833 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,041,000 | 5,510 |
| Securities issued by states & political subdivisions | $6,163,000 | 2,425 |
| 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 | $0 | 313 |
| Equity securities | $390,000 | 4,376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,686,000 | 3,041 |
| Mortgage-backed securities | $7,725,000 | 2,703 |
| Certificates of participation in pools of residential mortgages | $3,323,000 | 3,232 |
| Issued or guaranteed by U.S. | $3,323,000 | 3,217 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,402,000 | 1,605 |
| CMOs issued by government agencies or sponsored agencies | $4,402,000 | 1,484 |
| 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) | $16,594,000 | 4,307 |
| Total debt securities | $16,204,000 | 5,203 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $19,059,000 | 5,005 |
| U.S. Government securities | $12,392,000 | 5,409 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $12,392,000 | 4,914 |
| Securities issued by states & political subdivisions | $6,268,000 | 2,511 |
| 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 | $0 | 343 |
| Equity securities | $399,000 | 4,211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,115,000 | 4,574 |
| Mortgage-backed securities | $8,888,000 | 2,703 |
| Certificates of participation in pools of residential mortgages | $3,584,000 | 3,297 |
| Issued or guaranteed by U.S. | $3,584,000 | 3,283 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,304,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $5,304,000 | 1,446 |
| 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) | $19,059,000 | 4,038 |
| Total debt securities | $18,660,000 | 4,965 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $28,578,000 | 3,788 |
| U.S. Government securities | $14,343,000 | 4,912 |
| U.S. Treasury securities | $99,000 | 6,794 |
| U.S. Government agency obligations | $14,244,000 | 4,261 |
| Securities issued by states & political subdivisions | $6,255,000 | 2,524 |
| Other domestic debt securities | $7,976,000 | 886 |
| 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 | $7,976,000 | 693 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,000 | 8,032 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $525,000 | 7,652 |
| Mortgage-backed securities | $11,337,000 | 2,498 |
| Certificates of participation in pools of residential mortgages | $1,310,000 | 4,941 |
| Issued or guaranteed by U.S. | $1,310,000 | 4,924 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $10,027,000 | 1,180 |
| CMOs issued by government agencies or sponsored agencies | $10,027,000 | 1,087 |
| 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) | $15,758,000 | 1,681 |
| Available-for-sale securities (fair market value) | $12,820,000 | 5,073 |
| Total debt securities | $28,574,000 | 3,679 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $19,894,000 | 4,927 |
| U.S. Government securities | $16,432,000 | 4,733 |
| U.S. Treasury securities | $1,093,000 | 6,193 |
| U.S. Government agency obligations | $15,339,000 | 3,957 |
| Securities issued by states & political subdivisions | $3,460,000 | 3,512 |
| 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 | NA | NA |
| Equity securities | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,754,000 | 4,624 |
| Mortgage-backed securities | $9,796,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $2,710,000 | 3,926 |
| Issued or guaranteed by U.S. | $2,710,000 | 3,910 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $7,086,000 | 1,416 |
| CMOs issued by government agencies or sponsored agencies | $7,086,000 | 1,348 |
| 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) | $11,590,000 | 2,531 |
| Available-for-sale securities (fair market value) | $8,304,000 | 6,255 |
| Total debt securities | $19,892,000 | 4,817 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $988,000 | 1,388 |
| 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 | $16,398,000 | 6,062 |
| U.S. Government securities | $13,692,000 | 5,831 |
| U.S. Treasury securities | $1,081,000 | 7,037 |
| U.S. Government agency obligations | $12,611,000 | 4,762 |
| Securities issued by states & political subdivisions | $2,704,000 | 4,176 |
| 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 | NA | NA |
| Equity securities | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,804,000 | 2,985 |
| Mortgage-backed securities | $5,077,000 | 4,212 |
| Certificates of participation in pools of residential mortgages | $254,000 | 7,310 |
| Issued or guaranteed by U.S. | $254,000 | 7,292 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $4,823,000 | 2,000 |
| CMOs issued by government agencies or sponsored agencies | $4,823,000 | 1,901 |
| 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) | $11,081,000 | 2,944 |
| Available-for-sale securities (fair market value) | $5,317,000 | 7,624 |
| Total debt securities | $16,396,000 | 5,948 |
| Structured notes | ||
| Amortized cost | $4,750,000 | 423 |
| Fair value | $4,582,000 | 423 |
| 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 | $17,542,000 | 6,098 |
| U.S. Government securities | $15,012,000 | 5,709 |
| U.S. Treasury securities | $1,088,000 | 8,292 |
| U.S. Government agency obligations | $13,924,000 | 4,417 |
| Securities issued by states & political subdivisions | $2,528,000 | 4,357 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,767,000 | 4,830 |
| Mortgage-backed securities | $5,264,000 | 4,397 |
| Certificates of participation in pools of residential mortgages | $431,000 | 7,170 |
| Issued or guaranteed by U.S. | $431,000 | 7,135 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,833,000 | 2,226 |
| CMOs issued by government agencies or sponsored agencies | $4,833,000 | 2,100 |
| 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) | $12,314,000 | 2,929 |
| Available-for-sale securities (fair market value) | $5,228,000 | 7,913 |
| Total debt securities | $17,540,000 | 5,962 |
| Structured notes | ||
| Amortized cost | $6,399,000 | 511 |
| Fair value | $6,710,000 | 477 |
| 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 | $24,954,000 | 4,983 |
| U.S. Government securities | $23,174,000 | 4,389 |
| U.S. Treasury securities | $5,953,000 | 4,970 |
| U.S. Government agency obligations | $17,221,000 | 3,614 |
| Securities issued by states & political subdivisions | $1,664,000 | 5,625 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| 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 | NA | NA |
| Equity securities | $116,000 | 5,747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,195,000 | 3,444 |
| Mortgage-backed securities | $5,265,000 | 4,603 |
| Certificates of participation in pools of residential mortgages | $527,000 | 7,316 |
| Issued or guaranteed by U.S. | $527,000 | 7,289 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,738,000 | 2,385 |
| CMOs issued by government agencies or sponsored agencies | $4,738,000 | 2,256 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,045,000 | 3,597 |
| Available-for-sale securities (fair market value) | $5,909,000 | 6,405 |
| Total debt securities | $24,838,000 | 4,913 |
| 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 | $13,349,000 | 7,916 |
| U.S. Government securities | $12,248,000 | 7,128 |
| U.S. Treasury securities | $1,101,000 | 9,692 |
| U.S. Government agency obligations | $11,147,000 | 5,170 |
| Securities issued by states & political subdivisions | $989,000 | 6,835 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| 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 | NA | NA |
| Equity securities | $112,000 | 5,484 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,693,000 | 5,445 |
| Mortgage-backed securities | $5,102,000 | 5,202 |
| Certificates of participation in pools of residential mortgages | $690,000 | 7,649 |
| Issued or guaranteed by U.S. | $690,000 | 7,600 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,412,000 | 2,827 |
| CMOs issued by government agencies or sponsored agencies | $4,412,000 | 2,666 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,237,000 | 7,796 |
| 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 | $12,055,000 | 8,374 |
| U.S. Government securities | $11,054,000 | 7,596 |
| U.S. Treasury securities | $2,221,000 | 8,442 |
| U.S. Government agency obligations | $8,833,000 | 5,987 |
| Securities issued by states & political subdivisions | $926,000 | 6,727 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $75,000 | 5,639 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,849,000 | 7,356 |
| Mortgage-backed securities | $3,911,000 | 6,105 |
| Certificates of participation in pools of residential mortgages | $807,000 | 7,889 |
| Issued or guaranteed by U.S. | $807,000 | 7,828 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,104,000 | 3,368 |
| CMOs issued by government agencies or sponsored agencies | $3,104,000 | 3,077 |
| Privately issued | $0 | 3,547 |
| 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 | $11,980,000 | 8,272 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,458,000 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |