Home > Imperial Capital Bank > Securities
Imperial Capital Bank, Securities
| 2009-09-30 | Rank | |
| Total securities | $1,044,587,000 | 152 |
| U.S. Government securities | $318,236,000 | 291 |
| U.S. Treasury securities | $59,946,000 | 74 |
| U.S. Government agency obligations | $258,290,000 | 335 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $725,653,000 | 59 |
| Privately issued residential mortgage-backed securities | $719,187,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $556,000 | 273 |
| Other domestic debt securities - All other | $5,910,000 | 570 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $698,000 | 823 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $792,591,000 | 101 |
| Mortgage-backed securities | $977,477,000 | 111 |
| Certificates of participation in pools of residential mortgages | $97,092,000 | 450 |
| Issued or guaranteed by U.S. | $97,092,000 | 447 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $880,385,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $161,198,000 | 162 |
| Privately issued | $719,187,000 | 28 |
| 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) | $806,490,000 | 37 |
| Available-for-sale securities (fair market value) | $238,097,000 | 475 |
| Total debt securities | $1,043,890,000 | 150 |
| 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 | $1,155,379,000 | 140 |
| U.S. Government securities | $396,615,000 | 232 |
| U.S. Treasury securities | $119,808,000 | 45 |
| U.S. Government agency obligations | $276,807,000 | 315 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $758,261,000 | 59 |
| Privately issued residential mortgage-backed securities | $752,484,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $5,777,000 | 590 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $503,000 | 955 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $735,465,000 | 109 |
| Mortgage-backed securities | $1,029,291,000 | 109 |
| Certificates of participation in pools of residential mortgages | $106,434,000 | 429 |
| Issued or guaranteed by U.S. | $106,434,000 | 425 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $922,857,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $170,373,000 | 142 |
| Privately issued | $752,484,000 | 30 |
| 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) | $850,783,000 | 29 |
| Available-for-sale securities (fair market value) | $304,596,000 | 373 |
| Total debt securities | $1,154,876,000 | 140 |
| 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 | $1,579,184,000 | 118 |
| U.S. Government securities | $587,427,000 | 188 |
| U.S. Treasury securities | $279,514,000 | 19 |
| U.S. Government agency obligations | $307,913,000 | 298 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $801,369,000 | 52 |
| Privately issued residential mortgage-backed securities | $796,909,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,460,000 | 712 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $190,388,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $903,344,000 | 96 |
| Mortgage-backed securities | $1,089,772,000 | 104 |
| Certificates of participation in pools of residential mortgages | $120,994,000 | 408 |
| Issued or guaranteed by U.S. | $120,994,000 | 403 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $968,778,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $171,869,000 | 139 |
| Privately issued | $796,909,000 | 33 |
| 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) | $905,565,000 | 26 |
| Available-for-sale securities (fair market value) | $673,619,000 | 187 |
| Total debt securities | $1,388,797,000 | 123 |
| 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 | $1,474,728,000 | 112 |
| U.S. Government securities | $256,559,000 | 352 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $256,559,000 | 343 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $832,037,000 | 49 |
| Privately issued residential mortgage-backed securities | $825,930,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,107,000 | 563 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $386,132,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $952,184,000 | 94 |
| Mortgage-backed securities | $1,062,297,000 | 103 |
| Certificates of participation in pools of residential mortgages | $129,618,000 | 369 |
| Issued or guaranteed by U.S. | $129,618,000 | 364 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $932,679,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $106,749,000 | 202 |
| Privately issued | $825,930,000 | 33 |
| 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) | $942,686,000 | 27 |
| Available-for-sale securities (fair market value) | $532,042,000 | 221 |
| Total debt securities | $1,088,594,000 | 139 |
| 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 | $1,054,371,000 | 141 |
| U.S. Government securities | $205,805,000 | 412 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $205,805,000 | 399 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $847,943,000 | 49 |
| Privately issued residential mortgage-backed securities | $837,868,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,075,000 | 370 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $623,000 | 869 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $720,339,000 | 107 |
| Mortgage-backed securities | $1,043,673,000 | 97 |
| Certificates of participation in pools of residential mortgages | $135,854,000 | 332 |
| Issued or guaranteed by U.S. | $135,854,000 | 326 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $907,819,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $69,951,000 | 246 |
| Privately issued | $837,868,000 | 33 |
| 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) | $957,891,000 | 24 |
| Available-for-sale securities (fair market value) | $96,480,000 | 1,061 |
| Total debt securities | $1,053,749,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,020,201,000 | 152 |
| U.S. Government securities | $216,174,000 | 393 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $216,174,000 | 383 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $799,000,000 | 56 |
| Privately issued residential mortgage-backed securities | $787,681,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,319,000 | 394 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $5,027,000 | 467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $529,501,000 | 131 |
| Mortgage-backed securities | $1,003,855,000 | 102 |
| Certificates of participation in pools of residential mortgages | $143,969,000 | 316 |
| Issued or guaranteed by U.S. | $143,969,000 | 310 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $859,886,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $72,205,000 | 238 |
| Privately issued | $787,681,000 | 36 |
| 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) | $914,432,000 | 29 |
| Available-for-sale securities (fair market value) | $105,769,000 | 997 |
| Total debt securities | $1,015,174,000 | 148 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 275 |
| Fair value | $4,788,000 | 296 |
| 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 | $325,869,000 | 402 |
| U.S. Government securities | $237,471,000 | 368 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $237,471,000 | 357 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $83,622,000 | 235 |
| Privately issued residential mortgage-backed securities | $72,176,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,446,000 | 400 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $4,776,000 | 544 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,885,000 | 488 |
| Mortgage-backed securities | $305,643,000 | 253 |
| Certificates of participation in pools of residential mortgages | $155,321,000 | 296 |
| Issued or guaranteed by U.S. | $155,321,000 | 289 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $150,322,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $78,146,000 | 222 |
| Privately issued | $72,176,000 | 158 |
| 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) | $208,526,000 | 85 |
| Available-for-sale securities (fair market value) | $117,343,000 | 914 |
| Total debt securities | $321,092,000 | 394 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 368 |
| Fair value | $4,004,000 | 384 |
| 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 | $275,479,000 | 453 |
| U.S. Government securities | $252,631,000 | 346 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $252,631,000 | 337 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $17,712,000 | 550 |
| Privately issued residential mortgage-backed securities | $5,130,000 | 611 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,582,000 | 358 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $5,136,000 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,644,000 | 1,180 |
| Mortgage-backed securities | $247,775,000 | 278 |
| Certificates of participation in pools of residential mortgages | $163,512,000 | 248 |
| Issued or guaranteed by U.S. | $163,512,000 | 242 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $84,263,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $79,133,000 | 211 |
| Privately issued | $5,130,000 | 574 |
| 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) | $159,023,000 | 118 |
| Available-for-sale securities (fair market value) | $116,456,000 | 906 |
| Total debt securities | $270,343,000 | 445 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 598 |
| Fair value | $3,986,000 | 629 |
| 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 | $279,641,000 | 452 |
| U.S. Government securities | $261,020,000 | 350 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $261,020,000 | 343 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $18,586,000 | 510 |
| Privately issued residential mortgage-backed securities | $5,283,000 | 574 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,303,000 | 332 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $35,000 | 1,660 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,602,000 | 1,116 |
| Mortgage-backed securities | $256,345,000 | 261 |
| Certificates of participation in pools of residential mortgages | $169,578,000 | 240 |
| Issued or guaranteed by U.S. | $169,578,000 | 234 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $86,767,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $81,484,000 | 207 |
| Privately issued | $5,283,000 | 543 |
| 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) | $165,045,000 | 121 |
| Available-for-sale securities (fair market value) | $114,596,000 | 904 |
| Total debt securities | $279,605,000 | 438 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 727 |
| Fair value | $3,964,000 | 759 |
| 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 | $288,724,000 | 433 |
| U.S. Government securities | $283,289,000 | 331 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $283,289,000 | 324 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $5,400,000 | 989 |
| 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 | $5,400,000 | 589 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $35,000 | 1,687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,446,000 | 1,084 |
| Mortgage-backed securities | $258,430,000 | 263 |
| Certificates of participation in pools of residential mortgages | $180,066,000 | 225 |
| Issued or guaranteed by U.S. | $180,066,000 | 217 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $78,364,000 | 308 |
| CMOs issued by government agencies or sponsored agencies | $78,364,000 | 221 |
| 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) | $175,506,000 | 118 |
| Available-for-sale securities (fair market value) | $113,218,000 | 919 |
| Total debt securities | $288,690,000 | 422 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 772 |
| Fair value | $3,934,000 | 796 |
| 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 | $303,015,000 | 424 |
| U.S. Government securities | $302,981,000 | 312 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $302,981,000 | 304 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $34,000 | 1,718 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,011,000 | 1,064 |
| Mortgage-backed securities | $250,743,000 | 279 |
| Certificates of participation in pools of residential mortgages | $189,737,000 | 219 |
| Issued or guaranteed by U.S. | $189,737,000 | 209 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $61,006,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $61,006,000 | 257 |
| 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) | $184,882,000 | 120 |
| Available-for-sale securities (fair market value) | $118,133,000 | 875 |
| Total debt securities | $302,981,000 | 412 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 817 |
| Fair value | $3,942,000 | 857 |
| 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 | $290,857,000 | 438 |
| U.S. Government securities | $290,823,000 | 336 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $290,823,000 | 327 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $34,000 | 1,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,549,000 | 688 |
| Mortgage-backed securities | $228,639,000 | 293 |
| Certificates of participation in pools of residential mortgages | $193,512,000 | 220 |
| Issued or guaranteed by U.S. | $193,512,000 | 210 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $35,127,000 | 503 |
| CMOs issued by government agencies or sponsored agencies | $35,127,000 | 401 |
| 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) | $193,512,000 | 115 |
| Available-for-sale securities (fair market value) | $97,345,000 | 1,092 |
| Total debt securities | $290,823,000 | 428 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 878 |
| Fair value | $3,929,000 | 915 |
| 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 | $293,619,000 | 445 |
| U.S. Government securities | $293,585,000 | 337 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $293,585,000 | 325 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $34,000 | 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 | $96,692,000 | 559 |
| Mortgage-backed securities | $224,625,000 | 297 |
| Certificates of participation in pools of residential mortgages | $203,714,000 | 215 |
| Issued or guaranteed by U.S. | $203,714,000 | 206 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $20,911,000 | 668 |
| CMOs issued by government agencies or sponsored agencies | $20,911,000 | 531 |
| 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) | $203,714,000 | 115 |
| Available-for-sale securities (fair market value) | $89,905,000 | 1,174 |
| Total debt securities | $293,585,000 | 432 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 944 |
| Fair value | $3,905,000 | 999 |
| 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 | $317,755,000 | 429 |
| U.S. Government securities | $307,565,000 | 329 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $307,565,000 | 321 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $10,190,000 | 278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $171,833,000 | 346 |
| Mortgage-backed securities | $231,534,000 | 293 |
| Certificates of participation in pools of residential mortgages | $217,460,000 | 215 |
| Issued or guaranteed by U.S. | $217,460,000 | 208 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $14,074,000 | 851 |
| CMOs issued by government agencies or sponsored agencies | $14,074,000 | 686 |
| 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) | $217,460,000 | 111 |
| Available-for-sale securities (fair market value) | $100,295,000 | 1,056 |
| Total debt securities | $307,565,000 | 430 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,004 |
| Fair value | $3,868,000 | 1,048 |
| 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 | $323,756,000 | 432 |
| U.S. Government securities | $313,658,000 | 332 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $313,658,000 | 320 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $10,098,000 | 285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,118,000 | 559 |
| Mortgage-backed securities | $234,081,000 | 292 |
| Certificates of participation in pools of residential mortgages | $222,984,000 | 215 |
| Issued or guaranteed by U.S. | $222,984,000 | 207 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,097,000 | 958 |
| CMOs issued by government agencies or sponsored agencies | $11,097,000 | 786 |
| 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) | $222,984,000 | 109 |
| Available-for-sale securities (fair market value) | $100,772,000 | 1,072 |
| Total debt securities | $313,658,000 | 432 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,015 |
| Fair value | $3,895,000 | 1,062 |
| 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 | $322,792,000 | 436 |
| U.S. Government securities | $322,709,000 | 332 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $322,709,000 | 317 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $83,000 | 1,795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,527,000 | 255 |
| Mortgage-backed securities | $233,880,000 | 305 |
| Certificates of participation in pools of residential mortgages | $233,880,000 | 220 |
| Issued or guaranteed by U.S. | $233,880,000 | 213 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $233,880,000 | 109 |
| Available-for-sale securities (fair market value) | $88,912,000 | 1,166 |
| Total debt securities | $322,709,000 | 422 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,011 |
| Fair value | $3,904,000 | 1,062 |
| 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 | $342,687,000 | 413 |
| U.S. Government securities | $339,634,000 | 314 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $339,634,000 | 301 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $3,053,000 | 673 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,889,000 | 249 |
| Mortgage-backed securities | $251,889,000 | 292 |
| Certificates of participation in pools of residential mortgages | $251,889,000 | 204 |
| Issued or guaranteed by U.S. | $251,889,000 | 198 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $251,889,000 | 103 |
| Available-for-sale securities (fair market value) | $90,798,000 | 1,149 |
| Total debt securities | $339,634,000 | 408 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 986 |
| Fair value | $3,944,000 | 1,034 |
| 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 | $352,239,000 | 396 |
| U.S. Government securities | $351,672,000 | 308 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $351,672,000 | 293 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $567,000 | 1,332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $269,724,000 | 229 |
| Mortgage-backed securities | $269,724,000 | 280 |
| Certificates of participation in pools of residential mortgages | $269,724,000 | 194 |
| Issued or guaranteed by U.S. | $269,724,000 | 189 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $269,724,000 | 95 |
| Available-for-sale securities (fair market value) | $82,515,000 | 1,270 |
| Total debt securities | $351,672,000 | 391 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 985 |
| Fair value | $3,964,000 | 1,037 |
| 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 | $357,518,000 | 390 |
| U.S. Government securities | $357,506,000 | 304 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $357,506,000 | 290 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $12,000 | 2,042 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $283,933,000 | 224 |
| Mortgage-backed securities | $283,933,000 | 280 |
| Certificates of participation in pools of residential mortgages | $283,933,000 | 196 |
| Issued or guaranteed by U.S. | $283,933,000 | 190 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $283,933,000 | 93 |
| Available-for-sale securities (fair market value) | $73,585,000 | 1,421 |
| Total debt securities | $357,506,000 | 382 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 993 |
| Fair value | $3,911,000 | 1,042 |
| 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 | $420,624,000 | 355 |
| U.S. Government securities | $357,374,000 | 312 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $357,374,000 | 294 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $63,250,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $296,028,000 | 214 |
| Mortgage-backed securities | $296,028,000 | 277 |
| Certificates of participation in pools of residential mortgages | $296,028,000 | 196 |
| Issued or guaranteed by U.S. | $296,028,000 | 189 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $296,028,000 | 92 |
| Available-for-sale securities (fair market value) | $124,596,000 | 872 |
| Total debt securities | $357,374,000 | 390 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 977 |
| Fair value | $3,965,000 | 1,012 |
| 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 | $270,767,000 | 514 |
| U.S. Government securities | $256,990,000 | 414 |
| U.S. Treasury securities | $25,000 | 1,983 |
| U.S. Government agency obligations | $256,965,000 | 393 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $5,565,000 | 1,093 |
| Privately issued residential mortgage-backed securities | $5,565,000 | 428 |
| 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 | $8,212,000 | 403 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,937,000 | 820 |
| Mortgage-backed securities | $203,593,000 | 371 |
| Certificates of participation in pools of residential mortgages | $198,028,000 | 262 |
| Issued or guaranteed by U.S. | $198,028,000 | 256 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,565,000 | 1,480 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $5,565,000 | 395 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $198,028,000 | 125 |
| Available-for-sale securities (fair market value) | $72,739,000 | 1,452 |
| Total debt securities | $262,555,000 | 514 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 984 |
| Fair value | $3,984,000 | 1,020 |
| 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 | $81,431,000 | 1,580 |
| U.S. Government securities | $50,472,000 | 1,832 |
| U.S. Treasury securities | $25,000 | 2,093 |
| U.S. Government agency obligations | $50,447,000 | 1,769 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $14,795,000 | 663 |
| Privately issued residential mortgage-backed securities | $14,795,000 | 292 |
| 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 | $16,164,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,447,000 | 917 |
| Mortgage-backed securities | $14,795,000 | 2,391 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,795,000 | 886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $14,795,000 | 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 | 4,584 |
| Available-for-sale securities (fair market value) | $81,431,000 | 1,342 |
| Total debt securities | $65,267,000 | 1,850 |
| 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 | $79,623,000 | 1,625 |
| U.S. Government securities | $44,137,000 | 2,073 |
| U.S. Treasury securities | $25,000 | 2,076 |
| U.S. Government agency obligations | $44,112,000 | 2,001 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $17,358,000 | 633 |
| Privately issued residential mortgage-backed securities | $17,358,000 | 283 |
| 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 | $18,128,000 | 245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,112,000 | 1,013 |
| Mortgage-backed securities | $17,358,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $17,358,000 | 828 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $17,358,000 | 264 |
| 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) | $79,623,000 | 1,386 |
| Total debt securities | $61,495,000 | 1,964 |
| 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 | $74,984,000 | 1,755 |
| U.S. Government securities | $47,646,000 | 1,988 |
| U.S. Treasury securities | $25,000 | 2,222 |
| U.S. Government agency obligations | $47,621,000 | 1,919 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $17,201,000 | 612 |
| Privately issued residential mortgage-backed securities | $17,201,000 | 222 |
| 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 | $10,137,000 | 378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,621,000 | 942 |
| Mortgage-backed securities | $17,201,000 | 2,208 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $17,201,000 | 828 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $17,201,000 | 194 |
| 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) | $74,984,000 | 1,499 |
| Total debt securities | $64,847,000 | 1,929 |
| 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 | $68,077,000 | 1,866 |
| U.S. Government securities | $40,582,000 | 2,227 |
| U.S. Treasury securities | $25,000 | 2,281 |
| U.S. Government agency obligations | $40,557,000 | 2,151 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $17,277,000 | 631 |
| Privately issued residential mortgage-backed securities | $17,277,000 | 213 |
| 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 | $10,218,000 | 398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,410,000 | 1,037 |
| Mortgage-backed securities | $17,277,000 | 2,202 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $17,277,000 | 845 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $17,277,000 | 186 |
| 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) | $68,077,000 | 1,583 |
| Total debt securities | $57,858,000 | 2,112 |
| 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 | $68,073,000 | 1,825 |
| U.S. Government securities | $35,712,000 | 2,375 |
| U.S. Treasury securities | $25,000 | 2,316 |
| U.S. Government agency obligations | $35,687,000 | 2,285 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $17,157,000 | 657 |
| Privately issued residential mortgage-backed securities | $17,157,000 | 221 |
| 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 | $15,204,000 | 303 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,608,000 | 1,116 |
| Mortgage-backed securities | $17,157,000 | 2,242 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $17,157,000 | 894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $17,157,000 | 193 |
| 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) | $68,073,000 | 1,551 |
| Total debt securities | $52,869,000 | 2,223 |
| 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 | $72,597,000 | 1,687 |
| U.S. Government securities | $54,025,000 | 1,643 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $54,025,000 | 1,573 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $17,313,000 | 667 |
| Privately issued residential mortgage-backed securities | $17,313,000 | 221 |
| 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 | $1,259,000 | 1,252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,904,000 | 791 |
| Mortgage-backed securities | $17,313,000 | 2,217 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $17,313,000 | 908 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $17,313,000 | 198 |
| 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) | $72,597,000 | 1,441 |
| Total debt securities | $71,338,000 | 1,663 |
| 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 | $124,040,000 | 1,005 |
| U.S. Government securities | $49,011,000 | 1,772 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $49,011,000 | 1,700 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $17,326,000 | 663 |
| Privately issued residential mortgage-backed securities | $17,326,000 | 218 |
| 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 | $57,703,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,876,000 | 835 |
| Mortgage-backed securities | $17,326,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $17,326,000 | 916 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $17,326,000 | 194 |
| 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) | $124,040,000 | 857 |
| Total debt securities | $66,337,000 | 1,764 |
| 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 | $118,426,000 | 969 |
| U.S. Government securities | $29,404,000 | 2,580 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $29,404,000 | 2,445 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $17,717,000 | 650 |
| Privately issued residential mortgage-backed securities | $17,717,000 | 255 |
| 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 | $71,305,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,123,000 | 1,801 |
| Mortgage-backed securities | $17,717,000 | 2,019 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $17,717,000 | 894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $17,717,000 | 228 |
| 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) | $118,426,000 | 814 |
| Total debt securities | $47,121,000 | 2,244 |
| 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 | $122,513,000 | 931 |
| U.S. Government securities | $96,266,000 | 867 |
| U.S. Treasury securities | $49,985,000 | 168 |
| U.S. Government agency obligations | $46,281,000 | 1,598 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $17,489,000 | 579 |
| Privately issued residential mortgage-backed securities | $17,489,000 | 208 |
| 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 | $8,758,000 | 561 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,280,000 | 857 |
| Mortgage-backed securities | $17,489,000 | 1,639 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $17,489,000 | 734 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $17,489,000 | 182 |
| 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) | $122,513,000 | 700 |
| Total debt securities | $113,755,000 | 955 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $85,794,000 | 1,343 |
| U.S. Government securities | $57,973,000 | 1,459 |
| U.S. Treasury securities | $9,970,000 | 886 |
| U.S. Government agency obligations | $48,003,000 | 1,561 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $27,821,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,982,000 | 760 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $85,794,000 | 1,017 |
| Total debt securities | $57,973,000 | 1,906 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $82,559,000 | 1,429 |
| U.S. Government securities | $49,880,000 | 1,740 |
| U.S. Treasury securities | $34,915,000 | 394 |
| U.S. Government agency obligations | $14,965,000 | 4,126 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $32,679,000 | 182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,993,000 | 4,298 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $82,559,000 | 1,054 |
| Total debt securities | $49,880,000 | 2,222 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $184,083,000 | 653 |
| U.S. Government securities | $139,814,000 | 706 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $139,814,000 | 584 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $44,269,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,113,000 | 969 |
| Mortgage-backed securities | $25,132,000 | 1,426 |
| Certificates of participation in pools of residential mortgages | $25,132,000 | 1,052 |
| Issued or guaranteed by U.S. | $25,132,000 | 1,037 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,132,000 | 1,379 |
| Available-for-sale securities (fair market value) | $158,951,000 | 545 |
| Total debt securities | $139,814,000 | 821 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $107,501,000 | 1,101 |
| U.S. Government securities | $81,104,000 | 1,198 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $81,104,000 | 945 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $26,397,000 | 181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,957,000 | 3,821 |
| Mortgage-backed securities | $31,870,000 | 1,296 |
| Certificates of participation in pools of residential mortgages | $31,870,000 | 950 |
| Issued or guaranteed by U.S. | $31,870,000 | 931 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,870,000 | 1,272 |
| Available-for-sale securities (fair market value) | $75,631,000 | 1,096 |
| Total debt securities | $81,104,000 | 1,443 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $61,606,000 | 2,015 |
| U.S. Government securities | $49,243,000 | 2,046 |
| U.S. Treasury securities | $2,979,000 | 6,142 |
| U.S. Government agency obligations | $46,264,000 | 1,523 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| 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 | $0 | 553 |
| Equity securities | $12,363,000 | 326 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,275,000 | 801 |
| Mortgage-backed securities | $42,275,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | $42,275,000 | 784 |
| Issued or guaranteed by U.S. | $42,275,000 | 764 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $49,243,000 | 850 |
| Available-for-sale securities (fair market value) | $12,363,000 | 5,466 |
| Total debt securities | $49,243,000 | 2,480 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $12,878,000 | 7,753 |
| U.S. Government securities | $9,878,000 | 7,793 |
| U.S. Treasury securities | $9,878,000 | 3,449 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| 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 | $0 | 600 |
| Equity securities | $3,000,000 | 969 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $9,878,000 | 5,707 |
| Available-for-sale securities (fair market value) | $3,000,000 | 8,118 |
| Total debt securities | $9,878,000 | 8,694 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $16,603,000 | 6,943 |
| U.S. Government securities | $15,993,000 | 6,015 |
| U.S. Treasury securities | $15,993,000 | 2,307 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| 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 | $0 | 649 |
| Equity securities | $610,000 | 2,753 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $15,993,000 | 6,970 |
| 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 | $0 | 13,824 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| 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 | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| 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 | $0 | 13,675 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |