Home > Simmons First Bank of Eldorado > Securities
Simmons First Bank of Eldorado, Securities
| 2014-06-30 | Rank | |
| Total securities | $114,874,000 | 1,290 |
| U.S. Government securities | $80,115,000 | 1,246 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $80,115,000 | 1,191 |
| Securities issued by states & political subdivisions | $34,759,000 | 1,117 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,744,000 | 936 |
| Mortgage-backed securities | $19,000 | 5,364 |
| Certificates of participation in pools of residential mortgages | $19,000 | 5,176 |
| Issued or guaranteed by U.S. | $19,000 | 5,172 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $87,221,000 | 302 |
| Available-for-sale securities (fair market value) | $27,653,000 | 3,500 |
| Total debt securities | $114,873,000 | 1,277 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 346 |
| Fair value | $11,736,000 | 347 |
| 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 | $104,454,000 | 1,431 |
| U.S. Government securities | $69,991,000 | 1,414 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $69,991,000 | 1,358 |
| Securities issued by states & political subdivisions | $34,463,000 | 1,130 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,323,000 | 925 |
| Mortgage-backed securities | $20,000 | 5,414 |
| Certificates of participation in pools of residential mortgages | $20,000 | 5,229 |
| Issued or guaranteed by U.S. | $20,000 | 5,223 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $78,426,000 | 314 |
| Available-for-sale securities (fair market value) | $26,028,000 | 3,623 |
| Total debt securities | $104,454,000 | 1,406 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 358 |
| Fair value | $11,553,000 | 360 |
| 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 | $104,751,000 | 1,417 |
| U.S. Government securities | $69,850,000 | 1,385 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $69,850,000 | 1,344 |
| Securities issued by states & political subdivisions | $34,901,000 | 1,108 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,883,000 | 912 |
| Mortgage-backed securities | $21,000 | 5,458 |
| Certificates of participation in pools of residential mortgages | $21,000 | 5,272 |
| Issued or guaranteed by U.S. | $21,000 | 5,265 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $78,864,000 | 306 |
| Available-for-sale securities (fair market value) | $25,887,000 | 3,654 |
| Total debt securities | $104,755,000 | 1,396 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 353 |
| Fair value | $11,409,000 | 349 |
| 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 | $101,681,000 | 1,470 |
| U.S. Government securities | $67,950,000 | 1,457 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $67,950,000 | 1,412 |
| Securities issued by states & political subdivisions | $33,731,000 | 1,142 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,811,000 | 910 |
| Mortgage-backed securities | $21,000 | 5,511 |
| Certificates of participation in pools of residential mortgages | $21,000 | 5,327 |
| Issued or guaranteed by U.S. | $21,000 | 5,320 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $75,694,000 | 302 |
| Available-for-sale securities (fair market value) | $25,987,000 | 3,676 |
| Total debt securities | $101,681,000 | 1,453 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 333 |
| Fair value | $11,469,000 | 340 |
| 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 | $103,517,000 | 1,445 |
| U.S. Government securities | $67,935,000 | 1,440 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $67,935,000 | 1,402 |
| Securities issued by states & political subdivisions | $35,582,000 | 1,074 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,192,000 | 883 |
| Mortgage-backed securities | $22,000 | 5,530 |
| Certificates of participation in pools of residential mortgages | $22,000 | 5,331 |
| Issued or guaranteed by U.S. | $22,000 | 5,323 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $77,546,000 | 279 |
| Available-for-sale securities (fair market value) | $25,971,000 | 3,682 |
| Total debt securities | $103,517,000 | 1,428 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 324 |
| Fair value | $11,565,000 | 326 |
| 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 | $106,328,000 | 1,431 |
| U.S. Government securities | $72,475,000 | 1,395 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $72,475,000 | 1,350 |
| Securities issued by states & political subdivisions | $33,853,000 | 1,121 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,305,000 | 904 |
| Mortgage-backed securities | $23,000 | 5,583 |
| Certificates of participation in pools of residential mortgages | $23,000 | 5,377 |
| Issued or guaranteed by U.S. | $23,000 | 5,371 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $79,676,000 | 246 |
| Available-for-sale securities (fair market value) | $26,652,000 | 3,644 |
| Total debt securities | $106,328,000 | 1,412 |
| Structured notes | ||
| Amortized cost | $18,000,000 | 246 |
| Fair value | $17,919,000 | 251 |
| 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 | $106,158,000 | 1,399 |
| U.S. Government securities | $72,027,000 | 1,383 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $72,027,000 | 1,340 |
| Securities issued by states & political subdivisions | $34,131,000 | 1,084 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,707,000 | 908 |
| Mortgage-backed securities | $25,000 | 5,623 |
| Certificates of participation in pools of residential mortgages | $25,000 | 5,404 |
| Issued or guaranteed by U.S. | $25,000 | 5,399 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $78,596,000 | 246 |
| Available-for-sale securities (fair market value) | $27,562,000 | 3,558 |
| Total debt securities | $106,158,000 | 1,383 |
| Structured notes | ||
| Amortized cost | $13,000,000 | 340 |
| Fair value | $12,966,000 | 344 |
| 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 | $97,777,000 | 1,517 |
| U.S. Government securities | $64,129,000 | 1,550 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $64,129,000 | 1,502 |
| Securities issued by states & political subdivisions | $33,648,000 | 1,063 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,759,000 | 914 |
| Mortgage-backed securities | $25,000 | 5,721 |
| Certificates of participation in pools of residential mortgages | $25,000 | 5,510 |
| Issued or guaranteed by U.S. | $25,000 | 5,501 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $67,623,000 | 276 |
| Available-for-sale securities (fair market value) | $30,154,000 | 3,426 |
| Total debt securities | $97,777,000 | 1,499 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 724 |
| Fair value | $5,506,000 | 727 |
| 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 | $102,300,000 | 1,469 |
| U.S. Government securities | $67,220,000 | 1,528 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $67,220,000 | 1,487 |
| Securities issued by states & political subdivisions | $35,080,000 | 983 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,226,000 | 899 |
| Mortgage-backed securities | $29,000 | 5,757 |
| Certificates of participation in pools of residential mortgages | $29,000 | 5,542 |
| Issued or guaranteed by U.S. | $29,000 | 5,533 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $79,109,000 | 244 |
| Available-for-sale securities (fair market value) | $23,191,000 | 3,954 |
| Total debt securities | $102,300,000 | 1,446 |
| Structured notes | ||
| Amortized cost | $10,500,000 | 466 |
| Fair value | $10,509,000 | 472 |
| 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 | $108,375,000 | 1,395 |
| U.S. Government securities | $72,709,000 | 1,451 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $72,709,000 | 1,408 |
| Securities issued by states & political subdivisions | $35,666,000 | 910 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,233,000 | 910 |
| Mortgage-backed securities | $30,000 | 5,792 |
| Certificates of participation in pools of residential mortgages | $30,000 | 5,571 |
| Issued or guaranteed by U.S. | $30,000 | 5,563 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $80,696,000 | 243 |
| Available-for-sale securities (fair market value) | $27,679,000 | 3,606 |
| Total debt securities | $108,375,000 | 1,382 |
| Structured notes | ||
| Amortized cost | $23,500,000 | 242 |
| Fair value | $23,523,000 | 244 |
| 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 | $111,019,000 | 1,330 |
| U.S. Government securities | $73,824,000 | 1,363 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $73,824,000 | 1,320 |
| Securities issued by states & political subdivisions | $37,195,000 | 855 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,278,000 | 838 |
| Mortgage-backed securities | $31,000 | 5,804 |
| Certificates of participation in pools of residential mortgages | $31,000 | 5,562 |
| Issued or guaranteed by U.S. | $31,000 | 5,550 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $81,226,000 | 239 |
| Available-for-sale securities (fair market value) | $29,793,000 | 3,405 |
| Total debt securities | $111,019,000 | 1,318 |
| Structured notes | ||
| Amortized cost | $36,500,000 | 135 |
| Fair value | $36,604,000 | 136 |
| 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 | $106,948,000 | 1,342 |
| U.S. Government securities | $67,885,000 | 1,430 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $67,885,000 | 1,386 |
| Securities issued by states & political subdivisions | $39,063,000 | 767 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,677,000 | 739 |
| Mortgage-backed securities | $35,000 | 5,815 |
| Certificates of participation in pools of residential mortgages | $35,000 | 5,564 |
| Issued or guaranteed by U.S. | $35,000 | 5,551 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $79,098,000 | 237 |
| Available-for-sale securities (fair market value) | $27,850,000 | 3,479 |
| Total debt securities | $106,948,000 | 1,324 |
| Structured notes | ||
| Amortized cost | $38,500,000 | 121 |
| Fair value | $38,685,000 | 121 |
| 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 | $92,802,000 | 1,514 |
| U.S. Government securities | $52,444,000 | 1,782 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $52,444,000 | 1,733 |
| Securities issued by states & political subdivisions | $40,358,000 | 680 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,047,000 | 762 |
| Mortgage-backed securities | $36,000 | 5,843 |
| Certificates of participation in pools of residential mortgages | $36,000 | 5,581 |
| Issued or guaranteed by U.S. | $36,000 | 5,575 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $66,394,000 | 268 |
| Available-for-sale securities (fair market value) | $26,408,000 | 3,594 |
| Total debt securities | $92,801,000 | 1,492 |
| Structured notes | ||
| Amortized cost | $25,500,000 | 235 |
| Fair value | $25,734,000 | 233 |
| 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 | $98,343,000 | 1,432 |
| U.S. Government securities | $57,951,000 | 1,644 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $57,951,000 | 1,593 |
| Securities issued by states & political subdivisions | $40,392,000 | 664 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,050,000 | 764 |
| Mortgage-backed securities | $39,000 | 5,855 |
| Certificates of participation in pools of residential mortgages | $39,000 | 5,586 |
| Issued or guaranteed by U.S. | $39,000 | 5,576 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $90,931,000 | 209 |
| Available-for-sale securities (fair market value) | $7,412,000 | 5,720 |
| Total debt securities | $98,343,000 | 1,406 |
| Structured notes | ||
| Amortized cost | $38,500,000 | 157 |
| Fair value | $38,797,000 | 152 |
| 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 | $101,940,000 | 1,321 |
| U.S. Government securities | $60,997,000 | 1,495 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $60,997,000 | 1,435 |
| Securities issued by states & political subdivisions | $40,943,000 | 621 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $91,806,000 | 618 |
| Mortgage-backed securities | $40,000 | 5,875 |
| Certificates of participation in pools of residential mortgages | $40,000 | 5,570 |
| Issued or guaranteed by U.S. | $40,000 | 5,560 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $91,483,000 | 201 |
| Available-for-sale securities (fair market value) | $10,457,000 | 5,196 |
| Total debt securities | $101,940,000 | 1,303 |
| Structured notes | ||
| Amortized cost | $38,500,000 | 142 |
| Fair value | $38,870,000 | 139 |
| 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 | $107,592,000 | 1,230 |
| U.S. Government securities | $66,172,000 | 1,362 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $66,172,000 | 1,305 |
| Securities issued by states & political subdivisions | $41,420,000 | 590 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,968,000 | 660 |
| Mortgage-backed securities | $42,000 | 5,936 |
| Certificates of participation in pools of residential mortgages | $42,000 | 5,599 |
| Issued or guaranteed by U.S. | $42,000 | 5,586 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $91,962,000 | 206 |
| Available-for-sale securities (fair market value) | $15,630,000 | 4,472 |
| Total debt securities | $107,592,000 | 1,207 |
| Structured notes | ||
| Amortized cost | $43,500,000 | 112 |
| Fair value | $44,014,000 | 110 |
| 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 | $112,930,000 | 1,170 |
| U.S. Government securities | $71,120,000 | 1,301 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $71,120,000 | 1,251 |
| Securities issued by states & political subdivisions | $41,810,000 | 550 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,264,000 | 614 |
| Mortgage-backed securities | $43,000 | 5,970 |
| Certificates of participation in pools of residential mortgages | $43,000 | 5,652 |
| Issued or guaranteed by U.S. | $43,000 | 5,641 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $74,853,000 | 260 |
| Available-for-sale securities (fair market value) | $38,077,000 | 2,646 |
| Total debt securities | $112,927,000 | 1,155 |
| Structured notes | ||
| Amortized cost | $49,499,000 | 92 |
| Fair value | $50,027,000 | 91 |
| 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 | $114,648,000 | 1,166 |
| U.S. Government securities | $69,946,000 | 1,336 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $69,946,000 | 1,288 |
| Securities issued by states & political subdivisions | $44,702,000 | 495 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,666,000 | 601 |
| Mortgage-backed securities | $45,000 | 6,065 |
| Certificates of participation in pools of residential mortgages | $45,000 | 5,756 |
| Issued or guaranteed by U.S. | $45,000 | 5,746 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $90,247,000 | 206 |
| Available-for-sale securities (fair market value) | $24,401,000 | 3,606 |
| Total debt securities | $114,648,000 | 1,150 |
| Structured notes | ||
| Amortized cost | $54,500,000 | 58 |
| Fair value | $54,669,000 | 57 |
| 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 | $106,844,000 | 1,206 |
| U.S. Government securities | $60,373,000 | 1,481 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $60,373,000 | 1,434 |
| Securities issued by states & political subdivisions | $46,471,000 | 468 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,949,000 | 577 |
| Mortgage-backed securities | $46,000 | 6,118 |
| Certificates of participation in pools of residential mortgages | $46,000 | 5,818 |
| Issued or guaranteed by U.S. | $46,000 | 5,804 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $84,517,000 | 221 |
| Available-for-sale securities (fair market value) | $22,327,000 | 3,776 |
| Total debt securities | $106,844,000 | 1,191 |
| Structured notes | ||
| Amortized cost | $35,000,000 | 69 |
| Fair value | $34,941,000 | 70 |
| 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 | $105,526,000 | 1,213 |
| U.S. Government securities | $58,535,000 | 1,512 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $58,535,000 | 1,458 |
| Securities issued by states & political subdivisions | $46,991,000 | 458 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $94,119,000 | 600 |
| Mortgage-backed securities | $48,000 | 6,188 |
| Certificates of participation in pools of residential mortgages | $48,000 | 5,896 |
| Issued or guaranteed by U.S. | $48,000 | 5,876 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $78,673,000 | 256 |
| Available-for-sale securities (fair market value) | $26,853,000 | 3,388 |
| Total debt securities | $105,525,000 | 1,193 |
| Structured notes | ||
| Amortized cost | $26,000,000 | 71 |
| Fair value | $26,083,000 | 70 |
| 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 | $111,271,000 | 1,129 |
| U.S. Government securities | $59,280,000 | 1,441 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $59,280,000 | 1,400 |
| Securities issued by states & political subdivisions | $41,651,000 | 496 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $10,340,000 | 201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,847,000 | 703 |
| Mortgage-backed securities | $50,000 | 6,241 |
| Certificates of participation in pools of residential mortgages | $50,000 | 5,943 |
| Issued or guaranteed by U.S. | $50,000 | 5,921 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $69,215,000 | 283 |
| Available-for-sale securities (fair market value) | $42,056,000 | 2,366 |
| Total debt securities | $100,931,000 | 1,220 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 195 |
| Fair value | $7,936,000 | 197 |
| 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 | $116,865,000 | 1,071 |
| U.S. Government securities | $52,853,000 | 1,609 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $52,853,000 | 1,573 |
| Securities issued by states & political subdivisions | $37,092,000 | 539 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $26,920,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,445,000 | 711 |
| Mortgage-backed securities | $55,000 | 6,280 |
| Certificates of participation in pools of residential mortgages | $55,000 | 5,987 |
| Issued or guaranteed by U.S. | $55,000 | 5,970 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,661,000 | 469 |
| Available-for-sale securities (fair market value) | $80,204,000 | 1,339 |
| Total debt securities | $89,944,000 | 1,351 |
| 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 | $103,918,000 | 1,169 |
| U.S. Government securities | $67,398,000 | 1,273 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $67,398,000 | 1,248 |
| Securities issued by states & political subdivisions | $33,020,000 | 624 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $3,500,000 | 412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $82,346,000 | 716 |
| Mortgage-backed securities | $57,000 | 6,298 |
| Certificates of participation in pools of residential mortgages | $57,000 | 6,006 |
| Issued or guaranteed by U.S. | $57,000 | 5,986 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,440,000 | 518 |
| Available-for-sale securities (fair market value) | $71,478,000 | 1,484 |
| Total debt securities | $100,418,000 | 1,198 |
| 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 | $101,823,000 | 1,163 |
| U.S. Government securities | $68,606,000 | 1,230 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $68,606,000 | 1,198 |
| Securities issued by states & political subdivisions | $33,217,000 | 590 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,680,000 | 749 |
| Mortgage-backed securities | $58,000 | 6,309 |
| Certificates of participation in pools of residential mortgages | $58,000 | 6,024 |
| Issued or guaranteed by U.S. | $58,000 | 6,004 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,638,000 | 511 |
| Available-for-sale securities (fair market value) | $69,185,000 | 1,483 |
| Total debt securities | $101,823,000 | 1,148 |
| 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 | $103,078,000 | 1,176 |
| U.S. Government securities | $68,882,000 | 1,237 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $68,882,000 | 1,205 |
| Securities issued by states & political subdivisions | $34,196,000 | 584 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,680,000 | 814 |
| Mortgage-backed securities | $61,000 | 6,332 |
| Certificates of participation in pools of residential mortgages | $61,000 | 6,041 |
| Issued or guaranteed by U.S. | $61,000 | 6,015 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,621,000 | 491 |
| Available-for-sale securities (fair market value) | $69,457,000 | 1,499 |
| Total debt securities | $103,079,000 | 1,148 |
| 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 | $88,202,000 | 1,368 |
| U.S. Government securities | $55,334,000 | 1,493 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $55,334,000 | 1,456 |
| Securities issued by states & political subdivisions | $32,868,000 | 612 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,248,000 | 817 |
| Mortgage-backed securities | $63,000 | 6,327 |
| Certificates of participation in pools of residential mortgages | $63,000 | 6,031 |
| Issued or guaranteed by U.S. | $63,000 | 6,002 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,294,000 | 504 |
| Available-for-sale securities (fair market value) | $55,908,000 | 1,832 |
| Total debt securities | $88,201,000 | 1,329 |
| 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 | $91,718,000 | 1,312 |
| U.S. Government securities | $59,285,000 | 1,414 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $59,285,000 | 1,389 |
| Securities issued by states & political subdivisions | $32,433,000 | 616 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,191,000 | 693 |
| Mortgage-backed securities | $69,000 | 6,243 |
| Certificates of participation in pools of residential mortgages | $69,000 | 5,928 |
| Issued or guaranteed by U.S. | $69,000 | 5,908 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,645,000 | 509 |
| Available-for-sale securities (fair market value) | $58,073,000 | 1,750 |
| Total debt securities | $91,718,000 | 1,275 |
| Structured notes | ||
| Amortized cost | $29,462,000 | 51 |
| Fair value | $29,479,000 | 50 |
| 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 | $77,462,000 | 1,542 |
| U.S. Government securities | $49,593,000 | 1,704 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $49,593,000 | 1,665 |
| Securities issued by states & political subdivisions | $27,869,000 | 705 |
| 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 | $57,234,000 | 876 |
| Mortgage-backed securities | $74,000 | 6,199 |
| Certificates of participation in pools of residential mortgages | $74,000 | 5,883 |
| Issued or guaranteed by U.S. | $74,000 | 5,860 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,959,000 | 603 |
| Available-for-sale securities (fair market value) | $48,503,000 | 2,039 |
| Total debt securities | $77,462,000 | 1,505 |
| Structured notes | ||
| Amortized cost | $31,000,000 | 60 |
| Fair value | $30,939,000 | 59 |
| 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 | $79,588,000 | 1,489 |
| U.S. Government securities | $51,074,000 | 1,657 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $51,074,000 | 1,616 |
| Securities issued by states & political subdivisions | $28,514,000 | 690 |
| 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 | $61,061,000 | 834 |
| Mortgage-backed securities | $99,000 | 6,151 |
| Certificates of participation in pools of residential mortgages | $99,000 | 5,824 |
| Issued or guaranteed by U.S. | $99,000 | 5,803 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,606,000 | 599 |
| Available-for-sale securities (fair market value) | $49,982,000 | 1,985 |
| Total debt securities | $79,588,000 | 1,462 |
| Structured notes | ||
| Amortized cost | $31,000,000 | 62 |
| Fair value | $30,605,000 | 62 |
| 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 | $77,282,000 | 1,536 |
| U.S. Government securities | $51,497,000 | 1,662 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $51,497,000 | 1,617 |
| Securities issued by states & political subdivisions | $25,785,000 | 774 |
| 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 | $58,740,000 | 860 |
| Mortgage-backed securities | $104,000 | 6,157 |
| Certificates of participation in pools of residential mortgages | $104,000 | 5,825 |
| Issued or guaranteed by U.S. | $104,000 | 5,801 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,939,000 | 655 |
| Available-for-sale securities (fair market value) | $50,343,000 | 1,982 |
| Total debt securities | $77,280,000 | 1,502 |
| Structured notes | ||
| Amortized cost | $34,000,000 | 59 |
| Fair value | $33,682,000 | 59 |
| 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 | $79,087,000 | 1,539 |
| U.S. Government securities | $55,053,000 | 1,590 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $55,053,000 | 1,552 |
| Securities issued by states & political subdivisions | $24,034,000 | 835 |
| 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 | $57,947,000 | 873 |
| Mortgage-backed securities | $118,000 | 6,146 |
| Certificates of participation in pools of residential mortgages | $118,000 | 5,807 |
| Issued or guaranteed by U.S. | $118,000 | 5,783 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,747,000 | 713 |
| Available-for-sale securities (fair market value) | $54,340,000 | 1,859 |
| Total debt securities | $79,087,000 | 1,503 |
| Structured notes | ||
| Amortized cost | $34,000,000 | 66 |
| Fair value | $33,514,000 | 65 |
| 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 | $82,129,000 | 1,492 |
| U.S. Government securities | $59,515,000 | 1,506 |
| U.S. Treasury securities | $498,000 | 1,278 |
| U.S. Government agency obligations | $59,017,000 | 1,483 |
| Securities issued by states & political subdivisions | $22,614,000 | 889 |
| 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 | $61,873,000 | 832 |
| Mortgage-backed securities | $120,000 | 6,182 |
| Certificates of participation in pools of residential mortgages | $120,000 | 5,847 |
| Issued or guaranteed by U.S. | $120,000 | 5,818 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,326,000 | 731 |
| Available-for-sale securities (fair market value) | $56,803,000 | 1,793 |
| Total debt securities | $82,129,000 | 1,462 |
| Structured notes | ||
| Amortized cost | $38,000,000 | 66 |
| Fair value | $37,358,000 | 66 |
| 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 | $85,706,000 | 1,413 |
| U.S. Government securities | $62,717,000 | 1,442 |
| U.S. Treasury securities | $492,000 | 1,352 |
| U.S. Government agency obligations | $62,225,000 | 1,419 |
| Securities issued by states & political subdivisions | $22,989,000 | 848 |
| 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 | $62,826,000 | 826 |
| Mortgage-backed securities | $130,000 | 6,208 |
| Certificates of participation in pools of residential mortgages | $130,000 | 5,861 |
| Issued or guaranteed by U.S. | $130,000 | 5,835 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,704,000 | 723 |
| Available-for-sale securities (fair market value) | $60,002,000 | 1,706 |
| Total debt securities | $85,706,000 | 1,382 |
| Structured notes | ||
| Amortized cost | $39,000,000 | 73 |
| Fair value | $37,642,000 | 72 |
| 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 | $88,332,000 | 1,402 |
| U.S. Government securities | $65,689,000 | 1,387 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $65,689,000 | 1,342 |
| Securities issued by states & political subdivisions | $22,643,000 | 843 |
| 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 | $64,632,000 | 800 |
| Mortgage-backed securities | $140,000 | 6,233 |
| Certificates of participation in pools of residential mortgages | $140,000 | 5,873 |
| Issued or guaranteed by U.S. | $140,000 | 5,849 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,102,000 | 750 |
| Available-for-sale securities (fair market value) | $63,230,000 | 1,638 |
| Total debt securities | $88,332,000 | 1,369 |
| Structured notes | ||
| Amortized cost | $41,000,000 | 72 |
| Fair value | $40,037,000 | 72 |
| 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 | $90,574,000 | 1,357 |
| U.S. Government securities | $65,762,000 | 1,380 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $65,762,000 | 1,334 |
| Securities issued by states & political subdivisions | $24,812,000 | 762 |
| 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 | $69,685,000 | 746 |
| Mortgage-backed securities | $144,000 | 6,294 |
| Certificates of participation in pools of residential mortgages | $144,000 | 5,920 |
| Issued or guaranteed by U.S. | $144,000 | 5,895 |
| 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) | $26,361,000 | 741 |
| Available-for-sale securities (fair market value) | $64,213,000 | 1,601 |
| Total debt securities | $90,574,000 | 1,328 |
| Structured notes | ||
| Amortized cost | $41,000,000 | 71 |
| Fair value | $40,084,000 | 72 |
| 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 | $91,466,000 | 1,339 |
| U.S. Government securities | $66,098,000 | 1,358 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $66,098,000 | 1,308 |
| Securities issued by states & political subdivisions | $25,368,000 | 734 |
| 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 | $54,142,000 | 895 |
| Mortgage-backed securities | $151,000 | 6,314 |
| Certificates of participation in pools of residential mortgages | $151,000 | 5,938 |
| Issued or guaranteed by U.S. | $151,000 | 5,918 |
| 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) | $26,807,000 | 751 |
| Available-for-sale securities (fair market value) | $64,659,000 | 1,567 |
| Total debt securities | $91,467,000 | 1,307 |
| Structured notes | ||
| Amortized cost | $41,000,000 | 69 |
| Fair value | $40,400,000 | 70 |
| 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 | $103,305,000 | 1,212 |
| U.S. Government securities | $77,716,000 | 1,153 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $77,716,000 | 1,111 |
| Securities issued by states & political subdivisions | $25,589,000 | 720 |
| 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 | $66,398,000 | 758 |
| Mortgage-backed securities | $162,000 | 6,339 |
| Certificates of participation in pools of residential mortgages | $162,000 | 5,968 |
| Issued or guaranteed by U.S. | $162,000 | 5,939 |
| 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) | $26,619,000 | 758 |
| Available-for-sale securities (fair market value) | $76,686,000 | 1,351 |
| Total debt securities | $103,305,000 | 1,176 |
| Structured notes | ||
| Amortized cost | $41,000,000 | 65 |
| Fair value | $40,738,000 | 65 |
| 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 | $103,671,000 | 1,216 |
| U.S. Government securities | $77,530,000 | 1,182 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $77,530,000 | 1,140 |
| Securities issued by states & political subdivisions | $26,141,000 | 701 |
| 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 | $66,321,000 | 748 |
| Mortgage-backed securities | $235,000 | 6,307 |
| Certificates of participation in pools of residential mortgages | $235,000 | 5,911 |
| Issued or guaranteed by U.S. | $235,000 | 5,890 |
| 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) | $27,128,000 | 779 |
| Available-for-sale securities (fair market value) | $76,543,000 | 1,377 |
| Total debt securities | $103,671,000 | 1,186 |
| Structured notes | ||
| Amortized cost | $41,000,000 | 62 |
| Fair value | $40,221,000 | 62 |
| 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 | $88,658,000 | 1,433 |
| U.S. Government securities | $63,528,000 | 1,472 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $63,528,000 | 1,414 |
| Securities issued by states & political subdivisions | $25,130,000 | 756 |
| 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 | $49,529,000 | 959 |
| Mortgage-backed securities | $257,000 | 6,307 |
| Certificates of participation in pools of residential mortgages | $257,000 | 5,904 |
| Issued or guaranteed by U.S. | $257,000 | 5,890 |
| 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) | $26,100,000 | 786 |
| Available-for-sale securities (fair market value) | $62,558,000 | 1,670 |
| Total debt securities | $88,658,000 | 1,395 |
| Structured notes | ||
| Amortized cost | $41,000,000 | 62 |
| Fair value | $40,740,000 | 62 |
| 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 | $90,682,000 | 1,413 |
| U.S. Government securities | $66,293,000 | 1,393 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $66,293,000 | 1,340 |
| Securities issued by states & political subdivisions | $24,389,000 | 780 |
| 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 | $59,441,000 | 812 |
| Mortgage-backed securities | $455,000 | 6,136 |
| Certificates of participation in pools of residential mortgages | $455,000 | 5,683 |
| Issued or guaranteed by U.S. | $455,000 | 5,667 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,344,000 | 804 |
| Available-for-sale securities (fair market value) | $65,338,000 | 1,591 |
| Total debt securities | $90,682,000 | 1,374 |
| Structured notes | ||
| Amortized cost | $45,000,000 | 59 |
| Fair value | $44,888,000 | 61 |
| 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 | $89,974,000 | 1,452 |
| U.S. Government securities | $65,115,000 | 1,452 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $65,115,000 | 1,405 |
| Securities issued by states & political subdivisions | $24,859,000 | 749 |
| 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 | $51,074,000 | 910 |
| Mortgage-backed securities | $496,000 | 6,155 |
| Certificates of participation in pools of residential mortgages | $496,000 | 5,692 |
| Issued or guaranteed by U.S. | $496,000 | 5,678 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $25,829,000 | 797 |
| Available-for-sale securities (fair market value) | $64,145,000 | 1,642 |
| Total debt securities | $89,975,000 | 1,406 |
| Structured notes | ||
| Amortized cost | $45,000,000 | 59 |
| Fair value | $43,883,000 | 61 |
| 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 | $86,418,000 | 1,505 |
| U.S. Government securities | $60,830,000 | 1,549 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $60,830,000 | 1,488 |
| Securities issued by states & political subdivisions | $25,588,000 | 723 |
| 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 | $51,621,000 | 882 |
| Mortgage-backed securities | $510,000 | 6,175 |
| Certificates of participation in pools of residential mortgages | $510,000 | 5,707 |
| Issued or guaranteed by U.S. | $510,000 | 5,690 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,265,000 | 778 |
| Available-for-sale securities (fair market value) | $60,153,000 | 1,758 |
| Total debt securities | $86,418,000 | 1,466 |
| Structured notes | ||
| Amortized cost | $41,000,000 | 55 |
| Fair value | $41,070,000 | 55 |
| 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 | $89,511,000 | 1,495 |
| U.S. Government securities | $63,785,000 | 1,536 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $63,785,000 | 1,477 |
| Securities issued by states & political subdivisions | $25,726,000 | 711 |
| 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 | $52,258,000 | 866 |
| Mortgage-backed securities | $530,000 | 6,169 |
| Certificates of participation in pools of residential mortgages | $530,000 | 5,730 |
| Issued or guaranteed by U.S. | $530,000 | 5,711 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,304,000 | 719 |
| Available-for-sale securities (fair market value) | $60,207,000 | 1,781 |
| Total debt securities | $89,511,000 | 1,448 |
| Structured notes | ||
| Amortized cost | $43,000,000 | 44 |
| Fair value | $42,247,000 | 44 |
| 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 | $86,860,000 | 1,515 |
| U.S. Government securities | $61,691,000 | 1,531 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $61,691,000 | 1,473 |
| Securities issued by states & political subdivisions | $25,169,000 | 729 |
| 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 | $65,947,000 | 682 |
| Mortgage-backed securities | $1,352,000 | 5,547 |
| Certificates of participation in pools of residential mortgages | $1,352,000 | 5,009 |
| Issued or guaranteed by U.S. | $1,352,000 | 4,989 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,069,000 | 761 |
| Available-for-sale securities (fair market value) | $60,791,000 | 1,755 |
| Total debt securities | $86,860,000 | 1,466 |
| Structured notes | ||
| Amortized cost | $42,997,000 | 36 |
| Fair value | $42,327,000 | 35 |
| 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 | $83,845,000 | 1,506 |
| U.S. Government securities | $59,739,000 | 1,524 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $59,739,000 | 1,468 |
| Securities issued by states & political subdivisions | $24,106,000 | 767 |
| 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 | $51,395,000 | 818 |
| Mortgage-backed securities | $1,509,000 | 5,584 |
| Certificates of participation in pools of residential mortgages | $1,509,000 | 4,969 |
| Issued or guaranteed by U.S. | $1,509,000 | 4,949 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,804,000 | 719 |
| Available-for-sale securities (fair market value) | $57,041,000 | 1,811 |
| Total debt securities | $83,846,000 | 1,460 |
| Structured notes | ||
| Amortized cost | $36,708,000 | 28 |
| Fair value | $36,850,000 | 31 |
| 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 | $73,575,000 | 1,675 |
| U.S. Government securities | $47,099,000 | 1,868 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $47,099,000 | 1,790 |
| Securities issued by states & political subdivisions | $26,476,000 | 636 |
| 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 | $47,896,000 | 860 |
| Mortgage-backed securities | $1,752,000 | 5,453 |
| Certificates of participation in pools of residential mortgages | $1,752,000 | 4,802 |
| Issued or guaranteed by U.S. | $1,752,000 | 4,786 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,917,000 | 534 |
| Available-for-sale securities (fair market value) | $34,658,000 | 2,719 |
| Total debt securities | $73,577,000 | 1,625 |
| Structured notes | ||
| Amortized cost | $15,986,000 | 70 |
| Fair value | $16,010,000 | 71 |
| 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 | $68,626,000 | 1,782 |
| U.S. Government securities | $40,629,000 | 2,104 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $40,629,000 | 2,022 |
| Securities issued by states & political subdivisions | $27,997,000 | 580 |
| 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 | $47,155,000 | 860 |
| Mortgage-backed securities | $2,127,000 | 5,256 |
| Certificates of participation in pools of residential mortgages | $2,127,000 | 4,580 |
| Issued or guaranteed by U.S. | $2,127,000 | 4,564 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,504,000 | 486 |
| Available-for-sale securities (fair market value) | $26,122,000 | 3,328 |
| Total debt securities | $68,626,000 | 1,718 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 128 |
| Fair value | $8,018,000 | 132 |
| 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 | $69,544,000 | 1,614 |
| U.S. Government securities | $47,047,000 | 1,712 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $47,047,000 | 1,615 |
| Securities issued by states & political subdivisions | $22,497,000 | 718 |
| 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 | $46,908,000 | 825 |
| Mortgage-backed securities | $9,813,000 | 2,899 |
| Certificates of participation in pools of residential mortgages | $9,775,000 | 2,144 |
| Issued or guaranteed by U.S. | $9,775,000 | 2,129 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $38,000 | 4,379 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 4,187 |
| 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) | $28,104,000 | 698 |
| Available-for-sale securities (fair market value) | $41,440,000 | 2,155 |
| Total debt securities | $69,544,000 | 1,568 |
| 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 | $69,873,000 | 1,569 |
| U.S. Government securities | $52,492,000 | 1,524 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $52,492,000 | 1,412 |
| Securities issued by states & political subdivisions | $16,103,000 | 1,003 |
| Other domestic debt securities | $491,000 | 3,015 |
| 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 | $491,000 | 2,656 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $787,000 | 2,939 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,561,000 | 1,037 |
| Mortgage-backed securities | $19,072,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $17,314,000 | 1,185 |
| Issued or guaranteed by U.S. | $17,314,000 | 1,177 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,758,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $1,758,000 | 2,260 |
| 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) | $28,928,000 | 835 |
| Available-for-sale securities (fair market value) | $40,945,000 | 2,097 |
| Total debt securities | $69,086,000 | 1,507 |
| 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 | $70,337,000 | 1,628 |
| U.S. Government securities | $53,251,000 | 1,590 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $53,251,000 | 1,423 |
| Securities issued by states & political subdivisions | $15,863,000 | 1,034 |
| Other domestic debt securities | $503,000 | 2,792 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,474 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $488,000 | 2,463 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $720,000 | 3,007 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,870,000 | 921 |
| Mortgage-backed securities | $23,677,000 | 1,430 |
| Certificates of participation in pools of residential mortgages | $21,866,000 | 1,075 |
| Issued or guaranteed by U.S. | $21,866,000 | 1,068 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,811,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $1,796,000 | 2,407 |
| Privately issued | $15,000 | 1,283 |
| 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) | $29,304,000 | 904 |
| Available-for-sale securities (fair market value) | $41,033,000 | 2,122 |
| Total debt securities | $69,617,000 | 1,576 |
| 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 | $65,502,000 | 1,798 |
| U.S. Government securities | $48,782,000 | 1,786 |
| U.S. Treasury securities | $752,000 | 5,519 |
| U.S. Government agency obligations | $48,030,000 | 1,543 |
| Securities issued by states & political subdivisions | $15,131,000 | 1,085 |
| Other domestic debt securities | $901,000 | 2,338 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $872,000 | 1,946 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $688,000 | 2,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,445,000 | 1,500 |
| Mortgage-backed securities | $29,882,000 | 1,306 |
| Certificates of participation in pools of residential mortgages | $27,494,000 | 967 |
| Issued or guaranteed by U.S. | $27,494,000 | 957 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,388,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $2,359,000 | 2,358 |
| Privately issued | $29,000 | 1,256 |
| 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) | $29,020,000 | 995 |
| Available-for-sale securities (fair market value) | $36,482,000 | 2,311 |
| Total debt securities | $64,814,000 | 1,750 |
| Structured notes | ||
| Amortized cost | $750,000 | 832 |
| Fair value | $744,000 | 846 |
| 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 | $57,077,000 | 2,030 |
| U.S. Government securities | $46,783,000 | 1,940 |
| U.S. Treasury securities | $3,992,000 | 3,731 |
| U.S. Government agency obligations | $42,791,000 | 1,663 |
| Securities issued by states & political subdivisions | $8,596,000 | 1,711 |
| Other domestic debt securities | $506,000 | 2,303 |
| Privately issued residential mortgage-backed securities | $106,000 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,000 | 2,018 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,192,000 | 2,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,372,000 | 2,022 |
| Mortgage-backed securities | $22,984,000 | 1,535 |
| Certificates of participation in pools of residential mortgages | $19,282,000 | 1,266 |
| Issued or guaranteed by U.S. | $19,282,000 | 1,253 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,702,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $3,596,000 | 1,963 |
| Privately issued | $106,000 | 1,006 |
| 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) | $22,867,000 | 1,503 |
| Available-for-sale securities (fair market value) | $34,210,000 | 2,331 |
| Total debt securities | $55,885,000 | 1,994 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,602 |
| Fair value | $739,000 | 1,627 |
| 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 | $57,245,000 | 2,133 |
| U.S. Government securities | $48,534,000 | 2,003 |
| U.S. Treasury securities | $7,432,000 | 2,857 |
| U.S. Government agency obligations | $41,102,000 | 1,768 |
| Securities issued by states & political subdivisions | $6,468,000 | 2,258 |
| Other domestic debt securities | $483,000 | 2,755 |
| Privately issued residential mortgage-backed securities | $83,000 | 1,614 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,000 | 2,234 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,760,000 | 1,628 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,766,000 | 2,001 |
| Mortgage-backed securities | $23,086,000 | 1,670 |
| Certificates of participation in pools of residential mortgages | $17,822,000 | 1,450 |
| Issued or guaranteed by U.S. | $17,822,000 | 1,432 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,264,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $5,181,000 | 1,796 |
| Privately issued | $83,000 | 1,340 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,541,000 | 1,450 |
| Available-for-sale securities (fair market value) | $29,704,000 | 2,761 |
| Total debt securities | $55,485,000 | 2,132 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,181 |
| Fair value | $737,000 | 2,215 |
| 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 | $59,853,000 | 2,082 |
| U.S. Government securities | $54,399,000 | 1,845 |
| U.S. Treasury securities | $9,809,000 | 2,771 |
| U.S. Government agency obligations | $44,590,000 | 1,590 |
| Securities issued by states & political subdivisions | $2,926,000 | 4,043 |
| Other domestic debt securities | $757,000 | 2,776 |
| Privately issued residential mortgage-backed securities | $357,000 | 1,327 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,000 | 2,711 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,771,000 | 1,549 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,266,000 | 1,385 |
| Mortgage-backed securities | $27,927,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $21,299,000 | 1,265 |
| Issued or guaranteed by U.S. | $21,299,000 | 1,238 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $6,628,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $6,271,000 | 1,808 |
| Privately issued | $357,000 | 1,060 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,941,000 | 1,512 |
| Available-for-sale securities (fair market value) | $31,912,000 | 2,662 |
| Total debt securities | $58,082,000 | 2,085 |
| Structured notes | ||
| Amortized cost | $1,101,000 | 2,422 |
| Fair value | $1,073,000 | 2,451 |
| 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 | $64,035,000 | 2,047 |
| U.S. Government securities | $60,089,000 | 1,778 |
| U.S. Treasury securities | $11,579,000 | 2,983 |
| U.S. Government agency obligations | $48,510,000 | 1,430 |
| Securities issued by states & political subdivisions | $1,791,000 | 5,483 |
| Other domestic debt securities | $970,000 | 2,866 |
| Privately issued residential mortgage-backed securities | $426,000 | 1,391 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $544,000 | 2,749 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,185,000 | 1,833 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,227,000 | 2,039 |
| Mortgage-backed securities | $33,898,000 | 1,355 |
| Certificates of participation in pools of residential mortgages | $26,925,000 | 1,107 |
| Issued or guaranteed by U.S. | $26,925,000 | 1,089 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $6,973,000 | 1,848 |
| CMOs issued by government agencies or sponsored agencies | $6,547,000 | 1,838 |
| Privately issued | $426,000 | 1,136 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,982,000 | 1,952 |
| Available-for-sale securities (fair market value) | $26,053,000 | 2,197 |
| Total debt securities | $62,820,000 | 2,038 |
| 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 | $60,946,000 | 2,240 |
| U.S. Government securities | $56,342,000 | 1,936 |
| U.S. Treasury securities | $8,132,000 | 4,102 |
| U.S. Government agency obligations | $48,210,000 | 1,465 |
| Securities issued by states & political subdivisions | $2,112,000 | 5,167 |
| Other domestic debt securities | $1,171,000 | 3,103 |
| Privately issued residential mortgage-backed securities | $813,000 | 1,350 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $358,000 | 3,602 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,321,000 | 1,802 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,903,000 | 2,071 |
| Mortgage-backed securities | $32,063,000 | 1,574 |
| Certificates of participation in pools of residential mortgages | $26,162,000 | 1,220 |
| Issued or guaranteed by U.S. | $26,069,000 | 1,191 |
| Privately issued | $93,000 | 594 |
| Collaterized mortgage obligations | $5,901,000 | 2,392 |
| CMOs issued by government agencies or sponsored agencies | $5,181,000 | 2,414 |
| Privately issued | $720,000 | 1,117 |
| 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 | $59,511,000 | 2,240 |
| 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 | $53,573,000 | 2,539 |
| U.S. Government securities | $48,217,000 | 2,218 |
| U.S. Treasury securities | $14,714,000 | 2,526 |
| U.S. Government agency obligations | $33,503,000 | 2,025 |
| Securities issued by states & political subdivisions | $3,102,000 | 3,973 |
| Other domestic debt securities | $945,000 | 4,205 |
| Privately issued residential mortgage-backed securities | $175,000 | 3,172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $770,000 | 3,300 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $1,309,000 | 1,620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,924,000 | 2,495 |
| Mortgage-backed securities | $16,540,000 | 2,661 |
| Certificates of participation in pools of residential mortgages | $16,540,000 | 1,748 |
| Issued or guaranteed by U.S. | $16,365,000 | 1,727 |
| Privately issued | $175,000 | 631 |
| 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 | $52,206,000 | 2,539 |
| 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 |