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Torrey Pines Bank, Securities
| 2013-09-30 | Rank | |
| Total securities | $327,764,000 | 471 |
| U.S. Government securities | $206,099,000 | 529 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $206,099,000 | 509 |
| Securities issued by states & political subdivisions | $82,327,000 | 377 |
| Other domestic debt securities | $20,022,000 | 455 |
| 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 | $20,022,000 | 296 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $19,316,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,398,000 | 479 |
| Mortgage-backed securities | $206,099,000 | 395 |
| Certificates of participation in pools of residential mortgages | $22,959,000 | 1,614 |
| Issued or guaranteed by U.S. | $22,959,000 | 1,611 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $183,140,000 | 203 |
| CMOs issued by government agencies or sponsored agencies | $183,140,000 | 188 |
| 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) | $33,295,000 | 524 |
| Available-for-sale securities (fair market value) | $294,469,000 | 450 |
| Total debt securities | $308,447,000 | 492 |
| 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 | $311,218,000 | 490 |
| U.S. Government securities | $197,189,000 | 539 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $197,189,000 | 523 |
| Securities issued by states & political subdivisions | $73,949,000 | 441 |
| Other domestic debt securities | $20,022,000 | 452 |
| 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 | $20,022,000 | 299 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $20,058,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,113,000 | 464 |
| Mortgage-backed securities | $197,189,000 | 406 |
| Certificates of participation in pools of residential mortgages | $25,098,000 | 1,517 |
| Issued or guaranteed by U.S. | $25,098,000 | 1,515 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $172,091,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $172,091,000 | 195 |
| 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) | $33,352,000 | 493 |
| Available-for-sale securities (fair market value) | $277,866,000 | 493 |
| Total debt securities | $291,162,000 | 519 |
| 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 | $315,788,000 | 493 |
| U.S. Government securities | $194,520,000 | 564 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $194,520,000 | 545 |
| Securities issued by states & political subdivisions | $78,761,000 | 399 |
| Other domestic debt securities | $20,022,000 | 459 |
| 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 | $20,022,000 | 295 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $22,485,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,120,000 | 478 |
| Mortgage-backed securities | $194,520,000 | 414 |
| Certificates of participation in pools of residential mortgages | $29,040,000 | 1,388 |
| Issued or guaranteed by U.S. | $29,040,000 | 1,386 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $165,480,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $165,480,000 | 206 |
| 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) | $33,410,000 | 468 |
| Available-for-sale securities (fair market value) | $282,378,000 | 497 |
| Total debt securities | $293,302,000 | 526 |
| 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 | $311,176,000 | 487 |
| U.S. Government securities | $190,159,000 | 560 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $190,159,000 | 535 |
| Securities issued by states & political subdivisions | $78,903,000 | 381 |
| Other domestic debt securities | $20,022,000 | 442 |
| 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 | $20,022,000 | 281 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $22,092,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,584,000 | 351 |
| Mortgage-backed securities | $190,159,000 | 425 |
| Certificates of participation in pools of residential mortgages | $28,311,000 | 1,398 |
| Issued or guaranteed by U.S. | $28,311,000 | 1,394 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $161,848,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $161,848,000 | 215 |
| 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) | $33,468,000 | 466 |
| Available-for-sale securities (fair market value) | $277,708,000 | 491 |
| Total debt securities | $289,085,000 | 520 |
| 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 | $313,613,000 | 492 |
| U.S. Government securities | $209,355,000 | 530 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $209,355,000 | 512 |
| Securities issued by states & political subdivisions | $59,463,000 | 525 |
| Other domestic debt securities | $25,024,000 | 394 |
| 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 | $25,024,000 | 250 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $19,771,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $143,903,000 | 465 |
| Mortgage-backed securities | $209,355,000 | 406 |
| Certificates of participation in pools of residential mortgages | $32,780,000 | 1,308 |
| Issued or guaranteed by U.S. | $32,780,000 | 1,307 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $176,575,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $176,575,000 | 212 |
| 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) | $20,022,000 | 670 |
| Available-for-sale securities (fair market value) | $293,591,000 | 471 |
| Total debt securities | $293,842,000 | 519 |
| 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 | $310,864,000 | 496 |
| U.S. Government securities | $222,616,000 | 499 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $222,616,000 | 483 |
| Securities issued by states & political subdivisions | $46,108,000 | 727 |
| Other domestic debt securities | $20,022,000 | 455 |
| 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 | $20,022,000 | 293 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $22,118,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,756,000 | 399 |
| Mortgage-backed securities | $222,616,000 | 385 |
| Certificates of participation in pools of residential mortgages | $37,076,000 | 1,186 |
| Issued or guaranteed by U.S. | $37,076,000 | 1,185 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $185,540,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $185,540,000 | 206 |
| 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) | $20,022,000 | 656 |
| Available-for-sale securities (fair market value) | $290,842,000 | 479 |
| Total debt securities | $288,747,000 | 531 |
| 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 | $299,818,000 | 524 |
| U.S. Government securities | $231,574,000 | 490 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $231,574,000 | 474 |
| Securities issued by states & political subdivisions | $26,144,000 | 1,269 |
| Other domestic debt securities | $20,022,000 | 461 |
| 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 | $20,022,000 | 290 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $22,078,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $166,871,000 | 400 |
| Mortgage-backed securities | $221,668,000 | 395 |
| Certificates of participation in pools of residential mortgages | $41,910,000 | 1,070 |
| Issued or guaranteed by U.S. | $41,910,000 | 1,070 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $179,758,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $179,758,000 | 216 |
| 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) | $20,022,000 | 675 |
| Available-for-sale securities (fair market value) | $279,796,000 | 508 |
| Total debt securities | $277,740,000 | 563 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 580 |
| Fair value | $9,906,000 | 612 |
| 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 | $263,278,000 | 581 |
| U.S. Government securities | $218,380,000 | 494 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $218,380,000 | 478 |
| Securities issued by states & political subdivisions | $5,312,000 | 3,512 |
| Other domestic debt securities | $20,022,000 | 489 |
| 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 | $20,022,000 | 278 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $19,564,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,650,000 | 366 |
| Mortgage-backed securities | $188,337,000 | 442 |
| Certificates of participation in pools of residential mortgages | $46,458,000 | 925 |
| Issued or guaranteed by U.S. | $46,458,000 | 922 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $141,879,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $141,879,000 | 241 |
| 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) | $20,022,000 | 680 |
| Available-for-sale securities (fair market value) | $243,256,000 | 549 |
| Total debt securities | $243,715,000 | 608 |
| Structured notes | ||
| Amortized cost | $29,991,000 | 169 |
| Fair value | $30,043,000 | 168 |
| 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 | $282,111,000 | 530 |
| U.S. Government securities | $241,648,000 | 450 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $241,648,000 | 437 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $20,022,000 | 466 |
| 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 | $20,022,000 | 256 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $20,441,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,650,000 | 360 |
| Mortgage-backed securities | $196,720,000 | 408 |
| Certificates of participation in pools of residential mortgages | $53,210,000 | 796 |
| Issued or guaranteed by U.S. | $53,210,000 | 793 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $143,510,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $143,510,000 | 232 |
| 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) | $20,022,000 | 676 |
| Available-for-sale securities (fair market value) | $262,089,000 | 510 |
| Total debt securities | $261,670,000 | 561 |
| Structured notes | ||
| Amortized cost | $44,963,000 | 101 |
| Fair value | $44,928,000 | 101 |
| 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 | $292,139,000 | 505 |
| U.S. Government securities | $256,018,000 | 417 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $256,018,000 | 401 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $20,022,000 | 461 |
| 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 | $20,022,000 | 240 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $16,099,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,042,000 | 442 |
| Mortgage-backed securities | $195,418,000 | 391 |
| Certificates of participation in pools of residential mortgages | $74,860,000 | 564 |
| Issued or guaranteed by U.S. | $74,860,000 | 562 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $120,558,000 | 300 |
| CMOs issued by government agencies or sponsored agencies | $120,558,000 | 254 |
| 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) | $20,022,000 | 676 |
| Available-for-sale securities (fair market value) | $272,117,000 | 492 |
| Total debt securities | $276,040,000 | 531 |
| Structured notes | ||
| Amortized cost | $61,940,000 | 77 |
| Fair value | $60,600,000 | 78 |
| 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 | $272,815,000 | 539 |
| U.S. Government securities | $248,091,000 | 426 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $248,091,000 | 408 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $10,052,000 | 713 |
| 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 | $52,000 | 315 |
| Other domestic debt securities - All other | $10,000,000 | 383 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $14,672,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,006,000 | 334 |
| Mortgage-backed securities | $181,017,000 | 409 |
| Certificates of participation in pools of residential mortgages | $84,626,000 | 497 |
| Issued or guaranteed by U.S. | $84,626,000 | 494 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $96,391,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $96,391,000 | 288 |
| 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) | $10,052,000 | 1,026 |
| Available-for-sale securities (fair market value) | $262,763,000 | 502 |
| Total debt securities | $258,143,000 | 564 |
| Structured notes | ||
| Amortized cost | $69,424,000 | 71 |
| Fair value | $67,074,000 | 74 |
| 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 | $283,400,000 | 495 |
| U.S. Government securities | $258,941,000 | 390 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $258,941,000 | 376 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $10,052,000 | 750 |
| 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 | $10,052,000 | 370 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $14,407,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,956,000 | 544 |
| Mortgage-backed securities | $190,278,000 | 383 |
| Certificates of participation in pools of residential mortgages | $96,461,000 | 431 |
| Issued or guaranteed by U.S. | $96,461,000 | 428 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $93,817,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $93,817,000 | 287 |
| 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) | $10,052,000 | 1,017 |
| Available-for-sale securities (fair market value) | $273,348,000 | 463 |
| Total debt securities | $268,993,000 | 518 |
| Structured notes | ||
| Amortized cost | $69,409,000 | 59 |
| Fair value | $68,663,000 | 58 |
| 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 | $124,453,000 | 1,081 |
| U.S. Government securities | $122,052,000 | 794 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $122,052,000 | 757 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $52,000 | 3,016 |
| 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 | $52,000 | 2,096 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,349,000 | 425 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,045,000 | 950 |
| Mortgage-backed securities | $81,801,000 | 767 |
| Certificates of participation in pools of residential mortgages | $56,280,000 | 657 |
| Issued or guaranteed by U.S. | $56,280,000 | 653 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $25,521,000 | 871 |
| CMOs issued by government agencies or sponsored agencies | $25,521,000 | 733 |
| 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) | $52,000 | 2,959 |
| Available-for-sale securities (fair market value) | $124,401,000 | 949 |
| Total debt securities | $122,103,000 | 1,087 |
| Structured notes | ||
| Amortized cost | $39,986,000 | 125 |
| Fair value | $40,251,000 | 123 |
| Trading account assets | $98,000 | 191 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $129,448,000 | 1,033 |
| U.S. Government securities | $127,063,000 | 762 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $127,063,000 | 728 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $73,000 | 2,993 |
| 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 | $73,000 | 2,056 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,312,000 | 447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $108,875,000 | 537 |
| Mortgage-backed securities | $86,799,000 | 728 |
| Certificates of participation in pools of residential mortgages | $60,806,000 | 612 |
| Issued or guaranteed by U.S. | $60,806,000 | 607 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $25,993,000 | 829 |
| CMOs issued by government agencies or sponsored agencies | $25,993,000 | 691 |
| 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) | $73,000 | 2,997 |
| Available-for-sale securities (fair market value) | $129,375,000 | 907 |
| Total debt securities | $127,136,000 | 1,044 |
| Structured notes | ||
| Amortized cost | $39,985,000 | 128 |
| Fair value | $40,264,000 | 126 |
| Trading account assets | $5,525,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $85,697,000 | 1,517 |
| U.S. Government securities | $83,246,000 | 1,133 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $83,246,000 | 1,090 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $199,000 | 2,917 |
| 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 | $199,000 | 1,962 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,252,000 | 449 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,247,000 | 985 |
| Mortgage-backed securities | $83,246,000 | 761 |
| Certificates of participation in pools of residential mortgages | $35,786,000 | 1,043 |
| Issued or guaranteed by U.S. | $35,786,000 | 1,034 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $47,460,000 | 551 |
| CMOs issued by government agencies or sponsored agencies | $47,460,000 | 445 |
| 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) | $199,000 | 2,858 |
| Available-for-sale securities (fair market value) | $85,498,000 | 1,348 |
| Total debt securities | $83,446,000 | 1,534 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $11,779,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $88,762,000 | 1,457 |
| U.S. Government securities | $87,331,000 | 1,039 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $87,331,000 | 1,007 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $199,000 | 2,978 |
| 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 | $199,000 | 2,009 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,232,000 | 607 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,732,000 | 991 |
| Mortgage-backed securities | $87,331,000 | 743 |
| Certificates of participation in pools of residential mortgages | $38,160,000 | 1,011 |
| Issued or guaranteed by U.S. | $38,160,000 | 1,002 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $49,171,000 | 532 |
| CMOs issued by government agencies or sponsored agencies | $49,171,000 | 414 |
| 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) | $199,000 | 2,915 |
| Available-for-sale securities (fair market value) | $88,563,000 | 1,282 |
| Total debt securities | $87,530,000 | 1,448 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $12,694,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $65,986,000 | 1,874 |
| U.S. Government securities | $64,550,000 | 1,369 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $64,550,000 | 1,330 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $199,000 | 3,082 |
| 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 | $199,000 | 2,108 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $1,237,000 | 661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,551,000 | 856 |
| Mortgage-backed securities | $64,550,000 | 964 |
| Certificates of participation in pools of residential mortgages | $39,538,000 | 1,007 |
| Issued or guaranteed by U.S. | $39,538,000 | 1,000 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $25,012,000 | 799 |
| CMOs issued by government agencies or sponsored agencies | $25,012,000 | 633 |
| 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) | $199,000 | 2,990 |
| Available-for-sale securities (fair market value) | $65,787,000 | 1,662 |
| Total debt securities | $64,749,000 | 1,880 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $14,250,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $42,901,000 | 2,641 |
| U.S. Government securities | $41,494,000 | 1,989 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $41,494,000 | 1,943 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $199,000 | 3,166 |
| 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 | $199,000 | 2,200 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $1,208,000 | 714 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,494,000 | 1,255 |
| Mortgage-backed securities | $41,494,000 | 1,398 |
| Certificates of participation in pools of residential mortgages | $41,494,000 | 980 |
| Issued or guaranteed by U.S. | $41,494,000 | 970 |
| 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) | $199,000 | 3,038 |
| Available-for-sale securities (fair market value) | $42,702,000 | 2,340 |
| Total debt securities | $41,693,000 | 2,670 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $15,940,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $37,878,000 | 2,916 |
| U.S. Government securities | $34,422,000 | 2,353 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $34,422,000 | 2,306 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $199,000 | 3,099 |
| 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 | $199,000 | 2,315 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $3,257,000 | 462 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,422,000 | 1,509 |
| Mortgage-backed securities | $34,422,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $34,422,000 | 1,192 |
| Issued or guaranteed by U.S. | $34,422,000 | 1,181 |
| 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) | $199,000 | 3,078 |
| Available-for-sale securities (fair market value) | $37,679,000 | 2,613 |
| Total debt securities | $34,621,000 | 3,090 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $23,784,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $39,408,000 | 2,809 |
| U.S. Government securities | $34,754,000 | 2,351 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $34,754,000 | 2,300 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $199,000 | 3,026 |
| 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 | $199,000 | 2,245 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $4,455,000 | 348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,754,000 | 1,495 |
| Mortgage-backed securities | $34,754,000 | 1,567 |
| Certificates of participation in pools of residential mortgages | $34,754,000 | 1,134 |
| Issued or guaranteed by U.S. | $34,754,000 | 1,125 |
| 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) | $199,000 | 3,097 |
| Available-for-sale securities (fair market value) | $39,209,000 | 2,515 |
| Total debt securities | $34,951,000 | 3,048 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $22,742,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $50,438,000 | 2,223 |
| U.S. Government securities | $35,559,000 | 2,240 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $35,559,000 | 2,195 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $13,731,000 | 674 |
| 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 | $13,731,000 | 290 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,148,000 | 703 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,390,000 | 1,443 |
| Mortgage-backed securities | $35,559,000 | 1,471 |
| Certificates of participation in pools of residential mortgages | $35,559,000 | 1,072 |
| Issued or guaranteed by U.S. | $35,559,000 | 1,062 |
| 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) | $10,035,000 | 1,148 |
| Available-for-sale securities (fair market value) | $40,403,000 | 2,384 |
| Total debt securities | $49,290,000 | 2,260 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $25,679,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $53,609,000 | 2,178 |
| U.S. Government securities | $37,366,000 | 2,191 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $37,366,000 | 2,149 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $15,109,000 | 676 |
| 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 | $15,109,000 | 313 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,134,000 | 970 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,012,000 | 1,380 |
| Mortgage-backed securities | $37,366,000 | 1,389 |
| Certificates of participation in pools of residential mortgages | $37,366,000 | 1,017 |
| Issued or guaranteed by U.S. | $37,366,000 | 1,006 |
| 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) | $10,042,000 | 1,137 |
| Available-for-sale securities (fair market value) | $43,567,000 | 2,288 |
| Total debt securities | $52,475,000 | 2,163 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $29,754,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $54,790,000 | 2,128 |
| U.S. Government securities | $39,370,000 | 2,084 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $39,370,000 | 2,047 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $14,273,000 | 685 |
| 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 | $14,273,000 | 329 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,147,000 | 993 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,192,000 | 1,273 |
| Mortgage-backed securities | $39,370,000 | 1,299 |
| Certificates of participation in pools of residential mortgages | $39,370,000 | 934 |
| Issued or guaranteed by U.S. | $39,370,000 | 925 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $54,790,000 | 1,868 |
| Total debt securities | $53,643,000 | 2,123 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $35,119,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $59,767,000 | 1,949 |
| U.S. Government securities | $40,705,000 | 2,027 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $40,705,000 | 1,983 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $17,935,000 | 548 |
| 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 | $17,935,000 | 271 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,127,000 | 954 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,320,000 | 1,233 |
| Mortgage-backed securities | $40,705,000 | 1,146 |
| Certificates of participation in pools of residential mortgages | $40,705,000 | 807 |
| Issued or guaranteed by U.S. | $40,705,000 | 798 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $59,767,000 | 1,695 |
| Total debt securities | $58,640,000 | 1,942 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $36,288,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $61,158,000 | 1,898 |
| U.S. Government securities | $40,942,000 | 2,026 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $40,942,000 | 1,981 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $14,663,000 | 600 |
| 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 | $14,663,000 | 312 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $5,553,000 | 422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,714,000 | 1,182 |
| Mortgage-backed securities | $40,942,000 | 1,068 |
| Certificates of participation in pools of residential mortgages | $40,942,000 | 769 |
| Issued or guaranteed by U.S. | $40,942,000 | 760 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $61,158,000 | 1,632 |
| Total debt securities | $55,605,000 | 2,025 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $37,099,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $47,884,000 | 2,378 |
| U.S. Government securities | $31,847,000 | 2,553 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $31,847,000 | 2,484 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $14,965,000 | 566 |
| 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 | $14,965,000 | 286 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,072,000 | 940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,574,000 | 1,474 |
| Mortgage-backed securities | $31,847,000 | 1,272 |
| Certificates of participation in pools of residential mortgages | $31,847,000 | 919 |
| Issued or guaranteed by U.S. | $31,847,000 | 913 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $47,884,000 | 2,055 |
| Total debt securities | $46,812,000 | 2,377 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $28,418,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $39,679,000 | 2,798 |
| U.S. Government securities | $23,482,000 | 3,267 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $23,482,000 | 3,178 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $15,117,000 | 566 |
| 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 | $15,117,000 | 291 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,080,000 | 960 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,482,000 | 1,926 |
| Mortgage-backed securities | $23,482,000 | 1,553 |
| Certificates of participation in pools of residential mortgages | $23,482,000 | 1,138 |
| Issued or guaranteed by U.S. | $23,482,000 | 1,129 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $39,679,000 | 2,436 |
| Total debt securities | $38,599,000 | 2,826 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $30,276,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $62,018,000 | 1,907 |
| U.S. Government securities | $37,172,000 | 2,299 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $37,172,000 | 2,235 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $23,781,000 | 434 |
| Privately issued residential mortgage-backed securities | $8,742,000 | 422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,039,000 | 81 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000,000 | 655 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,065,000 | 993 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,914,000 | 1,071 |
| Mortgage-backed securities | $45,914,000 | 982 |
| Certificates of participation in pools of residential mortgages | $37,172,000 | 834 |
| Issued or guaranteed by U.S. | $37,172,000 | 824 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $8,742,000 | 1,134 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $8,742,000 | 403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,464,000 | 971 |
| Available-for-sale securities (fair market value) | $45,554,000 | 2,187 |
| Total debt securities | $60,953,000 | 1,902 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $54,171,000 | 2,185 |
| U.S. Government securities | $44,127,000 | 1,983 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $44,127,000 | 1,918 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $8,989,000 | 751 |
| Privately issued residential mortgage-backed securities | $8,989,000 | 416 |
| 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 | $1,055,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,116,000 | 947 |
| Mortgage-backed securities | $53,116,000 | 885 |
| Certificates of participation in pools of residential mortgages | $44,127,000 | 748 |
| Issued or guaranteed by U.S. | $44,127,000 | 736 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,989,000 | 1,088 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $8,989,000 | 392 |
| 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) | $17,189,000 | 973 |
| Available-for-sale securities (fair market value) | $36,982,000 | 2,608 |
| Total debt securities | $53,116,000 | 2,184 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $56,447,000 | 2,092 |
| U.S. Government securities | $46,124,000 | 1,911 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $46,124,000 | 1,851 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $9,305,000 | 746 |
| Privately issued residential mortgage-backed securities | $9,305,000 | 396 |
| 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 | $1,018,000 | 1,020 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,430,000 | 908 |
| Mortgage-backed securities | $55,429,000 | 871 |
| Certificates of participation in pools of residential mortgages | $46,124,000 | 732 |
| Issued or guaranteed by U.S. | $46,124,000 | 723 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,305,000 | 1,062 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $9,305,000 | 374 |
| 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) | $17,871,000 | 959 |
| Available-for-sale securities (fair market value) | $38,576,000 | 2,498 |
| Total debt securities | $55,429,000 | 2,081 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $59,868,000 | 2,012 |
| U.S. Government securities | $49,020,000 | 1,838 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $49,020,000 | 1,776 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $9,828,000 | 739 |
| Privately issued residential mortgage-backed securities | $9,828,000 | 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 | $1,020,000 | 1,046 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,848,000 | 850 |
| Mortgage-backed securities | $58,848,000 | 834 |
| Certificates of participation in pools of residential mortgages | $49,020,000 | 702 |
| Issued or guaranteed by U.S. | $49,020,000 | 691 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,828,000 | 1,030 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $9,828,000 | 366 |
| 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) | $18,546,000 | 951 |
| Available-for-sale securities (fair market value) | $41,322,000 | 2,390 |
| Total debt securities | $58,848,000 | 2,002 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $62,875,000 | 1,921 |
| U.S. Government securities | $51,726,000 | 1,761 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $51,726,000 | 1,697 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $10,125,000 | 727 |
| Privately issued residential mortgage-backed securities | $10,125,000 | 376 |
| 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 | $1,024,000 | 1,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,851,000 | 820 |
| Mortgage-backed securities | $61,851,000 | 807 |
| Certificates of participation in pools of residential mortgages | $51,726,000 | 676 |
| Issued or guaranteed by U.S. | $51,726,000 | 668 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $10,125,000 | 1,014 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $10,125,000 | 356 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,317,000 | 956 |
| Available-for-sale securities (fair market value) | $43,558,000 | 2,303 |
| Total debt securities | $61,851,000 | 1,911 |
| 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 | $68,287,000 | 1,764 |
| U.S. Government securities | $56,342,000 | 1,584 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $56,342,000 | 1,525 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $10,921,000 | 709 |
| Privately issued residential mortgage-backed securities | $10,921,000 | 361 |
| 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 | $1,024,000 | 1,095 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,463,000 | 963 |
| Mortgage-backed securities | $67,263,000 | 755 |
| Certificates of participation in pools of residential mortgages | $56,342,000 | 640 |
| Issued or guaranteed by U.S. | $56,342,000 | 631 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,921,000 | 987 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $10,921,000 | 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) | $21,374,000 | 876 |
| Available-for-sale securities (fair market value) | $46,913,000 | 2,109 |
| Total debt securities | $67,263,000 | 1,754 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $62,821,000 | 1,917 |
| U.S. Government securities | $49,846,000 | 1,808 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $49,846,000 | 1,739 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $11,946,000 | 687 |
| Privately issued residential mortgage-backed securities | $11,946,000 | 354 |
| 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 | $1,029,000 | 1,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,404,000 | 887 |
| Mortgage-backed securities | $61,792,000 | 818 |
| Certificates of participation in pools of residential mortgages | $49,846,000 | 712 |
| Issued or guaranteed by U.S. | $49,846,000 | 704 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $11,946,000 | 968 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $11,946,000 | 334 |
| 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) | $23,144,000 | 830 |
| Available-for-sale securities (fair market value) | $39,677,000 | 2,450 |
| Total debt securities | $61,791,000 | 1,900 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $66,462,000 | 1,853 |
| U.S. Government securities | $52,968,000 | 1,744 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $52,968,000 | 1,672 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $12,494,000 | 682 |
| Privately issued residential mortgage-backed securities | $12,494,000 | 340 |
| 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 | $1,000,000 | 1,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,052,000 | 796 |
| Mortgage-backed securities | $65,462,000 | 806 |
| Certificates of participation in pools of residential mortgages | $52,968,000 | 695 |
| Issued or guaranteed by U.S. | $52,968,000 | 692 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,494,000 | 968 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $12,494,000 | 313 |
| 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) | $24,433,000 | 826 |
| Available-for-sale securities (fair market value) | $42,029,000 | 2,366 |
| Total debt securities | $65,463,000 | 1,828 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $77,362,000 | 1,629 |
| U.S. Government securities | $63,801,000 | 1,464 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $63,801,000 | 1,402 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $13,561,000 | 678 |
| Privately issued residential mortgage-backed securities | $13,561,000 | 331 |
| 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 | $55,303,000 | 869 |
| Mortgage-backed securities | $77,362,000 | 742 |
| Certificates of participation in pools of residential mortgages | $63,801,000 | 630 |
| Issued or guaranteed by U.S. | $63,801,000 | 626 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $13,561,000 | 928 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $13,561,000 | 305 |
| 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) | $25,308,000 | 806 |
| Available-for-sale securities (fair market value) | $52,054,000 | 1,974 |
| Total debt securities | $77,362,000 | 1,585 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $71,790,000 | 1,731 |
| U.S. Government securities | $57,281,000 | 1,622 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $57,281,000 | 1,567 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $14,509,000 | 657 |
| Privately issued residential mortgage-backed securities | $14,509,000 | 303 |
| 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 | $41,074,000 | 1,087 |
| Mortgage-backed securities | $71,790,000 | 780 |
| Certificates of participation in pools of residential mortgages | $57,281,000 | 671 |
| Issued or guaranteed by U.S. | $57,281,000 | 667 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,509,000 | 892 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $14,509,000 | 276 |
| 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) | $16,245,000 | 1,093 |
| Available-for-sale securities (fair market value) | $55,545,000 | 1,857 |
| Total debt securities | $71,790,000 | 1,689 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $73,112,000 | 1,737 |
| U.S. Government securities | $57,904,000 | 1,635 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $57,904,000 | 1,575 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $15,208,000 | 652 |
| Privately issued residential mortgage-backed securities | $15,208,000 | 288 |
| 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 | $47,059,000 | 967 |
| Mortgage-backed securities | $73,112,000 | 788 |
| Certificates of participation in pools of residential mortgages | $57,904,000 | 673 |
| Issued or guaranteed by U.S. | $57,904,000 | 667 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $15,208,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $15,208,000 | 267 |
| 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) | $17,875,000 | 1,039 |
| Available-for-sale securities (fair market value) | $55,237,000 | 1,887 |
| Total debt securities | $73,112,000 | 1,685 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $81,050,000 | 1,597 |
| U.S. Government securities | $63,144,000 | 1,492 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $63,144,000 | 1,438 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $17,906,000 | 623 |
| Privately issued residential mortgage-backed securities | $17,906,000 | 276 |
| 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 | $52,596,000 | 871 |
| Mortgage-backed securities | $81,050,000 | 745 |
| Certificates of participation in pools of residential mortgages | $63,144,000 | 638 |
| Issued or guaranteed by U.S. | $63,144,000 | 633 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $17,906,000 | 814 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $17,906,000 | 257 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,165,000 | 958 |
| Available-for-sale securities (fair market value) | $61,885,000 | 1,723 |
| Total debt securities | $81,050,000 | 1,553 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $77,386,000 | 1,714 |
| U.S. Government securities | $59,245,000 | 1,632 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $59,245,000 | 1,572 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $18,141,000 | 595 |
| Privately issued residential mortgage-backed securities | $18,141,000 | 219 |
| 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 | $48,432,000 | 924 |
| Mortgage-backed securities | $77,386,000 | 782 |
| Certificates of participation in pools of residential mortgages | $59,245,000 | 684 |
| Issued or guaranteed by U.S. | $59,245,000 | 677 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $18,141,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $18,141,000 | 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) | $19,764,000 | 944 |
| Available-for-sale securities (fair market value) | $57,622,000 | 1,865 |
| Total debt securities | $77,385,000 | 1,661 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $41,344,000 | 2,857 |
| U.S. Government securities | $19,739,000 | 3,827 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $19,739,000 | 3,689 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $19,089,000 | 591 |
| Privately issued residential mortgage-backed securities | $19,089,000 | 206 |
| 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 | $2,516,000 | 962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,814,000 | 1,379 |
| Mortgage-backed securities | $38,828,000 | 1,290 |
| Certificates of participation in pools of residential mortgages | $19,739,000 | 1,537 |
| Issued or guaranteed by U.S. | $19,739,000 | 1,528 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $19,089,000 | 795 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $19,089,000 | 181 |
| 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) | $10,014,000 | 1,458 |
| Available-for-sale securities (fair market value) | $31,330,000 | 3,059 |
| Total debt securities | $38,828,000 | 2,928 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $33,169,000 | 3,298 |
| U.S. Government securities | $10,266,000 | 5,490 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,266,000 | 5,323 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $20,400,000 | 580 |
| Privately issued residential mortgage-backed securities | $20,400,000 | 203 |
| 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 | $2,503,000 | 996 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $30,666,000 | 1,511 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $30,666,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $10,266,000 | 1,118 |
| Privately issued | $20,400,000 | 177 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $33,169,000 | 2,855 |
| Total debt securities | $30,666,000 | 3,417 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |