Home > Square 1 Bank > Securities
Square 1 Bank, Securities
| 2015-09-30 | Rank | |
| Total securities | $2,216,665,000 | 100 |
| U.S. Government securities | $1,254,014,000 | 117 |
| U.S. Treasury securities | $240,223,000 | 54 |
| U.S. Government agency obligations | $1,013,791,000 | 127 |
| Securities issued by states & political subdivisions | $509,594,000 | 51 |
| Other domestic debt securities | $452,422,000 | 49 |
| Privately issued residential mortgage-backed securities | $193,715,000 | 26 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $121,119,000 | 43 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $137,588,000 | 60 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $635,000 | 636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $406,256,000 | 183 |
| Mortgage-backed securities | $1,009,041,000 | 115 |
| Certificates of participation in pools of residential mortgages | $688,798,000 | 88 |
| Issued or guaranteed by U.S. | $688,798,000 | 87 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $320,243,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $126,528,000 | 227 |
| Privately issued | $193,715,000 | 24 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $562,837,000 | 90 |
| Available-for-sale securities (fair market value) | $1,653,828,000 | 97 |
| Total debt securities | $2,216,030,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,934,087,000 | 113 |
| U.S. Government securities | $1,131,163,000 | 123 |
| U.S. Treasury securities | $159,501,000 | 60 |
| U.S. Government agency obligations | $971,662,000 | 131 |
| Securities issued by states & political subdivisions | $329,513,000 | 79 |
| Other domestic debt securities | $472,634,000 | 48 |
| Privately issued residential mortgage-backed securities | $185,113,000 | 26 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $106,974,000 | 45 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $180,547,000 | 49 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $777,000 | 613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $257,365,000 | 279 |
| Mortgage-backed securities | $961,767,000 | 119 |
| Certificates of participation in pools of residential mortgages | $639,003,000 | 95 |
| Issued or guaranteed by U.S. | $639,003,000 | 94 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $322,764,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $137,651,000 | 222 |
| Privately issued | $185,113,000 | 24 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $392,872,000 | 105 |
| Available-for-sale securities (fair market value) | $1,541,215,000 | 106 |
| Total debt securities | $1,933,310,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,658,557,000 | 120 |
| U.S. Government securities | $953,325,000 | 137 |
| U.S. Treasury securities | $29,940,000 | 184 |
| U.S. Government agency obligations | $923,385,000 | 136 |
| Securities issued by states & political subdivisions | $292,389,000 | 88 |
| Other domestic debt securities | $411,862,000 | 53 |
| Privately issued residential mortgage-backed securities | $164,749,000 | 27 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $67,043,000 | 54 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $180,070,000 | 51 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $981,000 | 584 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $276,474,000 | 265 |
| Mortgage-backed securities | $884,805,000 | 125 |
| Certificates of participation in pools of residential mortgages | $569,364,000 | 102 |
| Issued or guaranteed by U.S. | $569,364,000 | 101 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $315,441,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $150,692,000 | 209 |
| Privately issued | $164,749,000 | 25 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $365,771,000 | 108 |
| Available-for-sale securities (fair market value) | $1,292,786,000 | 120 |
| Total debt securities | $1,657,576,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,594,877,000 | 121 |
| U.S. Government securities | $913,867,000 | 138 |
| U.S. Treasury securities | $29,641,000 | 178 |
| U.S. Government agency obligations | $884,226,000 | 138 |
| Securities issued by states & political subdivisions | $280,057,000 | 87 |
| Other domestic debt securities | $399,086,000 | 55 |
| Privately issued residential mortgage-backed securities | $173,099,000 | 27 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $47,621,000 | 57 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $178,366,000 | 49 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,867,000 | 447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $285,181,000 | 258 |
| Mortgage-backed securities | $846,872,000 | 132 |
| Certificates of participation in pools of residential mortgages | $519,717,000 | 111 |
| Issued or guaranteed by U.S. | $519,717,000 | 110 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $327,155,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $154,056,000 | 207 |
| Privately issued | $173,099,000 | 25 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $300,425,000 | 117 |
| Available-for-sale securities (fair market value) | $1,294,452,000 | 120 |
| Total debt securities | $1,593,010,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,464,896,000 | 132 |
| U.S. Government securities | $844,052,000 | 149 |
| U.S. Treasury securities | $19,662,000 | 248 |
| U.S. Government agency obligations | $824,390,000 | 147 |
| Securities issued by states & political subdivisions | $263,657,000 | 90 |
| Other domestic debt securities | $354,847,000 | 63 |
| Privately issued residential mortgage-backed securities | $132,887,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $49,008,000 | 58 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $172,952,000 | 52 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $2,340,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $296,353,000 | 246 |
| Mortgage-backed securities | $777,589,000 | 134 |
| Certificates of participation in pools of residential mortgages | $489,998,000 | 112 |
| Issued or guaranteed by U.S. | $489,998,000 | 111 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $287,591,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $154,704,000 | 209 |
| Privately issued | $132,887,000 | 30 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $278,121,000 | 122 |
| Available-for-sale securities (fair market value) | $1,186,775,000 | 123 |
| Total debt securities | $1,462,556,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,303,920,000 | 145 |
| U.S. Government securities | $769,092,000 | 156 |
| U.S. Treasury securities | $9,904,000 | 357 |
| U.S. Government agency obligations | $759,188,000 | 157 |
| Securities issued by states & political subdivisions | $236,269,000 | 98 |
| Other domestic debt securities | $296,246,000 | 75 |
| Privately issued residential mortgage-backed securities | $90,089,000 | 45 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $34,047,000 | 71 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $172,110,000 | 52 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $2,313,000 | 398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $309,958,000 | 225 |
| Mortgage-backed securities | $681,023,000 | 150 |
| Certificates of participation in pools of residential mortgages | $451,055,000 | 119 |
| Issued or guaranteed by U.S. | $451,055,000 | 118 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $229,968,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $139,879,000 | 225 |
| Privately issued | $90,089,000 | 44 |
| 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) | $210,236,000 | 151 |
| Available-for-sale securities (fair market value) | $1,093,684,000 | 135 |
| Total debt securities | $1,301,607,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,150,189,000 | 154 |
| U.S. Government securities | $675,464,000 | 178 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $675,464,000 | 174 |
| Securities issued by states & political subdivisions | $225,922,000 | 102 |
| Other domestic debt securities | $248,222,000 | 87 |
| Privately issued residential mortgage-backed securities | $66,652,000 | 48 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $24,605,000 | 90 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $156,965,000 | 62 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $581,000 | 692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $311,943,000 | 233 |
| Mortgage-backed securities | $572,177,000 | 176 |
| Certificates of participation in pools of residential mortgages | $363,397,000 | 140 |
| Issued or guaranteed by U.S. | $363,397,000 | 139 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $208,780,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $142,128,000 | 219 |
| Privately issued | $66,652,000 | 46 |
| 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) | $169,520,000 | 175 |
| Available-for-sale securities (fair market value) | $980,669,000 | 150 |
| Total debt securities | $1,149,608,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| 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 | $1,078,484,000 | 163 |
| U.S. Government securities | $630,788,000 | 184 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $630,788,000 | 181 |
| Securities issued by states & political subdivisions | $219,368,000 | 101 |
| Other domestic debt securities | $228,328,000 | 91 |
| Privately issued residential mortgage-backed securities | $52,170,000 | 53 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $93,408,000 | 45 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $82,750,000 | 93 |
| 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 | $343,681,000 | 208 |
| Mortgage-backed securities | $518,686,000 | 184 |
| Certificates of participation in pools of residential mortgages | $348,069,000 | 145 |
| Issued or guaranteed by U.S. | $348,069,000 | 144 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $170,617,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $118,447,000 | 243 |
| Privately issued | $52,170,000 | 51 |
| 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) | $154,255,000 | 187 |
| Available-for-sale securities (fair market value) | $924,229,000 | 154 |
| Total debt securities | $1,078,484,000 | 162 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,024,404,000 | 166 |
| U.S. Government securities | $592,390,000 | 189 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $592,390,000 | 185 |
| Securities issued by states & political subdivisions | $217,429,000 | 100 |
| Other domestic debt securities | $214,585,000 | 95 |
| Privately issued residential mortgage-backed securities | $47,632,000 | 58 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $93,250,000 | 49 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $73,703,000 | 107 |
| 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 | $358,888,000 | 199 |
| Mortgage-backed securities | $475,788,000 | 197 |
| Certificates of participation in pools of residential mortgages | $315,848,000 | 150 |
| Issued or guaranteed by U.S. | $315,848,000 | 149 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $159,940,000 | 219 |
| CMOs issued by government agencies or sponsored agencies | $112,308,000 | 251 |
| Privately issued | $47,632,000 | 55 |
| 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) | $125,473,000 | 214 |
| Available-for-sale securities (fair market value) | $898,931,000 | 151 |
| Total debt securities | $1,024,404,000 | 165 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $970,798,000 | 173 |
| U.S. Government securities | $593,183,000 | 185 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $593,183,000 | 181 |
| Securities issued by states & political subdivisions | $205,583,000 | 103 |
| Other domestic debt securities | $172,032,000 | 106 |
| Privately issued residential mortgage-backed securities | $31,343,000 | 84 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $64,836,000 | 61 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $75,853,000 | 106 |
| 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 | $263,349,000 | 255 |
| Mortgage-backed securities | $472,501,000 | 201 |
| Certificates of participation in pools of residential mortgages | $324,888,000 | 145 |
| Issued or guaranteed by U.S. | $324,888,000 | 144 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $147,613,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $116,270,000 | 252 |
| Privately issued | $31,343,000 | 78 |
| 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) | $113,682,000 | 210 |
| Available-for-sale securities (fair market value) | $857,116,000 | 161 |
| Total debt securities | $970,798,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $887,464,000 | 183 |
| U.S. Government securities | $612,122,000 | 184 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $612,122,000 | 181 |
| Securities issued by states & political subdivisions | $158,259,000 | 153 |
| Other domestic debt securities | $117,083,000 | 133 |
| Privately issued residential mortgage-backed securities | $19,412,000 | 122 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $20,987,000 | 94 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $76,684,000 | 103 |
| 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 | $211,394,000 | 318 |
| Mortgage-backed securities | $471,812,000 | 205 |
| Certificates of participation in pools of residential mortgages | $337,685,000 | 142 |
| Issued or guaranteed by U.S. | $337,685,000 | 141 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $134,127,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $114,715,000 | 259 |
| Privately issued | $19,412,000 | 116 |
| 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) | $68,073,000 | 274 |
| Available-for-sale securities (fair market value) | $819,391,000 | 170 |
| Total debt securities | $887,464,000 | 182 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $843,181,000 | 183 |
| U.S. Government securities | $589,603,000 | 191 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $589,603,000 | 187 |
| Securities issued by states & political subdivisions | $150,329,000 | 163 |
| Other domestic debt securities | $103,249,000 | 140 |
| Privately issued residential mortgage-backed securities | $19,016,000 | 133 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $15,577,000 | 101 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $68,656,000 | 104 |
| 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 | $168,693,000 | 394 |
| Mortgage-backed securities | $443,499,000 | 210 |
| Certificates of participation in pools of residential mortgages | $318,772,000 | 150 |
| Issued or guaranteed by U.S. | $318,772,000 | 149 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $124,727,000 | 275 |
| CMOs issued by government agencies or sponsored agencies | $105,711,000 | 278 |
| Privately issued | $19,016,000 | 126 |
| 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) | $67,022,000 | 275 |
| Available-for-sale securities (fair market value) | $776,159,000 | 176 |
| Total debt securities | $843,181,000 | 182 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $812,484,000 | 191 |
| U.S. Government securities | $597,295,000 | 190 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $597,295,000 | 186 |
| Securities issued by states & political subdivisions | $126,027,000 | 189 |
| Other domestic debt securities | $89,162,000 | 158 |
| Privately issued residential mortgage-backed securities | $18,873,000 | 141 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $15,305,000 | 97 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $54,984,000 | 128 |
| 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 | $182,363,000 | 357 |
| Mortgage-backed securities | $466,761,000 | 208 |
| Certificates of participation in pools of residential mortgages | $341,239,000 | 159 |
| Issued or guaranteed by U.S. | $341,239,000 | 158 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $125,522,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $106,649,000 | 289 |
| Privately issued | $18,873,000 | 135 |
| 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) | $41,944,000 | 398 |
| Available-for-sale securities (fair market value) | $770,540,000 | 175 |
| Total debt securities | $812,484,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $764,686,000 | 203 |
| U.S. Government securities | $573,205,000 | 202 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $573,205,000 | 197 |
| Securities issued by states & political subdivisions | $109,531,000 | 217 |
| Other domestic debt securities | $81,950,000 | 171 |
| Privately issued residential mortgage-backed securities | $17,923,000 | 158 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,589,000 | 175 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $60,438,000 | 117 |
| 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 | $209,251,000 | 321 |
| Mortgage-backed securities | $433,301,000 | 226 |
| Certificates of participation in pools of residential mortgages | $348,894,000 | 155 |
| Issued or guaranteed by U.S. | $348,894,000 | 154 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $84,407,000 | 387 |
| CMOs issued by government agencies or sponsored agencies | $66,484,000 | 422 |
| Privately issued | $17,923,000 | 154 |
| 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) | $33,112,000 | 469 |
| Available-for-sale securities (fair market value) | $731,574,000 | 185 |
| Total debt securities | $764,686,000 | 200 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $695,016,000 | 229 |
| U.S. Government securities | $590,427,000 | 200 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $590,427,000 | 198 |
| Securities issued by states & political subdivisions | $44,085,000 | 732 |
| Other domestic debt securities | $60,504,000 | 206 |
| Privately issued residential mortgage-backed securities | $18,407,000 | 163 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $4,458,000 | 139 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $37,639,000 | 175 |
| 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 | $208,021,000 | 331 |
| Mortgage-backed securities | $467,099,000 | 210 |
| Certificates of participation in pools of residential mortgages | $376,095,000 | 150 |
| Issued or guaranteed by U.S. | $376,095,000 | 149 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $91,004,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $72,597,000 | 413 |
| Privately issued | $18,407,000 | 157 |
| 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) | $30,017,000 | 510 |
| Available-for-sale securities (fair market value) | $664,999,000 | 207 |
| Total debt securities | $695,016,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $708,370,000 | 221 |
| U.S. Government securities | $650,831,000 | 176 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $650,831,000 | 173 |
| Securities issued by states & political subdivisions | $22,854,000 | 1,413 |
| Other domestic debt securities | $34,685,000 | 322 |
| Privately issued residential mortgage-backed securities | $17,811,000 | 219 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $4,770,000 | 97 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $12,104,000 | 389 |
| 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 | $139,647,000 | 435 |
| Mortgage-backed securities | $536,327,000 | 176 |
| Certificates of participation in pools of residential mortgages | $431,093,000 | 128 |
| Issued or guaranteed by U.S. | $431,093,000 | 127 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $105,234,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $87,423,000 | 342 |
| Privately issued | $17,811,000 | 212 |
| 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) | $28,817,000 | 530 |
| Available-for-sale securities (fair market value) | $679,553,000 | 195 |
| Total debt securities | $708,370,000 | 218 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $615,824,000 | 243 |
| U.S. Government securities | $575,776,000 | 195 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $575,776,000 | 190 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $40,048,000 | 291 |
| Privately issued residential mortgage-backed securities | $18,938,000 | 218 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $9,006,000 | 73 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $12,104,000 | 369 |
| 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 | $210,745,000 | 291 |
| Mortgage-backed securities | $468,576,000 | 191 |
| Certificates of participation in pools of residential mortgages | $355,110,000 | 146 |
| Issued or guaranteed by U.S. | $355,110,000 | 145 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $113,466,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $94,528,000 | 323 |
| Privately issued | $18,938,000 | 211 |
| 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) | $16,324,000 | 771 |
| Available-for-sale securities (fair market value) | $599,500,000 | 220 |
| Total debt securities | $615,824,000 | 240 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $686,853,000 | 228 |
| U.S. Government securities | $612,591,000 | 190 |
| U.S. Treasury securities | $5,012,000 | 473 |
| U.S. Government agency obligations | $607,579,000 | 184 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $74,262,000 | 194 |
| Privately issued residential mortgage-backed securities | $52,125,000 | 115 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $10,033,000 | 61 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $12,104,000 | 343 |
| 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 | $175,587,000 | 348 |
| Mortgage-backed securities | $542,414,000 | 168 |
| Certificates of participation in pools of residential mortgages | $393,327,000 | 132 |
| Issued or guaranteed by U.S. | $393,327,000 | 131 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $149,087,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $96,962,000 | 304 |
| Privately issued | $52,125,000 | 111 |
| 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) | $16,351,000 | 779 |
| Available-for-sale securities (fair market value) | $670,502,000 | 200 |
| Total debt securities | $686,853,000 | 225 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $768,692,000 | 204 |
| U.S. Government securities | $665,484,000 | 174 |
| U.S. Treasury securities | $25,299,000 | 178 |
| U.S. Government agency obligations | $640,185,000 | 174 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $103,208,000 | 161 |
| Privately issued residential mortgage-backed securities | $80,312,000 | 94 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $10,792,000 | 59 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $12,104,000 | 335 |
| 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 | $216,903,000 | 285 |
| Mortgage-backed securities | $607,906,000 | 148 |
| Certificates of participation in pools of residential mortgages | $380,077,000 | 132 |
| Issued or guaranteed by U.S. | $380,077,000 | 131 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $227,829,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $147,517,000 | 212 |
| Privately issued | $80,312,000 | 91 |
| 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) | $16,391,000 | 773 |
| Available-for-sale securities (fair market value) | $752,301,000 | 181 |
| Total debt securities | $768,692,000 | 201 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $837,012,000 | 183 |
| U.S. Government securities | $731,401,000 | 160 |
| U.S. Treasury securities | $15,172,000 | 254 |
| U.S. Government agency obligations | $716,229,000 | 158 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $105,611,000 | 161 |
| Privately issued residential mortgage-backed securities | $87,001,000 | 94 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $6,506,000 | 69 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $12,104,000 | 327 |
| 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 | $254,370,000 | 246 |
| Mortgage-backed securities | $659,918,000 | 140 |
| Certificates of participation in pools of residential mortgages | $434,246,000 | 117 |
| Issued or guaranteed by U.S. | $434,246,000 | 116 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $225,672,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $138,671,000 | 221 |
| Privately issued | $87,001,000 | 89 |
| 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) | $16,964,000 | 761 |
| Available-for-sale securities (fair market value) | $820,048,000 | 163 |
| Total debt securities | $837,012,000 | 182 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $701,491,000 | 202 |
| U.S. Government securities | $588,800,000 | 184 |
| U.S. Treasury securities | $15,219,000 | 229 |
| U.S. Government agency obligations | $573,581,000 | 180 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $112,688,000 | 153 |
| Privately issued residential mortgage-backed securities | $88,782,000 | 93 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $6,120,000 | 69 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $17,786,000 | 247 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,000 | 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 | $310,373,000 | 195 |
| Mortgage-backed securities | $570,663,000 | 151 |
| Certificates of participation in pools of residential mortgages | $480,566,000 | 107 |
| Issued or guaranteed by U.S. | $480,566,000 | 106 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $90,097,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $1,315,000 | 2,558 |
| Privately issued | $88,782,000 | 86 |
| 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) | $17,721,000 | 756 |
| Available-for-sale securities (fair market value) | $683,770,000 | 180 |
| Total debt securities | $701,488,000 | 199 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $654,432,000 | 208 |
| U.S. Government securities | $529,233,000 | 198 |
| U.S. Treasury securities | $40,975,000 | 123 |
| U.S. Government agency obligations | $488,258,000 | 202 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $125,196,000 | 140 |
| Privately issued residential mortgage-backed securities | $101,369,000 | 91 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $6,353,000 | 62 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $17,474,000 | 234 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,000 | 1,481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,376,000 | 233 |
| Mortgage-backed securities | $527,046,000 | 157 |
| Certificates of participation in pools of residential mortgages | $424,274,000 | 114 |
| Issued or guaranteed by U.S. | $424,274,000 | 113 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $102,772,000 | 314 |
| CMOs issued by government agencies or sponsored agencies | $1,403,000 | 2,430 |
| Privately issued | $101,369,000 | 85 |
| 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) | $18,427,000 | 748 |
| Available-for-sale securities (fair market value) | $636,005,000 | 189 |
| Total debt securities | $654,429,000 | 208 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $603,751,000 | 220 |
| U.S. Government securities | $424,677,000 | 232 |
| U.S. Treasury securities | $30,721,000 | 144 |
| U.S. Government agency obligations | $393,956,000 | 241 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $179,071,000 | 108 |
| Privately issued residential mortgage-backed securities | $152,116,000 | 71 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $8,549,000 | 56 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $18,406,000 | 223 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,000 | 1,528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $290,687,000 | 221 |
| Mortgage-backed securities | $473,704,000 | 176 |
| Certificates of participation in pools of residential mortgages | $319,956,000 | 144 |
| Issued or guaranteed by U.S. | $319,956,000 | 143 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $153,748,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $1,632,000 | 2,288 |
| Privately issued | $152,116,000 | 68 |
| 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) | $19,366,000 | 725 |
| Available-for-sale securities (fair market value) | $584,385,000 | 197 |
| Total debt securities | $603,748,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $480,225,000 | 276 |
| U.S. Government securities | $291,081,000 | 315 |
| U.S. Treasury securities | $50,622,000 | 89 |
| U.S. Government agency obligations | $240,459,000 | 372 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $189,141,000 | 114 |
| Privately issued residential mortgage-backed securities | $162,152,000 | 69 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $8,058,000 | 65 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $18,931,000 | 218 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $3,000 | 1,576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,753,000 | 550 |
| Mortgage-backed securities | $338,001,000 | 233 |
| Certificates of participation in pools of residential mortgages | $173,871,000 | 255 |
| Issued or guaranteed by U.S. | $173,871,000 | 253 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $164,130,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $1,978,000 | 2,181 |
| Privately issued | $162,152,000 | 66 |
| 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) | $19,391,000 | 740 |
| Available-for-sale securities (fair market value) | $460,834,000 | 249 |
| Total debt securities | $480,222,000 | 270 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $439,490,000 | 312 |
| U.S. Government securities | $214,460,000 | 424 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $214,460,000 | 408 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $225,028,000 | 111 |
| Privately issued residential mortgage-backed securities | $196,489,000 | 71 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $9,488,000 | 69 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $19,051,000 | 232 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $2,000 | 1,661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $172,288,000 | 371 |
| Mortgage-backed securities | $332,452,000 | 244 |
| Certificates of participation in pools of residential mortgages | $119,111,000 | 383 |
| Issued or guaranteed by U.S. | $119,111,000 | 379 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $213,341,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $16,852,000 | 827 |
| Privately issued | $196,489,000 | 69 |
| 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) | $13,003,000 | 971 |
| Available-for-sale securities (fair market value) | $426,487,000 | 275 |
| Total debt securities | $439,488,000 | 302 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $666,567,000 | 204 |
| U.S. Government securities | $380,977,000 | 243 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $380,977,000 | 235 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $254,828,000 | 109 |
| Privately issued residential mortgage-backed securities | $207,921,000 | 73 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $9,762,000 | 71 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $37,145,000 | 153 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $30,762,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $407,162,000 | 170 |
| Mortgage-backed securities | $435,640,000 | 196 |
| Certificates of participation in pools of residential mortgages | $223,154,000 | 217 |
| Issued or guaranteed by U.S. | $223,154,000 | 213 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $212,486,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $4,565,000 | 1,586 |
| Privately issued | $207,921,000 | 69 |
| 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) | $12,721,000 | 997 |
| Available-for-sale securities (fair market value) | $653,846,000 | 183 |
| Total debt securities | $635,805,000 | 204 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $627,156,000 | 230 |
| U.S. Government securities | $370,402,000 | 258 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $370,402,000 | 251 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $256,361,000 | 112 |
| Privately issued residential mortgage-backed securities | $224,589,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,523,000 | 76 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,249,000 | 260 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $393,000 | 1,024 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $477,102,000 | 154 |
| Mortgage-backed securities | $571,309,000 | 163 |
| Certificates of participation in pools of residential mortgages | $341,714,000 | 158 |
| Issued or guaranteed by U.S. | $341,714,000 | 155 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $229,595,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $5,006,000 | 1,521 |
| Privately issued | $224,589,000 | 73 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,724,000 | 1,006 |
| Available-for-sale securities (fair market value) | $614,432,000 | 201 |
| Total debt securities | $626,763,000 | 222 |
| Structured notes | ||
| Amortized cost | $2,268,000 | 545 |
| Fair value | $2,031,000 | 574 |
| 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 | $574,358,000 | 244 |
| U.S. Government securities | $302,182,000 | 300 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $302,182,000 | 290 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $271,735,000 | 103 |
| Privately issued residential mortgage-backed securities | $239,804,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,167,000 | 76 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,764,000 | 242 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $441,000 | 983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $478,517,000 | 154 |
| Mortgage-backed securities | $519,789,000 | 180 |
| Certificates of participation in pools of residential mortgages | $274,467,000 | 185 |
| Issued or guaranteed by U.S. | $274,467,000 | 180 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $245,322,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $5,518,000 | 1,429 |
| Privately issued | $239,804,000 | 66 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,094,000 | 1,083 |
| Available-for-sale securities (fair market value) | $563,264,000 | 208 |
| Total debt securities | $573,917,000 | 238 |
| Structured notes | ||
| Amortized cost | $2,427,000 | 555 |
| Fair value | $2,369,000 | 556 |
| 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 | $623,561,000 | 214 |
| U.S. Government securities | $330,486,000 | 272 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $330,486,000 | 266 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $291,891,000 | 94 |
| Privately issued residential mortgage-backed securities | $256,723,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,546,000 | 64 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,622,000 | 250 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,184,000 | 694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $277,105,000 | 239 |
| Mortgage-backed securities | $543,312,000 | 160 |
| Certificates of participation in pools of residential mortgages | $280,779,000 | 173 |
| Issued or guaranteed by U.S. | $280,779,000 | 166 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $262,533,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $5,810,000 | 1,313 |
| Privately issued | $256,723,000 | 68 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,088,000 | 1,213 |
| Available-for-sale securities (fair market value) | $614,473,000 | 183 |
| Total debt securities | $622,377,000 | 209 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 499 |
| Fair value | $2,459,000 | 534 |
| 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 | $605,727,000 | 229 |
| U.S. Government securities | $282,534,000 | 312 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $282,534,000 | 301 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $297,450,000 | 106 |
| Privately issued residential mortgage-backed securities | $229,309,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $52,190,000 | 47 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,951,000 | 299 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $25,743,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $337,870,000 | 196 |
| Mortgage-backed securities | $476,555,000 | 178 |
| Certificates of participation in pools of residential mortgages | $247,246,000 | 187 |
| Issued or guaranteed by U.S. | $247,246,000 | 181 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $229,309,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $229,309,000 | 76 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,082,000 | 1,207 |
| Available-for-sale securities (fair market value) | $596,645,000 | 195 |
| Total debt securities | $579,984,000 | 234 |
| Structured notes | ||
| Amortized cost | $8,381,000 | 150 |
| Fair value | $7,483,000 | 172 |
| 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 | $548,729,000 | 250 |
| U.S. Government securities | $200,573,000 | 434 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $200,573,000 | 423 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $348,156,000 | 92 |
| Privately issued residential mortgage-backed securities | $244,886,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $73,705,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,565,000 | 185 |
| 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 | $216,333,000 | 293 |
| Mortgage-backed securities | $429,681,000 | 193 |
| Certificates of participation in pools of residential mortgages | $177,828,000 | 252 |
| Issued or guaranteed by U.S. | $177,828,000 | 245 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $251,853,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $6,967,000 | 1,191 |
| Privately issued | $244,886,000 | 75 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,076,000 | 1,206 |
| Available-for-sale securities (fair market value) | $539,653,000 | 219 |
| Total debt securities | $548,729,000 | 244 |
| Structured notes | ||
| Amortized cost | $2,898,000 | 540 |
| Fair value | $2,727,000 | 563 |
| 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 | $510,251,000 | 259 |
| U.S. Government securities | $128,280,000 | 651 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $128,280,000 | 638 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $381,971,000 | 87 |
| Privately issued residential mortgage-backed securities | $271,921,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $84,651,000 | 42 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,399,000 | 204 |
| 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 | $47,803,000 | 1,064 |
| Mortgage-backed securities | $378,467,000 | 206 |
| Certificates of participation in pools of residential mortgages | $101,434,000 | 378 |
| Issued or guaranteed by U.S. | $101,434,000 | 374 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $277,033,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $5,112,000 | 1,332 |
| Privately issued | $271,921,000 | 69 |
| 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) | $8,161,000 | 1,347 |
| Available-for-sale securities (fair market value) | $502,090,000 | 227 |
| Total debt securities | $510,251,000 | 252 |
| Structured notes | ||
| Amortized cost | $3,049,000 | 755 |
| Fair value | $2,974,000 | 823 |
| 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 | $462,960,000 | 284 |
| U.S. Government securities | $90,666,000 | 929 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $90,666,000 | 899 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $372,294,000 | 95 |
| Privately issued residential mortgage-backed securities | $273,933,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $98,361,000 | 42 |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | $356,605,000 | 209 |
| Certificates of participation in pools of residential mortgages | $77,198,000 | 446 |
| Issued or guaranteed by U.S. | $77,198,000 | 441 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $279,407,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $5,474,000 | 1,264 |
| Privately issued | $273,933,000 | 69 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $462,960,000 | 242 |
| Total debt securities | $462,960,000 | 271 |
| Structured notes | ||
| Amortized cost | $3,246,000 | 886 |
| Fair value | $3,217,000 | 886 |
| 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 | $439,446,000 | 307 |
| U.S. Government securities | $95,550,000 | 895 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $95,550,000 | 860 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $343,896,000 | 99 |
| Privately issued residential mortgage-backed securities | $260,795,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $83,101,000 | 39 |
| 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 | $0 | 6,778 |
| Mortgage-backed securities | $346,418,000 | 208 |
| Certificates of participation in pools of residential mortgages | $79,738,000 | 439 |
| Issued or guaranteed by U.S. | $79,738,000 | 435 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $266,680,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $5,885,000 | 1,188 |
| Privately issued | $260,795,000 | 77 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $439,446,000 | 260 |
| Total debt securities | $439,446,000 | 297 |
| Structured notes | ||
| Amortized cost | $3,408,000 | 915 |
| Fair value | $3,406,000 | 905 |
| 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 | $388,913,000 | 353 |
| U.S. Government securities | $87,952,000 | 999 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $87,952,000 | 959 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $300,961,000 | 108 |
| Privately issued residential mortgage-backed securities | $251,072,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $49,889,000 | 47 |
| 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 | $0 | 6,814 |
| Mortgage-backed securities | $325,045,000 | 222 |
| Certificates of participation in pools of residential mortgages | $67,668,000 | 507 |
| Issued or guaranteed by U.S. | $67,668,000 | 499 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $257,377,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $6,305,000 | 1,131 |
| Privately issued | $251,072,000 | 77 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $388,913,000 | 292 |
| Total debt securities | $388,913,000 | 341 |
| Structured notes | ||
| Amortized cost | $3,569,000 | 919 |
| Fair value | $3,567,000 | 917 |
| 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 | $307,228,000 | 421 |
| U.S. Government securities | $64,726,000 | 1,374 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $64,726,000 | 1,341 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $242,502,000 | 118 |
| Privately issued residential mortgage-backed securities | $191,370,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $51,132,000 | 42 |
| 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 | $0 | 6,854 |
| Mortgage-backed securities | $238,601,000 | 287 |
| Certificates of participation in pools of residential mortgages | $40,494,000 | 783 |
| Issued or guaranteed by U.S. | $40,494,000 | 773 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $198,107,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $6,737,000 | 1,095 |
| Privately issued | $191,370,000 | 86 |
| 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) | $16,498,000 | 969 |
| Available-for-sale securities (fair market value) | $290,730,000 | 376 |
| Total debt securities | $307,228,000 | 408 |
| Structured notes | ||
| Amortized cost | $3,778,000 | 955 |
| Fair value | $3,774,000 | 947 |
| 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 | $252,530,000 | 511 |
| U.S. Government securities | $46,649,000 | 1,882 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $46,649,000 | 1,827 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $205,881,000 | 135 |
| Privately issued residential mortgage-backed securities | $153,925,000 | 108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $51,956,000 | 44 |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | $190,077,000 | 341 |
| Certificates of participation in pools of residential mortgages | $28,960,000 | 991 |
| Issued or guaranteed by U.S. | $28,960,000 | 979 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $161,117,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $7,192,000 | 1,023 |
| Privately issued | $153,925,000 | 99 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,496,000 | 1,479 |
| Available-for-sale securities (fair market value) | $244,034,000 | 447 |
| Total debt securities | $252,530,000 | 494 |
| Structured notes | ||
| Amortized cost | $3,949,000 | 1,000 |
| Fair value | $3,945,000 | 973 |
| 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 | $178,620,000 | 719 |
| U.S. Government securities | $31,307,000 | 2,664 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $31,307,000 | 2,586 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $147,313,000 | 167 |
| Privately issued residential mortgage-backed securities | $99,697,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $47,616,000 | 44 |
| 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 | $0 | 6,970 |
| Mortgage-backed securities | $126,510,000 | 472 |
| Certificates of participation in pools of residential mortgages | $21,239,000 | 1,281 |
| Issued or guaranteed by U.S. | $21,239,000 | 1,274 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $105,271,000 | 250 |
| CMOs issued by government agencies or sponsored agencies | $5,574,000 | 1,184 |
| Privately issued | $99,697,000 | 116 |
| 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) | $4,494,000 | 1,977 |
| Available-for-sale securities (fair market value) | $174,126,000 | 611 |
| Total debt securities | $178,620,000 | 703 |
| Structured notes | ||
| Amortized cost | $4,167,000 | 984 |
| Fair value | $4,164,000 | 972 |
| 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 | $114,753,000 | 1,096 |
| U.S. Government securities | $25,527,000 | 3,174 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $25,527,000 | 3,071 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $89,226,000 | 217 |
| Privately issued residential mortgage-backed securities | $51,525,000 | 179 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $37,701,000 | 46 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $77,052,000 | 679 |
| Certificates of participation in pools of residential mortgages | $20,559,000 | 1,319 |
| Issued or guaranteed by U.S. | $20,559,000 | 1,312 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $56,493,000 | 371 |
| CMOs issued by government agencies or sponsored agencies | $4,968,000 | 1,268 |
| Privately issued | $51,525,000 | 167 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $114,753,000 | 921 |
| Total debt securities | $114,754,000 | 1,062 |
| Structured notes | ||
| Amortized cost | $4,446,000 | 969 |
| Fair value | $4,439,000 | 950 |
| 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 | $100,691,000 | 1,241 |
| U.S. Government securities | $20,768,000 | 3,690 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $20,768,000 | 3,563 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $79,923,000 | 229 |
| Privately issued residential mortgage-backed securities | $40,069,000 | 205 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $39,854,000 | 47 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $60,837,000 | 816 |
| Certificates of participation in pools of residential mortgages | $15,771,000 | 1,612 |
| Issued or guaranteed by U.S. | $15,771,000 | 1,600 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $45,066,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $4,997,000 | 1,265 |
| Privately issued | $40,069,000 | 195 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $100,691,000 | 1,060 |
| Total debt securities | $100,691,000 | 1,213 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $49,094,000 | 2,392 |
| U.S. Government securities | $3,905,000 | 7,319 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,905,000 | 7,179 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $45,189,000 | 311 |
| Privately issued residential mortgage-backed securities | $13,388,000 | 340 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $31,801,000 | 55 |
| 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 | $0 | 7,079 |
| Mortgage-backed securities | $17,293,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $3,905,000 | 3,456 |
| Issued or guaranteed by U.S. | $3,905,000 | 3,441 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,388,000 | 886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $13,388,000 | 320 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $49,094,000 | 2,023 |
| Total debt securities | $49,094,000 | 2,345 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |